Dimitris Korobilis

Dmitris Korobilis is a Professor of Econometrics at the Adam Smith Business School, University of Glasgow—one of the six ancient universities in the UK, founded in 1451. He also holds an adjunct research appointment at the Centre for Applied Macroeconomics and Commodity Prices (CAMP) at BI Norwegian Business School. A senior fellow of the Rimini Centre for Economic Analysis (RCEA) and a board member of the European Seminar on Bayesian Econometrics (ESOBE), he contributes to the profession as associate editor of the Journal of Business and Economic Statistics (JBES), and of Studies in Nonlinear Dynamics and Econometrics (SNDE). His research specialises in time-series analysis and forecasting of macroeconomic and financial data, with particular emphasis on high-dimensional inference and computation. He focuses on developing flexible models and fast, approximate computational methods tailored to “small-sample” contexts—typical of macroeconomic datasets that feature many series but relatively few observations. His work leverages Bayesian statistics alongside modern statistical machine-learning algorithms to deliver real-time, low-maintenance forecasting tools. Over the years, he has designed and implemented a suite of structural econometric and forecasting models for central banks, governments, and other policy institutions, enabling the monitoring of thousands of economic indicators with speed and precision.