Dimitris Korobilis

Dimitris Korobilis is 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. He holds adjunct positions at the Center for Applied Macroeconomics and Commodity Prices (CAMP) at BI Norwegian Business School and is affiliated with the Information and Data Analysis (IDA) Section of the School of Computing Science at the University of Glasgow. Professor Korobilis is a senior fellow of the Rimini Center for Economic Analysis (RCEA), a fellow of the Higher Education Academy, and serves on the board of the European Seminar on Bayesian Econometrics (ESOBE). He is an associate editor for the Journal of Business and Economic Statistics (JBES) and Studies in Nonlinear Dynamics and Econometrics (SNDE).

His research expertise centers on time series analysis and forecasting of macroeconomic and financial data, with particular emphasis on high-dimensional inference and computation. Professor Korobilis specializes in flexible modeling approaches and fast approximate computation methods for datasets with many variables but limited observations, which is a common challenge in macroeconomic applications. His methodological work draws on Bayesian statistics and statistical machine learning to develop practical forecasting solutions. He has designed and implemented forecasting and structural econometric models for central banks, governments, and policy institutions, focusing on systems that can monitor thousands of economic indicators using efficient algorithms suitable for real-time decision-making with minimal maintenance requirements.