Dimitris Korobilis

3.7k total citations · 2 hit papers
52 papers, 2.3k citations indexed

About

Dimitris Korobilis is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Dimitris Korobilis has authored 52 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 39 papers in General Economics, Econometrics and Finance, 38 papers in Economics and Econometrics and 19 papers in Finance. Recurrent topics in Dimitris Korobilis's work include Monetary Policy and Economic Impact (39 papers), Market Dynamics and Volatility (31 papers) and Financial Risk and Volatility Modeling (13 papers). Dimitris Korobilis is often cited by papers focused on Monetary Policy and Economic Impact (39 papers), Market Dynamics and Volatility (31 papers) and Financial Risk and Volatility Modeling (13 papers). Dimitris Korobilis collaborates with scholars based in United Kingdom, United States and Belgium. Dimitris Korobilis's co-authors include Gary Koop, Christiane Baumeister, Thomas K. Lee, Kamil Yılmaz, Davide Pettenuzzo, Joseph P. Byrne, Jeroen V.K. Rombouts, Luc Bauwens, Michelle Gilmartin and Joscha Beckmann and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Dimitris Korobilis

49 papers receiving 2.2k citations

Hit Papers

A new index of financial conditions 2013 2026 2017 2021 2014 2013 100 200 300 400
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. A new index of financial conditions
    2014 464 citations Gary Koop, Dimitris Korobilis profile →
  2. Large time-varying parameter VARs
    2013 298 citations Gary Koop, Dimitris Korobilis profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Dimitris Korobilis United Kingdom 21 1.8k 1.2k 783 333 295 52 2.3k
Massimiliano Caporin Italy 26 1.7k 1.0× 638 0.5× 1.4k 1.7× 192 0.6× 234 0.8× 171 2.3k
Barbara Rossi United States 29 2.8k 1.5× 2.4k 2.0× 1.3k 1.7× 518 1.6× 271 0.9× 76 3.5k
Stan Hurn Australia 24 1.3k 0.7× 599 0.5× 684 0.9× 163 0.5× 239 0.8× 90 2.0k
Francesco Ravazzolo Italy 26 1.4k 0.8× 1.0k 0.9× 838 1.1× 464 1.4× 198 0.7× 123 2.1k
Simone Manganelli Germany 23 2.0k 1.1× 1.1k 0.9× 2.3k 2.9× 228 0.7× 108 0.4× 65 3.1k
Zhijie Xiao United States 22 1.6k 0.9× 979 0.8× 1.0k 1.3× 199 0.6× 230 0.8× 104 2.5k
Yoon‐Jae Whang South Korea 17 881 0.5× 342 0.3× 536 0.7× 152 0.5× 106 0.4× 46 1.4k
Giorgio E. Primiceri United States 22 4.1k 2.3× 3.7k 3.1× 2.0k 2.5× 315 0.9× 371 1.3× 45 5.2k
Joshua C. C. Chan Australia 23 1.1k 0.6× 1.0k 0.8× 731 0.9× 259 0.8× 131 0.4× 76 1.8k
Sung Y. Park South Korea 21 946 0.5× 340 0.3× 384 0.5× 164 0.5× 261 0.9× 51 1.4k

Countries citing papers authored by Dimitris Korobilis

Since Specialization
Citations

This map shows the geographic impact of Dimitris Korobilis's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Dimitris Korobilis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Dimitris Korobilis more than expected).

Fields of papers citing papers by Dimitris Korobilis

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Dimitris Korobilis. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Dimitris Korobilis. The network helps show where Dimitris Korobilis may publish in the future.

Co-authorship network of co-authors of Dimitris Korobilis

This figure shows the co-authorship network connecting the top 25 collaborators of Dimitris Korobilis. A scholar is included among the top collaborators of Dimitris Korobilis based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Dimitris Korobilis. Dimitris Korobilis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Gambetti, Luca, et al.. (2023). Agreed and Disagreed Uncertainty. SSRN Electronic Journal.
2.
Korobilis, Dimitris, et al.. (2023). Probabilistic Quantile Factor Analysis. SSRN Electronic Journal. 5 indexed citations
3.
Korobilis, Dimitris, et al.. (2023). Monitoring Multicountry Macroeconomic Risk. SSRN Electronic Journal. 1 indexed citations
4.
Korobilis, Dimitris & Kenichi Shimizu. (2022). Bayesian Approaches to Shrinkage and Sparse Estimation. ENLIGHTEN (Jurnal Bimbingan dan Konseling Islam). 11(4). 230–354. 3 indexed citations
5.
Korobilis, Dimitris & Kenichi Shimizu. (2021). Bayesian Approaches to Shrinkage and Sparse Estimation. SSRN Electronic Journal. 3 indexed citations
6.
Beckmann, Joscha, et al.. (2020). Exchange rate predictability and dynamic Bayesian learning. Journal of Applied Econometrics. 35(4). 410–421. 15 indexed citations
7.
Baumeister, Christiane, Dimitris Korobilis, & Thomas K. Lee. (2020). Energy Markets and Global Economic Conditions. The Review of Economics and Statistics. 104(4). 828–844. 136 indexed citations
8.
Byrne, Joseph P., et al.. (2019). Decomposing global yield curve co-movement. Journal of Banking & Finance. 106. 500–513. 10 indexed citations
9.
Korobilis, Dimitris & Gary Koop. (2018). Variational Bayes inference in high-dimensional time-varying parameter models. Open Access at Essex (University of Essex). 17 indexed citations
10.
Gambetti, Luca, Dimitris Korobilis, John D. Tsoukalas, & Francesco Zanetti. (2017). The effect of news shocks and monetary policy. BIROn (Birkbeck, University of London). 3 indexed citations
11.
Korobilis, Dimitris. (2016). Quantile regression forecasts of inflation under model uncertainty. International Journal of Forecasting. 33(1). 11–20. 52 indexed citations
12.
Koop, Gary, et al.. (2013). Hierarchical Shrinkage in Time‐Varying Parameter Models. Journal of Forecasting. 33(1). 80–94. 71 indexed citations
13.
Koop, Gary & Dimitris Korobilis. (2012). FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*. International Economic Review. 53(3). 867–886. 280 indexed citations
14.
Gilmartin, Michelle & Dimitris Korobilis. (2012). On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK. Scottish Journal of Political Economy. 59(2). 179–195. 8 indexed citations
15.
Korobilis, Dimitris. (2012). Bayesian forecasting with highly correlated predictors. Economics Letters. 118(1). 148–150. 13 indexed citations
16.
Korobilis, Dimitris, et al.. (2011). Hierarchical shrinkage in time-varying parameter models. MPRA Paper. 1 indexed citations
17.
Koop, Gary & Dimitris Korobilis. (2011). UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?. Economic Modelling. 28(5). 2307–2318. 49 indexed citations
18.
Koop, Gary & Dimitris Korobilis. (2009). Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. SSRN Electronic Journal. 129 indexed citations
19.
Koop, Gary & Dimitris Korobilis. (2009). Forecasting Inflation Using Dynamic Model Averaging. SSRN Electronic Journal. 44 indexed citations
20.
Korobilis, Dimitris. (2006). Forecast Comparison of Nonlinear Time Series Models of Us GDP: A Bayesian Approach. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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