30
H index
78
i10 index
4907
Citations
Gary Koop : Citation Profile
University of Strathclyde | RESEARCH PRODUCTION: 108 Articles 208 Papers 2 Books 1 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1991 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gary Koop. | Is cited by:
| Cites to:
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Main data
Where Gary Koop has published?
Recent works citing Gary Koop (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2018). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-08. Full description at Econpapers || Download paper | |
| 2018 | Inference for Nonparametric Productivity Networks: A Pseudo-likelihood Approach. (2018). Ruocco, Giancarlo ; Leuzzi, Luca ; Izzo, Maria Grazia ; Grosskopf, Shawna ; Fare, Rolf ; Daraio, Cinzia ; Bostian, Moriah B ; Weber, William L. In: DIAG Technical Reports. RePEc:aeg:report:2018-06. Full description at Econpapers || Download paper | |
| 2019 | Are institutions a crucial determinant of cross country economic efficiency? A two-stage double bootstrap data envelopment analysis. (2019). Siddiqui, Danish ; Ahmed, Qazi Masood. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(618):y:2019:i:1(618):p:89-114. Full description at Econpapers || Download paper | |
| 2018 | The Economics and Productivity of Organic versus Non-organic U.S. Dairy Farms. (2018). Gillespie, Jeffrey ; Harris, Michael J ; Nehring, Richard. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273123. Full description at Econpapers || Download paper | |
| 2018 | Economic Efficiency of U.S. Organic Versus Conventional Dairy Farms: Evidence from. (2018). Gillespie, Jeffrey ; Erickson, Kenneth W ; Harris, Michael ; Nehring, Richard F. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273793. Full description at Econpapers || Download paper | |
| 2018 | Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799. Full description at Econpapers || Download paper | |
| 2018 | The Ecological Footprint of Transportation Infrastructure. (2018). Asher, Sam ; Novosad, Paul ; Garg, Teevrat. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274246. Full description at Econpapers || Download paper | |
| 2018 | Non-Farm Income and Technical Efficiency in the Uplands of Yunnan, China: A Bayesian Non-Crossing Quantile Regression Approach. (2018). Ramsey, Austin F ; Wang, Huaiyu. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274375. Full description at Econpapers || Download paper | |
| 2017 | Corporate R&D and the performance of foodprocessing firms: Evidence from Europe, Japan and North America. (2017). gomez y paloma, sergio ; Ciaian, Pavel ; Voigt, Peter ; Garzon, Pedro Andres ; Hockmann, Heinrich. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261274. Full description at Econpapers || Download paper | |
| 2018 | ESTIMATING GERMAN MILK SUPPLY RESPONSE USING A GLOBAL VECTORAUTOREGRESSIVE MODEL. (2018). Hoehl, Stephan ; Hess, Sebastian. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275844. Full description at Econpapers || Download paper | |
| 2018 | Does urban-rural income inequality increase agricultural fertilizer or pesticide use? A provincial panel data analysis in China. (2018). Zhang, C ; Hu, R ; Sun, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277033. Full description at Econpapers || Download paper | |
| 2018 | Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2018). Pierre, G ; Kaminsky, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277126. Full description at Econpapers || Download paper | |
| 2018 | Environmental efficiency of smallholder rubber production. (2018). Holtkamp, A M ; Brummer, B. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277518. Full description at Econpapers || Download paper | |
| 2019 | Social Divisiveness and Conflicts: Grievances Matter!. (2019). Boucekkine, Raouf ; Melindi-Ghidi, Paolo ; Desbordes, Rodolphe. In: AMSE Working Papers. RePEc:aim:wpaimx:1906. Full description at Econpapers || Download paper | |
| 2018 | Stock and Flows in the Countegration Context. (2018). Majsterek, Micha . In: Lodz Economics Working Papers. RePEc:ann:wpaper:3/2018. Full description at Econpapers || Download paper | |
| 2018 | FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43. Full description at Econpapers || Download paper | |
| 2018 | FISCAL CREDIBILITY AS NOMINAL ANCHOR: THE BRAZILIAN EXPERIENCE. (2018). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira ; da Silva, Roseli. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:66. Full description at Econpapers || Download paper | |
| 2018 | Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). BarunÃk, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946. Full description at Econpapers || Download paper | |
| 2018 | Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1607.04532. Full description at Econpapers || Download paper | |
| 2018 | Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740. Full description at Econpapers || Download paper | |
| 2018 | Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science. (2018). Gnabo, Jean-Yves ; Geraci, Marco Valerio ; Gandica, Y'Erali . In: Papers. RePEc:arx:papers:1707.00296. Full description at Econpapers || Download paper | |
| 2018 | A New Wald Test for Hypothesis Testing Based on MCMC outputs. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Liu, Xiaobin. In: Papers. RePEc:arx:papers:1801.00973. Full description at Econpapers || Download paper | |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Ravazzolo, Francesco ; Rossini, Luca ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093. Full description at Econpapers || Download paper | |
| 2018 | Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373. Full description at Econpapers || Download paper | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2019 | 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 | |
| 2018 | The determinants of bank loan recovery rates in good times and bad - new evidence. (2018). Wang, Hong ; Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S. In: Papers. RePEc:arx:papers:1804.07022. Full description at Econpapers || Download paper | |
| 2019 | Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; BarunÃk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2018 | Stochastic model specification in Markov switching vector error correction models. (2018). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529. Full description at Econpapers || Download paper | |
| 2018 | Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197. Full description at Econpapers || Download paper | |
| 2019 | A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637. Full description at Econpapers || Download paper | |
| 2017 | Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704. Full description at Econpapers || Download paper | |
| 2018 | R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9. Full description at Econpapers || Download paper | |
| 2018 | State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2018). Uzeda, Luis. In: Staff Working Papers. RePEc:bca:bocawp:18-14. Full description at Econpapers || Download paper | |
| 2018 | Monetary Policy Volatility Shocks in Brazil. (2018). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:480. Full description at Econpapers || Download paper | |
| 2018 | Monitoring the Spanish economy from a regional perspective: main elements of analysis. (2018). Urtasun, Alberto ; Pérez, Javier ; Vila, Diego ; Fiorito, Alejandro ; Perez, Javier J ; Gil, Maria ; Artola, Concha . In: Occasional Papers. RePEc:bde:opaper:1809. Full description at Econpapers || Download paper | |
| 2019 | An application of dynamic factor models to nowcast regional economic activity in Spain. (2019). Pérez, Javier ; Leiva-Leon, Danilo ; Urtasun, Alberto ; Perez, Javier J ; Gil, Maria. In: Occasional Papers. RePEc:bde:opaper:1904. Full description at Econpapers || Download paper | |
| 2019 | Exploring trend inFLation dynamics in Euro Area countries. (2019). Schlepper, Kathi ; Pacce, Matias ; Correa-Lopez, Monica. In: Working Papers. RePEc:bde:wpaper:1909. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043. Full description at Econpapers || Download paper | |
| 2018 | Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:48-64. Full description at Econpapers || Download paper | |
| 2018 | Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Saqib, Gulzar ; Qarni, Muhammad Owais. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20. Full description at Econpapers || Download paper | |
| 2019 | Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081. Full description at Econpapers || Download paper | |
| 2018 | Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08. Full description at Econpapers || Download paper | |
| 2019 | Beyond LIBOR: a primer on the new benchmark rates. (2019). Sushko, Vladyslav ; Schrimpf, Andreas. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903e. Full description at Econpapers || Download paper | |
| 2018 | Global factors and trend inflation. (2018). Wong, Benjamin ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:688. Full description at Econpapers || Download paper | |
| 2018 | Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). RodrÃguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690. Full description at Econpapers || Download paper | |
| 2018 | Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691. Full description at Econpapers || Download paper | |
| 2018 | Macro-financial linkages: the role of liquidity dependence. (2018). Seleznev, Sergei ; Ponomarenko, Alexey ; Rozhkova, Anna. In: BIS Working Papers. RePEc:bis:biswps:716. Full description at Econpapers || Download paper | |
| 2018 | The likelihood of effective lower bound events. (2018). Franta, Michal. In: BIS Working Papers. RePEc:bis:biswps:731. Full description at Econpapers || Download paper | |
| 2019 | Cross country maize market linkages in Africa: integration and price transmission across local and global markets. (2019). Kaminski, Jonathan ; Pierre, Guillaume. In: Agricultural Economics. RePEc:bla:agecon:v:50:y:2019:i:1:p:79-90. Full description at Econpapers || Download paper | |
| 2018 | Effects of Monetary Policy during Financial Market Crises and Regime Changes: An Empirical Evaluation Using a Nonlinear Vector Autoregression Model. (2018). Kim, Seewon. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:2:p:105-123. Full description at Econpapers || Download paper | |
| 2018 | Mena Stock Markets Integration: Pre and Post Global Financial Crisis. (2018). Mishra, Anil ; Yu, Xiao ; Almohamad, Somar. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:2:p:107-141. Full description at Econpapers || Download paper | |
| 2018 | REMOVING THE “VEIL OF IGNORANCE”: NONLINEARITIES IN EDUCATION EFFECTS ON GENDER WAGE INEQUALITIES. (2018). Marcoul, Philippe ; Wichmann, Bruno ; Mohapatra, Sandeep. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:4:p:644-666. Full description at Econpapers || Download paper | |
| 2018 | ASYMMETRIES IN THE RESPONSES OF REGIONAL JOB FLOWS TO OIL PRICE SHOCKS. (2018). Karaki, Mohamad. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1827-1845. Full description at Econpapers || Download paper | |
| 2018 | MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176. Full description at Econpapers || Download paper | |
| 2018 | Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371. Full description at Econpapers || Download paper | |
| 2018 | Assessing the Synchronicity and Nature of Australian State Business Cycles. (2018). Poon, Aubrey. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:372-390. Full description at Econpapers || Download paper | |
| 2018 | Why Has Australian Wages Growth Been So Low? A Phillips Curve Perspective. (2018). Robinson, Tim ; Chua, Chew. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:s1:p:11-32. Full description at Econpapers || Download paper | |
| 2019 | Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159. Full description at Econpapers || Download paper | |
| 2018 | FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334. Full description at Econpapers || Download paper | |
| 2018 | Data†Driven Identification Constraints for DSGE Models. (2018). Lanne, Markku ; Luoto, Jani. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:2:p:236-258. Full description at Econpapers || Download paper | |
| 2018 | On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787. Full description at Econpapers || Download paper | |
| 2018 | Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0060. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Cryptocurrencies Financial Time Series. (2018). Ravazzolo, Francesco ; Grassi, Stefano ; Catania, Leopoldo. In: Working Papers. RePEc:bny:wpaper:0063. Full description at Econpapers || Download paper | |
| 2018 | State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Chang, Yoosoon ; Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0067. Full description at Econpapers || Download paper | |
| 2018 | International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach. (2018). Cross, Jamie L ; Poon, Aubrey ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0070. Full description at Econpapers || Download paper | |
| 2018 | Measuring risks to UK financial stability. (2018). O'Neill, Cian ; Burgess, Stephen ; Bridges, Jonathan ; Aikman, David ; Varadi, Alexandra ; Levina, Iren ; Galletly, Richard. In: Bank of England working papers. RePEc:boe:boeewp:0738. Full description at Econpapers || Download paper | |
| 2018 | Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812. Full description at Econpapers || Download paper | |
| 2017 | Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3. Full description at Econpapers || Download paper | |
| 2018 | Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Carvalho, Carlos ; Pettenuzzo, Davide ; Fisher, Jared D. In: Working Papers. RePEc:brd:wpaper:123. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Impacts of Oil Price Shocks in Venezuela. (2018). Crespo, Raul J ; Zambrano, Jose A. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/703. Full description at Econpapers || Download paper | |
| 2018 | How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Cronin, David ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18. Full description at Econpapers || Download paper | |
| 2018 | Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21. Full description at Econpapers || Download paper | |
| 2018 | Land Use Regulations, Migration and Rising House Price Dispersion in the U.S.. (2018). Pesaran, M ; Cun, Wukuang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7007. Full description at Econpapers || Download paper | |
| 2018 | Is the Anchoring of Consumers Inflation Expectations Shaped by Inflational Experience?. (2018). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7042. Full description at Econpapers || Download paper | |
| 2018 | Economic Policy Uncertainty and Unemployment in the United States: A Nonlinear Approach. (2018). Castelnuovo, Efrem ; Caggiano, Giovanni ; Figueres, Juan Manuel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7105. Full description at Econpapers || Download paper | |
| 2018 | Superstar Economists: Coauthorship Networks and Research Output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Konig, Michael D ; Hsieh, Chih-Sheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7309. Full description at Econpapers || Download paper | |
| 2018 | Central Bank Policies and Financial Markets: Lessons from the Euro Crisis. (2018). Mody, Ashoka ; Nedeljkovic, Milan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7400. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers || Download paper | |
| 2018 | Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273. Full description at Econpapers || Download paper | |
| 2018 | Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808. Full description at Econpapers || Download paper | |
| 2018 | Commodity Connectedness. (2018). Diebold, Francis X ; Yilmaz, Kamil ; Liu, Laura. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v25c04pp097-136. Full description at Econpapers || Download paper | |
| 2018 | Econometric Analysis on Survey-data-based Anchoring of Inflation Expectations in Chile. (2018). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:825. Full description at Econpapers || Download paper | |
| 2018 | Asymmetries of the Exchange Rate Pass-through to Domestic Prices in Costa Rica during the Exchange Rate Flexibility Period. (2018). Monge, Manfred Esquivel ; Soto, Carlos Brenes. In: Monetaria. RePEc:cml:moneta:v:vi:y:2018:i:1:p:1-35. Full description at Econpapers || Download paper | |
| 2018 | Inventory Adjustments to Demand Shocks under Flexible Specifications. (2018). Barrera, Carlos R. In: Monetaria. RePEc:cml:moneta:v:vi:y:2018:i:1:p:149-201. Full description at Econpapers || Download paper | |
| 2017 | System Priors for Econometric Time Series. (2017). Plašil, Miroslav ; Andrle, Michal ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2017/01. Full description at Econpapers || Download paper | |
| 2018 | The Likelihood of Effective Lower Bound Events. (2018). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/3. Full description at Econpapers || Download paper | |
| 2018 | A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5. Full description at Econpapers || Download paper | |
| 2018 | Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia. (2018). Pinchao-Rosero, Andres ; Rodriguez-Nio, Norberto ; Lopez-Vera, Alejandro. In: Revista ESPE - ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:016935. Full description at Econpapers || Download paper | |
| 2018 | Network Formation with Local Complements and Global Substitutes: The Case of R&D Networks. (2018). Liu, Xiaodong ; Konig, Michael ; Hsieh, Chih-Sheng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13161. Full description at Econpapers || Download paper | |
| 2018 | Superstar Economists: Coauthorship networks and research output. (2018). Zimmermann, Christian ; Liu, Xiaodong ; Konig, Michael ; Hsieh, Chih-Sheng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13239. Full description at Econpapers || Download paper | |
| 2018 | A composite likelihood approach for dynamic structural models. (2018). Canova, Fabio ; Matthes, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13245. Full description at Econpapers || Download paper | |
| 2018 | The Term Structure of Growth-at-Risk. (2018). Adrian, Tobias ; Malik, Sheherya ; Liang, Nellie ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13349. Full description at Econpapers || Download paper | |
| 2018 | The Transmission of Monetary Policy Shocks. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13396. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Gary Koop is editor of
| Journal | |
|---|---|
| Advanced Studies in Theoretical and Applied Econometrics |
Gary Koop has edited the books:
| Year | Title | Type | Cited |
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Works by Gary Koop:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 30 |
| 2010 | Time Varying Dimension Models.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2011 | Time Varying Dimension Models.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2010 | Time Varying Dimension Models.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2011 | Time Varying Dimension Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2012 | Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 2012 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 17 |
| 2014 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
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| 2013 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2012 | MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2006 | Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 22 |
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| 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 | 58 |
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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 | 54 |
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| 2002 | Comparing the Performance of Baseball Players: A Multiple-Output Approach In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
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| 1994 | A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 4 |
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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 | 23 |
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| 2010 | Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 14 |
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| 2013 | Forecasting the European carbon market In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 18 |
| 2011 | Forecasting the European Carbon Market.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
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| 1999 | The Components of Output Growth: A Stochastic Frontier Analysis. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 50 |
| 2016 | Domestic Violence and Football in Glasgow: Are Reference Points Relevant? In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
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| 2013 | Editorial: The Scottish Journal of Political Economys 60th Birthday Issue In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
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| 2016 | Bayesian Compressed Vector Autoregressions In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
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| 2011 | A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
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| 2011 | The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
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| 1995 | The Components of Output Growth : A Cross-Country Analysis In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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| 1995 | Bayesian Analysis of Long Memory and Persistence using ARFIMA Models In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
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| 1995 | Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
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| 1995 | Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers In: CORE Discussion Papers. [Full Text][Citation analysis] | paper | 102 |
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| 1992 | Stochastic frontier models: a bayesian perspective In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 122 |
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| 2012 | Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
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| 2001 | Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal. [Citation analysis] | article | 31 |
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| 2001 | Testing for optimality in job search models In: Econometrics Journal. [Citation analysis] | article | 2 |
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| 1998 | The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach In: ESE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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| 1999 | A Bayesian analysis of multiple-output production frontier In: ESE Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
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| 2003 | Alternative efficiency measures for multiple-output production In: ESE Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
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| 2001 | Bayesian Variants of Some classical Semiparametric Regression Techniques In: ESE Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 2004 | Bayesian variants of some classical semiparametric regression techniques.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2000 | Bayesian Variants of Some Classical Semiparametric Regression Techniques..(2000) In: California Irvine - School of Social Sciences. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2010 | Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 143 |
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| 2009 | Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
| 2011 | Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
| 2012 | FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | article | |
| 2011 | Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
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| 2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
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| 2011 | Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2011 | Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
| 2011 | Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2010 | Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2011 | Forecasting with Medium and Large Bayesian VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 115 |
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| 2011 | Forecasting with Medium and Large Bayesian VARs.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | paper | |
| 2013 | Forecasting with Medium and Large Bayesian VARS.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 115 | article | |
| 2011 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
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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: 34 | 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: 34 | 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: 34 | paper | |
| 2011 | The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
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| 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: 11 | 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: 11 | article | |
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| 2012 | A New Model Of Trend Inflation In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 44 |
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| 2012 | A new model of trend inflation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
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| 2012 | Large Time-Varying Parameter VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 127 |
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| 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 |
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| 2013 | Model Switching and Model Averaging in Time- Varying Parameter Regression Models In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
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| 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 | 1 |
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| 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: 1 | paper | |
| 2013 | A New Index of Financial Conditions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 63 |
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| 2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | 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: 22 | 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: 22 | paper | |
| 2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2014 | Large Bayesian VARMAs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Large Bayesian VARMAs.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2014 | Large Bayesian VARMAs.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2014 | Large Bayesian VARMAs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2016 | Large Bayesian VARMAs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2014 | Nowcasting Scottish GDP Growth In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Nowcasting Scottish GDP Growth.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Nowcasting Scottish GDP growth.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 13 |
| 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: 13 | 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: 13 | 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: 13 | 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 | 5 |
| 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: 5 | 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: 5 | 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: 5 | article | |
| 1999 | Is there an environmental Kuznets curve for deforestation? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 110 |
| 2009 | On the evolution of the monetary policy transmission mechanism In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 87 |
| 2011 | Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 30 |
| 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 | 1 |
| 2018 | One size does not fit all… panel data: Bayesian model averaging and data poolability In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 1998 | On the sensitivity of unit root inference to nonlinear data transformations In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2005 | Current developments in productivity and efficiency measurement In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2006 | Semiparametric Bayesian inference in smooth coefficient models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2006 | Semiparametric Bayesian Inference in Smooth Coefficient Models.(2006) In: Staff General Research Papers Archive. [Citation analysis] This paper has another version. Agregated cites: 11 | 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: 11 | 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 | 7 |
| 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: 7 | paper | |
| 2011 | Bayesian inference in a time varying cointegration model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 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: 14 | 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 | 7 |
| 1993 | Bayesian analysis of logit models using natural conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1996 | Parameter uncertainty and impulse response analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1500 |
| 1997 | Learning about the across-regime correlation in switching regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 1998 | Bayes factors and nonlinearity: Evidence from economic time series1 In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
| 2000 | Testing for integration using evolving trend and seasonals models: A Bayesian approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 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: 24 | 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: 24 | 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: 24 | paper | |
| 2003 | A Bayesian analysis of a variance decomposition for stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2010 | Modeling the dynamics of inflation compensation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 28 |
| 2009 | Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | 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 | 5 |
| 2013 | Modeling the relationship between European carbon permits and certified emission reductions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2001 | The valuation of IPO and SEO firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 16 |
| 2010 | Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
| 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: 25 | paper | |
| 2014 | Forecasting with dimension switching VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2016 | Should we care about the uncertainty around measures of political-economic development? In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 3 |
| 1993 | Econometric estimation of proportional hazard models In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 2 |
| 2004 | Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 19 |
| 1993 | Do recessions permanently change output? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 223 |
| 1997 | Measuring differential forest outcomes: A tale of two countries In: World Development. [Full Text][Citation analysis] | article | 1 |
| 2018 | Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | paper | |
| 2019 | Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Exchange rate predictability and dynamic Bayesian learning.(2018) In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Forecasting with High-Dimensional Panel VARs In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2015 | Forecasting With High Dimensional Panel VARs.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Forecasting with High-Dimensional Panel VARs.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | paper | |
| 2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 11 |
| 2003 | Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports. [Full Text][Citation analysis] | paper | 37 |
| 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: 37 | 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 | 16 |
| 2009 | PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | 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: 16 | 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: 16 | 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. [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 | 21 |
| 2005 | Semiparametric Bayesian Inference in Multiple Equation Models In: Staff General Research Papers Archive. [Citation analysis] | paper | 9 |
| 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: 9 | 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 | 15 |
| 1994 | Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
| 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 | 18 |
| 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: 18 | paper | |
| 2002 | Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 69 |
| 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 | 5 |
| 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: 5 | 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 | 15 |
| 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: 15 | 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 | 305 |
| 2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 305 | 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: 305 | 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 | 1 |
| 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: 1 | 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 | 0 |
| 2011 | Do environmental regulations affect the location decisions of multinational gold mining firms? In: Journal of Economic Geography. [Full Text][Citation analysis] | article | 13 |
| 2007 | Estimation and Forecasting in Models with Multiple Breaks In: Review of Economic Studies. [Full Text][Citation analysis] | article | 81 |
| 2017 | Bayesian Methods for Empirical Macroeconomics In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 1 |
| 2008 | On the Evolution of Monetary Policy In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Known Unknowns of Governance In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The known unknowns of governance.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has 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 |
| 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 | 22 |
| 1994 | Hospital efficiency analysis through individual effects : A Bayesian approach In: Discussion Paper. [Full Text][Citation analysis] | paper | 2 |
| 1994 | Bayesian Semi-nonparametric ARCH Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Identifying Noise Shocks In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 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 | 3 |
| 2018 | A New Model of Inflation, Trend Inflation, and Long†Run Inflation Expectations In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 5 |
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