Gary Koop
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Identifer
Contact
Affiliations
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University of Strathclyde
/ Economics Department
Research profile
author of:
- Time Varying Dimension Models
ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2010)
by Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan
(ReDIF-paper, acb:cbeeco:2010-523) - A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012)
by Joshua C C Chan & Gary Koop & Simon M Potter
(ReDIF-paper, acb:cbeeco:2012-590) - Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2013)
by Joshua C.C. Chan & Gary Koop
(ReDIF-paper, acb:cbeeco:2013-603) - Bayesian dynamic variable selection in high dimensions
Papers, arXiv.org (2018)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, arx:papers:1809.03031) - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Papers, arXiv.org (2019)
by Florian Huber & Gary Koop & Luca Onorante
(ReDIF-paper, arx:papers:1905.10787) - Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
Papers, arXiv.org (2019)
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante
(ReDIF-paper, arx:papers:1910.10779) - Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
Papers, arXiv.org (2020)
by Florian Huber & Gary Koop & Michael Pfarrhofer
(ReDIF-paper, arx:papers:2002.10274) - Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
Papers, arXiv.org (2020)
by Niko Hauzenberger & Florian Huber & Gary Koop
(ReDIF-paper, arx:papers:2005.03906) - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Papers, arXiv.org (2020)
by Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner
(ReDIF-paper, arx:papers:2008.12706) - Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs
Papers, arXiv.org (2021)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer
(ReDIF-paper, arx:papers:2103.04944) - Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions
Papers, arXiv.org (2021)
by Florian Huber & Gary Koop
(ReDIF-paper, arx:papers:2107.07804) - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
Papers, arXiv.org (2021)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
(ReDIF-paper, arx:papers:2110.03411) - Large Order-Invariant Bayesian VARs with Stochastic Volatility
Papers, arXiv.org (2021)
by Joshua C. C. Chan & Gary Koop & Xuewen Yu
(ReDIF-paper, arx:papers:2111.07225) - Forecasting US Inflation Using Bayesian Nonparametric Models
Papers, arXiv.org (2022)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino
(ReDIF-paper, arx:papers:2202.13793) - Bayesian Modeling of TVP-VARs Using Regression Trees
Papers, arXiv.org (2022)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
(ReDIF-paper, arx:papers:2209.11970) - Bayesian Forecasting in Economics and Finance: A Modern Review
Papers, arXiv.org (2022)
by Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis
(ReDIF-paper, arx:papers:2212.03471) - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2006)
by Anthony Garratt & Gary Koop & Shaun P. Vahey
(ReDIF-paper, bbk:bbkefp:0617) - Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2007)
by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey
(ReDIF-paper, bbk:bbkefp:0714) - Predictive Density Combination Using a Tree-Based Synthesis Function
Staff Working Papers, Bank of Canada (2023)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
(ReDIF-paper, bca:bocawp:23-61) - Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
Journal of the American Statistical Association, American Statistical Association (2002)
by Fernandez C. & Koop G. & Steel M.F.J.
(ReDIF-article, bes:jnlasa:v:97:y:2002:m:june:p:432-442) - Comparing the Performance of Baseball Players: A Multiple-Output Approach
Journal of the American Statistical Association, American Statistical Association (2002)
by Koop G.
(ReDIF-article, bes:jnlasa:v:97:y:2002:m:september:p:710-720) - A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models
Journal of Business & Economic Statistics, American Statistical Association (1994)
by Koop, Gary & Steel, Mark F J
(ReDIF-article, bes:jnlbes:v:12:y:1994:i:1:p:95-107) - Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
Journal of Business & Economic Statistics, American Statistical Association (1994)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
(ReDIF-article, bes:jnlbes:v:12:y:1994:i:3:p:339-46) - Posterior Properties of Long-Run Impulse Responses
Journal of Business & Economic Statistics, American Statistical Association (1994)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
(ReDIF-article, bes:jnlbes:v:12:y:1994:i:4:p:489-92) - Correction [Posterior Properties of Long-Run Impulse Responses]
Journal of Business & Economic Statistics, American Statistical Association (1996)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
(ReDIF-article, bes:jnlbes:v:14:y:1996:i:2:p:257) - Dynamic Asymmetries in U.S. Unemployment
Journal of Business & Economic Statistics, American Statistical Association (1999)
by Koop, Gary & Potter, Simon M
(ReDIF-article, bes:jnlbes:v:17:y:1999:i:3:p:298-312) - Modeling the Sources of Output Growth in a Panel of Countries
Journal of Business & Economic Statistics, American Statistical Association (2000)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
(ReDIF-article, bes:jnlbes:v:18:y:2000:i:3:p:284-99) - Bayesian Analysis of Endogenous Delay Threshold Models
Journal of Business & Economic Statistics, American Statistical Association (2003)
by Koop, Gary & Potter, Simon M
(ReDIF-article, bes:jnlbes:v:21:y:2003:i:1:p:93-103) - Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty
Journal of Business & Economic Statistics, American Statistical Association (2009)
by Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P.
(ReDIF-article, bes:jnlbes:v:27:i:4:y:2009:p:480-491) - Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
Journal of Business & Economic Statistics, American Statistical Association (2010)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
(ReDIF-article, bes:jnlbes:v:28:i:3:y:2010:p:370-379) - Intertemporal Properties of Real Output: A Bayesian Analysis
Journal of Business & Economic Statistics, American Statistical Association (1991)
by Koop, Gary
(ReDIF-article, bes:jnlbes:v:9:y:1991:i:3:p:253-65) - Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland
Journal of Agricultural Economics, Wiley Blackwell (2001)
by Nick Hanley & Gary Koop & Begoña Álvarez‐Farizo & Robert E. Wright & Ceara Nevin
(ReDIF-article, bla:jageco:v:52:y:2001:i:1:p:36-52) - Recent Progress in Applied Bayesian Econometrics
Journal of Economic Surveys, Wiley Blackwell (1994)
by Koop, Gary
(ReDIF-article, bla:jecsur:v:8:y:1994:i:1:p:1-34) - An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework
Journal of the Royal Statistical Society Series A, Royal Statistical Society (1995)
by Gary Koop & Dale J. Poirier
(ReDIF-article, bla:jorssa:v:158:y:1995:i:1:p:123-141) - Modelling the evolution of distributions: an application to Major League baseball
Journal of the Royal Statistical Society Series A, Royal Statistical Society (2004)
by Gary Koop
(ReDIF-article, bla:jorssa:v:167:y:2004:i:4:p:639-655) - Forecasting the European carbon market
Journal of the Royal Statistical Society Series A, Royal Statistical Society (2013)
by Gary Koop & Lise Tole
(ReDIF-article, bla:jorssa:v:176:y:2013:i:3:p:723-741) - UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting
Journal of the Royal Statistical Society Series A, Royal Statistical Society (2020)
by Gary Koop & Stuart McIntyre & James Mitchell
(ReDIF-article, bla:jorssa:v:183:y:2020:i:1:p:91-119) - The Components of Output Growth: A Stochastic Frontier Analysis
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1999)
by Gary Koop & Jacek Osiewalski & Mark F. J. Steel
(ReDIF-article, bla:obuest:v:61:y:1999:i:4:p:455-487) - Domestic Violence and Football in Glasgow: Are Reference Points Relevant?
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2016)
by Alex Dickson & Colin Jennings & Gary Koop
(ReDIF-article, bla:obuest:v:78:y:2016:i:1:p:1-21) - Forecasting with High‐Dimensional Panel VARs
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2019)
by Gary Koop & Dimitris Korobilis
(ReDIF-article, bla:obuest:v:81:y:2019:i:5:p:937-959) - Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue
Scottish Journal of Political Economy, Scottish Economic Society (2013)
by Tim Barmby & Martin Chalkley & Tatiana Kirsanova & Gary Koop & Catia Montagna & Fumi Nakamaru
(ReDIF-article, bla:scotjp:v:60:y:2013:i:5:p:461-461) - An empirical assessment of recent challenges in today's financial markets
Scottish Journal of Political Economy, Scottish Economic Society (2019)
by Joscha Beckmann & Robert L. Czudaj & Gary Koop
(ReDIF-article, bla:scotjp:v:66:y:2019:i:1:p:1-4) - Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs
Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2021)
by Jamie L. Cross & Chenghan Hou & Gary Koop
(ReDIF-paper, bny:wpaper:0100) - Regime-switching cointegration
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2015)
by Jochmann Markus & Koop Gary
(ReDIF-article, bpj:sndecm:v:19:y:2015:i:1:p:35-48:n:3) - Choosing between identification schemes in noisy-news models
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2022)
by Chan Joshua C. C. & Eisenstat Eric & Koop Gary
(ReDIF-article, bpj:sndecm:v:26:y:2022:i:1:p:99-136:n:2) - Bayesian Compressed Vector Autoregressions
Working Papers, Brandeis University, Department of Economics and International Business School (2016)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
(ReDIF-paper, brd:wpaper:103) - Bayesian Compressed Vector Autoregressions
Working Papers, Brandeis University, Department of Economics and International Business School (2016)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
(ReDIF-paper, brd:wpaper:103r) - On Identification of Bayesian DSGE Models
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2011)
by Koop, G. & Pesaran, M.H. & Smith, R.
(ReDIF-paper, cam:camdae:1131) - On Identification of Bayesian DSGE Models
CESifo Working Paper Series, CESifo (2011)
by Gary Koop & M. Hashem Pesaran & Ron P. Smith
(ReDIF-paper, ces:ceswps:_3423) - A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models
CIRANO Working Papers, CIRANO (2011)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
(ReDIF-paper, cir:cirwor:2011s-13) - Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1994)
by KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek
(ReDIF-paper, cor:louvco:1994061) - The Components of Output Growth : A Cross-Country Analysis
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995)
by KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark
(ReDIF-paper, cor:louvco:1995003) - Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995)
by KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark
(ReDIF-paper, cor:louvco:1995035) - Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995)
by KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark
(ReDIF-paper, cor:louvco:1995036) - Measuring the Sources of Output Growth in a Panel of Countries
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995)
by KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark
(ReDIF-paper, cor:louvco:1995042) - A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K.
(ReDIF-paper, cor:louvco:2011003) - Hierarchical shrinkage in time-varying parameter models
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris
(ReDIF-paper, cor:louvco:2011036) - Bayesian efficiency analysis through individual effects: Hospital cost frontiers
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997)
by Koop, G. & Osiewalski, J. & Steel, M. F. J.
(ReDIF-paper, cor:louvrp:1245) - Bayesian analysis of long memory and persistence using ARFIMA models
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997)
by Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J.
(ReDIF-paper, cor:louvrp:1246) - The Contribution of Structural Break Models to Forecating Macroeconomic Series
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2015)
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen
(ReDIF-paper, cor:louvrp:2651) - Bayesian long-run prediction in time series models
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (1992)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
(ReDIF-paper, cte:werepe:2822) - Stochastic frontier models: a bayesian perspective
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (1992)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den
(ReDIF-paper, cte:werepe:2823) - Posterior inference on long-run impulse responses
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (1992)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
(ReDIF-paper, cte:werepe:2838) - Posterior analysis of stochastic frontier models using Gibbs sampling
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1992)
by Koop, Gary & Steel, Mark F.J. & Osiewalski, Jacek
(ReDIF-paper, cte:wsrepe:3677) - Bayesian efficiency analysis with a flexible cost function
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1993)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J.
(ReDIF-paper, cte:wsrepe:3703) - A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica (1993)
by Koop, Gary & Steel, Mark F.J.
(ReDIF-paper, cte:wsrepe:3706) - Bayesian Econometric Methods
Cambridge Books, Cambridge University Press (2019)
by Chan,Joshua & Koop,Gary & Poirier,Dale J. & Tobias,Justin L.
(ReDIF-book, cup:cbooks:9781108423380) - Bayesian Econometric Methods
Cambridge Books, Cambridge University Press (2019)
by Chan,Joshua & Koop,Gary & Poirier,Dale J. & Tobias,Justin L.
(ReDIF-book, cup:cbooks:9781108437493) - Reconciled Estimates And Nowcasts Of Regional Output In The Uk
National Institute Economic Review, National Institute of Economic and Social Research (2020)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
(ReDIF-article, cup:nierev:v:253:y:2020:i::p:r44-r59_8) - Nowcasting ‘True’ Monthly U.S. Gdp During The Pandemic
National Institute Economic Review, National Institute of Economic and Social Research (2021)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
(ReDIF-article, cup:nierev:v:256:y:2021:i::p:44-70_4) - Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters
Working Paper Series, European Central Bank (2012)
by Onorante, Luca & Koop, Gary
(ReDIF-paper, ecb:ecbwps:20121422) - Inducing sparsity and shrinkage in time-varying parameter models
Working Paper Series, European Central Bank (2019)
by Huber, Florian & Koop, Gary & Onorante, Luca
(ReDIF-paper, ecb:ecbwps:20192325) - Nowcasting in a pandemic using non-parametric mixed frequency VARs
Working Paper Series, European Central Bank (2021)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef
(ReDIF-paper, ecb:ecbwps:20212510) - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
Economic Journal, Royal Economic Society (2008)
by Anthony Garratt & Gary Koop & ShaunP. Vahey
(ReDIF-article, ecj:econjl:v:118:y:2008:i:530:p:1128-1144) - Are apparent findings of nonlinearity due to structural instability in economic time series?
Econometrics Journal, Royal Economic Society (2001)
by Gary Koop & Simon M. Potter
(ReDIF-article, ect:emjrnl:v:4:y:2001:i:1:p:38) - Testing for optimality in job search models
Econometrics Journal, Royal Economic Society (2001)
by Gary Koop & Dale J. Poirier
(ReDIF-article, ect:emjrnl:v:4:y:2001:i:2:p:6) - Forecasting in dynamic factor models using Bayesian model averaging
Econometrics Journal, Royal Economic Society (2004)
by Gary Koop & Simon Potter
(ReDIF-article, ect:emjrnl:v:7:y:2004:i:2:p:550-565) - Bayesian Analysis of Endogenous Delay Threshold Models
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2000)
by Gary Koop & Simon M. Potter
(ReDIF-paper, edn:esedps:11) - Bayesian inference in models based on equilibrium search theory
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1999)
by Gary Koop
(ReDIF-paper, edn:esedps:12) - The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1998)
by Gary Koop & Kai Li
(ReDIF-paper, edn:esedps:13) - Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1999)
by Gary Koop
(ReDIF-paper, edn:esedps:14) - Dynamic asymmetries in US unemployment
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1998)
by Gary Koop & Simon M. Potter
(ReDIF-paper, edn:esedps:15) - Bayesian Analysis of Stochastic Frontier Models
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1999)
by Gary Koop & Mark F J Steel
(ReDIF-paper, edn:esedps:19) - Bayesian modelling of catch in a Northwest Atlantic Fishery (first version)
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh ()
by Carmen Fernandez & Eduardo Ley & Mark F J Steel
(ReDIF-paper, edn:esedps:20) - A Bayesian analysis of multiple-output production frontier
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1999)
by Carmen Fernandez & Gary Koop & Mark F J Steel
(ReDIF-paper, edn:esedps:21) - Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2002)
by Carmen Fernandez & Mark F J Steel & Gary Koop
(ReDIF-paper, edn:esedps:34) - Alternative efficiency measures for multiple-output production
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2003)
by Carmen Fernandez & Gary Koop & Mark F J Steel
(ReDIF-paper, edn:esedps:65) - Modeling the Evolution of Distributions: An Application to Major League Baseball
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2001)
by Gary Koop
(ReDIF-paper, edn:esedps:71) - Comparing the Performance of Baseball Players: A Multiple Output Approach
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2001)
by Gary Koop
(ReDIF-paper, edn:esedps:72) - Bayesian Variants of Some classical Semiparametric Regression Techniques
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2001)
by Gary Koop & Dale J Poirer
(ReDIF-paper, edn:esedps:73) - Forecasting Inflation Using Dynamic Model Averaging
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, edn:sirdps:242) - On Identification of Bayesian DSGE Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.
(ReDIF-paper, edn:sirdps:259) - Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Koop, Gary & Onorante, Luca
(ReDIF-paper, edn:sirdps:260) - Forecasting the European Carbon Market
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Koop, Gary & Tole, Lise
(ReDIF-paper, edn:sirdps:261) - Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Chan, Joshua C.C. & Koop, Gary
(ReDIF-paper, edn:sirdps:263) - Bayesian Model Averaging in the Instrumental Variable Regression Model
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney
(ReDIF-paper, edn:sirdps:264) - A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K.
(ReDIF-paper, edn:sirdps:266) - Understanding Liquidity and Credit Risks in the Financial Crisis
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
(ReDIF-paper, edn:sirdps:267) - Regime-Switching Cointegration
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Jochmann, Markus & Koop, Gary
(ReDIF-paper, edn:sirdps:277) - Forecasting with Medium and Large Bayesian VARs
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Koop, Gary
(ReDIF-paper, edn:sirdps:279) - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, edn:sirdps:280) - Forecasting Inflation Using Dynamic Model Averaging
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, edn:sirdps:281) - The Dynamics of UK and US Inflation Expectations
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
(ReDIF-paper, edn:sirdps:292) - A New Model Of Trend Inflation
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012)
by Chan, Joshua & Koop, Gary & Potter, Simon
(ReDIF-paper, edn:sirdps:315) - Large Time-Varying Parameter VARs
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, edn:sirdps:317) - Regime-Switching Cointegration
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Jochmann, Markus & Koop, Gary
(ReDIF-paper, edn:sirdps:348) - The Dynamics of UK and US Inflation Expectation
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012)
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
(ReDIF-paper, edn:sirdps:366) - Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012)
by Koop, Gary & Gefang, Deborah & Campolieti, Michele
(ReDIF-paper, edn:sirdps:404) - Domestic Violence and Football in Glasgow: Are Reference Points Relevant?
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013)
by Dickson, Alex & Jennings, Colin & Koop, Gary
(ReDIF-paper, edn:sirdps:439) - Model Switching and Model Averaging in Time- Varying Parameter Regression Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013)
by Miguel, Belmonte & Gary, Koop
(ReDIF-paper, edn:sirdps:440) - Using VARs and TVP-VARs with Many Macroeconomic Variables
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013)
by Gary, Koop
(ReDIF-paper, edn:sirdps:443) - A New Index of Financial Conditions
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013)
by Gary, Koop & Dimitris, Korobilis
(ReDIF-paper, edn:sirdps:475) - Model Uncertainty in Panel Vector Autoregressive Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, edn:sirdps:586) - Large Bayesian VARMAs
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014)
by Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary
(ReDIF-paper, edn:sirdps:594) - Nowcasting Scottish GDP Growth
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014)
by Allan, Grant & Koop, Gary & McIntyre, Stuart & Smith, Paul
(ReDIF-paper, edn:sirdps:596) - Time Varying Dimension Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010)
by Chan, Joshua C C & Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W
(ReDIF-paper, edn:sirdps:663) - Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012)
by Tole, Lisa & Koop, Gary
(ReDIF-paper, edn:sirdps:670) - Hierarchical Shrinkage in Time-Varying Parameter Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)
by Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, edn:sirdps:671) - The Dynamics of UK and US Inflation Expectations
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008)
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
(ReDIF-paper, edn:sirdps:72) - Bayesian Inference in the Time Varying Cointegration Model
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
(ReDIF-paper, edn:sirdps:73) - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009)
by Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W.
(ReDIF-paper, edn:sirdps:89) - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, edn:sirdps:93) - The dynamics of UK and US inflation expectations
Computational Statistics & Data Analysis, Elsevier (2012)
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
(ReDIF-article, eee:csdana:v:56:y:2012:i:11:p:3120-3133) - Modelling breaks and clusters in the steady states of macroeconomic variables
Computational Statistics & Data Analysis, Elsevier (2014)
by Chan, Joshua C.C. & Koop, Gary
(ReDIF-article, eee:csdana:v:76:y:2014:i:c:p:186-193) - Is there an environmental Kuznets curve for deforestation?
Journal of Development Economics, Elsevier (1999)
by Koop, Gary & Tole, Lise
(ReDIF-article, eee:deveco:v:58:y:1999:i:1:p:231-244) - Identifying noise shocks
Journal of Economic Dynamics and Control, Elsevier (2020)
by Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary
(ReDIF-article, eee:dyncon:v:111:y:2020:i:c:s0165188919301770) - On the evolution of the monetary policy transmission mechanism
Journal of Economic Dynamics and Control, Elsevier (2009)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
(ReDIF-article, eee:dyncon:v:33:y:2009:i:4:p:997-1017) - Time varying VARs with inequality restrictions
Journal of Economic Dynamics and Control, Elsevier (2011)
by Koop, Gary & Potter, Simon M.
(ReDIF-article, eee:dyncon:v:35:y:2011:i:7:p:1126-1138) - A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors
Journal of Economic Dynamics and Control, Elsevier (2014)
by Campolieti, Michele & Gefang, Deborah & Koop, Gary
(ReDIF-article, eee:dyncon:v:41:y:2014:i:c:p:257-275) - UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
Economic Modelling, Elsevier (2011)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-article, eee:ecmode:v:28:y:2011:i:5:p:2307-2318) - One size does not fit all… panel data: Bayesian model averaging and data poolability
Economic Modelling, Elsevier (2018)
by Desbordes, Rodolphe & Koop, Gary & Vicard, Vincent
(ReDIF-article, eee:ecmode:v:75:y:2018:i:c:p:364-376) - Computationally efficient inference in large Bayesian mixed frequency VARs
Economics Letters, Elsevier (2020)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey
(ReDIF-article, eee:ecolet:v:191:y:2020:i:c:s0165176520301014) - On the sensitivity of unit root inference to nonlinear data transformations
Economics Letters, Elsevier (1998)
by Franses, Philip Hans & Koop, Gary
(ReDIF-article, eee:ecolet:v:59:y:1998:i:1:p:7-15) - Bayesian inference in models based on equilibrium search theory
Journal of Econometrics, Elsevier (2001)
by Koop, Gary
(ReDIF-article, eee:econom:v:102:y:2001:i:2:p:311-338) - Bayesian variants of some classical semiparametric regression techniques
Journal of Econometrics, Elsevier (2004)
by Koop, Gary & Poirier, Dale J.
(ReDIF-article, eee:econom:v:123:y:2004:i:2:p:259-282) - Current developments in productivity and efficiency measurement
Journal of Econometrics, Elsevier (2005)
by Dorfman, Jeffrey H. & Koop, Gary
(ReDIF-article, eee:econom:v:126:y:2005:i:2:p:233-240) - Alternative efficiency measures for multiple-output production
Journal of Econometrics, Elsevier (2005)
by Fernandez, Carmen & Koop, Gary & Steel, Mark F.J.
(ReDIF-article, eee:econom:v:126:y:2005:i:2:p:411-444) - Semiparametric Bayesian inference in smooth coefficient models
Journal of Econometrics, Elsevier (2006)
by Koop, Gary & Tobias, Justin L.
(ReDIF-article, eee:econom:v:134:y:2006:i:1:p:283-315) - A flexible approach to parametric inference in nonlinear and time varying time series models
Journal of Econometrics, Elsevier (2010)
by Koop, Gary & Potter, Simon
(ReDIF-article, eee:econom:v:159:y:2010:i:1:p:134-150) - Bayesian inference in a time varying cointegration model
Journal of Econometrics, Elsevier (2011)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W.
(ReDIF-article, eee:econom:v:165:y:2011:i:2:p:210-220) - Bayesian model averaging in the instrumental variable regression model
Journal of Econometrics, Elsevier (2012)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney
(ReDIF-article, eee:econom:v:171:y:2012:i:2:p:237-250) - Large time-varying parameter VARs
Journal of Econometrics, Elsevier (2013)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-article, eee:econom:v:177:y:2013:i:2:p:185-198) - Large Bayesian VARMAs
Journal of Econometrics, Elsevier (2016)
by Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary
(ReDIF-article, eee:econom:v:192:y:2016:i:2:p:374-390) - Bayesian compressed vector autoregressions
Journal of Econometrics, Elsevier (2019)
by Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide
(ReDIF-article, eee:econom:v:210:y:2019:i:1:p:135-154) - Nowcasting in a pandemic using non-parametric mixed frequency VARs
Journal of Econometrics, Elsevier (2023)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef
(ReDIF-article, eee:econom:v:232:y:2023:i:1:p:52-69) - Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends
Journal of Econometrics, Elsevier (1991)
by Koop, Gary
(ReDIF-article, eee:econom:v:49:y:1991:i:1-2:p:105-139) - Bayesian analysis of logit models using natural conjugate priors
Journal of Econometrics, Elsevier (1993)
by Koop, Gary & Poirier, Dale J.
(ReDIF-article, eee:econom:v:56:y:1993:i:3:p:323-340) - Stochastic frontier models : A Bayesian perspective
Journal of Econometrics, Elsevier (1994)
by van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
(ReDIF-article, eee:econom:v:61:y:1994:i:2:p:273-303) - Bayesian long-run prediction in time series models
Journal of Econometrics, Elsevier (1995)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
(ReDIF-article, eee:econom:v:69:y:1995:i:1:p:61-80) - Parameter uncertainty and impulse response analysis
Journal of Econometrics, Elsevier (1996)
by Koop, Gary
(ReDIF-article, eee:econom:v:72:y:1996:i:1-2:p:135-149) - Impulse response analysis in nonlinear multivariate models
Journal of Econometrics, Elsevier (1996)
by Koop, Gary & Pesaran, M. Hashem & Potter, Simon M.
(ReDIF-article, eee:econom:v:74:y:1996:i:1:p:119-147) - Bayesian analysis of long memory and persistence using ARFIMA models
Journal of Econometrics, Elsevier (1997)
by Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J.
(ReDIF-article, eee:econom:v:76:y:1997:i:1-2:p:149-169) - Bayesian efficiency analysis through individual effects: Hospital cost frontiers
Journal of Econometrics, Elsevier (1997)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J.
(ReDIF-article, eee:econom:v:76:y:1997:i:1-2:p:77-105) - Learning about the across-regime correlation in switching regression models
Journal of Econometrics, Elsevier (1997)
by Koop, Gary & Poirier, Dale J.
(ReDIF-article, eee:econom:v:78:y:1997:i:2:p:217-227) - Bayes factors and nonlinearity: Evidence from economic time series1
Journal of Econometrics, Elsevier (1998)
by Koop, Gary & Potter, Simon M.
(ReDIF-article, eee:econom:v:88:y:1998:i:2:p:251-281) - Testing for integration using evolving trend and seasonals models: A Bayesian approach
Journal of Econometrics, Elsevier (2000)
by Koop, Gary & Dijk, Herman K. Van
(ReDIF-article, eee:econom:v:97:y:2000:i:2:p:261-291) - A Bayesian analysis of multiple-output production frontiers
Journal of Econometrics, Elsevier (2000)
by Fernandez, Carmen & Koop, Gary & Steel, Mark
(ReDIF-article, eee:econom:v:98:y:2000:i:1:p:47-79) - A new index of financial conditions
European Economic Review, Elsevier (2014)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-article, eee:eecrev:v:71:y:2014:i:c:p:101-116) - Model uncertainty in Panel Vector Autoregressive models
European Economic Review, Elsevier (2016)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-article, eee:eecrev:v:81:y:2016:i:c:p:115-131) - A Bayesian analysis of a variance decomposition for stock returns
Journal of Empirical Finance, Elsevier (2003)
by Hollifield, Burton & Koop, Gary & Li, Kai
(ReDIF-article, eee:empfin:v:10:y:2003:i:5:p:583-601) - Modeling the dynamics of inflation compensation
Journal of Empirical Finance, Elsevier (2010)
by Jochmann, Markus & Koop, Gary & Potter, Simon M.
(ReDIF-article, eee:empfin:v:17:y:2010:i:1:p:157-167) - Understanding liquidity and credit risks in the financial crisis
Journal of Empirical Finance, Elsevier (2011)
by Gefang, Deborah & Koop, Gary & Potter, Simon M.
(ReDIF-article, eee:empfin:v:18:y:2011:i:5:p:903-914) - An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Journal of Empirical Finance, Elsevier (1994)
by Koop, Gary
(ReDIF-article, eee:empfin:v:1:y:1994:i:3-4:p:343-364) - Modeling the relationship between European carbon permits and certified emission reductions
Journal of Empirical Finance, Elsevier (2013)
by Koop, Gary & Tole, Lise
(ReDIF-article, eee:empfin:v:24:y:2013:i:c:p:166-181) - The valuation of IPO and SEO firms
Journal of Empirical Finance, Elsevier (2001)
by Koop, Gary & Li, Kai
(ReDIF-article, eee:empfin:v:8:y:2001:i:4:p:375-401) - Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
International Journal of Forecasting, Elsevier (2010)
by Jochmann, Markus & Koop, Gary & Strachan, Rodney W.
(ReDIF-article, eee:intfor:v:26:y::i:2:p:326-347) - Forecasting with dimension switching VARs
International Journal of Forecasting, Elsevier (2014)
by Koop, Gary
(ReDIF-article, eee:intfor:v:30:y:2014:i:2:p:280-290) - Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
International Journal of Forecasting, Elsevier (2023)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey
(ReDIF-article, eee:intfor:v:39:y:2023:i:1:p:346-363) - Should we care about the uncertainty around measures of political-economic development?
Journal of Comparative Economics, Elsevier (2016)
by Desbordes, Rodolphe & Koop, Gary
(ReDIF-article, eee:jcecon:v:44:y:2016:i:3:p:752-763) - Econometric estimation of proportional hazard models
Journal of Economics and Business, Elsevier (1993)
by Koop, Gary & Ruhm, Christopher J.
(ReDIF-article, eee:jebusi:v:45:y:1993:i:5:p:421-430) - Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air?
Journal of Environmental Economics and Management, Elsevier (2004)
by Koop, Gary & Tole, Lise
(ReDIF-article, eee:jeeman:v:47:y:2004:i:1:p:30-54) - Do recessions permanently change output?
Journal of Monetary Economics, Elsevier (1993)
by Beaudry, Paul & Koop, Gary
(ReDIF-article, eee:moneco:v:31:y:1993:i:2:p:149-163) - Measuring differential forest outcomes: A tale of two countries
World Development, Elsevier (1997)
by Koop, Gary & Tole, Lise
(ReDIF-article, eee:wdevel:v:25:y:1997:i:12:p:2043-2056) - Bayesian Inference in a Time Varying Cointegration Model
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011)
by Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan
(ReDIF-paper, een:camaaa:2011-25) - Time Varying Dimension Models
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011)
by Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan
(ReDIF-paper, een:camaaa:2011-28) - Modelling breaks and clusters in the steady states of macroeconomic variables
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012)
by Joshua C C Chan & Gary Koop
(ReDIF-paper, een:camaaa:2012-07) - A New Model of Trend Inflation
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012)
by Joshua C C Chan & Gary Koop & Simon M Potter
(ReDIF-paper, een:camaaa:2012-08) - A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014)
by Joshua C.C. Chan & Gary Koop & Simon M. Potter
(ReDIF-paper, een:camaaa:2014-10) - Composite likelihood methods for large Bayesian VARs with stochastic volatility
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018)
by Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop
(ReDIF-paper, een:camaaa:2018-26) - Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019)
by Deborah Gefang & Gary Koop & Aubrey Poon
(ReDIF-paper, een:camaaa:2019-08) - Nowcasting 'true' monthly US GDP during the pandemic
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
(ReDIF-paper, een:camaaa:2021-14) - Model Switching and Model Averaging in Time-Varying Parameter Regression Models
Advances in Econometrics, Emerald Group Publishing Limited (2014)
by Miguel Belmonte & Gary Koop
(ReDIF-chapter, eme:aecozz:s0731-905320140000034004) - Macroeconomic Nowcasting Using Google Probabilities☆
Advances in Econometrics, Emerald Group Publishing Limited (2019)
by Gary Koop & Luca Onorante
(ReDIF-chapter, eme:aecozz:s0731-90532019000040a003) - Testing for integration using evolving trend and seasonal models: A Bayesian approach
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999)
by Koop, G. & van Dijk, H.K.
(ReDIF-paper, ems:eureir:1603) - Bayesian approaches to cointegratrion
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2005)
by Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M.
(ReDIF-paper, ems:eureir:1915) - Exchange rate predictability and dynamic Bayesian learning
Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017)
by Beckmann, J & Koop, G & Korobilis, D & Schüssler, R
(ReDIF-paper, esy:uefcwp:20781) - Forecasting with High-Dimensional Panel VARs
Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018)
by Koop, G & Korobilis, D
(ReDIF-paper, esy:uefcwp:21329) - Variational Bayes inference in high-dimensional time-varying parameter models
Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018)
by Korobilis, Dimitris & Koop, Gary
(ReDIF-paper, esy:uefcwp:22665) - A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
Working Papers (Old Series), Federal Reserve Bank of Cleveland (2015)
by Joshua C. C. Chan & Todd E. Clark & Gary Koop
(ReDIF-paper, fip:fedcwp:1520) - Tail Forecasting with Multivariate Bayesian Additive Regression Trees
Working Papers, Federal Reserve Bank of Cleveland (2021)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer
(ReDIF-paper, fip:fedcwq:90366) - Reconciled Estimates of Monthly GDP in the US
Working Papers, Federal Reserve Bank of Cleveland (2022)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
(ReDIF-paper, fip:fedcwq:93615) - Forecasting US Inflation Using Bayesian Nonparametric Models
Working Papers, Federal Reserve Bank of Cleveland (2022)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino
(ReDIF-paper, fip:fedcwq:93787) - Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Working Papers, Federal Reserve Bank of Cleveland (2022)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
(ReDIF-paper, fip:fedcwq:93793) - Bayesian Modeling of Time-Varying Parameters Using Regression Trees
Working Papers, Federal Reserve Bank of Cleveland (2023)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
(ReDIF-paper, fip:fedcwq:95470) - Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting
Working Papers, Federal Reserve Bank of Cleveland (2023)
by Gary Koop & Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu
(ReDIF-paper, fip:fedcwq:96086) - Predictive Density Combination Using a Tree-Based Synthesis Function
Working Papers, Federal Reserve Bank of Cleveland (2023)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell
(ReDIF-paper, fip:fedcwq:97343) - Forecasting in large macroeconomic panels using Bayesian Model Averaging
Staff Reports, Federal Reserve Bank of New York (2003)
by Gary Koop & Simon M. Potter
(ReDIF-paper, fip:fednsr:163) - Forecasting and estimating multiple change-point models with an unknown number of change points
Staff Reports, Federal Reserve Bank of New York (2004)
by Gary Koop & Simon M. Potter
(ReDIF-paper, fip:fednsr:196) - Prior elicitation in multiple change-point models
Staff Reports, Federal Reserve Bank of New York (2004)
by Gary Koop & Simon M. Potter
(ReDIF-paper, fip:fednsr:197) - Reexamining the consumption-wealth relationship: the role of model uncertainty
Staff Reports, Federal Reserve Bank of New York (2005)
by Gary Koop & Simon M. Potter & Rodney W. Strachan
(ReDIF-paper, fip:fednsr:202) - A flexible approach to parametric inference in nonlinear time series models
Staff Reports, Federal Reserve Bank of New York (2007)
by Gary Koop & Simon M. Potter
(ReDIF-paper, fip:fednsr:285) - Are apparent findings of nonlinearity due to structural instability in economic time series?
Staff Reports, Federal Reserve Bank of New York (1999)
by Gary Koop & Simon M. Potter
(ReDIF-paper, fip:fednsr:59) - Bayesian Variants of Some Classical Semiparametric Regression Techniques
Papers, California Irvine - School of Social Sciences (2000)
by Koop, G. & Poirier, D.
(ReDIF-paper, fth:calirv:00-01-22) - A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models
Papers, Tilburg - Center for Economic Research (1991)
by Koop, G. & Steel, M.F.J.
(ReDIF-paper, fth:tilbur:9150) - The Components of Output Growth: A Croos-Country Analysis
Papers, Tilburg - Center for Economic Research (1995)
by Koop, G. & Osiewalski, J. & Steel, M.F.J.
(ReDIF-paper, fth:tilbur:9517) - Large time-varying parameter VARs
Working Papers, Business School - Economics, University of Glasgow (2012)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, gla:glaewp:2012_04) - A new index of financial conditions
Working Papers, Business School - Economics, University of Glasgow ()
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, gla:glaewp:2013_06) - Model uncertainty in panel vector autoregressive models
Working Papers, Business School - Economics, University of Glasgow (2014)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, gla:glaewp:2014_10) - Forecasting With High Dimensional Panel VARs
Working Papers, Business School - Economics, University of Glasgow (2015)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, gla:glaewp:2015_25) - Bayesian Compressed Vector Autoregressions
Working Papers, Business School - Economics, University of Glasgow (2016)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
(ReDIF-paper, gla:glaewp:2016_09) - Bayesian dynamic variable selection in high dimensions
Working Papers, Business School - Economics, University of Glasgow (2020)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, gla:glaewp:2020_11) - A flexible approach to parametric inference in nonlinear and time varying time series models
Post-Print, HAL (2010)
by Gary Koop & Simon Potter
(ReDIF-paper, hal:journl:hal-00732535) - Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2001)
by Koop, Gary
(ReDIF-article, ier:iecrev:v:42:y:2001:i:1:p:73-103) - Prior Elicitation In Multiple Change-Point Models
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2009)
by Gary Koop & Simon M. Potter
(ReDIF-article, ier:iecrev:v:50:y:2009:i:3:p:751-772) - Learning About Heterogeneity in Returns to Schooling
Staff General Research Papers Archive, Iowa State University, Department of Economics (2004)
by Koop, Gary M & Tobias, Justin
(ReDIF-paper, isu:genres:12008) - Semiparametric Bayesian Inference in Multiple Equation Models
Staff General Research Papers Archive, Iowa State University, Department of Economics (2005)
by Koop, Gary M & Poirier, Dale J & Tobias, Justin
(ReDIF-paper, isu:genres:12009) - Semiparametric Bayesian Inference in Smooth Coefficient Models
Staff General Research Papers Archive, Iowa State University, Department of Economics (2006)
by Koop, Gary M & Tobias, Justin
(ReDIF-paper, isu:genres:12202) - Bayesian Econometric Methods
Staff General Research Papers Archive, Iowa State University, Department of Economics (2007)
by Koop, Gary M & Poirier, Dale J & Tobias, Justin
(ReDIF-paper, isu:genres:12722) - On Identification of Bayesian DSGE Models
IZA Discussion Papers, Institute of Labor Economics (IZA) (2011)
by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.
(ReDIF-paper, iza:izadps:dp5638) - Bayesian Analysis, Computation and Communication Software
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999)
by Koop, Gary
(ReDIF-article, jae:japmet:v:14:y:1999:i:6:p:677-89) - Semiparametric Bayesian inference in multiple equation models
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2005)
by Dale J. Poirier & Gary Koop & Justin Tobias
(ReDIF-article, jae:japmet:v:20:y:2005:i:6:p:723-747) - To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1991)
by Koop, Gary & Steel, Mark F J
(ReDIF-article, jae:japmet:v:6:y:1991:i:4:p:365-70) - Review of PCBRAP
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1992)
by Koop, Gary
(ReDIF-article, jae:japmet:v:7:y:1992:i:1:p:105-07) - 'Objective' Bayesian Unit Root Tests
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1992)
by Koop, Gary
(ReDIF-article, jae:japmet:v:7:y:1992:i:1:p:65-82) - Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1992)
by Koop, G
(ReDIF-article, jae:japmet:v:7:y:1992:i:4:p:395-411) - Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1994)
by Koop, G & Poirier, D J
(ReDIF-article, jae:japmet:v:9:y:1994:i:4:p:369-88) - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Working Papers, Joint Research Centre, European Commission (2021)
by Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef
(ReDIF-paper, jrs:wpaper:202101) - A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
Economic Change and Restructuring, Springer (2000)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J
(ReDIF-article, kap:ecopln:v:33:y:2000:i:3:p:185-202) - Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland
Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists (2002)
by Nick Hanley & Robert Wright & Gary Koop
(ReDIF-article, kap:enreec:v:22:y:2002:i:3:p:449-466) - What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry
Journal of Productivity Analysis, Springer (2008)
by Gary Koop & Lise Tole
(ReDIF-article, kap:jproda:v:30:y:2008:i:2:p:129-143) - Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry
Journal of Productivity Analysis, Springer (2013)
by Lise Tole & Gary Koop
(ReDIF-article, kap:jproda:v:39:y:2013:i:1:p:35-45) - Technical appendix to: a new look at variation in employment growth in Canada
Working Papers, Lancaster University Management School, Economics Department (2013)
by Michele Campolieti & Deborah Gefang & Gary Koop
(ReDIF-paper, lan:wpaper:26145533) - A new look at variation in employment growth in Canada
Working Papers, Lancaster University Management School, Economics Department (2013)
by Michele Campolieti & Deborah Gefang & Gary Koop
(ReDIF-paper, lan:wpaper:26145565) - Parametric and Nonparametric Inference in Equilibrium Job Search Models
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2002)
by Gary Koop
(ReDIF-paper, lec:leecon:04/14) - The Vector Floor and Ceiling Model
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2000)
by Gary Koop & Simon Potter
(ReDIF-paper, lec:leecon:04/15) - Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2003)
by Gary Koop & Simon Potter
(ReDIF-paper, lec:leecon:04/16) - Bayesian Semiparametric Inference in Multiple Equation Models
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2003)
by Gary Koop & Dale Poirier & Justin Tobias
(ReDIF-paper, lec:leecon:04/17) - Semiparametric Bayesian inference in smooth coefficient models
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2003)
by Gary Koop & Justin Tobias
(ReDIF-paper, lec:leecon:04/18) - An Investigation of Thresholds in Air Pollution-Mortality Effects
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004)
by Gary Koop & Lise Tole
(ReDIF-paper, lec:leecon:04/20) - Prior Elicitation in Multiple Change-point Models
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004)
by Gary Koop & Simon M. Potter
(ReDIF-paper, lec:leecon:04/26) - Bayesian Approaches to Cointegration
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004)
by Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani
(ReDIF-paper, lec:leecon:04/27) - Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004)
by Gary M. Koop & Simon M. Potter
(ReDIF-paper, lec:leecon:04/31) - Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2005)
by Gary Koop & Roberto León-González & Rodney W. Strachan
(ReDIF-paper, lec:leecon:05/13) - Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2005)
by Gary Koop & Simon M. Potter & Rodney W. Strachan
(ReDIF-paper, lec:leecon:05/3) - Bayesian Inference in a Cointegrating Panel Data Model
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2006)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
(ReDIF-paper, lec:leecon:06/2) - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2019)
by Deborah Gefang & Gary Koop & Aubrey Poon
(ReDIF-paper, lec:leecon:19/05) - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester ()
by Deborah Gefang & Gary Koop & Aubrey Poon
(ReDIF-paper, lec:leecon:20/02) - A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models
Cahiers de recherche, CIRPEE (2011)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
(ReDIF-paper, lvl:lacicr:1104) - Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
Journal of Money, Credit and Banking, Blackwell Publishing (2008)
by Gary Koop & Simon M. Potter & Rodney W. Strachan
(ReDIF-article, mcb:jmoncb:v:40:y:2008:i:2-3:p:341-367) - Bayesian Inference in the Time Varying Cointegration Model
GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2008)
by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan
(ReDIF-paper, ngi:dpaper:08-01) - Bayesian Model Averaging in the Instrumental Variable Regression Model
GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2011)
by Gary Koop & Robert Leon Gonzalez & Rodney Strachan
(ReDIF-paper, ngi:dpaper:10-32) - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Foundations and Trends(R) in Econometrics, now publishers (2010)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-article, now:fnteco:0800000013) - UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2018)
by Gary Koop & Stuart McIntyre & James Mitchell
(ReDIF-paper, nsr:escoed:escoe-dp-2018-07) - Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2018)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
(ReDIF-paper, nsr:escoed:escoe-dp-2018-14) - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2019)
by Deborah Gefang & Gary Koop & Aubrey Poon
(ReDIF-paper, nsr:escoed:escoe-dp-2019-07) - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2020)
by Deborah Gefang & Gary Koop & Aubrey Poon
(ReDIF-paper, nsr:escoed:escoe-dp-2020-07) - Reconciled Estimates of Monthly GDP in the US
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2020)
by James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon
(ReDIF-paper, nsr:escoed:escoe-dp-2020-16) - Using hierarchical aggregation constraints to nowcast regional economic aggregates
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2022)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
(ReDIF-paper, nsr:escoed:escoe-dp-2022-04) - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2006)
by Anthony Garratt & Gary Koop & Shaun P. Vahey
(ReDIF-paper, nzb:nzbdps:2006/02) - Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (2008)
by Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey
(ReDIF-paper, nzb:nzbdps:2008/13) - Do environmental regulations affect the location decisions of multinational gold mining firms?
Journal of Economic Geography, Oxford University Press (2011)
by Lise Tole & Gary Koop
(ReDIF-article, oup:jecgeo:v:11:y:2011:i:1:p:151-177) - Estimation and Forecasting in Models with Multiple Breaks
Review of Economic Studies, Oxford University Press (2007)
by Gary Koop & Simon M. Potter
(ReDIF-article, oup:restud:v:74:y:2007:i:3:p:763-789) - The Oxford Handbook of Bayesian Econometrics
OUP Catalogue, Oxford University Press (2011)
by
(ReDIF-book, oxp:obooks:9780199559084) - The Oxford Handbook of Bayesian Econometrics
OUP Catalogue, Oxford University Press (2013)
by
(ReDIF-book, oxp:obooks:9780199681334) - Bayesian dynamic variable selection in high dimensions
MPRA Paper, University Library of Munich, Germany (2020)
by Korobilis, Dimitris & Koop, Gary
(ReDIF-paper, pra:mprapa:100164) - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
MPRA Paper, University Library of Munich, Germany (2009)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, pra:mprapa:20125) - Hierarchical shrinkage in time-varying parameter models
MPRA Paper, University Library of Munich, Germany (2011)
by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis
(ReDIF-paper, pra:mprapa:31827) - Large time-varying parameter VARs
MPRA Paper, University Library of Munich, Germany (2012)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, pra:mprapa:38591) - A new model of trend inflation
MPRA Paper, University Library of Munich, Germany (2012)
by Chan, Joshua & Koop, Gary & Potter, Simon
(ReDIF-paper, pra:mprapa:39496) - A New Index of Financial Conditions
MPRA Paper, University Library of Munich, Germany (2013)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, pra:mprapa:45463) - Model Uncertainty in Panel Vector Autoregressive Models
MPRA Paper, University Library of Munich, Germany (2014)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, pra:mprapa:58131) - Forecasting with High-Dimensional Panel VARs
MPRA Paper, University Library of Munich, Germany (2015)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, pra:mprapa:84275) - Variational Bayes inference in high-dimensional time-varying parameter models
MPRA Paper, University Library of Munich, Germany (2018)
by Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, pra:mprapa:87972) - Using VARs and TVP-VARs with Many Macroeconomic Variables
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2012)
by Gary Koop
(ReDIF-article, psc:journl:v:4:y:2012:i:3:p:143-167) - Bayesian Methods for Empirical Macroeconomics
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2017)
by Gary Koop
(ReDIF-article, ren:journl:v:9:y:2017:i:1:p:33-56) - Bayesian Inference in a Cointegrating Panel Data Model
Working Paper series, Rimini Centre for Economic Analysis (2007)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
(ReDIF-paper, rim:rimwps:02_07) - Bayesian Model Averaging in the Instrumental Variable Regression Model
Working Paper series, Rimini Centre for Economic Analysis (2011)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
(ReDIF-paper, rim:rimwps:09_11) - Large Time-Varying Parameter VARs
Working Paper series, Rimini Centre for Economic Analysis (2012)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:11_12) - The Dynamics of UK and US Inflation Expectations
Working Paper series, Rimini Centre for Economic Analysis (2009)
by Deborah Gefang & Gary Koop & Simon M. Potter
(ReDIF-paper, rim:rimwps:14_09) - Model Uncertainty in Panel Vector Autoregressive Models
Working Paper series, Rimini Centre for Economic Analysis (2015)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:15-35) - Large Bayesian VARMAs
Working Paper series, Rimini Centre for Economic Analysis (2015)
by Joshua Chan & Eric Eisenstat & Gary Koop
(ReDIF-paper, rim:rimwps:15-36) - Modeling the Dynamics of Inflation Compensation
Working Paper series, Rimini Centre for Economic Analysis (2009)
by Markus Jochmann & Gary Koop & Simon M. Potter
(ReDIF-paper, rim:rimwps:15_09) - Bayesian Compressed Vector Autoregressions
Working Paper series, Rimini Centre for Economic Analysis (2017)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo
(ReDIF-paper, rim:rimwps:17-32) - Prior Elicitation in Multiple Change-point Models
Working Paper series, Rimini Centre for Economic Analysis (2007)
by Gary Koop & Simon M. Potter
(ReDIF-paper, rim:rimwps:17_07) - Forecasting with High-Dimensional Panel VARs
Working Paper series, Rimini Centre for Economic Analysis (2018)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:18-20) - Variational Bayes inference in high-dimensional time-varying parameter models
Working Paper series, Rimini Centre for Economic Analysis (2018)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:18-31) - Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks
Working Paper series, Rimini Centre for Economic Analysis (2008)
by Markus Jochmann & Gary Koop & Rodney W. Strachan
(ReDIF-paper, rim:rimwps:19_08) - Bayesian Inference in the Time Varying Cointegration Model
Working Paper series, Rimini Centre for Economic Analysis (2008)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
(ReDIF-paper, rim:rimwps:23_08) - On the Evolution of Monetary Policy
Working Paper series, Rimini Centre for Economic Analysis (2008)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
(ReDIF-paper, rim:rimwps:24_08) - What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry
Working Paper series, Rimini Centre for Economic Analysis (2007)
by Gary Koop & Lise Tole
(ReDIF-paper, rim:rimwps:26_07) - Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
Working Paper series, Rimini Centre for Economic Analysis (2008)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
(ReDIF-paper, rim:rimwps:26_08) - Forecasting Inflation Using Dynamic Model Averaging
Working Paper series, Rimini Centre for Economic Analysis (2009)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:34_09) - Hierarchical Shrinkage in Time-Varying Parameter Models
Working Paper series, Rimini Centre for Economic Analysis (2011)
by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:35_11) - The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Working Paper series, Rimini Centre for Economic Analysis (2011)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
(ReDIF-paper, rim:rimwps:38_11) - The Known Unknowns of Governance
Working Paper series, Rimini Centre for Economic Analysis (2014)
by Rodolphe Desbordes & Gary Koop
(ReDIF-paper, rim:rimwps:38_14) - Model Uncertainty in Panel Vector Autoregressive Models
Working Paper series, Rimini Centre for Economic Analysis (2014)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:39_14) - Regime-Switching Cointegration
Working Paper series, Rimini Centre for Economic Analysis (2011)
by Markus Jochmann & Gary Koop
(ReDIF-paper, rim:rimwps:40_11) - Large Bayesian VARMAs
Working Paper series, Rimini Centre for Economic Analysis (2014)
by Joshua C.C. Chan & Eric Eisenstat & Gary Koop
(ReDIF-paper, rim:rimwps:40_14) - Nowcasting Scottish GDP Growth
Working Paper series, Rimini Centre for Economic Analysis (2014)
by Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith
(ReDIF-paper, rim:rimwps:41_14) - Forecasting with Medium and Large Bayesian VARs
Working Paper series, Rimini Centre for Economic Analysis (2010)
by Gary Koop
(ReDIF-paper, rim:rimwps:43_10) - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Working Paper series, Rimini Centre for Economic Analysis (2009)
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
(ReDIF-paper, rim:rimwps:44_09) - Time Varying Dimension Models
Working Paper series, Rimini Centre for Economic Analysis (2010)
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
(ReDIF-paper, rim:rimwps:44_10) - Understanding Liquidity and Credit Risks in the Financial Crisis
Working Paper series, Rimini Centre for Economic Analysis (2010)
by Deborah Gefang & Gary Koop & Simon M. Potter
(ReDIF-paper, rim:rimwps:45_10) - Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis
Working Paper series, Rimini Centre for Economic Analysis (2010)
by Deborah Gefang & Gary Koop & Simon M. Potter
(ReDIF-paper, rim:rimwps:46_10) - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Working Paper series, Rimini Centre for Economic Analysis (2009)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, rim:rimwps:47_09) - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Working Papers in Economics, University of Salzburg (2019)
by Huber, Florian & Koop, Gary & Onorante, Luca
(ReDIF-paper, ris:sbgwpe:2019_002) - Advanced Studies in Theoretical and Applied Econometrics (RePEc:repec:spr:adstae)
from Springer as editor - Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy
Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute (2019)
by Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith
(ReDIF-article, spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-018-0181-2) - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
Working Papers, University of Strathclyde Business School, Department of Economics (2009)
by Gary Koop & Dimitris Korompilis
(ReDIF-paper, str:wpaper:0917) - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Working Papers, University of Strathclyde Business School, Department of Economics (2009)
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
(ReDIF-paper, str:wpaper:0919) - Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Lise Tole & Gary Koop
(ReDIF-paper, str:wpaper:11-36) - On Identification of Bayesian DSGE Models
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & M. Hashem Pesaran & Ron Smith
(ReDIF-paper, str:wpaper:1108) - Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & Luca Onorante
(ReDIF-paper, str:wpaper:1109) - Forecasting the European Carbon Market
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & Lise Tole
(ReDIF-paper, str:wpaper:1110) - Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & Joshua Chan
(ReDIF-paper, str:wpaper:1111) - Bayesian Model Averaging in the Instrumental Variable Regression Model
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
(ReDIF-paper, str:wpaper:1112) - A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts
(ReDIF-paper, str:wpaper:1113) - Understanding Liquidity and Credit Risks in the Financial Crisis
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Deborah Gefang & Gary Koop & Simon Potter
(ReDIF-paper, str:wpaper:1114) - Time Varying Dimension Models
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
(ReDIF-paper, str:wpaper:1116) - Forecasting with Medium and Large Bayesian VARs
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop
(ReDIF-paper, str:wpaper:1117) - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, str:wpaper:1118) - Forecasting Inflation Using Dynamic Model Averaging
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, str:wpaper:1119) - The Dynamics of UK and US Inflation Expectations
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Deborah Gefang & Gary Koop & Simon Potter
(ReDIF-paper, str:wpaper:1120) - Bayesian Inference in the Time Varying Cointegration Model
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan
(ReDIF-paper, str:wpaper:1121) - Regime-Switching Cointegration
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Markus Jochmann & Gary Koop
(ReDIF-paper, str:wpaper:1125) - Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Lise Tole & Gary Koop
(ReDIF-paper, str:wpaper:1136) - Hierarchical Shrinkage in Time-Varying Parameter Models
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Miguel Belmonte & Gary Koop & Dimitris Korobilis
(ReDIF-paper, str:wpaper:1137) - Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada
Working Papers, University of Strathclyde Business School, Department of Economics (2011)
by Michele Campolieti & Deborah Gefang & Gary Koop
(ReDIF-paper, str:wpaper:1138) - A New Model of Trend Inflation
Working Papers, University of Strathclyde Business School, Department of Economics (2012)
by Joshua Chan & Gary Koop & Simon Potter
(ReDIF-paper, str:wpaper:1202) - Domestic Violence and Football in Glasgow: Are Reference Points Relevant?
Working Papers, University of Strathclyde Business School, Department of Economics (2013)
by Alex Dickson & Colin Jennings & Gary Koop
(ReDIF-paper, str:wpaper:1301) - Model Switching and Model Averaging in Time-Varying Parameter Regression Models
Working Papers, University of Strathclyde Business School, Department of Economics (2013)
by Miguel Belmonte & Gary Koop
(ReDIF-paper, str:wpaper:1302) - Using VARs and TVP-VARs with Many Macroeconomic Variables
Working Papers, University of Strathclyde Business School, Department of Economics (2013)
by Gary Koop
(ReDIF-paper, str:wpaper:1303) - A new index of financial conditions
Working Papers, University of Strathclyde Business School, Department of Economics (2013)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, str:wpaper:1307) - The known unknowns of governance
Working Papers, University of Strathclyde Business School, Department of Economics (2014)
by Rodolphe Desbordes & Gary Koop
(ReDIF-paper, str:wpaper:1407) - Model uncertainty in panel vector autoregressive models
Working Papers, University of Strathclyde Business School, Department of Economics (2014)
by Gary Koop & Dimitris Korobilis
(ReDIF-paper, str:wpaper:1408) - Large Bayesian VARMAs
Working Papers, University of Strathclyde Business School, Department of Economics (2014)
by Joshua C C Chan & Eric Eisenstat & Gary Koop
(ReDIF-paper, str:wpaper:1409) - Nowcasting Scottish GDP growth
Working Papers, University of Strathclyde Business School, Department of Economics (2014)
by Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith
(ReDIF-paper, str:wpaper:1411) - UK regional nowcasting using a mixed frequency vector autoregressive model
Working Papers, University of Strathclyde Business School, Department of Economics (2018)
by Gary Koop & Stuart McIntyre & James Mitchell
(ReDIF-paper, str:wpaper:1805) - Incomplete models and reweighting
Econometric Reviews, Taylor & Francis Journals (1999)
by G. Koop & D. J. Poirier
(ReDIF-article, taf:emetrv:v:18:y:1999:i:1:p:97-104) - Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics
Econometric Reviews, Taylor & Francis Journals (2007)
by Gary Koop & Herman K. van Dijk
(ReDIF-article, taf:emetrv:v:26:y:2007:i:2-4:p:107-112) - Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space
Econometric Reviews, Taylor & Francis Journals (2010)
by Gary Koop & Roberto León-González & Rodney W. Strachan
(ReDIF-article, taf:emetrv:v:29:y:2010:i:2:p:224-242) - Carbon dioxide emissions and economic growth: A structural approach
Journal of Applied Statistics, Taylor & Francis Journals (1998)
by Gary Koop
(ReDIF-article, taf:japsta:v:25:y:1998:i:4:p:489-515) - Time Varying Dimension Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2012)
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan
(ReDIF-article, taf:jnlbes:v:30:y:2012:i:3:p:358-367) - A New Model of Trend Inflation
Journal of Business & Economic Statistics, Taylor & Francis Journals (2013)
by Joshua C. C. Chan & Gary Koop & Simon M. Potter
(ReDIF-article, taf:jnlbes:v:31:y:2013:i:1:p:94-106) - On Identification of Bayesian DSGE Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2013)
by Gary Koop & M. Hashem Pesaran & Ron P. Smith
(ReDIF-article, taf:jnlbes:v:31:y:2013:i:3:p:300-314) - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2021)
by Florian Huber & Gary Koop & Luca Onorante
(ReDIF-article, taf:jnlbes:v:39:y:2021:i:3:p:669-683) - Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2022)
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante
(ReDIF-article, taf:jnlbes:v:40:y:2022:i:4:p:1904-1918) - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
Tinbergen Institute Discussion Papers, Tinbergen Institute (1997)
by Gary Koop & Herman K. van Dijk & Henk Hoek
(ReDIF-paper, tin:wpaper:19970078) - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
Tinbergen Institute Discussion Papers, Tinbergen Institute (1999)
by Gary Koop & Herman K. van Dijk
(ReDIF-paper, tin:wpaper:19990072) - Bayesian efficiency analysis with a flexible form : The aim cost function
Discussion Paper, Tilburg University, Center for Economic Research (1994)
by Koop, G. & Osiewalski, J. & Steel, M.F.J.
(ReDIF-paper, tiu:tiucen:0dcc8566-0055-4dc1-9c6b-7ec548e64c95) - A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Discussion Paper, Tilburg University, Center for Economic Research (1991)
by Koop, G. & Steel, M.F.J.
(ReDIF-paper, tiu:tiucen:159b4dfe-e9af-420c-ad47-d61c9b93c5cb) - A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
Discussion Paper, Tilburg University, Center for Economic Research (1997)
by Osiewalski, J. & Koop, G. & Steel, M.F.J.
(ReDIF-paper, tiu:tiucen:70bc4936-7304-4e87-910c-be186b88a885) - The components of output growth : A cross-country analysis
Discussion Paper, Tilburg University, Center for Economic Research (1995)
by Koop, G. & Osiewalski, J. & Steel, M.F.J.
(ReDIF-paper, tiu:tiucen:a1160aed-e498-414a-ae52-8d652440093e) - Hospital efficiency analysis through individual effects : A Bayesian approach
Discussion Paper, Tilburg University, Center for Economic Research (1994)
by Koop, G. & Osiewalski, J. & Steel, M.F.J.
(ReDIF-paper, tiu:tiucen:dd6fed13-3fda-461f-9393-e42cde2fd322) - Bayesian efficiency analysis with a flexible form : The aim cost function
Other publications TiSEM, Tilburg University, School of Economics and Management (1994)
by Koop, G. & Osiewalski, J. & Steel, M.F.J.
(ReDIF-paper, tiu:tiutis:0dcc8566-0055-4dc1-9c6b-7ec548e64c95) - A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Other publications TiSEM, Tilburg University, School of Economics and Management (1991)
by Koop, G. & Steel, M.F.J.
(ReDIF-paper, tiu:tiutis:159b4dfe-e9af-420c-ad47-d61c9b93c5cb) - A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
by Osiewalski, J. & Koop, G. & Steel, M.F.J.
(ReDIF-paper, tiu:tiutis:70bc4936-7304-4e87-910c-be186b88a885) - The components of output growth : A cross-country analysis
Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
by Koop, G. & Osiewalski, J. & Steel, M.F.J.
(ReDIF-paper, tiu:tiutis:a1160aed-e498-414a-ae52-8d652440093e) - Hospital efficiency analysis through individual effects : A Bayesian approach
Other publications TiSEM, Tilburg University, School of Economics and Management (1994)
by Koop, G. & Osiewalski, J. & Steel, M.F.J.
(ReDIF-paper, tiu:tiutis:dd6fed13-3fda-461f-9393-e42cde2fd322) - Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
Working Papers, University of Toronto, Department of Economics (1995)
by Gary Koop
(ReDIF-paper, tor:tecipa:gkoop-95-01) - Bayesian Semi-nonparametric ARCH Models
The Review of Economics and Statistics, MIT Press (1994)
by Koop, Gary
(ReDIF-article, tpr:restat:v:76:y:1994:i:1:p:176-81) - Identifying Noise Shocks
Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2018)
by Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop
(ReDIF-paper, uts:ecowps:41) - Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility
Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney (2018)
by Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop
(ReDIF-paper, uts:ecowps:44) - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
Economic Journal, Royal Economic Society (2008)
by Anthony Garratt & Gary Koop & Shaun P. Vahey
(ReDIF-article, wly:econjl:v:118:y:2008:i:530:p:1128-1144) - Forecasting Inflation Using Dynamic Model Averaging
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2012)
by Gary Koop & Dimitris Korobilis
(ReDIF-article, wly:iecrev:v:53:y:2012:i:3:p:867-886) - APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2022)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer
(ReDIF-article, wly:iecrev:v:63:y:2022:i:4:p:1625-1658) - Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
by Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan
(ReDIF-article, wly:japmet:v:28:y:2013:i:1:p:62-81) - Forecasting with Medium and Large Bayesian VARS
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
by Gary M. Koop
(ReDIF-article, wly:japmet:v:28:y:2013:i:2:p:177-203) - Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014)
by Michele Campolieti & Deborah Gefang & Gary Koop
(ReDIF-article, wly:japmet:v:29:y:2014:i:2:p:265-290) - The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts
(ReDIF-article, wly:japmet:v:30:y:2015:i:4:p:596-620) - A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016)
by Joshua C. C. Chan & Gary Koop & Simon M. Potter
(ReDIF-article, wly:japmet:v:31:y:2016:i:3:p:551-565) - Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon
(ReDIF-article, wly:japmet:v:35:y:2020:i:2:p:176-197) - Exchange rate predictability and dynamic Bayesian learning
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020)
by Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler
(ReDIF-article, wly:japmet:v:35:y:2020:i:4:p:410-421) - Composite likelihood methods for large Bayesian VARs with stochastic volatility
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020)
by Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop
(ReDIF-article, wly:japmet:v:35:y:2020:i:6:p:692-711) - Hierarchical Shrinkage in Time‐Varying Parameter Models
Journal of Forecasting, John Wiley & Sons, Ltd. (2014)
by Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis
(ReDIF-article, wly:jforec:v:33:y:2014:i:1:p:80-94) - Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty
Journal of Money, Credit and Banking, Blackwell Publishing (2008)
by Gary Koop & Simon M. Potter & Rodney W. Strachan
(ReDIF-article, wly:jmoncb:v:40:y:2008:i:2-3:p:341-367) - A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
Journal of Money, Credit and Banking, Blackwell Publishing (2018)
by Joshua C.C. Chan & Todd E. Clark & Gary Koop
(ReDIF-article, wly:jmoncb:v:50:y:2018:i:1:p:5-53) - Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
Econometrics, University Library of Munich, Germany (2002)
by Carmen Fernandez & Gary Koop & Mark F.J. Steel
(ReDIF-paper, wpa:wuwpem:0201001) - Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
Econometrics, University Library of Munich, Germany (1995)
by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel
(ReDIF-paper, wpa:wuwpem:9505001) - Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017
EMF Research Papers, Economic Modelling and Forecasting Group (2019)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
(ReDIF-paper, wrk:wrkemf:20) - Reconciled Estimates of Monthly GDP in the US
EMF Research Papers, Economic Modelling and Forecasting Group (2020)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey
(ReDIF-paper, wrk:wrkemf:37) - Forecasting Low Frequency Macroeconomic Events with High Frequency Data
EMF Research Papers, Economic Modelling and Forecasting Group (2020)
by Galvao, Ana Beatriz & Owyang, Michael
(ReDIF-paper, wrk:wrkemf:38) - Exchange rate predictability and dynamic Bayesian learning
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association (2018)
by Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris
(ReDIF-paper, zbw:vfsc18:181523)