Dimitris Korobilis

University of Glasgow

Adam Smith Business School

Glasgow, Scotland G12 8LE

United Kingdom

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Scholarly Papers (1)

1.

The Time-Varying Evolution of Inflation Risks

ECB Working Paper No. 2021/2600
Number of pages: 55 Posted: 08 Oct 2021
Dimitris Korobilis, Bettina Landau, Alberto Musso and Anthoulla Phella
University of Glasgow, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
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Abstract:

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Bayesian shrinkage, euro area, Horseshoe, inflation tail risks, MCMC, quantile regression, time-varying parameters