Gary Koop : Citation Profile


Are you Gary Koop?

University of Strathclyde

31

H index

79

i10 index

5159

Citations

RESEARCH PRODUCTION:

109

Articles

211

Papers

2

Books

1

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   28 years (1991 - 2019). See details.
   Cites by year: 184
   Journals where Gary Koop has often published
   Relations with other researchers
   Recent citing documents: 609.    Total self citations: 131 (2.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko8
   Updated: 2019-10-15    RAS profile: 2019-05-27    
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Relations with other researchers


Works with:

Korobilis, Dimitris (26)

Chan, Joshua (14)

McIntyre, Stuart (7)

Pettenuzzo, Davide (5)

Mitchell, James (4)

Gefang, Deborah (4)

Beckmann, Joscha (3)

Desbordes, Rodolphe (3)

Bauwens, Luc (3)

Smith, Paul (3)

Dickson, Alex (3)

Allan, Grant (3)

Jennings, Colin (3)

Smith, Paul (2)

Clark, Todd (2)

Eisenstat, Eric (2)

Potter, Simon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gary Koop.

Is cited by:

Chan, Joshua (113)

GUPTA, RANGAN (113)

Korobilis, Dimitris (86)

Pesaran, M (72)

Tsionas, Mike (57)

Clark, Todd (48)

Steel, Mark (47)

Huber, Florian (45)

Antonakakis, Nikolaos (43)

Ratti, Ronald (43)

Balcilar, Mehmet (43)

Cites to:

Steel, Mark (80)

Korobilis, Dimitris (65)

Potter, Simon (43)

Giannone, Domenico (41)

Watson, Mark (39)

Ley, Eduardo (36)

Osiewalski, Jacek (32)

Strachan, Rodney (31)

Chan, Joshua (29)

Pesaran, M (28)

Reichlin, Lucrezia (28)

Main data


Where Gary Koop has published?


Journals with more than one article published# docs
Journal of Econometrics23
Journal of Business & Economic Statistics10
Journal of Applied Econometrics7
Journal of Empirical Finance6
Journal of Applied Econometrics6
Econometrics Journal3
Econometric Reviews3
Journal of Business & Economic Statistics3
Journal of Economic Dynamics and Control3
Journal of the Royal Statistical Society Series A3
Scottish Journal of Political Economy2
International Economic Review2
Computational Statistics & Data Analysis2
Journal of the American Statistical Association2
International Journal of Forecasting2
Economic Modelling2
European Economic Review2
Oxford Bulletin of Economics and Statistics2
Journal of Productivity Analysis2

Working Papers Series with more than one paper published# docs
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)32
Working Paper series / Rimini Centre for Economic Analysis31
Working Papers / University of Strathclyde Business School, Department of Economics30
ESE Discussion Papers / Edinburgh School of Economics, University of Edinburgh13
MPRA Paper / University Library of Munich, Germany8
Staff Reports / Federal Reserve Bank of New York6
Working Papers / Business School - Economics, University of Glasgow5
Staff General Research Papers Archive / Iowa State University, Department of Economics4
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía3
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
Econometrics / University Library of Munich, Germany2
GRIPS Discussion Papers / National Graduate Institute for Policy Studies2
Working Papers / Lancaster University Management School, Economics Department2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney2
Working Papers / Brandeis University, Department of Economics and International Businesss School2

Recent works citing Gary Koop (2019 and 2018)


YearTitle of citing document
2018Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2018). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-08.

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2018Inference for Nonparametric Productivity Networks: A Pseudo-likelihood Approach. (2018). Ruocco, Giancarlo ; Leuzzi, Luca ; Izzo, Maria Grazia ; Grosskopf, Shawna ; Fare, Rolf ; Daraio, Cinzia ; Bostian, Moriah B ; Weber, William L. In: DIAG Technical Reports. RePEc:aeg:report:2018-06.

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2019Are institutions a crucial determinant of cross country economic efficiency? A two-stage double bootstrap data envelopment analysis. (2019). Siddiqui, Danish ; Ahmed, Qazi Masood. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:89-114.

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2019Are institutions a crucial determinant of cross country economic efficiency? A two-stage double bootstrap data envelopment analysis. (2019). Siddiqui, Danish ; Ahmed, Qazi Masood. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:1(618):p:89-114.

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2018The Economics and Productivity of Organic versus Non-organic U.S. Dairy Farms. (2018). Gillespie, Jeffrey ; Harris, Michael J ; Nehring, Richard. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273123.

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2018Economic Efficiency of U.S. Organic Versus Conventional Dairy Farms: Evidence from. (2018). Gillespie, Jeffrey ; Erickson, Kenneth W ; Harris, Michael ; Nehring, Richard F. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273793.

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2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

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2018The Ecological Footprint of Transportation Infrastructure. (2018). Asher, Sam ; Novosad, Paul ; Garg, Teevrat. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274246.

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2018Non-Farm Income and Technical Efficiency in the Uplands of Yunnan, China: A Bayesian Non-Crossing Quantile Regression Approach. (2018). Ramsey, Austin F ; Wang, Huaiyu. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274375.

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2017Corporate R&D and the performance of foodprocessing firms: Evidence from Europe, Japan and North America. (2017). gomez y paloma, sergio ; Ciaian, Pavel ; Voigt, Peter ; Garzon, Pedro Andres ; Hockmann, Heinrich. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261274.

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2018ESTIMATING GERMAN MILK SUPPLY RESPONSE USING A GLOBAL VECTORAUTOREGRESSIVE MODEL. (2018). Hoehl, Stephan ; Hess, Sebastian. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275844.

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2018Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China. (2018). Zhang, C ; Hu, R ; Sun, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277033.

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2018Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2018). Pierre, G ; Kaminsky, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126.

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2018Environmental efficiency of smallholder rubber production. (2018). Holtkamp, A M ; Brummer, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277518.

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2018Heterogeneity in Macroeconomics and the Minimal Econometric Interpretation for Model Comparison. (2014). Cozzi, Marco. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274659.

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2019Social Divisiveness and Conflicts: Grievances Matter!. (2019). Boucekkine, Raouf ; Melindi-Ghidi, Paolo ; Desbordes, Rodolphe. In: AMSE Working Papers. RePEc:aim:wpaimx:1906.

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2018Stock and Flows in the Countegration Context. (2018). Majsterek, Micha . In: Lodz Economics Working Papers. RePEc:ann:wpaper:3/2018.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2018FISCAL CREDIBILITY AS NOMINAL ANCHOR: THE BRAZILIAN EXPERIENCE. (2018). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira ; da Silva, Roseli. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:66.

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2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

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2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1607.04532.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2018Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science. (2018). Gnabo, Jean-Yves ; Geraci, Marco Valerio ; Gandica, Y'Erali . In: Papers. RePEc:arx:papers:1707.00296.

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2018A New Wald Test for Hypothesis Testing Based on MCMC outputs. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Liu, Xiaobin. In: Papers. RePEc:arx:papers:1801.00973.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Ravazzolo, Francesco ; Rossini, Luca ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

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2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

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2019Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2018The determinants of bank loan recovery rates in good times and bad - new evidence. (2018). Wang, Hong ; Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S. In: Papers. RePEc:arx:papers:1804.07022.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2018Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197.

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2019Approximation Properties of Variational Bayes for Vector Autoregressions. (2019). Hajargasht, Reza. In: Papers. RePEc:arx:papers:1903.00617.

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2019A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019Simulation smoothing for nowcasting with large mixed-frequency VARs. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1907.01075.

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2019Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa ; Bitto-Nemling, Angela. In: Papers. RePEc:arx:papers:1907.07065.

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2019Measuring international uncertainty using global vector autoregressions with drifting parameters. (2019). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:1908.06325.

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2019Online Inference for Advertising Auctions. (2019). Xu, Nan ; Carrion, Carlos ; Nair, Harikesh S ; Waisman, Caio. In: Papers. RePEc:arx:papers:1908.08600.

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2019Publish and Perish: Creative Destruction and Macroeconomic Theory. (2019). Ralf, Kirsten ; Chatelain, Jean-Bernard ; Jean- Bernard Chatelain, . In: Papers. RePEc:arx:papers:1908.10680.

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2017Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704.

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2018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2018State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14.

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2019Labor Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2018Monetary Policy Volatility Shocks in Brazil. (2018). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:480.

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2018Monitoring the Spanish economy from a regional perspective: main elements of analysis. (2018). Urtasun, Alberto ; Pérez, Javier ; Vila, Diego ; Fiorito, Alejandro ; Perez, Javier J ; Gil, Maria ; Artola, Concha . In: Occasional Papers. RePEc:bde:opaper:1809.

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2019An application of dynamic factor models to nowcast regional economic activity in Spain. (2019). Pérez, Javier ; Leiva-Leon, Danilo ; Urtasun, Alberto ; Perez, Javier J ; Gil, Maria. In: Occasional Papers. RePEc:bde:opaper:1904.

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2019Exploring trend inFLation dynamics in Euro Area countries. (2019). Correa-Lopez, Monica ; Schlepper, Kathi ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:1909.

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2019A new approach to dating the reference cycle. (2019). Gomezloscos, Ana ; Gadea, Maria Dolores ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1914.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

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2018Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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2019Beyond LIBOR: a primer on the new benchmark rates. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903e.

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2018Global factors and trend inflation. (2018). Wong, Benjamin ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:688.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

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2018Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716.

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2018The likelihood of effective lower bound events. (2018). Franta, Michal. In: BIS Working Papers. RePEc:bis:biswps:731.

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2019Forecasting Inflation in Russia Using Dynamic Model Averaging. (2019). Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:3-18.

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2018Forecasting inflation in Russia by Dynamic Model Averaging. (2018). Styrin, Konstantin . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps39.

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2019Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2019). Kaminski, Jonathan ; Pierre, Guillaume. In: Agricultural Economics. RePEc:bla:agecon:v:50:y:2019:i:1:p:79-90.

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2018Effects of Monetary Policy during Financial Market Crises and Regime Changes: An Empirical Evaluation Using a Nonlinear Vector Autoregression Model. (2018). Kim, Seewon. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:105-123.

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2018Mena Stock Markets Integration: Pre and Post Global Financial Crisis. (2018). Mishra, Anil ; Yu, Xiao ; Almohamad, Somar. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:2:p:107-141.

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2018REMOVING THE “VEIL OF IGNORANCE”: NONLINEARITIES IN EDUCATION EFFECTS ON GENDER WAGE INEQUALITIES. (2018). Marcoul, Philippe ; Wichmann, Bruno ; Mohapatra, Sandeep. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:4:p:644-666.

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2018ASYMMETRIES IN THE RESPONSES OF REGIONAL JOB FLOWS TO OIL PRICE SHOCKS. (2018). Karaki, Mohamad. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1827-1845.

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2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176.

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2018Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

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2018Assessing the Synchronicity and Nature of Australian State Business Cycles. (2018). Poon, Aubrey. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:372-390.

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2018Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective. (2018). Robinson, Tim ; Chua, Chew. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:11-32.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Data†Driven Identification Constraints for DSGE Models. (2018). Lanne, Markku ; Luoto, Jani. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:2:p:236-258.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2018Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060.

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2018Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063.

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2018State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Chang, Yoosoon ; Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0067.

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2018A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: Working Papers. RePEc:bny:wpaper:0068.

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2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie L ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070.

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2018Measuring risks to UK financial stability. (2018). O'Neill, Cian ; Burgess, Stephen ; Bridges, Jonathan ; Aikman, David ; Varadi, Alexandra ; Levina, Iren ; Galletly, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0738.

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2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

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2019Financial Interconnectedness, Amplification, and Cross-Border Activity. (2019). Takahashi, Koji ; Ojima, Mayumi ; Ikeda, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e11.

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Carvalho, Carlos ; Pettenuzzo, Davide ; Fisher, Jared D. In: Working Papers. RePEc:brd:wpaper:123.

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2018Macroeconomic Impacts of Oil Price Shocks in Venezuela. (2018). Crespo, Raul J ; Zambrano, Jose A. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/703.

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2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

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2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Cronin, David ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18.

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2019Phillips curves in the euro area. (2019). Zakipour-Saber, Shayan ; Onorante, Luca ; Moretti, Laura. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/19.

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2018Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21.

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More than 100 citations found, this list is not complete...

Gary Koop is editor of


Journal
Advanced Studies in Theoretical and Applied Econometrics

Gary Koop has edited the books:


YearTitleTypeCited

Works by Gary Koop:


YearTitleTypeCited
2010Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics.
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paper30
2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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2011Time Varying Dimension Models.(2011) In: CAMA Working Papers.
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paper
2010Time Varying Dimension Models.(2010) In: Working Paper series.
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paper
2011Time Varying Dimension Models.(2011) In: Working Papers.
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paper
2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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article
2012A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics.
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paper19
2014A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers.
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paper
2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics.
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article
2013Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics.
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paper8
2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers.
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paper
2014Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis.
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article
2012MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES.(2012) In: CAMA Working Papers.
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paper
2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers.
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paper
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper22
2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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article
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper60
2009Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty.(2009) In: Journal of Business & Economic Statistics.
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article
2008Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture In: Journal of the American Statistical Association.
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article55
2002Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture.(2002) In: ESE Discussion Papers.
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paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture.(2002) In: Econometrics.
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paper
2002Comparing the Performance of Baseball Players: A Multiple-Output Approach In: Journal of the American Statistical Association.
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article2
2001Comparing the Performance of Baseball Players: A Multiple Output Approach.(2001) In: ESE Discussion Papers.
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paper
1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics.
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article4
1993A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
1991A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models..(1991) In: Tilburg - Center for Economic Research.
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paper
1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Discussion Paper.
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paper
1994Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics.
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article23
1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Discussion Paper.
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paper
1994Posterior Properties of Long-Run Impulse Responses. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1996Correction [Posterior Properties of Long-Run Impulse Responses]. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1999Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article78
1998Dynamic asymmetries in US unemployment.(1998) In: ESE Discussion Papers.
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paper
2000Modeling the Sources of Output Growth in a Panel of Countries In: Journal of Business & Economic Statistics.
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article42
2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article15
2000Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: ESE Discussion Papers.
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paper
2010Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics.
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article14
2008Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series.
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paper
1991Intertemporal Properties of Real Output: A Bayesian Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
2001Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland In: Journal of Agricultural Economics.
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article11
1994 Recent Progress in Applied Bayesian Econometrics. In: Journal of Economic Surveys.
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article15
1995An Empirical Investigation of Wagners Hypothesis by Using a Model Occurrence Framework In: Journal of the Royal Statistical Society Series A.
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article0
2004Modelling the evolution of distributions: an application to Major League baseball In: Journal of the Royal Statistical Society Series A.
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article0
2001Modeling the Evolution of Distributions: An Application to Major League Baseball.(2001) In: ESE Discussion Papers.
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paper
2013Forecasting the European carbon market In: Journal of the Royal Statistical Society Series A.
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article19
2011Forecasting the European Carbon Market.(2011) In: SIRE Discussion Papers.
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paper
2011Forecasting the European Carbon Market.(2011) In: Working Papers.
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paper
1999 The Components of Output Growth: A Stochastic Frontier Analysis. In: Oxford Bulletin of Economics and Statistics.
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article52
2016Domestic Violence and Football in Glasgow: Are Reference Points Relevant? In: Oxford Bulletin of Economics and Statistics.
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article0
2013Domestic Violence and Football in Glasgow: Are Reference Points Relevant?.(2013) In: SIRE Discussion Papers.
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paper
2013Domestic Violence and Football in Glasgow: Are Reference Points Relevant?.(2013) In: Working Papers.
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paper
2013Editorial: The Scottish Journal of Political Economys 60th Birthday Issue In: Scottish Journal of Political Economy.
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article0
2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
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article0
2015Regime-switching cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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article16
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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paper
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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paper
2011Regime-Switching Cointegration.(2011) In: Working Paper series.
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paper
2011Regime-Switching Cointegration*.(2011) In: Working Papers.
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paper
2016Bayesian Compressed Vector Autoregressions In: Working Papers.
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paper17
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
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paper
2019Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics.
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article
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
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paper
2017Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series.
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paper
2011On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics.
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paper39
2011On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series.
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paper
2011On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers.
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2011On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers.
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2011On Identification of Bayesian DSGE Models*.(2011) In: Working Papers.
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paper
2013On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics.
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article
2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
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paper38
2011A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: CORE Discussion Papers.
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paper
2011A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers.
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paper
2011A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models.(2011) In: Cahiers de recherche.
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paper
2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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paper
2011A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers.
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paper
2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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article
1994Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling In: CORE Discussion Papers.
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paper13
1992Posterior analysis of stochastic frontier models using Gibbs sampling.(1992) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
1995The Components of Output Growth : A Cross-Country Analysis In: CORE Discussion Papers.
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paper6
1995The Components of Output Growth: A Croos-Country Analysis..(1995) In: Tilburg - Center for Economic Research.
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paper
1995The components of output growth : A cross-country analysis.(1995) In: Discussion Paper.
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paper
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models In: CORE Discussion Papers.
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paper26
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: CORE Discussion Papers RP.
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paper
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: Journal of Econometrics.
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article
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Working Papers.
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paper
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Econometrics.
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paper
1995Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers In: CORE Discussion Papers.
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paper104
1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: CORE Discussion Papers RP.
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paper
1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: Journal of Econometrics.
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article
1995Measuring the Sources of Output Growth in a Panel of Countries In: CORE Discussion Papers.
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paper4
2011Hierarchical shrinkage in time-varying parameter models In: CORE Discussion Papers.
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paper56
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series.
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paper
2011Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper.
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paper
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers.
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2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers.
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2014Hierarchical Shrinkage in Time‐Varying Parameter Models.(2014) In: Journal of Forecasting.
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article
2015The Contribution of Structural Break Models to Forecating Macroeconomic Series In: CORE Discussion Papers RP.
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paper27
2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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article
2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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paper
1992Bayesian long-run prediction in time series models In: UC3M Working papers. Economics.
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paper9
1995Bayesian long-run prediction in time series models.(1995) In: Journal of Econometrics.
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article
1992Stochastic frontier models: a bayesian perspective In: UC3M Working papers. Economics.
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paper124
1994Stochastic frontier models : A Bayesian perspective.(1994) In: Journal of Econometrics.
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article
1992Posterior inference on long-run impulse responses In: UC3M Working papers. Economics.
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paper0
1993Bayesian efficiency analysis with a flexible cost function In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2007Bayesian Econometric Methods In: Cambridge Books.
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book96
2007Bayesian Econometric Methods.(2007) In: Cambridge Books.
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book
2007Bayesian Econometric Methods.(2007) In: Staff General Research Papers Archive.
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paper
2012Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series.
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2011Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers.
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paper
2001Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal.
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article31
1999Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports.
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paper
2001Testing for optimality in job search models In: Econometrics Journal.
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article2
2004Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal.
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article75
1999Bayesian inference in models based on equilibrium search theory In: ESE Discussion Papers.
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paper3
2001Bayesian inference in models based on equilibrium search theory.(2001) In: Journal of Econometrics.
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article
1998The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach In: ESE Discussion Papers.
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1999Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis In: ESE Discussion Papers.
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1999Bayesian Analysis of Stochastic Frontier Models In: ESE Discussion Papers.
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Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) In: ESE Discussion Papers.
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paper0
1999A Bayesian analysis of multiple-output production frontier In: ESE Discussion Papers.
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paper29
2000A Bayesian analysis of multiple-output production frontiers.(2000) In: Journal of Econometrics.
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article
2003Alternative efficiency measures for multiple-output production In: ESE Discussion Papers.
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paper32
2005Alternative efficiency measures for multiple-output production.(2005) In: Journal of Econometrics.
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article
2001Bayesian Variants of Some classical Semiparametric Regression Techniques In: ESE Discussion Papers.
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paper29
2004Bayesian variants of some classical semiparametric regression techniques.(2004) In: Journal of Econometrics.
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article
2000Bayesian Variants of Some Classical Semiparametric Regression Techniques..(2000) In: California Irvine - School of Social Sciences.
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paper
2010Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers.
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paper159
2011Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers.
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paper
2009Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series.
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paper
2011Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers.
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2012FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review.
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article
2011Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers.
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paper2
2011Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers.
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paper26
2012Bayesian model averaging in the instrumental variable regression model.(2012) In: Journal of Econometrics.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers.
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paper
2012Bayesian Model Averaging in the Instrumental Variable Regression Model.(2012) In: Working Paper series.
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paper
2011Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers.
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paper
2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
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paper27
2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
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2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
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2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
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2011Forecasting with Medium and Large Bayesian VARs In: SIRE Discussion Papers.
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paper124
2010Forecasting with Medium and Large Bayesian VARs.(2010) In: Working Paper series.
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2011Forecasting with Medium and Large Bayesian VARs.(2011) In: Working Papers.
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2013Forecasting with Medium and Large Bayesian VARS.(2013) In: Journal of Applied Econometrics.
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2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers.
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2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: SIRE Discussion Papers.
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2011UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?.(2011) In: Economic Modelling.
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2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: Working Papers.
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2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?*.(2011) In: Working Papers.
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2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
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2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
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2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
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2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
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2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
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2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
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2012A New Model Of Trend Inflation In: SIRE Discussion Papers.
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paper47
2012A New Model of Trend Inflation.(2012) In: CAMA Working Papers.
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2012A new model of trend inflation.(2012) In: MPRA Paper.
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2012A New Model of Trend Inflation.(2012) In: Working Papers.
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2013A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics.
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2012Large Time-Varying Parameter VARs In: SIRE Discussion Papers.
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paper150
2013Large time-varying parameter VARs.(2013) In: Journal of Econometrics.
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2012Large time-varying parameter VARs.(2012) In: Working Papers.
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