I am a Professor of Econometrics at the Adam Smith Business School of the University of Glasgow, one of the six ancient universities in the UK founded in 1451, and an adjunct researcher at the Center for Applied Macroeconomics and Commodity Prices (CAMP) of the BI Norwegian Business School. Additionally, I am an affiliated researcher with the Information and Data Analysis (IDA) Section of the School of Computing Science at the University of Glasgow. I am a senior fellow of the Rimini Center for Economic Analysis (RCEA), a fellow of the Higher Education Academy, and I am on the board of the European Seminar on Bayesian Econometrics (ESOBE). I serve as an associate editor for the Journal of Business and Economic Statistics (JBES) and Studies in Nonlinear Dynamics and Econometrics (SNDE).
My expertise is in time series analysis and forecasting of macroeconomic and financial data, with a focus on high-dimensional inference and computation. I am primarily interested in flexible modeling and fast approximate computation methods for small samples (typically macroeconomic data with many series but a small number of observations), and for that reason my work relies on Bayesian statistics as well as other statistical machine learning methods and algorithms. Over the years, I have developed several forecasting and structural econometric models for central banks, governments, and other policy institutions that require monitoring thousands of economic indicators using fast, flexible algorithms that allow real-time decision-making with low maintenance costs.
Feel free to browse my webpage, where you will find the latest and past research papers, as well as plenty of code that replicates all the algorithms I have developed over the years. For regular updates about my research activities, you can follow me on LinkedIn.
LinkedIn: https://www.linkedin.com/in/bayesian2023/
Facebook: https://www.fb.com/Bayesian
Bluesky: https://bsky.app/profile/econartist.bsky.social
Google Scholar: https://scholar.google.com/citations?user=DWc5xn8AAAAJ&hl=en
IDEAS: https://ideas.repec.org/f/pko254.html
Academia: https://glasgow.academia.edu/DimitrisKorobilis
ResearchGate: https://www.researchgate.net/profile/Dimitris_Korobilis
SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=553568
GitHub: https://github.com/korobilis
OrcID: http://orcid.org/0000-0001-9146-3008
American Mathematical Society: https://mathscinet.ams.org/mathscinet/MRAuthorID/990688
Dimitris Korobilis Dimitrios Korompilis Magkas
Professor of Econometrics,
Adam Smith Business School,Â
2 Discovery Place,
Glasgow, G11 6EY,
United Kingdom
+44 (0) 141 330 2950