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 (RePEc:acb:cbeeco:2010-523)
by Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan - A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve (RePEc:acb:cbeeco:2012-590)
by Joshua C C Chan & Gary Koop & Simon M Potter - Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables (RePEc:acb:cbeeco:2013-603)
by Joshua C.C. Chan & Gary Koop - Bayesian dynamic variable selection in high dimensions (RePEc:arx:papers:1809.03031)
by Gary Koop & Dimitris Korobilis - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (RePEc:arx:papers:1905.10787)
by Florian Huber & Gary Koop & Luca Onorante - Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models (RePEc:arx:papers:1910.10779)
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante - Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations (RePEc:arx:papers:2002.10274)
by Florian Huber & Gary Koop & Michael Pfarrhofer - Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods (RePEc:arx:papers:2005.03906)
by Niko Hauzenberger & Florian Huber & Gary Koop - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs (RePEc:arx:papers:2008.12706)
by Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner - Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs (RePEc:arx:papers:2103.04944)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions (RePEc:arx:papers:2107.07804)
by Florian Huber & Gary Koop - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:arx:papers:2110.03411)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Large Order-Invariant Bayesian VARs with Stochastic Volatility (RePEc:arx:papers:2111.07225)
by Joshua C. C. Chan & Gary Koop & Xuewen Yu - Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:arx:papers:2202.13793)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino - Bayesian Modeling of TVP-VARs Using Regression Trees (RePEc:arx:papers:2209.11970)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Bayesian Forecasting in Economics and Finance: A Modern Review (RePEc:arx:papers:2212.03471)
by Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis - Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks (RePEc:arx:papers:2305.16827)
by Florian Huber & Gary Koop - Predictive Density Combination Using a Tree-Based Synthesis Function (RePEc:arx:papers:2311.12671)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Decision synthesis in monetary policy (RePEc:arx:papers:2406.03321)
by Tony Chernis & Gary Koop & Emily Tallman & Mike West - Bayesian modelling of VAR precision matrices using stochastic block networks (RePEc:arx:papers:2407.16349)
by Florian Huber & Gary Koop & Massimiliano Marcellino & Tobias Scheckel - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:bbk:bbkefp:0617)
by Anthony Garratt & Gary Koop & Shaun P. Vahey - Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (RePEc:bbk:bbkefp:0714)
by Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey - Predictive Density Combination Using a Tree-Based Synthesis Function (RePEc:bca:bocawp:23-61)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Decision Synthesis in Monetary Policy (RePEc:bca:bocawp:24-30)
by Tony Chernis & Gary Koop & Emily Tallman & Mike West - Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (RePEc:bes:jnlasa:v:97:y:2002:m:june:p:432-442)
by Fernandez C. & Koop G. & Steel M.F.J. - Comparing the Performance of Baseball Players: A Multiple-Output Approach (RePEc:bes:jnlasa:v:97:y:2002:m:september:p:710-720)
by Koop G. - A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models (RePEc:bes:jnlbes:v:12:y:1994:i:1:p:95-107)
by Koop, Gary & Steel, Mark F J - Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function (RePEc:bes:jnlbes:v:12:y:1994:i:3:p:339-46)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J - Posterior Properties of Long-Run Impulse Responses (RePEc:bes:jnlbes:v:12:y:1994:i:4:p:489-92)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J - Correction [Posterior Properties of Long-Run Impulse Responses] (RePEc:bes:jnlbes:v:14:y:1996:i:2:p:257)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J - Dynamic Asymmetries in U.S. Unemployment (RePEc:bes:jnlbes:v:17:y:1999:i:3:p:298-312)
by Koop, Gary & Potter, Simon M - Modeling the Sources of Output Growth in a Panel of Countries (RePEc:bes:jnlbes:v:18:y:2000:i:3:p:284-99)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J - Bayesian Analysis of Endogenous Delay Threshold Models (RePEc:bes:jnlbes:v:21:y:2003:i:1:p:93-103)
by Koop, Gary & Potter, Simon M - Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty (RePEc:bes:jnlbes:v:27:i:4:y:2009:p:480-491)
by Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P. - Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve (RePEc:bes:jnlbes:v:28:i:3:y:2010:p:370-379)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - Intertemporal Properties of Real Output: A Bayesian Analysis (RePEc:bes:jnlbes:v:9:y:1991:i:3:p:253-65)
by Koop, Gary - Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland (RePEc:bla:jageco:v:52:y:2001:i:1:p:36-52)
by Nick Hanley & Gary Koop & Begoña Álvarez‐Farizo & Robert E. Wright & Ceara Nevin - Recent Progress in Applied Bayesian Econometrics (RePEc:bla:jecsur:v:8:y:1994:i:1:p:1-34)
by Koop, Gary - An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework (RePEc:bla:jorssa:v:158:y:1995:i:1:p:123-141)
by Gary Koop & Dale J. Poirier - Modelling the evolution of distributions: an application to Major League baseball (RePEc:bla:jorssa:v:167:y:2004:i:4:p:639-655)
by Gary Koop - Forecasting the European carbon market (RePEc:bla:jorssa:v:176:y:2013:i:3:p:723-741)
by Gary Koop & Lise Tole - UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting (RePEc:bla:jorssa:v:183:y:2020:i:1:p:91-119)
by Gary Koop & Stuart McIntyre & James Mitchell - The Components of Output Growth: A Stochastic Frontier Analysis (RePEc:bla:obuest:v:61:y:1999:i:4:p:455-487)
by Gary Koop & Jacek Osiewalski & Mark F. J. Steel - Domestic Violence and Football in Glasgow: Are Reference Points Relevant? (RePEc:bla:obuest:v:78:y:2016:i:1:p:1-21)
by Alex Dickson & Colin Jennings & Gary Koop - Forecasting with High‐Dimensional Panel VARs (RePEc:bla:obuest:v:81:y:2019:i:5:p:937-959)
by Gary Koop & Dimitris Korobilis - Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue (RePEc:bla:scotjp:v:60:y:2013:i:5:p:461-461)
by Tim Barmby & Martin Chalkley & Tatiana Kirsanova & Gary Koop & Catia Montagna & Fumi Nakamaru - An empirical assessment of recent challenges in today's financial markets (RePEc:bla:scotjp:v:66:y:2019:i:1:p:1-4)
by Joscha Beckmann & Robert L. Czudaj & Gary Koop - Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs (RePEc:bny:wpaper:0100)
by Jamie L. Cross & Chenghan Hou & Gary Koop - Regime-switching cointegration (RePEc:bpj:sndecm:v:19:y:2015:i:1:p:35-48:n:3)
by Jochmann Markus & Koop Gary - Choosing between identification schemes in noisy-news models (RePEc:bpj:sndecm:v:26:y:2022:i:1:p:99-136:n:2)
by Chan Joshua C. C. & Eisenstat Eric & Koop Gary - Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk (RePEc:bpj:sndecm:v:28:y:2024:i:2:p:151-153:n:13)
by Koop Gary & Korobilis Dimitris & Ravazzolo Francesco - Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods (RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2)
by Hauzenberger Niko & Huber Florian & Koop Gary - Bayesian Compressed Vector Autoregressions (RePEc:brd:wpaper:103)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo - Bayesian Compressed Vector Autoregressions (RePEc:brd:wpaper:103r)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo - On Identification of Bayesian DSGE Models (RePEc:cam:camdae:1131)
by Koop, G. & Pesaran, M.H. & Smith, R. - On Identification of Bayesian DSGE Models (RePEc:ces:ceswps:_3423)
by Gary Koop & M. Hashem Pesaran & Ron P. Smith - A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models (RePEc:cir:cirwor:2011s-13)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts - Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling (RePEc:cor:louvco:1994061)
by KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek - The Components of Output Growth : A Cross-Country Analysis (RePEc:cor:louvco:1995003)
by KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark - Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (RePEc:cor:louvco:1995035)
by KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark - Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers (RePEc:cor:louvco:1995036)
by KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark - Measuring the Sources of Output Growth in a Panel of Countries (RePEc:cor:louvco:1995042)
by KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark - A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models (RePEc:cor:louvco:2011003)
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K. - Hierarchical shrinkage in time-varying parameter models (RePEc:cor:louvco:2011036)
by BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris - Bayesian efficiency analysis through individual effects: Hospital cost frontiers (RePEc:cor:louvrp:1245)
by Koop, G. & Osiewalski, J. & Steel, M. F. J. - Bayesian analysis of long memory and persistence using ARFIMA models (RePEc:cor:louvrp:1246)
by Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J. - The Contribution of Structural Break Models to Forecating Macroeconomic Series (RePEc:cor:louvrp:2651)
by BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:cpr:ceprdp:17461)
by Marcellino, Massimiliano & Clark, Todd & Huber, Florian & Koop, Gary & Pfarrhofer, Michael - Bayesian long-run prediction in time series models (RePEc:cte:werepe:2822)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. - Stochastic frontier models: a bayesian perspective (RePEc:cte:werepe:2823)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den - Posterior inference on long-run impulse responses (RePEc:cte:werepe:2838)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. - Posterior analysis of stochastic frontier models using Gibbs sampling (RePEc:cte:wsrepe:3677)
by Koop, Gary & Steel, Mark F.J. & Osiewalski, Jacek - Bayesian efficiency analysis with a flexible cost function (RePEc:cte:wsrepe:3703)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. - A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (RePEc:cte:wsrepe:3706)
by Koop, Gary & Steel, Mark F.J. - Bayesian Econometric Methods (RePEc:cup:cbooks:9781108423380)
by Chan,Joshua & Koop,Gary & Poirier,Dale J. & Tobias,Justin L. - Bayesian Econometric Methods (RePEc:cup:cbooks:9781108437493)
by Chan,Joshua & Koop,Gary & Poirier,Dale J. & Tobias,Justin L. - Reconciled Estimates And Nowcasts Of Regional Output In The Uk (RePEc:cup:nierev:v:253:y:2020:i::p:r44-r59_8)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey - Nowcasting ‘True’ Monthly U.S. Gdp During The Pandemic (RePEc:cup:nierev:v:256:y:2021:i::p:44-70_4)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey - Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters (RePEc:ecb:ecbwps:20121422)
by Onorante, Luca & Koop, Gary - Inducing sparsity and shrinkage in time-varying parameter models (RePEc:ecb:ecbwps:20192325)
by Huber, Florian & Koop, Gary & Onorante, Luca - Nowcasting in a pandemic using non-parametric mixed frequency VARs (RePEc:ecb:ecbwps:20212510)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:ecj:econjl:v:118:y:2008:i:530:p:1128-1144)
by Anthony Garratt & Gary Koop & ShaunP. Vahey - Are apparent findings of nonlinearity due to structural instability in economic time series? (RePEc:ect:emjrnl:v:4:y:2001:i:1:p:38)
by Gary Koop & Simon M. Potter - Testing for optimality in job search models (RePEc:ect:emjrnl:v:4:y:2001:i:2:p:6)
by Gary Koop & Dale J. Poirier - Forecasting in dynamic factor models using Bayesian model averaging (RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565)
by Gary Koop & Simon Potter - Bayesian Analysis of Endogenous Delay Threshold Models (RePEc:edn:esedps:11)
by Gary Koop & Simon M. Potter - Bayesian inference in models based on equilibrium search theory (RePEc:edn:esedps:12)
by Gary Koop - The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach (RePEc:edn:esedps:13)
by Gary Koop & Kai Li - Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis (RePEc:edn:esedps:14)
by Gary Koop - Dynamic asymmetries in US unemployment (RePEc:edn:esedps:15)
by Gary Koop & Simon M. Potter - Bayesian Analysis of Stochastic Frontier Models (RePEc:edn:esedps:19)
by Gary Koop & Mark F J Steel - Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) (RePEc:edn:esedps:20)
by Carmen Fernandez & Eduardo Ley & Mark F J Steel - A Bayesian analysis of multiple-output production frontier (RePEc:edn:esedps:21)
by Carmen Fernandez & Gary Koop & Mark F J Steel - Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture (RePEc:edn:esedps:34)
by Carmen Fernandez & Mark F J Steel & Gary Koop - Alternative efficiency measures for multiple-output production (RePEc:edn:esedps:65)
by Carmen Fernandez & Gary Koop & Mark F J Steel - Modeling the Evolution of Distributions: An Application to Major League Baseball (RePEc:edn:esedps:71)
by Gary Koop - Comparing the Performance of Baseball Players: A Multiple Output Approach (RePEc:edn:esedps:72)
by Gary Koop - Bayesian Variants of Some classical Semiparametric Regression Techniques (RePEc:edn:esedps:73)
by Gary Koop & Dale J Poirer - Forecasting Inflation Using Dynamic Model Averaging (RePEc:edn:sirdps:242)
by Koop, Gary & Korobilis, Dimitris - On Identification of Bayesian DSGE Models (RePEc:edn:sirdps:259)
by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P. - Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters (RePEc:edn:sirdps:260)
by Koop, Gary & Onorante, Luca - Forecasting the European Carbon Market (RePEc:edn:sirdps:261)
by Koop, Gary & Tole, Lise - Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables (RePEc:edn:sirdps:263)
by Chan, Joshua C.C. & Koop, Gary - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:edn:sirdps:264)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney - A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models (RePEc:edn:sirdps:266)
by Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K. - Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:edn:sirdps:267)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - Regime-Switching Cointegration (RePEc:edn:sirdps:277)
by Jochmann, Markus & Koop, Gary - Forecasting with Medium and Large Bayesian VARs (RePEc:edn:sirdps:279)
by Koop, Gary - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:edn:sirdps:280)
by Koop, Gary & Korobilis, Dimitris - Forecasting Inflation Using Dynamic Model Averaging (RePEc:edn:sirdps:281)
by Koop, Gary & Korobilis, Dimitris - The Dynamics of UK and US Inflation Expectations (RePEc:edn:sirdps:292)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - A New Model Of Trend Inflation (RePEc:edn:sirdps:315)
by Chan, Joshua & Koop, Gary & Potter, Simon - Large Time-Varying Parameter VARs (RePEc:edn:sirdps:317)
by Koop, Gary & Korobilis, Dimitris - Regime-Switching Cointegration (RePEc:edn:sirdps:348)
by Jochmann, Markus & Koop, Gary - The Dynamics of UK and US Inflation Expectation (RePEc:edn:sirdps:366)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada (RePEc:edn:sirdps:404)
by Koop, Gary & Gefang, Deborah & Campolieti, Michele - Domestic Violence and Football in Glasgow: Are Reference Points Relevant? (RePEc:edn:sirdps:439)
by Dickson, Alex & Jennings, Colin & Koop, Gary - Model Switching and Model Averaging in Time- Varying Parameter Regression Models (RePEc:edn:sirdps:440)
by Miguel, Belmonte & Gary, Koop - Using VARs and TVP-VARs with Many Macroeconomic Variables (RePEc:edn:sirdps:443)
by Gary, Koop - A New Index of Financial Conditions (RePEc:edn:sirdps:475)
by Gary, Koop & Dimitris, Korobilis - Model Uncertainty in Panel Vector Autoregressive Models (RePEc:edn:sirdps:586)
by Koop, Gary & Korobilis, Dimitris - Large Bayesian VARMAs (RePEc:edn:sirdps:594)
by Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary - Nowcasting Scottish GDP Growth (RePEc:edn:sirdps:596)
by Allan, Grant & Koop, Gary & McIntyre, Stuart & Smith, Paul - Time Varying Dimension Models (RePEc:edn:sirdps:663)
by Chan, Joshua C C & Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W - Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry (RePEc:edn:sirdps:670)
by Tole, Lisa & Koop, Gary - Hierarchical Shrinkage in Time-Varying Parameter Models (RePEc:edn:sirdps:671)
by Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris - The Dynamics of UK and US Inflation Expectations (RePEc:edn:sirdps:72)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - Bayesian Inference in the Time Varying Cointegration Model (RePEc:edn:sirdps:73)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (RePEc:edn:sirdps:89)
by Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W. - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:edn:sirdps:93)
by Koop, Gary & Korobilis, Dimitris - The dynamics of UK and US inflation expectations (RePEc:eee:csdana:v:56:y:2012:i:11:p:3120-3133)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - Modelling breaks and clusters in the steady states of macroeconomic variables (RePEc:eee:csdana:v:76:y:2014:i:c:p:186-193)
by Chan, Joshua C.C. & Koop, Gary - Is there an environmental Kuznets curve for deforestation? (RePEc:eee:deveco:v:58:y:1999:i:1:p:231-244)
by Koop, Gary & Tole, Lise - Identifying noise shocks (RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301770)
by Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary - On the evolution of the monetary policy transmission mechanism (RePEc:eee:dyncon:v:33:y:2009:i:4:p:997-1017)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - Time varying VARs with inequality restrictions (RePEc:eee:dyncon:v:35:y:2011:i:7:p:1126-1138)
by Koop, Gary & Potter, Simon M. - A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors (RePEc:eee:dyncon:v:41:y:2014:i:c:p:257-275)
by Campolieti, Michele & Gefang, Deborah & Koop, Gary - UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? (RePEc:eee:ecmode:v:28:y:2011:i:5:p:2307-2318)
by Koop, Gary & Korobilis, Dimitris - One size does not fit all… panel data: Bayesian model averaging and data poolability (RePEc:eee:ecmode:v:75:y:2018:i:c:p:364-376)
by Desbordes, Rodolphe & Koop, Gary & Vicard, Vincent - Computationally efficient inference in large Bayesian mixed frequency VARs (RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey - On the sensitivity of unit root inference to nonlinear data transformations (RePEc:eee:ecolet:v:59:y:1998:i:1:p:7-15)
by Franses, Philip Hans & Koop, Gary - Bayesian inference in models based on equilibrium search theory (RePEc:eee:econom:v:102:y:2001:i:2:p:311-338)
by Koop, Gary - Bayesian variants of some classical semiparametric regression techniques (RePEc:eee:econom:v:123:y:2004:i:2:p:259-282)
by Koop, Gary & Poirier, Dale J. - Current developments in productivity and efficiency measurement (RePEc:eee:econom:v:126:y:2005:i:2:p:233-240)
by Dorfman, Jeffrey H. & Koop, Gary - Alternative efficiency measures for multiple-output production (RePEc:eee:econom:v:126:y:2005:i:2:p:411-444)
by Fernandez, Carmen & Koop, Gary & Steel, Mark F.J. - Semiparametric Bayesian inference in smooth coefficient models (RePEc:eee:econom:v:134:y:2006:i:1:p:283-315)
by Koop, Gary & Tobias, Justin L. - A flexible approach to parametric inference in nonlinear and time varying time series models (RePEc:eee:econom:v:159:y:2010:i:1:p:134-150)
by Koop, Gary & Potter, Simon - Bayesian inference in a time varying cointegration model (RePEc:eee:econom:v:165:y:2011:i:2:p:210-220)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W. - Bayesian model averaging in the instrumental variable regression model (RePEc:eee:econom:v:171:y:2012:i:2:p:237-250)
by Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney - Large time-varying parameter VARs (RePEc:eee:econom:v:177:y:2013:i:2:p:185-198)
by Koop, Gary & Korobilis, Dimitris - Large Bayesian VARMAs (RePEc:eee:econom:v:192:y:2016:i:2:p:374-390)
by Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary - Bayesian compressed vector autoregressions (RePEc:eee:econom:v:210:y:2019:i:1:p:135-154)
by Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide - Nowcasting in a pandemic using non-parametric mixed frequency VARs (RePEc:eee:econom:v:232:y:2023:i:1:p:52-69)
by Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends (RePEc:eee:econom:v:49:y:1991:i:1-2:p:105-139)
by Koop, Gary - Bayesian analysis of logit models using natural conjugate priors (RePEc:eee:econom:v:56:y:1993:i:3:p:323-340)
by Koop, Gary & Poirier, Dale J. - Stochastic frontier models : A Bayesian perspective (RePEc:eee:econom:v:61:y:1994:i:2:p:273-303)
by van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J. - Bayesian long-run prediction in time series models (RePEc:eee:econom:v:69:y:1995:i:1:p:61-80)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J. - Parameter uncertainty and impulse response analysis (RePEc:eee:econom:v:72:y:1996:i:1-2:p:135-149)
by Koop, Gary - Impulse response analysis in nonlinear multivariate models (RePEc:eee:econom:v:74:y:1996:i:1:p:119-147)
by Koop, Gary & Pesaran, M. Hashem & Potter, Simon M. - Bayesian analysis of long memory and persistence using ARFIMA models (RePEc:eee:econom:v:76:y:1997:i:1-2:p:149-169)
by Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J. - Bayesian efficiency analysis through individual effects: Hospital cost frontiers (RePEc:eee:econom:v:76:y:1997:i:1-2:p:77-105)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J. - Learning about the across-regime correlation in switching regression models (RePEc:eee:econom:v:78:y:1997:i:2:p:217-227)
by Koop, Gary & Poirier, Dale J. - Bayes factors and nonlinearity: Evidence from economic time series1 (RePEc:eee:econom:v:88:y:1998:i:2:p:251-281)
by Koop, Gary & Potter, Simon M. - Testing for integration using evolving trend and seasonals models: A Bayesian approach (RePEc:eee:econom:v:97:y:2000:i:2:p:261-291)
by Koop, Gary & Dijk, Herman K. Van - A Bayesian analysis of multiple-output production frontiers (RePEc:eee:econom:v:98:y:2000:i:1:p:47-79)
by Fernandez, Carmen & Koop, Gary & Steel, Mark - A new index of financial conditions (RePEc:eee:eecrev:v:71:y:2014:i:c:p:101-116)
by Koop, Gary & Korobilis, Dimitris - Model uncertainty in Panel Vector Autoregressive models (RePEc:eee:eecrev:v:81:y:2016:i:c:p:115-131)
by Koop, Gary & Korobilis, Dimitris - An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates (RePEc:eee:empfin:v:1:y:1994:i:3-4:p:343-364)
by Koop, Gary - A Bayesian analysis of a variance decomposition for stock returns (RePEc:eee:empfin:v:10:y:2003:i:5:p:583-601)
by Hollifield, Burton & Koop, Gary & Li, Kai - Modeling the dynamics of inflation compensation (RePEc:eee:empfin:v:17:y:2010:i:1:p:157-167)
by Jochmann, Markus & Koop, Gary & Potter, Simon M. - Understanding liquidity and credit risks in the financial crisis (RePEc:eee:empfin:v:18:y:2011:i:5:p:903-914)
by Gefang, Deborah & Koop, Gary & Potter, Simon M. - Modeling the relationship between European carbon permits and certified emission reductions (RePEc:eee:empfin:v:24:y:2013:i:c:p:166-181)
by Koop, Gary & Tole, Lise - The valuation of IPO and SEO firms (RePEc:eee:empfin:v:8:y:2001:i:4:p:375-401)
by Koop, Gary & Li, Kai - Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks (RePEc:eee:intfor:v:26:y::i:2:p:326-347)
by Jochmann, Markus & Koop, Gary & Strachan, Rodney W. - Forecasting with dimension switching VARs (RePEc:eee:intfor:v:30:y:2014:i:2:p:280-290)
by Koop, Gary - Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage (RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey - Should we care about the uncertainty around measures of political-economic development? (RePEc:eee:jcecon:v:44:y:2016:i:3:p:752-763)
by Desbordes, Rodolphe & Koop, Gary - Econometric estimation of proportional hazard models (RePEc:eee:jebusi:v:45:y:1993:i:5:p:421-430)
by Koop, Gary & Ruhm, Christopher J. - Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? (RePEc:eee:jeeman:v:47:y:2004:i:1:p:30-54)
by Koop, Gary & Tole, Lise - Do recessions permanently change output? (RePEc:eee:moneco:v:31:y:1993:i:2:p:149-163)
by Beaudry, Paul & Koop, Gary - Measuring differential forest outcomes: A tale of two countries (RePEc:eee:wdevel:v:25:y:1997:i:12:p:2043-2056)
by Koop, Gary & Tole, Lise - Bayesian Inference in a Time Varying Cointegration Model (RePEc:een:camaaa:2011-25)
by Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan - Time Varying Dimension Models (RePEc:een:camaaa:2011-28)
by Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan - Modelling breaks and clusters in the steady states of macroeconomic variables (RePEc:een:camaaa:2012-07)
by Joshua C C Chan & Gary Koop - A New Model of Trend Inflation (RePEc:een:camaaa:2012-08)
by Joshua C C Chan & Gary Koop & Simon M Potter - A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve (RePEc:een:camaaa:2014-10)
by Joshua C.C. Chan & Gary Koop & Simon M. Potter - Composite likelihood methods for large Bayesian VARs with stochastic volatility (RePEc:een:camaaa:2018-26)
by Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop - Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage (RePEc:een:camaaa:2019-08)
by Deborah Gefang & Gary Koop & Aubrey Poon - Nowcasting 'true' monthly US GDP during the pandemic (RePEc:een:camaaa:2021-14)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Parametric and nonparametric inference in equilibrium job search models (RePEc:eme:aecozz:s0731-9053(08)23007-0)
by Gary Koop - Bayesian inference in a cointegrating panel data model (RePEc:eme:aecozz:s0731-9053(08)23013-6)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Model Switching and Model Averaging in Time-Varying Parameter Regression Models (RePEc:eme:aecozz:s0731-905320140000034004)
by Miguel Belmonte & Gary Koop - Macroeconomic Nowcasting Using Google Probabilities☆ (RePEc:eme:aecozz:s0731-90532019000040a003)
by Gary Koop & Luca Onorante - The Vector Floor and Ceiling Model (RePEc:eme:ceazzz:s0573-8555(05)76004-1)
by Gary Koop & Simon Potter - Testing for integration using evolving trend and seasonal models: A Bayesian approach (RePEc:ems:eureir:1603)
by Koop, G. & van Dijk, H.K. - Bayesian approaches to cointegratrion (RePEc:ems:eureir:1915)
by Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M. - Exchange rate predictability and dynamic Bayesian learning (RePEc:esy:uefcwp:20781)
by Beckmann, J & Koop, G & Korobilis, D & Schüssler, R - Forecasting with High-Dimensional Panel VARs (RePEc:esy:uefcwp:21329)
by Koop, G & Korobilis, D - Variational Bayes inference in high-dimensional time-varying parameter models (RePEc:esy:uefcwp:22665)
by Korobilis, Dimitris & Koop, Gary - A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations (RePEc:fip:fedcwp:1520)
by Joshua C. C. Chan & Todd E. Clark & Gary Koop - Tail Forecasting with Multivariate Bayesian Additive Regression Trees (RePEc:fip:fedcwq:90366)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Reconciled Estimates of Monthly GDP in the US (RePEc:fip:fedcwq:93615)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Forecasting US Inflation Using Bayesian Nonparametric Models (RePEc:fip:fedcwq:93787)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino - Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates (RePEc:fip:fedcwq:93793)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Bayesian Modeling of Time-Varying Parameters Using Regression Trees (RePEc:fip:fedcwq:95470)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (RePEc:fip:fedcwq:96086)
by Gary Koop & Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu - Predictive Density Combination Using a Tree-Based Synthesis Function (RePEc:fip:fedcwq:97343)
by Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Forecasting in large macroeconomic panels using Bayesian Model Averaging (RePEc:fip:fednsr:163)
by Gary Koop & Simon M. Potter - Forecasting and estimating multiple change-point models with an unknown number of change points (RePEc:fip:fednsr:196)
by Gary Koop & Simon M. Potter - Prior elicitation in multiple change-point models (RePEc:fip:fednsr:197)
by Gary Koop & Simon M. Potter - Reexamining the consumption-wealth relationship: the role of model uncertainty (RePEc:fip:fednsr:202)
by Gary Koop & Simon M. Potter & Rodney W. Strachan - A flexible approach to parametric inference in nonlinear time series models (RePEc:fip:fednsr:285)
by Gary Koop & Simon M. Potter - Are apparent findings of nonlinearity due to structural instability in economic time series? (RePEc:fip:fednsr:59)
by Gary Koop & Simon M. Potter - Bayesian Variants of Some Classical Semiparametric Regression Techniques (RePEc:fth:calirv:00-01-22)
by Koop, G. & Poirier, D. - A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models (RePEc:fth:tilbur:9150)
by Koop, G. & Steel, M.F.J. - The Components of Output Growth: A Croos-Country Analysis (RePEc:fth:tilbur:9517)
by Koop, G. & Osiewalski, J. & Steel, M.F.J. - Large time-varying parameter VARs (RePEc:gla:glaewp:2012_04)
by Gary Koop & Dimitris Korobilis - A new index of financial conditions (RePEc:gla:glaewp:2013_06)
by Gary Koop & Dimitris Korobilis - Model uncertainty in panel vector autoregressive models (RePEc:gla:glaewp:2014_10)
by Gary Koop & Dimitris Korobilis - Forecasting With High Dimensional Panel VARs (RePEc:gla:glaewp:2015_25)
by Gary Koop & Dimitris Korobilis - Bayesian Compressed Vector Autoregressions (RePEc:gla:glaewp:2016_09)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo - Bayesian dynamic variable selection in high dimensions (RePEc:gla:glaewp:2020_11)
by Gary Koop & Dimitris Korobilis - A flexible approach to parametric inference in nonlinear and time varying time series models (RePEc:hal:journl:hal-00732535)
by Gary Koop & Simon Potter - Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing (RePEc:ier:iecrev:v:42:y:2001:i:1:p:73-103)
by Koop, Gary - Prior Elicitation In Multiple Change-Point Models (RePEc:ier:iecrev:v:50:y:2009:i:3:p:751-772)
by Gary Koop & Simon M. Potter - Learning About Heterogeneity in Returns to Schooling (RePEc:isu:genres:12008)
by Koop, Gary M & Tobias, Justin - Semiparametric Bayesian Inference in Multiple Equation Models (RePEc:isu:genres:12009)
by Koop, Gary M & Poirier, Dale J & Tobias, Justin - Semiparametric Bayesian Inference in Smooth Coefficient Models (RePEc:isu:genres:12202)
by Koop, Gary M & Tobias, Justin - Bayesian Econometric Methods (RePEc:isu:genres:12722)
by Koop, Gary M & Poirier, Dale J & Tobias, Justin - On Identification of Bayesian DSGE Models (RePEc:iza:izadps:dp5638)
by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P. - Bayesian Analysis, Computation and Communication Software (RePEc:jae:japmet:v:14:y:1999:i:6:p:677-89)
by Koop, Gary - Semiparametric Bayesian inference in multiple equation models (RePEc:jae:japmet:v:20:y:2005:i:6:p:723-747)
by Dale J. Poirier & Gary Koop & Justin Tobias - To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment (RePEc:jae:japmet:v:6:y:1991:i:4:p:365-70)
by Koop, Gary & Steel, Mark F J - Review of PCBRAP (RePEc:jae:japmet:v:7:y:1992:i:1:p:105-07)
by Koop, Gary - 'Objective' Bayesian Unit Root Tests (RePEc:jae:japmet:v:7:y:1992:i:1:p:65-82)
by Koop, Gary - Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach (RePEc:jae:japmet:v:7:y:1992:i:4:p:395-411)
by Koop, G - Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences (RePEc:jae:japmet:v:9:y:1994:i:4:p:369-88)
by Koop, G & Poirier, D J - Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs (RePEc:jrs:wpaper:202101)
by Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef - A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies (RePEc:kap:ecopln:v:33:y:2000:i:3:p:185-202)
by Koop, Gary & Osiewalski, Jacek & Steel, Mark F J - Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland (RePEc:kap:enreec:v:22:y:2002:i:3:p:449-466)
by Nick Hanley & Robert Wright & Gary Koop - What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry (RePEc:kap:jproda:v:30:y:2008:i:2:p:129-143)
by Gary Koop & Lise Tole - Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry (RePEc:kap:jproda:v:39:y:2013:i:1:p:35-45)
by Lise Tole & Gary Koop - Technical appendix to: a new look at variation in employment growth in Canada (RePEc:lan:wpaper:26145533)
by Michele Campolieti & Deborah Gefang & Gary Koop - A new look at variation in employment growth in Canada (RePEc:lan:wpaper:26145565)
by Michele Campolieti & Deborah Gefang & Gary Koop - Parametric and Nonparametric Inference in Equilibrium Job Search Models (RePEc:lec:leecon:04/14)
by Gary Koop - The Vector Floor and Ceiling Model (RePEc:lec:leecon:04/15)
by Gary Koop & Simon Potter - Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging (RePEc:lec:leecon:04/16)
by Gary Koop & Simon Potter - Bayesian Semiparametric Inference in Multiple Equation Models (RePEc:lec:leecon:04/17)
by Gary Koop & Dale Poirier & Justin Tobias - Semiparametric Bayesian inference in smooth coefficient models (RePEc:lec:leecon:04/18)
by Gary Koop & Justin Tobias - An Investigation of Thresholds in Air Pollution-Mortality Effects (RePEc:lec:leecon:04/20)
by Gary Koop & Lise Tole - Prior Elicitation in Multiple Change-point Models (RePEc:lec:leecon:04/26)
by Gary Koop & Simon M. Potter - Bayesian Approaches to Cointegration (RePEc:lec:leecon:04/27)
by Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani - Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points (RePEc:lec:leecon:04/31)
by Gary M. Koop & Simon M. Potter - Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space (RePEc:lec:leecon:05/13)
by Gary Koop & Roberto León-González & Rodney W. Strachan - Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty (RePEc:lec:leecon:05/3)
by Gary Koop & Simon M. Potter & Rodney W. Strachan - Bayesian Inference in a Cointegrating Panel Data Model (RePEc:lec:leecon:06/2)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (RePEc:lec:leecon:19/05)
by Deborah Gefang & Gary Koop & Aubrey Poon - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (RePEc:lec:leecon:20/02)
by Deborah Gefang & Gary Koop & Aubrey Poon - A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models (RePEc:lvl:lacicr:1104)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts - Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty (RePEc:mcb:jmoncb:v:40:y:2008:i:2-3:p:341-367)
by Gary Koop & Simon M. Potter & Rodney W. Strachan - Bayesian Forecasting in the 21st Century: A Modern Review (RePEc:msh:ebswps:2023-1)
by Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis - Bayesian Inference in the Time Varying Cointegration Model (RePEc:ngi:dpaper:08-01)
by Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:ngi:dpaper:10-32)
by Gary Koop & Robert Leon Gonzalez & Rodney Strachan - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (RePEc:now:fnteco:0800000013)
by Koop, Gary & Korobilis, Dimitris - UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model (RePEc:nsr:escoed:escoe-dp-2018-07)
by Gary Koop & Stuart McIntyre & James Mitchell - Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (RePEc:nsr:escoed:escoe-dp-2018-14)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (RePEc:nsr:escoed:escoe-dp-2019-07)
by Deborah Gefang & Gary Koop & Aubrey Poon - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (RePEc:nsr:escoed:escoe-dp-2020-07)
by Deborah Gefang & Gary Koop & Aubrey Poon - Reconciled Estimates of Monthly GDP in the US (RePEc:nsr:escoed:escoe-dp-2020-16)
by James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon - Using hierarchical aggregation constraints to nowcast regional economic aggregates (RePEc:nsr:escoed:escoe-dp-2022-04)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:nzb:nzbdps:2006/02)
by Anthony Garratt & Gary Koop & Shaun P. Vahey - Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (RePEc:nzb:nzbdps:2008/13)
by Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey - Do environmental regulations affect the location decisions of multinational gold mining firms? (RePEc:oup:jecgeo:v:11:y:2011:i:1:p:151-177)
by Lise Tole & Gary Koop - Estimation and Forecasting in Models with Multiple Breaks (RePEc:oup:restud:v:74:y:2007:i:3:p:763-789)
by Gary Koop & Simon M. Potter - The Oxford Handbook of Bayesian Econometrics (RePEc:oxp:obooks:9780199559084)
by None - The Oxford Handbook of Bayesian Econometrics (RePEc:oxp:obooks:9780199681334)
by None - Bayesian dynamic variable selection in high dimensions (RePEc:pra:mprapa:100164)
by Korobilis, Dimitris & Koop, Gary - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (RePEc:pra:mprapa:20125)
by Koop, Gary & Korobilis, Dimitris - Hierarchical shrinkage in time-varying parameter models (RePEc:pra:mprapa:31827)
by Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis - Large time-varying parameter VARs (RePEc:pra:mprapa:38591)
by Koop, Gary & Korobilis, Dimitris - A new model of trend inflation (RePEc:pra:mprapa:39496)
by Chan, Joshua & Koop, Gary & Potter, Simon - A New Index of Financial Conditions (RePEc:pra:mprapa:45463)
by Koop, Gary & Korobilis, Dimitris - Model Uncertainty in Panel Vector Autoregressive Models (RePEc:pra:mprapa:58131)
by Koop, Gary & Korobilis, Dimitris - Forecasting with High-Dimensional Panel VARs (RePEc:pra:mprapa:84275)
by Koop, Gary & Korobilis, Dimitris - Variational Bayes inference in high-dimensional time-varying parameter models (RePEc:pra:mprapa:87972)
by Koop, Gary & Korobilis, Dimitris - Using VARs and TVP-VARs with Many Macroeconomic Variables (RePEc:psc:journl:v:4:y:2012:i:3:p:143-167)
by Gary Koop - Bayesian Methods for Empirical Macroeconomics (RePEc:ren:journl:v:9:y:2017:i:1:p:33-56)
by Gary Koop - Bayesian Inference in a Cointegrating Panel Data Model (RePEc:rim:rimwps:02_07)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:rim:rimwps:09_11)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Large Time-Varying Parameter VARs (RePEc:rim:rimwps:11_12)
by Gary Koop & Dimitris Korobilis - The Dynamics of UK and US Inflation Expectations (RePEc:rim:rimwps:14_09)
by Deborah Gefang & Gary Koop & Simon M. Potter - Modeling the Dynamics of Inflation Compensation (RePEc:rim:rimwps:15_09)
by Markus Jochmann & Gary Koop & Simon M. Potter - Model Uncertainty in Panel Vector Autoregressive Models (RePEc:rim:rimwps:15-35)
by Gary Koop & Dimitris Korobilis - Large Bayesian VARMAs (RePEc:rim:rimwps:15-36)
by Joshua Chan & Eric Eisenstat & Gary Koop - Prior Elicitation in Multiple Change-point Models (RePEc:rim:rimwps:17_07)
by Gary Koop & Simon M. Potter - Bayesian Compressed Vector Autoregressions (RePEc:rim:rimwps:17-32)
by Gary Koop & Dimitris Korobilis & Davide Pettenuzzo - Forecasting with High-Dimensional Panel VARs (RePEc:rim:rimwps:18-20)
by Gary Koop & Dimitris Korobilis - Variational Bayes inference in high-dimensional time-varying parameter models (RePEc:rim:rimwps:18-31)
by Gary Koop & Dimitris Korobilis - Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks (RePEc:rim:rimwps:19_08)
by Markus Jochmann & Gary Koop & Rodney W. Strachan - Bayesian Inference in the Time Varying Cointegration Model (RePEc:rim:rimwps:23_08)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - On the Evolution of Monetary Policy (RePEc:rim:rimwps:24_08)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry (RePEc:rim:rimwps:26_07)
by Gary Koop & Lise Tole - Dynamic probabilities of restrictions in state space models: An application to the Phillips curve (RePEc:rim:rimwps:26_08)
by Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - Forecasting Inflation Using Dynamic Model Averaging (RePEc:rim:rimwps:34_09)
by Gary Koop & Dimitris Korobilis - Hierarchical Shrinkage in Time-Varying Parameter Models (RePEc:rim:rimwps:35_11)
by Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis - The Contribution of Structural Break Models to Forecasting Macroeconomic Series (RePEc:rim:rimwps:38_11)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts - The Known Unknowns of Governance (RePEc:rim:rimwps:38_14)
by Rodolphe Desbordes & Gary Koop - Model Uncertainty in Panel Vector Autoregressive Models (RePEc:rim:rimwps:39_14)
by Gary Koop & Dimitris Korobilis - Regime-Switching Cointegration (RePEc:rim:rimwps:40_11)
by Markus Jochmann & Gary Koop - Large Bayesian VARMAs (RePEc:rim:rimwps:40_14)
by Joshua C.C. Chan & Eric Eisenstat & Gary Koop - Nowcasting Scottish GDP Growth (RePEc:rim:rimwps:41_14)
by Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith - Forecasting with Medium and Large Bayesian VARs (RePEc:rim:rimwps:43_10)
by Gary Koop - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (RePEc:rim:rimwps:44_09)
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - Time Varying Dimension Models (RePEc:rim:rimwps:44_10)
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:rim:rimwps:45_10)
by Deborah Gefang & Gary Koop & Simon M. Potter - Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:rim:rimwps:46_10)
by Deborah Gefang & Gary Koop & Simon M. Potter - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (RePEc:rim:rimwps:47_09)
by Gary Koop & Dimitris Korobilis - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (RePEc:ris:sbgwpe:2019_002)
by Huber, Florian & Koop, Gary & Onorante, Luca - Advanced Studies in Theoretical and Applied Econometrics (RePEc:spr:adstae)
from Springer as editor - Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy (RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-018-0181-2)
by Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:str:wpaper:0917)
by Gary Koop & Dimitris Korompilis - Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy (RePEc:str:wpaper:0919)
by Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry (RePEc:str:wpaper:11-36)
by Lise Tole & Gary Koop - On Identification of Bayesian DSGE Models (RePEc:str:wpaper:1108)
by Gary Koop & M. Hashem Pesaran & Ron Smith - Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters (RePEc:str:wpaper:1109)
by Gary Koop & Luca Onorante - Forecasting the European Carbon Market (RePEc:str:wpaper:1110)
by Gary Koop & Lise Tole - Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables (RePEc:str:wpaper:1111)
by Gary Koop & Joshua Chan - Bayesian Model Averaging in the Instrumental Variable Regression Model (RePEc:str:wpaper:1112)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models (RePEc:str:wpaper:1113)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts - Understanding Liquidity and Credit Risks in the Financial Crisis (RePEc:str:wpaper:1114)
by Deborah Gefang & Gary Koop & Simon Potter - Time Varying Dimension Models (RePEc:str:wpaper:1116)
by Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Forecasting with Medium and Large Bayesian VARs (RePEc:str:wpaper:1117)
by Gary Koop - UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? (RePEc:str:wpaper:1118)
by Gary Koop & Dimitris Korobilis - Forecasting Inflation Using Dynamic Model Averaging (RePEc:str:wpaper:1119)
by Gary Koop & Dimitris Korobilis - The Dynamics of UK and US Inflation Expectations (RePEc:str:wpaper:1120)
by Deborah Gefang & Gary Koop & Simon Potter - Bayesian Inference in the Time Varying Cointegration Model (RePEc:str:wpaper:1121)
by Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan - Regime-Switching Cointegration (RePEc:str:wpaper:1125)
by Markus Jochmann & Gary Koop - Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry (RePEc:str:wpaper:1136)
by Lise Tole & Gary Koop - Hierarchical Shrinkage in Time-Varying Parameter Models (RePEc:str:wpaper:1137)
by Miguel Belmonte & Gary Koop & Dimitris Korobilis - Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada (RePEc:str:wpaper:1138)
by Michele Campolieti & Deborah Gefang & Gary Koop - A New Model of Trend Inflation (RePEc:str:wpaper:1202)
by Joshua Chan & Gary Koop & Simon Potter - Domestic Violence and Football in Glasgow: Are Reference Points Relevant? (RePEc:str:wpaper:1301)
by Alex Dickson & Colin Jennings & Gary Koop - Model Switching and Model Averaging in Time-Varying Parameter Regression Models (RePEc:str:wpaper:1302)
by Miguel Belmonte & Gary Koop - Using VARs and TVP-VARs with Many Macroeconomic Variables (RePEc:str:wpaper:1303)
by Gary Koop - A new index of financial conditions (RePEc:str:wpaper:1307)
by Gary Koop & Dimitris Korobilis - The known unknowns of governance (RePEc:str:wpaper:1407)
by Rodolphe Desbordes & Gary Koop - Model uncertainty in panel vector autoregressive models (RePEc:str:wpaper:1408)
by Gary Koop & Dimitris Korobilis - Large Bayesian VARMAs (RePEc:str:wpaper:1409)
by Joshua C C Chan & Eric Eisenstat & Gary Koop - Nowcasting Scottish GDP growth (RePEc:str:wpaper:1411)
by Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith - UK regional nowcasting using a mixed frequency vector autoregressive model (RePEc:str:wpaper:1805)
by Gary Koop & Stuart McIntyre & James Mitchell - Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods (RePEc:str:wpaper:2305)
by Niko Hauzenberger & Florian Huber & Gary Koop - Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification (RePEc:str:wpaper:2306)
by Sharada Davidson & Chenghan Hou & Gary Koop - Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model (RePEc:str:wpaper:2307)
by Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Bayesian Modelling of TVP-VARs Using Regression Trees (RePEc:str:wpaper:2308)
by Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell - Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks (RePEc:str:wpaper:2309)
by Florian Huber & Gary Koop - Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix (RePEc:str:wpaper:2310)
by Ping Wu & Gary Koop - Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (RePEc:str:wpaper:2311)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu - Incomplete models and reweighting (RePEc:taf:emetrv:v:18:y:1999:i:1:p:97-104)
by G. Koop & D. J. Poirier - Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:107-112)
by Gary Koop & Herman K. van Dijk - Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space (RePEc:taf:emetrv:v:29:y:2010:i:2:p:224-242)
by Gary Koop & Roberto León-González & Rodney W. Strachan - Carbon dioxide emissions and economic growth: A structural approach (RePEc:taf:japsta:v:25:y:1998:i:4:p:489-515)
by Gary Koop - Time Varying Dimension Models (RePEc:taf:jnlbes:v:30:y:2012:i:3:p:358-367)
by Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan - A New Model of Trend Inflation (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106)
by Joshua C. C. Chan & Gary Koop & Simon M. Potter - On Identification of Bayesian DSGE Models (RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314)
by Gary Koop & M. Hashem Pesaran & Ron P. Smith - Inducing Sparsity and Shrinkage in Time-Varying Parameter Models (RePEc:taf:jnlbes:v:39:y:2021:i:3:p:669-683)
by Florian Huber & Gary Koop & Luca Onorante - Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models (RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1904-1918)
by Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante - Reconciled Estimates of Monthly GDP in the United States (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:563-577)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Large Order-Invariant Bayesian VARs with Stochastic Volatility (RePEc:taf:jnlbes:v:42:y:2024:i:2:p:825-837)
by Joshua C. C. Chan & Gary Koop & Xuewen Yu - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach (RePEc:tin:wpaper:19970078)
by Gary Koop & Herman K. van Dijk & Henk Hoek - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach (RePEc:tin:wpaper:19990072)
by Gary Koop & Herman K. van Dijk - Bayesian efficiency analysis with a flexible form : The aim cost function (RePEc:tiu:tiucen:0dcc8566-0055-4dc1-9c6b-7ec548e64c95)
by Koop, G. & Osiewalski, J. & Steel, M.F.J. - A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (RePEc:tiu:tiucen:159b4dfe-e9af-420c-ad47-d61c9b93c5cb)
by Koop, G. & Steel, M.F.J. - A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies (RePEc:tiu:tiucen:70bc4936-7304-4e87-910c-be186b88a885)
by Osiewalski, J. & Koop, G. & Steel, M.F.J. - The components of output growth : A cross-country analysis (RePEc:tiu:tiucen:a1160aed-e498-414a-ae52-8d652440093e)
by Koop, G. & Osiewalski, J. & Steel, M.F.J. - Hospital efficiency analysis through individual effects : A Bayesian approach (RePEc:tiu:tiucen:dd6fed13-3fda-461f-9393-e42cde2fd322)
by Koop, G. & Osiewalski, J. & Steel, M.F.J. - Bayesian efficiency analysis with a flexible form : The aim cost function (RePEc:tiu:tiutis:0dcc8566-0055-4dc1-9c6b-7ec548e64c95)
by Koop, G. & Osiewalski, J. & Steel, M.F.J. - A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models (RePEc:tiu:tiutis:159b4dfe-e9af-420c-ad47-d61c9b93c5cb)
by Koop, G. & Steel, M.F.J. - A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies (RePEc:tiu:tiutis:70bc4936-7304-4e87-910c-be186b88a885)
by Osiewalski, J. & Koop, G. & Steel, M.F.J. - The components of output growth : A cross-country analysis (RePEc:tiu:tiutis:a1160aed-e498-414a-ae52-8d652440093e)
by Koop, G. & Osiewalski, J. & Steel, M.F.J. - Hospital efficiency analysis through individual effects : A Bayesian approach (RePEc:tiu:tiutis:dd6fed13-3fda-461f-9393-e42cde2fd322)
by Koop, G. & Osiewalski, J. & Steel, M.F.J. - Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (RePEc:tor:tecipa:gkoop-95-01)
by Gary Koop - Bayesian Semi-nonparametric ARCH Models (RePEc:tpr:restat:v:76:y:1994:i:1:p:176-81)
by Koop, Gary - Identifying Noise Shocks (RePEc:uts:ecowps:41)
by Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop - Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility (RePEc:uts:ecowps:44)
by Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop - Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (RePEc:wly:econjl:v:118:y:2008:i:530:p:1128-1144)
by Anthony Garratt & Gary Koop & Shaun P. Vahey - Forecasting Inflation Using Dynamic Model Averaging (RePEc:wly:iecrev:v:53:y:2012:i:3:p:867-886)
by Gary Koop & Dimitris Korobilis - APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs (RePEc:wly:iecrev:v:63:y:2022:i:4:p:1625-1658)
by Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer - Bayesian Dynamic Variable Selection In High Dimensions (RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074)
by Gary Koop & Dimitris Korobilis - Tail Forecasting With Multivariate Bayesian Additive Regression Trees (RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022)
by Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer - Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy (RePEc:wly:japmet:v:28:y:2013:i:1:p:62-81)
by Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan - Forecasting with Medium and Large Bayesian VARS (RePEc:wly:japmet:v:28:y:2013:i:2:p:177-203)
by Gary M. Koop - Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe (RePEc:wly:japmet:v:29:y:2014:i:2:p:265-290)
by Michele Campolieti & Deborah Gefang & Gary Koop - The Contribution of Structural Break Models to Forecasting Macroeconomic Series (RePEc:wly:japmet:v:30:y:2015:i:4:p:596-620)
by Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts - A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve (RePEc:wly:japmet:v:31:y:2016:i:3:p:551-565)
by Joshua C. C. Chan & Gary Koop & Simon M. Potter - Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 (RePEc:wly:japmet:v:35:y:2020:i:2:p:176-197)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Exchange rate predictability and dynamic Bayesian learning (RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421)
by Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler - Composite likelihood methods for large Bayesian VARs with stochastic volatility (RePEc:wly:japmet:v:35:y:2020:i:6:p:692-711)
by Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop - Subspace shrinkage in conjugate Bayesian vector autoregressions (RePEc:wly:japmet:v:38:y:2023:i:4:p:556-576)
by Florian Huber & Gary Koop - Hierarchical Shrinkage in Time‐Varying Parameter Models (RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94)
by Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis - Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty (RePEc:wly:jmoncb:v:40:y:2008:i:2-3:p:341-367)
by Gary Koop & Simon M. Potter & Rodney W. Strachan - A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations (RePEc:wly:jmoncb:v:50:y:2018:i:1:p:5-53)
by Joshua C.C. Chan & Todd E. Clark & Gary Koop - Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (RePEc:wpa:wuwpem:0201001)
by Carmen Fernandez & Gary Koop & Mark F.J. Steel - Bayesian Analysis of Long Memory and Persistence using ARFIMA Models (RePEc:wpa:wuwpem:9505001)
by Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel - Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (RePEc:wrk:wrkemf:20)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey - Reconciled Estimates of Monthly GDP in the US (RePEc:wrk:wrkemf:37)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey - Forecasting Low Frequency Macroeconomic Events with High Frequency Data (RePEc:wrk:wrkemf:38)
by Galvao, Ana Beatriz & Owyang, Michael - Exchange rate predictability and dynamic Bayesian learning (RePEc:zbw:vfsc18:181523)
by Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris