Gary Koop : Citation Profile


Are you Gary Koop?

University of Strathclyde

36

H index

84

i10 index

6965

Citations

RESEARCH PRODUCTION:

122

Articles

244

Papers

2

Books

2

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   31 years (1991 - 2022). See details.
   Cites by year: 224
   Journals where Gary Koop has often published
   Relations with other researchers
   Recent citing documents: 614.    Total self citations: 157 (2.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko8
   Updated: 2022-05-21    RAS profile: 2022-03-03    
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Relations with other researchers


Works with:

Huber, Florian (16)

Korobilis, Dimitris (15)

Poon, Aubrey (13)

McIntyre, Stuart (12)

Mitchell, James (11)

onorante, luca (8)

Chan, Joshua (8)

Pfarrhofer, Michael (6)

Clark, Todd (5)

Gefang, Deborah (5)

Marcellino, Massimiliano (4)

Beckmann, Joscha (4)

Eisenstat, Eric (3)

Hauzenberger, Niko (2)

Pettenuzzo, Davide (2)

Benati, Luca (2)

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

Is cited by:

GUPTA, RANGAN (168)

Chan, Joshua (150)

Korobilis, Dimitris (129)

Huber, Florian (87)

Tsionas, Mike (84)

Pesaran, M (80)

Gabauer, David (77)

Strachan, Rodney (64)

Balcilar, Mehmet (64)

Steel, Mark (58)

Ravazzolo, Francesco (57)

Cites to:

Korobilis, Dimitris (87)

Steel, Mark (79)

Giannone, Domenico (68)

Potter, Simon (48)

Sargent, Thomas (45)

Reichlin, Lucrezia (44)

Cogley, Timothy (44)

Clark, Todd (43)

Chan, Joshua (40)

Watson, Mark (39)

Ley, Eduardo (36)

Main data


Where Gary Koop has published?


Journals with more than one article published# docs
Journal of Econometrics23
Journal of Business & Economic Statistics10
Journal of Applied Econometrics9
Journal of Applied Econometrics7
Journal of Empirical Finance6
Journal of Economic Dynamics and Control4
Journal of Business & Economic Statistics4
Journal of the Royal Statistical Society Series A4
Econometric Reviews3
Econometrics Journal3
Oxford Bulletin of Economics and Statistics3
Scottish Journal of Political Economy2
Journal of Money, Credit and Banking2
National Institute Economic Review2
Computational Statistics & Data Analysis2
Journal of the American Statistical Association2
Economic Modelling2
International Journal of Forecasting2
International Economic Review2
European Economic Review2
Journal of Productivity Analysis2
Economics Letters2

Working Papers Series with more than one paper published# docs
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)32
Working Paper series / Rimini Centre for Economic Analysis31
Working Papers / University of Strathclyde Business School, Department of Economics30
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh13
Papers / arXiv.org11
MPRA Paper / University Library of Munich, Germany9
Working Papers / Business School - Economics, University of Glasgow6
Staff Reports / Federal Reserve Bank of New York6
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)5
Working Papers / Federal Reserve Bank of Cleveland4
Staff General Research Papers Archive / Iowa State University, Department of Economics4
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
EMF Research Papers / Economic Modelling and Forecasting Group3
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
Working Paper Series / European Central Bank3
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía3
GRIPS Discussion Papers / National Graduate Institute for Policy Studies2
Working Papers / Lancaster University Management School, Economics Department2
Working Papers / Brandeis University, Department of Economics and International Businesss School2
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney2
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Econometrics / University Library of Munich, Germany2

Recent works citing Gary Koop (2022 and 2021)


YearTitle of citing document
2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2021Why 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.

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2021Assessing 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.

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2021The 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.

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2021Fiscal 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.

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2021Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052.

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2022Regional 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.

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2021Efekt 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.

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2021Dealing with cross-country heterogeneity in panel VARs using finite mixture models. (2018). Huber, Florian. In: Papers. RePEc:arx:papers:1804.01554.

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2021Online Inference for Advertising Auctions. (2019). Xu, Nan ; Carrion, Carlos ; Nair, Harikesh S ; Waisman, Caio. In: Papers. RePEc:arx:papers:1908.08600.

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2020Forecasts with Bayesian vector autoregressions under real time conditions. (2020). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2004.04984.

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2020High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2004.11485.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2020Asset Prices and Capital Share Risks: Theory and Evidence. (2020). Ibrahim, Boulis M ; Byrne, Joseph P ; Zong, Xiaoyu. In: Papers. RePEc:arx:papers:2006.14023.

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2021Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333.

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2021Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713.

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2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2021Deep 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.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2020Sparse 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.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Testing 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.

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2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

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2021CRPS Learning. (2021). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2102.00968.

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2021Approximate Bayes factors for unit root testing. (2021). Alexandros, Iosifidis ; Martin, Magris. In: Papers. RePEc:arx:papers:2102.10048.

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2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2021General 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.

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2021Forecasting 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.

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2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

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2021Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632.

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2021The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach. (2021). Rahimian, Sajad. In: Papers. RePEc:arx:papers:2103.04255.

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2021Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779.

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2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

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2021On the mementum of Meme Stocks. (2021). , Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2106.03691.

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2022Variational 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.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2021Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980.

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2021Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593.

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2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

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2021Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

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2021On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. (2021). , Joshua ; Umrawal, Abhishek K. In: Papers. RePEc:arx:papers:2110.12149.

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2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

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2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

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2022The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069.

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2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

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2022A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146.

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2022Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2022Performance 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.

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2021Persistent 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.

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2020Understanding 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.

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2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

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2021Methodological 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.

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2021Financial 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.

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2021The Nonlinear Effect of Uncertainty in Portfolio Flows to Mexico. (2021). Hernandez, Marco A. In: Working Papers. RePEc:bdm:wpaper:2021-11.

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2021The 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.

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2021Does 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.

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2021The 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.

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2021Variations 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.

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2021Impacts 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.

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2021Price 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.

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2021DSGE 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.

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2021Minimum 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.

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2021Can “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.

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2021Uncertainty 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.

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2022Cyclical 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.

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2020Trend Fundamentals and Exchange Rate Dynamics. (2020). Kaufmann, Daniel ; Huber, Florian. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:1016-1036.

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2021Persistence 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.

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2021Food 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.

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2022Assessing 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.

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2021Variants 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.

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2021CROSS?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.

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2021AN 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.

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2021Measuring 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.

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2021Mixed?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.

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2021Regional 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.

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2021What 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.

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2021Economic 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.

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2021A 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.

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2021Unconventional 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.

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2021Uncertainty 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.

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2021Do 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.

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2021The 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.

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2021Modelling 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.

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2021The 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.

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2021International 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.

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2021Are 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.

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2022Real 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.

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2022Systemic 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.

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2021Dynamics 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.

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2021Counteracting 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.

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2021Measuring 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.

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2021Productivity 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.

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2021External 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.

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2021Quantifying 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.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2021Quantifying 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.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2021The 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.

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

Gary Koop is editor of


Journal
Advanced Studies in Theoretical and Applied Econometrics

Gary Koop has edited the books:


YearTitleTypeCited

Works by Gary Koop:


YearTitleTypeCited
2010Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics.
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paper51
2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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paper
2011Time Varying Dimension Models.(2011) In: CAMA Working Papers.
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paper
2010Time Varying Dimension Models.(2010) In: Working Paper series.
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This paper has another version. Agregated cites: 51
paper
2011Time Varying Dimension Models.(2011) In: Working Papers.
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paper
2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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article
2012A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics.
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paper39
2014A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers.
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paper
2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 39
article
2013Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics.
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paper8
2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 8
paper
2014Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis.
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This paper has another version. Agregated cites: 8
article
2012Modelling breaks and clusters in the steady states of macroeconomic variables.(2012) In: CAMA Working Papers.
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paper
2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2020Bayesian dynamic variable selection in high dimensions In: Papers.
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paper9
2020Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers.
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paper
2020Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper.
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paper
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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paper24
2019Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series.
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paper
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2019) In: Working Papers in Economics.
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paper
2021Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics.
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article
2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
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paper6
2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers.
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paper5
2020Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers.
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paper3
2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
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paper8
2021Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series.
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paper
2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: Working Papers.
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paper
2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers.
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paper0
2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions In: Papers.
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paper0
2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers.
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paper0
2021Large Order-Invariant Bayesian VARs with Stochastic Volatility In: Papers.
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paper1
2022Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers.
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paper0
2022Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers.
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paper
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper23
2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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article
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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article
2007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper64
2009Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty.(2009) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
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article
2008Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has another version. Agregated cites: 64
paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture In: Journal of the American Statistical Association.
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article64
2002Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture.(2002) In: Edinburgh School of Economics Discussion Paper Series.
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paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture.(2002) In: Econometrics.
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paper
2002Comparing the Performance of Baseball Players: A Multiple-Output Approach In: Journal of the American Statistical Association.
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article4
2001Comparing the Performance of Baseball Players: A Multiple Output Approach.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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paper
1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article4
1993A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1993) In: DES - Working Papers. Statistics and Econometrics. WS.
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paper
1991A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models..(1991) In: Tilburg - Center for Economic Research.
[Citation analysis]
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paper
1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Discussion Paper.
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paper
1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
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paper
1994Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics.
[Citation analysis]
article26
1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Discussion Paper.
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paper
1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
1994Posterior Properties of Long-Run Impulse Responses. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
1996Correction [Posterior Properties of Long-Run Impulse Responses]. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1999Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article87
1998Dynamic asymmetries in US unemployment.(1998) In: Edinburgh School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2000Modeling the Sources of Output Growth in a Panel of Countries In: Journal of Business & Economic Statistics.
[Citation analysis]
article59
2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article16
2000Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: Edinburgh School of Economics Discussion Paper Series.
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paper
2010Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article17
2008Dynamic 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 another version. Agregated cites: 17
paper
1991Intertemporal Properties of Real Output: A Bayesian Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
2001Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland In: Journal of Agricultural Economics.
[Full Text][Citation analysis]
article12
1994 Recent Progress in Applied Bayesian Econometrics. In: Journal of Economic Surveys.
[Citation analysis]
article18
1995An Empirical Investigation of Wagners Hypothesis by Using a Model Occurrence Framework In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article1
2004Modelling the evolution of distributions: an application to Major League baseball In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article2
2001Modeling the Evolution of Distributions: An Application to Major League Baseball.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 2
paper
2013Forecasting the European carbon market In: Journal of the Royal Statistical Society Series A.
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article32
2011Forecasting the European Carbon Market.(2011) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 32
paper
2011Forecasting the European Carbon Market.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 32
paper
2020UK regional nowcasting using a mixed frequency vector auto?regressive model with entropic tilting In: Journal of the Royal Statistical Society Series A.
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article5
1999The Components of Output Growth: A Stochastic Frontier Analysis In: Oxford Bulletin of Economics and Statistics.
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article4
2016Domestic Violence and Football in Glasgow: Are Reference Points Relevant? In: Oxford Bulletin of Economics and Statistics.
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article0
2013Domestic Violence and Football in Glasgow: Are Reference Points Relevant?.(2013) In: SIRE Discussion Papers.
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paper
2013Domestic Violence and Football in Glasgow: Are Reference Points Relevant?.(2013) In: Working Papers.
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paper
2019Forecasting with High?Dimensional Panel VARs In: Oxford Bulletin of Economics and Statistics.
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article19
2018Forecasting with High-Dimensional Panel VARs.(2018) In: Essex Finance Centre Working Papers.
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paper
2015Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers.
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paper
2018Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper.
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paper
2018Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series.
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paper
2013Editorial: The Scottish Journal of Political Economys 60th Birthday Issue In: Scottish Journal of Political Economy.
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article0
2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article0
2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs In: Working Papers.
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paper0
2015Regime-switching cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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article19
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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paper
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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paper
2011Regime-Switching Cointegration.(2011) In: Working Paper series.
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paper
2011Regime-Switching Cointegration*.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2016Bayesian Compressed Vector Autoregressions In: Working Papers.
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paper47
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
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paper
2019Bayesian compressed vector autoregressions.(2019) In: Journal of Econometrics.
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article
2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
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paper
2017Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series.
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paper
2011On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics.
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paper52
2011On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series.
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paper
2011On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers.
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2011On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers.
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2011On Identification of Bayesian DSGE Models*.(2011) In: Working Papers.
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2013On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics.
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article
2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
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paper54
2011A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: LIDAM Discussion Papers CORE.
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2011A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers.
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paper
2011A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models.(2011) In: Cahiers de recherche.
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paper
2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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paper
2011A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers.
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2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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article
1994Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling In: LIDAM Discussion Papers CORE.
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paper14
1992Posterior analysis of stochastic frontier models using Gibbs sampling.(1992) In: DES - Working Papers. Statistics and Econometrics. WS.
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1995The Components of Output Growth : A Cross-Country Analysis In: LIDAM Discussion Papers CORE.
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paper8
1995The Components of Output Growth: A Croos-Country Analysis..(1995) In: Tilburg - Center for Economic Research.
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paper
1995The components of output growth : A cross-country analysis.(1995) In: Discussion Paper.
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paper
1995The components of output growth : A cross-country analysis.(1995) In: Other publications TiSEM.
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paper
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models In: LIDAM Discussion Papers CORE.
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paper29
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: LIDAM Reprints CORE.
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1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: Journal of Econometrics.
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1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Working Papers.
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paper
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Econometrics.
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paper
1995Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers In: LIDAM Discussion Papers CORE.
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paper129
1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: LIDAM Reprints CORE.
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1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: Journal of Econometrics.
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1995Measuring the Sources of Output Growth in a Panel of Countries In: LIDAM Discussion Papers CORE.
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paper6
2011Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE.
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paper84
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers.
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paper
2011Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper.
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paper
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series.
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2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers.
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2014Hierarchical Shrinkage in Time?Varying Parameter Models.(2014) In: Journal of Forecasting.
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2015The Contribution of Structural Break Models to Forecating Macroeconomic Series In: LIDAM Reprints CORE.
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paper41
2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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article
1992Bayesian long-run prediction in time series models In: UC3M Working papers. Economics.
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paper9
1995Bayesian long-run prediction in time series models.(1995) In: Journal of Econometrics.
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1992Stochastic frontier models: a bayesian perspective In: UC3M Working papers. Economics.
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paper165
1994Stochastic frontier models : A Bayesian perspective.(1994) In: Journal of Econometrics.
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article
1992Posterior inference on long-run impulse responses In: UC3M Working papers. Economics.
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paper0
1993Bayesian efficiency analysis with a flexible cost function In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2019Bayesian Econometric Methods In: Cambridge Books.
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book118
2019Bayesian Econometric Methods.(2019) In: Cambridge Books.
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book
2007Bayesian Econometric Methods.(2007) In: Staff General Research Papers Archive.
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2021Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers.
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2012Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series.
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2011Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers.
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2001Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal.
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1999Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports.
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2001Testing for optimality in job search models In: Econometrics Journal.
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article2
2004Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal.
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1999Bayesian inference in models based on equilibrium search theory In: Edinburgh School of Economics Discussion Paper Series.
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paper3
2001Bayesian inference in models based on equilibrium search theory.(2001) In: Journal of Econometrics.
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1998The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach In: Edinburgh School of Economics Discussion Paper Series.
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1999Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis In: Edinburgh School of Economics Discussion Paper Series.
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