39
H index
104
i10 index
9103
Citations
Gary Koop : Citation Profile
University of Strathclyde | RESEARCH PRODUCTION: 128 Articles 264 Papers 2 Books 5 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1991 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gary Koop. | Is cited by:
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Main data
Where Gary Koop has published?
Recent works citing Gary Koop (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
| 2023 | Is the Price Cap for Gas Useful? Evidence from European Countries. (2023). Rossini, Luca ; Ravazzolo, Francesco. In: FEEM Working Papers. RePEc:ags:feemwp:338790. Full description at Econpapers || Download paper | |
| 2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2024 | Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2017). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564. Full description at Econpapers || Download paper | |
| 2024 | Online Inference for Advertising Auctions. (2019). Xu, Nan ; Carrion, Carlos ; Nair, Harikesh S ; Waisman, Caio. In: Papers. RePEc:arx:papers:1908.08600. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
| 2023 | Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158. Full description at Econpapers || Download paper | |
| 2023 | Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593. Full description at Econpapers || Download paper | |
| 2023 | On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. (2021). , Joshua ; Umrawal, Abhishek K. In: Papers. RePEc:arx:papers:2110.12149. Full description at Econpapers || Download paper | |
| 2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
| 2023 | Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices. (2022). Tavlas, George S ; Hall, Stephen G ; Gefang, Deborah. In: Papers. RePEc:arx:papers:2205.15420. Full description at Econpapers || Download paper | |
| 2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
| 2024 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
| 2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper | |
| 2024 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
| 2023 | On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184. Full description at Econpapers || Download paper | |
| 2024 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
| 2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
| 2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
| 2023 | Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687. Full description at Econpapers || Download paper | |
| 2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
| 2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
| 2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper | |
| 2023 | Simple Analytics of the Government Investment Multiplier. (2023). Roulleau-Pasdeloup, Jordan ; Cai, Chunbing. In: Papers. RePEc:arx:papers:2302.11212. Full description at Econpapers || Download paper | |
| 2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
| 2024 | Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887. Full description at Econpapers || Download paper | |
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
| 2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
| 2023 | Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991. Full description at Econpapers || Download paper | |
| 2024 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
| 2023 | Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes. (2023). Angelini, Francesco ; Goracci, Greta ; Giannerini, Simone ; Castellani, Massimiliano. In: Papers. RePEc:arx:papers:2308.00444. Full description at Econpapers || Download paper | |
| 2023 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper | |
| 2023 | Identifying spatial interdependence in panel data with large N and small T. (2023). Gefang, Deborah ; Tavlas, George S ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2309.03740. Full description at Econpapers || Download paper | |
| 2023 | Non-linear dimension reduction in factor-augmented vector autoregressions. (2023). Klieber, Karin. In: Papers. RePEc:arx:papers:2309.04821. Full description at Econpapers || Download paper | |
| 2023 | Non-linear approximations of DSGE models with neural-networks and hard-constraints. (2023). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2310.13436. Full description at Econpapers || Download paper | |
| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
| 2024 | Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883. Full description at Econpapers || Download paper | |
| 2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper | |
| 2023 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper | |
| 2024 | Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Zhu, Dan ; Oka, Tatsushi ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2403.12456. Full description at Econpapers || Download paper | |
| 2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
| 2024 | Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349. Full description at Econpapers || Download paper | |
| 2024 | Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057. Full description at Econpapers || Download paper | |
| 2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Underlying inflation and asymetric risks. (2023). Leiva-Leon, Danilo ; LE BIHAN, Hervé ; Pacce, Matias. In: Working Papers. RePEc:bde:wpaper:2319. Full description at Econpapers || Download paper | |
| 2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
| 2023 | Growth at Risk and Uncertainty: Evidence from Mexico. (2023). Alejandro, Trujillo ; Alfredo, Salgado. In: Working Papers. RePEc:bdm:wpaper:2023-08. Full description at Econpapers || Download paper | |
| 2023 | The Anatomy of Small Open Economy Productivity Trends. (2023). Thoenissen, Christoph ; Theodoridis, Konstantinos ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:23-05. Full description at Econpapers || Download paper | |
| 2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper | |
| 2023 | The synchronization between Koreas and Japans business cycles. (2023). Lee, Keun Yeong. In: Asian Economic Journal. RePEc:bla:asiaec:v:37:y:2023:i:4:p:435-465. Full description at Econpapers || Download paper | |
| 2023 | The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués. (2023). Maia, Victor ; Montes, Gabriel Caldas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:828-859. Full description at Econpapers || Download paper | |
| 2024 | Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442. Full description at Econpapers || Download paper | |
| 2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
| 2023 | A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468. Full description at Econpapers || Download paper | |
| 2023 | Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation. (2023). Shaochuan, LU. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:88-113. Full description at Econpapers || Download paper | |
| 2024 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
| 2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
| 2023 | Spillovers from US monetary policy: evidence from a time varying parameter global vector autoâ€regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861. Full description at Econpapers || Download paper | |
| 2023 | Bayesian econometric modelling of observational data for costâ€effectiveness analysis: establishing the value of negative pressure wound therapy in the healing of open surgical wounds. (2020). Claxton, Karl ; Saramago, Pedro ; Soares, Marta ; Welton, Nicky J. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:4:p:1575-1593. Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246. Full description at Econpapers || Download paper | |
| 2024 | Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685. Full description at Econpapers || Download paper | |
| 2024 | . Full description at Econpapers || Download paper | |
| 2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858. Full description at Econpapers || Download paper | |
| 2023 | Actions speak louder than words: Imputing users’ reputation from transaction history. (2023). Tripathi, Arvind K ; Tan, Yong ; Ghasemkhani, Hossein ; Deng, Jiaying. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:4:p:1096-1111. Full description at Econpapers || Download paper | |
| 2023 | The New Development Bank and the structure of the multilateral development financial system. (2023). Ye, Fang. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:3:p:1957-1972. Full description at Econpapers || Download paper | |
| 2024 | Dynamics of Money Market Interest Rates in Ghana: Time?Frequency Analysis of Volatility Spillovers. (2021). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:555-589. Full description at Econpapers || Download paper | |
| 2023 | Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:125:y:2023:i:1:p:287-314. Full description at Econpapers || Download paper | |
| 2024 | Measuring the effectiveness of US monetary policy during the COVID?19 recession. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:287-297. Full description at Econpapers || Download paper | |
| 2023 | Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207. Full description at Econpapers || Download paper | |
| 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:
| Year | Title | Type | Cited |
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Works by Gary Koop:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 56 |
| 2010 | Time Varying Dimension Models.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2011 | Time Varying Dimension Models.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2010 | Time Varying Dimension Models.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2011 | Time Varying Dimension Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
| 2012 | Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | |
| 2012 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 52 |
| 2014 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2016 | A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2013 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2014 | Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2012 | Modelling breaks and clusters in the steady states of macroeconomic variables.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2020 | Bayesian dynamic variable selection in high dimensions In: Papers. [Full Text][Citation analysis] | paper | 18 |
| 2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2023 | BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2019 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers. [Full Text][Citation analysis] | paper | 39 |
| 2019 | Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2019 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2021 | Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2021 | Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers. [Full Text][Citation analysis] | paper | 12 |
| 2022 | Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2020 | Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2023 | Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods.(2024) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods.() In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | ||
| 2020 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers. [Full Text][Citation analysis] | paper | 38 |
| 2021 | Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2023 | Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2021 | Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2022 | Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Subspace shrinkage in conjugate Bayesian vector autoregressions.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2021 | Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2021 | Large Order-Invariant Bayesian VARs with Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 14 |
| 2024 | Large Order-Invariant Bayesian VARs with Stochastic Volatility.(2024) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2022 | Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2023 | Bayesian Modeling of TVP-VARs Using Regression Trees In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Bayesian Modelling of TVP-VARs Using Regression Trees.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Bayesian Forecasting in Economics and Finance: A Modern Review In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Predictive Density Combination Using a Tree-Based Synthesis Function In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Decision synthesis in monetary policy In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Decision Synthesis in Monetary Policy.(2024) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Bayesian modelling of VAR precision matrices using stochastic block networks In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 25 |
| 2008 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2006 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2006) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2008 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
| 2007 | Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 66 |
| 2009 | Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty.(2009) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
| 2008 | Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty.(2008) In: Reserve Bank of New Zealand Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2002 | Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 72 |
| 2002 | Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture.(2002) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2002 | Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture.(2002) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
| 2002 | Comparing the Performance of Baseball Players: A Multiple-Output Approach In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 6 |
| 2001 | Comparing the Performance of Baseball Players: A Multiple Output Approach.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1994 | A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 3 |
| 1993 | A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1993) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1991 | A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models..(1991) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1991 | A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1991 | A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1994 | Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 31 |
| 1994 | Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 1994 | Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 1994 | Posterior Properties of Long-Run Impulse Responses. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
| 1996 | Correction [Posterior Properties of Long-Run Impulse Responses]. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 1999 | Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 103 |
| 1998 | Dynamic asymmetries in US unemployment.(1998) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 2000 | Modeling the Sources of Output Growth in a Panel of Countries In: Journal of Business & Economic Statistics. [Citation analysis] | article | 60 |
| 2003 | Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 17 |
| 2000 | Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2010 | Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 20 |
| 2008 | Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 1991 | Intertemporal Properties of Real Output: A Bayesian Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 8 |
| 2001 | Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland In: Journal of Agricultural Economics. [Full Text][Citation analysis] | article | 20 |
| 1994 | Recent Progress in Applied Bayesian Econometrics. In: Journal of Economic Surveys. [Citation analysis] | article | 21 |
| 1995 | An Empirical Investigation of Wagners Hypothesis by Using a Model Occurrence Framework In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 5 |
| 2004 | Modelling the evolution of distributions: an application to Major League baseball In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 4 |
| 2001 | Modeling the Evolution of Distributions: An Application to Major League Baseball.(2001) In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Forecasting the European carbon market In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 48 |
| 2011 | Forecasting the European Carbon Market.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2011 | Forecasting the European Carbon Market.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 1999 | The Components of Output Growth: A Stochastic Frontier Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 60 |
| 2016 | Domestic Violence and Football in Glasgow: Are Reference Points Relevant? In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Domestic Violence and Football in Glasgow: Are Reference Points Relevant?.(2013) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Domestic Violence and Football in Glasgow: Are Reference Points Relevant?.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Editorial: The Scottish Journal of Political Economys 60th Birthday Issue In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2019 | An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Regime-switching cointegration In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2011 | Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2011 | Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2011 | Regime-Switching Cointegration.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2011 | Regime-Switching Cointegration*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2022 | Choosing between identification schemes in noisy-news models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Bayesian Compressed Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 54 |
| 2016 | Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2019 | Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
| 2016 | Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2017 | Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 2011 | On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 66 |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2011 | On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2011 | On Identification of Bayesian DSGE Models*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
| 2013 | On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
| 2011 | A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 62 |
| 2011 | A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2011 | A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2011 | A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models.(2011) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2011 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2011 | A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2015 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
| 1994 | Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 14 |
| 1992 | Posterior analysis of stochastic frontier models using Gibbs sampling.(1992) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 1995 | The Components of Output Growth : A Cross-Country Analysis In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 10 |
| 1995 | The Components of Output Growth: A Croos-Country Analysis..(1995) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1995 | The components of output growth : A cross-country analysis.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1995 | The components of output growth : A cross-country analysis.(1995) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 1995 | Bayesian Analysis of Long Memory and Persistence using ARFIMA Models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 33 |
| 1997 | Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 1997 | Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 1995 | Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 1995 | Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 1995 | Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 148 |
| 1997 | Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
| 1997 | Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | article | |
| 1995 | Measuring the Sources of Output Growth in a Panel of Countries In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 29 |
| 2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2011 | Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2011 | Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2015 | The Contribution of Structural Break Models to Forecating Macroeconomic Series In: LIDAM Reprints CORE. [Citation analysis] | paper | 49 |
| 2011 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2015 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 1992 | Bayesian long-run prediction in time series models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 9 |
| 1995 | Bayesian long-run prediction in time series models.(1995) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 1992 | Stochastic frontier models: a bayesian perspective In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 187 |
| 1994 | Stochastic frontier models : A Bayesian perspective.(1994) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | article | |
| 1992 | Posterior inference on long-run impulse responses In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Bayesian efficiency analysis with a flexible cost function In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Bayesian Econometric Methods In: Cambridge Books. [Citation analysis] | book | 163 |
| 2007 | Bayesian Econometric Methods.(2007) In: Staff General Research Papers Archive. [Citation analysis] This paper has nother version. Agregated cites: 163 | paper | |
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| 2021 | Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2012 | Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2011 | Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2001 | Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal. [Citation analysis] | article | 52 |
| 1999 | Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2001 | Testing for optimality in job search models In: Econometrics Journal. [Citation analysis] | article | 2 |
| 2004 | Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal. [Full Text][Citation analysis] | article | 94 |
| 1999 | Bayesian inference in models based on equilibrium search theory In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Bayesian inference in models based on equilibrium search theory.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 1998 | The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis In: Edinburgh School of Economics Discussion Paper Series. [Citation analysis] | paper | 0 |
| 1999 | Bayesian Analysis of Stochastic Frontier Models In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 14 |
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| 1999 | A Bayesian analysis of multiple-output production frontier In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2000 | A Bayesian analysis of multiple-output production frontiers.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2003 | Alternative efficiency measures for multiple-output production In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 37 |
| 2005 | Alternative efficiency measures for multiple-output production.(2005) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2001 | Bayesian Variants of Some classical Semiparametric Regression Techniques In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2004 | Bayesian variants of some classical semiparametric regression techniques.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 2000 | Bayesian Variants of Some Classical Semiparametric Regression Techniques..(2000) In: California Irvine - School of Social Sciences. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2010 | Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 290 |
| 2011 | Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
| 2009 | Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
| 2011 | Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | paper | |
| 2012 | FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 290 | article | |
| 2011 | Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
| 2012 | Bayesian model averaging in the instrumental variable regression model.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2012 | Bayesian Model Averaging in the Instrumental Variable Regression Model.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2011 | Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
| 2011 | Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
| 2010 | Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2011 | Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2011 | Forecasting with Medium and Large Bayesian VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 245 |
| 2010 | Forecasting with Medium and Large Bayesian VARs.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 245 | paper | |
| 2011 | Forecasting with Medium and Large Bayesian VARs.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 245 | paper | |
| 2013 | Forecasting with Medium and Large Bayesian VARS.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 245 | article | |
| 2011 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
| 2009 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2011 | UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | article | |
| 2009 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2011 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 63 | paper | |
| 2011 | The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2012 | The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2008 | The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2012 | The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2009 | The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2011 | The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2012 | A New Model Of Trend Inflation In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 90 |
| 2012 | A New Model of Trend Inflation.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2012 | A new model of trend inflation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2012 | A New Model of Trend Inflation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | paper | |
| 2013 | A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 90 | article | |
| 2012 | Large Time-Varying Parameter VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 311 |
| 2013 | Large time-varying parameter VARs.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 311 | article | |
| 2012 | Large time-varying parameter VARs.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 311 | paper | |
| 2012 | Large time-varying parameter VARs.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 311 | paper | |
| 2012 | Large Time-Varying Parameter VARs.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 311 | paper | |
| 2012 | Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Model Switching and Model Averaging in Time- Varying Parameter Regression Models In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models.(2014) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | chapter | |
| 2013 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Using VARs and TVP-VARs with Many Macroeconomic Variables In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2012 | Using VARs and TVP-VARs with Many Macroeconomic Variables.(2012) In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2013 | Using VARs and TVP-VARs with Many Macroeconomic Variables.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2013 | A New Index of Financial Conditions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 306 |
| 2014 | A new index of financial conditions.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 306 | article | |
| 2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 306 | paper | |
| 2013 | A New Index of Financial Conditions.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 306 | paper | |
| 2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 306 | paper | |
| 2014 | Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
| 2016 | Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
| 2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2015 | Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2014 | Large Bayesian VARMAs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 2016 | Large Bayesian VARMAs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2015 | Large Bayesian VARMAs.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2014 | Large Bayesian VARMAs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2014 | Large Bayesian VARMAs.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2014 | Nowcasting Scottish GDP Growth In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Nowcasting Scottish GDP Growth.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2014 | Nowcasting Scottish GDP growth.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2012 | Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry.(2013) In: Journal of Productivity Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Bayesian Inference in the Time Varying Cointegration Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
| 2011 | Bayesian inference in a time varying cointegration model.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
| 2011 | Bayesian Inference in a Time Varying Cointegration Model.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2011 | Bayesian Inference in the Time Varying Cointegration Model*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1999 | Is there an environmental Kuznets curve for deforestation? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 138 |
| 2020 | Identifying noise shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2018 | Identifying Noise Shocks.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | On the evolution of the monetary policy transmission mechanism In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 178 |
| 2011 | Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 55 |
| 2014 | A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2018 | One size does not fit all… panel data: Bayesian model averaging and data poolability In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
| 2020 | Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2002 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2020 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1998 | On the sensitivity of unit root inference to nonlinear data transformations In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2005 | Current developments in productivity and efficiency measurement In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2006 | Semiparametric Bayesian inference in smooth coefficient models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2006 | Semiparametric Bayesian Inference in Smooth Coefficient Models.(2006) In: Staff General Research Papers Archive. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2003 | Semiparametric Bayesian inference in smooth coefficient models.(2003) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2010 | A flexible approach to parametric inference in nonlinear and time varying time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2010 | A flexible approach to parametric inference in nonlinear and time varying time series models.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 1991 | Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1993 | Bayesian analysis of logit models using natural conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 1996 | Parameter uncertainty and impulse response analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 50 |
| 1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2915 |
| 1997 | Learning about the across-regime correlation in switching regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
| 1998 | Bayes factors and nonlinearity: Evidence from economic time series1 In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2000 | Testing for integration using evolving trend and seasonals models: A Bayesian approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 1999 | Testing for integration using evolving trend and seasonal models: A Bayesian approach.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 1997 | Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1997) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 1999 | Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2003 | A Bayesian analysis of a variance decomposition for stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2010 | Modeling the dynamics of inflation compensation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 49 |
| 2009 | Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 1994 | An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Modeling the relationship between European carbon permits and certified emission reductions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 9 |
| 2001 | The valuation of IPO and SEO firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 18 |
| 2010 | Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 34 |
| 2008 | Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2014 | Forecasting with dimension switching VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2016 | Should we care about the uncertainty around measures of political-economic development? In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 8 |
| 1993 | Econometric estimation of proportional hazard models In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 2 |
| 2004 | Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 27 |
| 1993 | Do recessions permanently change output? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 284 |
| 1997 | Measuring differential forest outcomes: A tale of two countries In: World Development. [Full Text][Citation analysis] | article | 3 |
| 2018 | Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2018 | Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2020 | Composite likelihood methods for large Bayesian VARs with stochastic volatility.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2019 | Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2008 | Parametric and nonparametric inference in equilibrium job search models In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2002 | Parametric and Nonparametric Inference in Equilibrium Job Search Models.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Bayesian inference in a cointegrating panel data model In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 2 |
| 2006 | Bayesian Inference in a Cointegrating Panel Data Model.(2006) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Bayesian Inference in a Cointegrating Panel Data Model.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Macroeconomic Nowcasting Using Google Probabilities? In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 27 |
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| 2000 | The Vector Floor and Ceiling Model.(2000) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2017 | Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2020 | Exchange rate predictability and dynamic Bayesian learning.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2018 | Exchange rate predictability and dynamic Bayesian learning.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2018 | Forecasting with High-Dimensional Panel VARs In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2015 | Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2018 | Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 26 |
| 2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2022 | Reconciled Estimates of Monthly GDP in the US In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2022 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2003 | Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports. [Full Text][Citation analysis] | paper | 57 |
| 2003 | Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
| 2004 | Forecasting and estimating multiple change-point models with an unknown number of change points In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
| 2004 | Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2004 | Prior elicitation in multiple change-point models In: Staff Reports. [Full Text][Citation analysis] | paper | 20 |
| 2009 | PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2004 | Prior Elicitation in Multiple Change-point Models.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2007 | Prior Elicitation in Multiple Change-point Models.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2005 | Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 19 |
| 2005 | Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2008 | Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2007 | A flexible approach to parametric inference in nonlinear time series models In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing. In: International Economic Review. [Citation analysis] | article | 18 |
| 2004 | Learning About Heterogeneity in Returns to Schooling In: Staff General Research Papers Archive. [Citation analysis] | paper | 31 |
| 2005 | Semiparametric Bayesian Inference in Multiple Equation Models In: Staff General Research Papers Archive. [Citation analysis] | paper | 13 |
| 2005 | Semiparametric Bayesian inference in multiple equation models.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 1999 | Bayesian Analysis, Computation and Communication Software. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1991 | To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1992 | Review of PCBRAP. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Objective Bayesian Unit Root Tests. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1992 | Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 16 |
| 1994 | Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2000 | A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 26 |
| 1997 | A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1997 | A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2002 | Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 96 |
| 2008 | What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 8 |
| 2007 | What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2013 | Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A new look at variation in employment growth in Canada In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Bayesian Semiparametric Inference in Multiple Equation Models In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2004 | An Investigation of Thresholds in Air Pollution-Mortality Effects In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
| 2010 | Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space.(2010) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 544 |
| 2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 544 | paper | |
| 2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 544 | paper | |
| 2018 | UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | UK regional nowcasting using a mixed frequency vector autoregressive model.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2022 | Using hierarchical aggregation constraints to nowcast regional economic aggregates In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Do environmental regulations affect the location decisions of multinational gold mining firms? In: Journal of Economic Geography. [Full Text][Citation analysis] | article | 22 |
| 2007 | Estimation and Forecasting in Models with Multiple Breaks In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 140 |
| 2017 | Bayesian Methods for Empirical Macroeconomics In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 22 |
| 2008 | On the Evolution of Monetary Policy In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Known Unknowns of Governance In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The known unknowns of governance.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
| Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification In: Working Papers. [Citation analysis] | paper | 0 | |
| 2022 | Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Incomplete models and reweighting In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2007 | Editors Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1998 | Carbon dioxide emissions and economic growth: A structural approach In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 24 |
| 2023 | Reconciled Estimates of Monthly GDP in the United States In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 1994 | Hospital efficiency analysis through individual effects : A Bayesian approach In: Discussion Paper. [Full Text][Citation analysis] | paper | 3 |
| 1994 | Hospital efficiency analysis through individual effects : A Bayesian approach.(1994) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1994 | Bayesian Semi-nonparametric ARCH Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2014 | TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2020 | Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2020 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: EMF Research Papers. [Full Text][Citation analysis] | paper | 1 |
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