36
H index
84
i10 index
6965
Citations
University of Strathclyde | 36 H index 84 i10 index 6965 Citations RESEARCH PRODUCTION: 122 Articles 244 Papers 2 Books 2 Chapters EDITOR: RESEARCH ACTIVITY:
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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: | Cites to: |
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2021 | Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05. Full description at Econpapers || Download paper | |
2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12. Full description at Econpapers || Download paper | |
2021 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2021). Kim, Hyeongwoo ; Zhang, Shuwei ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2021-01. Full description at Econpapers || Download paper | |
2021 | The Transmission of Monetary Policy Shocks. (2021). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:13:y:2021:i:3:p:74-107. Full description at Econpapers || Download paper | |
2021 | Fiscal policy and growth-inequality tradeoffs: Bayesian evidence from Cote d’Ivoire. (2021). Yeboua, Kouassi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:297-310. Full description at Econpapers || Download paper | |
2021 | Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052. Full description at Econpapers || Download paper | |
2022 | Regional Productivity Differential and Technology Gap In African Agriculture: A Stochastic Metafrontier Approach. (2022). Ghartey, William ; Kwadzo, Moses ; Owusu, Rebecca. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:319345. Full description at Econpapers || Download paper | |
2021 | Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT. (2021). Oykowski, Aleksander ; Konopczak, Karolina. In: Ekonomista. RePEc:aoq:ekonom:v:1:y:2021:p:25-55. Full description at Econpapers || Download paper | |
2021 | Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554. Full description at Econpapers || Download paper | |
2021 | 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 | |
2020 | Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984. Full description at Econpapers || Download paper | |
2020 | High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2004.11485. Full description at Econpapers || Download paper | |
2020 | Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088. Full description at Econpapers || Download paper | |
2021 | The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724. Full description at Econpapers || Download paper | |
2020 | Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023. Full description at Econpapers || Download paper | |
2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
2021 | Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713. Full description at Econpapers || Download paper | |
2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2021 | Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | 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 | |
2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164. Full description at Econpapers || Download paper | |
2021 | CRPS Learning. (2021). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2102.00968. Full description at Econpapers || Download paper | |
2021 | Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048. Full description at Econpapers || Download paper | |
2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper | |
2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
2021 | Forecasting high-frequency financial time series: an adaptive learning approach with the order book data. (2021). Yang, Parley Ruogu. In: Papers. RePEc:arx:papers:2103.00264. Full description at Econpapers || Download paper | |
2021 | COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732. Full description at Econpapers || Download paper | |
2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
2021 | The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach. (2021). Rahimian, Sajad. In: Papers. RePEc:arx:papers:2103.04255. Full description at Econpapers || Download paper | |
2021 | Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779. Full description at Econpapers || Download paper | |
2021 | Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182. Full description at Econpapers || Download paper | |
2021 | On the mementum of Meme Stocks. (2021). , Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2106.03691. Full description at Econpapers || Download paper | |
2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262. Full description at Econpapers || Download paper | |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
2021 | Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552. Full description at Econpapers || Download paper | |
2021 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper | |
2021 | Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170. Full description at Econpapers || Download paper | |
2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995. Full description at Econpapers || Download paper | |
2021 | Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751. Full description at Econpapers || Download paper | |
2022 | The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069. Full description at Econpapers || Download paper | |
2022 | Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110. Full description at Econpapers || Download paper | |
2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
2022 | 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 | |
2022 | Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872. Full description at Econpapers || Download paper | |
2021 | Persistent and Transient Inefficiency of Australian States and Territories in Providing Public Hospital Services: An Application of Bayesian Stochastic Finite Mixture Frontier Analysis. (2021). Kimpton, Sean ; Temoso, Omphile ; Andrews, Antony. In: Working Papers. RePEc:aut:wpaper:202102. Full description at Econpapers || Download paper | |
2020 | Understanding Trend Inflation Through the Lens of the Goods and Services Sectors. (2020). Wong, Benjamin ; Uzeda, Luis ; Eo, Yunjong. In: Staff Working Papers. RePEc:bca:bocawp:20-45. Full description at Econpapers || Download paper | |
2021 | Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138. Full description at Econpapers || Download paper | |
2021 | Methodological issues in the estimation of current account imbalances. (2021). Giordano, Claire ; della Corte, Valerio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_617_21. Full description at Econpapers || Download paper | |
2021 | Financial condition indices for emerging market economies: can Google help?. (2021). Ferriani, Fabrizio ; Gazzani, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_653_21. Full description at Econpapers || Download paper | |
2021 | The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11. Full description at Econpapers || Download paper | |
2021 | The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index. (2021). Carrillo, Julio ; Garca, Ana Laura. In: Working Papers. RePEc:bdm:wpaper:2021-23. Full description at Econpapers || Download paper | |
2021 | Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829. Full description at Econpapers || Download paper | |
2021 | The anchoring of long-term inflation expectations of consumers: insights from a new survey. (2021). van Rooij, Maarten ; Moessner, Richhild ; Galati, Gabriele. In: BIS Working Papers. RePEc:bis:biswps:936. Full description at Econpapers || Download paper | |
2021 | Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions. (2021). Shulgin, Andrei ; Novak, Anna ; Napalkov, Vadim. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:1:p:3-45. Full description at Econpapers || Download paper | |
2021 | Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458. Full description at Econpapers || Download paper | |
2021 | Price formation within Egypts wheat tender market: Implications for Black Sea exporters. (2021). Svanidze, Miranda ; Gotz, Linde ; Heigermoser, Maximilian. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:5:p:819-831. Full description at Econpapers || Download paper | |
2021 | DSGE modelling for the UK economy 1974–2017. (2021). Asteriou, Dimitrios ; Pilbeam, Keith ; Litsios, Ioannis. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:295-323. Full description at Econpapers || Download paper | |
2021 | Minimum information management and price?abundance relationships in a fishery. (2021). Marvasti, Akbar ; Dakhlia, Sami. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:69:y:2021:i:4:p:491-518. Full description at Econpapers || Download paper | |
2021 | Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54. Full description at Econpapers || Download paper | |
2021 | Uncertainty and monetary policy in the US: A journey into nonlinear territory. (2021). Pellegrino, Giovanni. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:3:p:1106-1128. Full description at Econpapers || Download paper | |
2022 | Cyclical variation in US government spending multipliers. (2022). Noh, Eul ; Lyu, Yifei. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:831-846. Full description at Econpapers || Download paper | |
2020 | Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036. Full description at Econpapers || Download paper | |
2021 | Persistence of Cost Inefficiency Among Schools: A Myth or Reality?. (2021). Andrews, Antony. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:1:p:73-77. Full description at Econpapers || Download paper | |
2021 | Food Price Elasticities for Policy Interventions: Estimates from a Virtual Supermarket Experiment in a Multistage Demand Analysis with (Expert) Prior Information. (2021). Hassan, Andres Ramirez ; Nghiem, Nhung ; Jacobi, Liana ; Blakely, Tony ; Ramirezhassan, Andres. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:457-490. Full description at Econpapers || Download paper | |
2022 | Assessing the impact of diversity and ageing population on health expenditure of United States. (2022). Arshed, Noman ; Anwar, Muhammad Awais ; Yousaf, Ruhamah ; Amin, Saqib. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:37:y:2022:i:2:p:913-929. Full description at Econpapers || Download paper | |
2021 | Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674. Full description at Econpapers || Download paper | |
2021 | CROSS?SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET. (2021). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:192-226. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149. Full description at Econpapers || Download paper | |
2021 | Mixed?frequency Bayesian predictive synthesis for economic nowcasting. (2021). McAlinn, Kenichiro. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1143-1163. Full description at Econpapers || Download paper | |
2021 | Regional growth and disparities in a post?COVID Europe: A new normality scenario. (2021). Caragliu, Andrea ; Capello, Roberta. In: Journal of Regional Science. RePEc:bla:jregsc:v:61:y:2021:i:4:p:710-727. Full description at Econpapers || Download paper | |
2021 | What affects the price movements in Bitcoin and Ethereum?. (2021). Park, Hail ; Wang, Wenbo ; Sabalionis, Arturas. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:1:p:102-127. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis. (2021). Fountas, Stilianos ; Tzika, Paraskevi. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:4:p:330-352. Full description at Econpapers || Download paper | |
2021 | A Trendy Approach to UK Inflation Dynamics. (2021). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:23-75. Full description at Econpapers || Download paper | |
2021 | Unconventional Monetary Policy and Wealth Inequalities in Great Britain. (2021). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:115-175. Full description at Econpapers || Download paper | |
2021 | Uncertainty and Labour Force Participation. (2021). Fontaine, Idriss. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:437-471. Full description at Econpapers || Download paper | |
2021 | Do ECBs Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period. (2021). Colabella, Andrea. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:472-494. Full description at Econpapers || Download paper | |
2021 | The Heterogeneous Effects of Global and National Business Cycles on Employment in US States and Metropolitan Areas. (2021). Wynne, Mark ; Chudik, Alexander ; Koech, Janet. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:495-517. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | The Impact of Pessimistic Expectations on the Effects of COVID?19?Induced Uncertainty in the Euro Area. (2021). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:841-869. Full description at Econpapers || Download paper | |
2021 | International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers || Download paper | |
2021 | Are Recoveries all the Same: GDP and TFP?. (2021). Startz, Richard ; Huang, Yufan ; Luo, Sui. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1111-1129. Full description at Econpapers || Download paper | |
2022 | Real Exchange Rates and Fundamentals in a new Markov?STAR Model. (2022). Sibbertsen, Philipp ; Ma, Jun ; Flock, Teresa ; Bertram, Philip . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:356-379. Full description at Econpapers || Download paper | |
2022 | Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Counteracting Unemployment in Crises: Non?Linear Effects of Short?Time Work Policy. (2021). Hochmuth, Brigitte ; Gehrke, Britta. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:1:p:144-183. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | Productivity and efficiency at english football clubs: a random coefficient approach. (2021). Jewell, Todd ; Feng, Guohua. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:571-604. Full description at Econpapers || Download paper | |
2021 | External imbalances from a GVAR perspective. (2021). Tamarit, Cecilio ; Carrion-i-Silvestre, Josep ; Camarero, Mariam ; Carrionisilvestre, Josep Lluis. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:11:p:3202-3245. Full description at Econpapers || Download paper | |
2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Cross, Jamie L ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Paper. RePEc:bno:worpap:2021_3. Full description at Econpapers || Download paper | |
2020 | Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088. Full description at Econpapers || Download paper | |
2021 | Quantifying time-varying forecast uncertainty and risk for the real price of oil. (2021). Djik, Herman K ; Cross, Jamie ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0099. Full description at Econpapers || Download paper | |
2021 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
2021 | The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957. Full description at Econpapers || Download paper | |
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Advanced Studies in Theoretical and Applied Econometrics |
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2010 | Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 51 |
2010 | Time Varying Dimension Models.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
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2008 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | 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 | 64 |
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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 | 64 |
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1994 | Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 26 |
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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 | 53 |
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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 another version. Agregated cites: 53 | 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 another version. Agregated cites: 53 | 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 another version. Agregated cites: 53 | paper | |
2011 | The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2009 | The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2012 | The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2011 | The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2008 | The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2012 | The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2012 | A New Model Of Trend Inflation In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2012 | A New Model of Trend Inflation.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2012 | A new model of trend inflation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2012 | A New Model of Trend Inflation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
2013 | A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
2012 | Large Time-Varying Parameter VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 239 |
2013 | Large time-varying parameter VARs.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | article | |
2012 | Large time-varying parameter VARs.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2012 | Large time-varying parameter VARs.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2012 | Large Time-Varying Parameter VARs.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | 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 another 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 | 7 |
2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models.(2014) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | chapter | |
2013 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2013 | Using VARs and TVP-VARs with Many Macroeconomic Variables In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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 another version. Agregated cites: 5 | article | |
2013 | Using VARs and TVP-VARs with Many Macroeconomic Variables.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2013 | A New Index of Financial Conditions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 145 |
2014 | A new index of financial conditions.(2014) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | article | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
2013 | A New Index of Financial Conditions.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
2013 | A new index of financial conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 45 |
2016 | Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2015 | Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2014 | Large Bayesian VARMAs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2016 | Large Bayesian VARMAs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2015 | Large Bayesian VARMAs.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | Large Bayesian VARMAs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | Large Bayesian VARMAs.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2014 | Nowcasting Scottish GDP Growth In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | Nowcasting Scottish GDP Growth.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2014 | Nowcasting Scottish GDP growth.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 another 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 another 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 another version. Agregated cites: 1 | paper | |
2008 | Bayesian Inference in the Time Varying Cointegration Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
2011 | Bayesian inference in a time varying cointegration model.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2011 | Bayesian Inference in a Time Varying Cointegration Model.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2011 | Bayesian Inference in the Time Varying Cointegration Model*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | 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 | 6 |
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 another version. Agregated cites: 6 | 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 another version. Agregated cites: 6 | 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 another version. Agregated cites: 6 | article | |
1999 | Is there an environmental Kuznets curve for deforestation? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 129 |
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2018 | Identifying Noise Shocks.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2009 | On the evolution of the monetary policy transmission mechanism In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 131 |
2011 | Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 40 |
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 | 3 |
2018 | One size does not fit all… panel data: Bayesian model averaging and data poolability In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
2020 | Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2002 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | paper | |
1998 | On the sensitivity of unit root inference to nonlinear data transformations In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
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 | 13 |
2006 | Semiparametric Bayesian Inference in Smooth Coefficient Models.(2006) In: Staff General Research Papers Archive. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2003 | Semiparametric Bayesian inference in smooth coefficient models.(2003) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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 | 10 |
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 another version. Agregated cites: 10 | 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 | 15 |
1996 | Parameter uncertainty and impulse response analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2116 |
1997 | Learning about the across-regime correlation in switching regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
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 | 26 |
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 another version. Agregated cites: 26 | 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 another version. Agregated cites: 26 | 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 another version. Agregated cites: 26 | 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 | 40 |
2009 | Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | 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 | 9 |
2013 | Modeling the relationship between European carbon permits and certified emission reductions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 5 |
2001 | The valuation of IPO and SEO firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 17 |
2010 | Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 30 |
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 another version. Agregated cites: 30 | paper | |
2014 | Forecasting with dimension switching VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
2016 | Should we care about the uncertainty around measures of political-economic development? In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 7 |
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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 | 253 |
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 | 12 |
2018 | Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | 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 another version. Agregated cites: 12 | article | |
2019 | Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 7 |
2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 another version. Agregated cites: 7 | paper | |
2019 | Macroeconomic Nowcasting Using Google Probabilities In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 2 |
2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 8 |
2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2017 | Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 11 |
2020 | Exchange rate predictability and dynamic Bayesian learning.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 another version. Agregated cites: 11 | paper | |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 61 |
2018 | A New Model of Inflation, Trend Inflation, and Long?Run Inflation Expectations.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
2021 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Reconciled Estimates of Monthly GDP in the US In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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 another version. Agregated cites: 1 | paper | |
2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2022 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports. [Full Text][Citation analysis] | paper | 39 |
2003 | Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | 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 another version. Agregated cites: 10 | paper | |
2004 | Prior elicitation in multiple change-point models In: Staff Reports. [Full Text][Citation analysis] | paper | 18 |
2009 | PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2004 | Prior Elicitation in Multiple Change-point Models.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2007 | Prior Elicitation in Multiple Change-point Models.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | 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 another 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 another version. Agregated cites: 19 | article | |
2008 | Re?Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another 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 | 15 |
2004 | Learning About Heterogeneity in Returns to Schooling In: Staff General Research Papers Archive. [Citation analysis] | paper | 29 |
2005 | Semiparametric Bayesian Inference in Multiple Equation Models In: Staff General Research Papers Archive. [Citation analysis] | paper | 12 |
2005 | Semiparametric Bayesian inference in multiple equation models.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | 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 | 8 |
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 another 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 another version. Agregated cites: 26 | paper | |
2002 | Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 83 |
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 | 7 |
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 another version. Agregated cites: 7 | 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 |
2002 | Parametric and Nonparametric Inference in Equilibrium Job Search Models In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2000 | The Vector Floor and Ceiling Model In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
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 | 22 |
2010 | Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space.(2010) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2006 | Bayesian Inference in a Cointegrating Panel Data Model In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2007 | Bayesian Inference in a Cointegrating Panel Data Model.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 462 |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 462 | paper | |
2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 462 | 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 another 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 | 5 |
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 another version. Agregated cites: 5 | paper | |
2011 | Do environmental regulations affect the location decisions of multinational gold mining firms? In: Journal of Economic Geography. [Full Text][Citation analysis] | article | 18 |
2007 | Estimation and Forecasting in Models with Multiple Breaks In: Review of Economic Studies. [Full Text][Citation analysis] | article | 106 |
2017 | Bayesian Methods for Empirical Macroeconomics In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 5 |
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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 another 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 |
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 | 23 |
1994 | Hospital efficiency analysis through individual effects : A Bayesian approach In: Discussion Paper. [Full Text][Citation analysis] | paper | 2 |
1994 | Hospital efficiency analysis through individual effects : A Bayesian approach.(1994) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 4 |
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 | 6 |
2020 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
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