Gary Koop : Citation Profile


Are you Gary Koop?

University of Strathclyde

33

H index

78

i10 index

5849

Citations

RESEARCH PRODUCTION:

118

Articles

228

Papers

1

Books

1

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 201
   Journals where Gary Koop has often published
   Relations with other researchers
   Recent citing documents: 685.    Total self citations: 145 (2.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko8
   Updated: 2020-11-21    RAS profile: 2020-10-28    
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Relations with other researchers


Works with:

Korobilis, Dimitris (23)

Chan, Joshua (10)

Poon, Aubrey (8)

Huber, Florian (7)

Mitchell, James (6)

McIntyre, Stuart (6)

Eisenstat, Eric (5)

Gefang, Deborah (5)

Pettenuzzo, Davide (5)

onorante, luca (5)

Beckmann, Joscha (4)

Bauwens, Luc (3)

Pfarrhofer, Michael (2)

Clark, Todd (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 (140)

Chan, Joshua (126)

Korobilis, Dimitris (99)

Pesaran, M (76)

Huber, Florian (63)

Tsionas, Mike (61)

Clark, Todd (54)

Steel, Mark (52)

Balcilar, Mehmet (50)

Antonakakis, Nikolaos (49)

Eisenstat, Eric (48)

Cites to:

Korobilis, Dimitris (80)

Steel, Mark (80)

Giannone, Domenico (50)

Potter, Simon (45)

Watson, Mark (39)

Ley, Eduardo (36)

Reichlin, Lucrezia (35)

Osiewalski, Jacek (32)

Chan, Joshua (31)

Pesaran, M (31)

Strachan, Rodney (28)

Main data


Where Gary Koop has published?


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

Working Papers Series with more than one paper published# docs
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)32
Working Paper series / Rimini Centre for Economic Analysis31
Working Papers / University of Strathclyde Business School, Department of Economics30
ESE Discussion Papers / Edinburgh School of Economics, University of Edinburgh13
MPRA Paper / University Library of Munich, Germany9
Staff Reports / Federal Reserve Bank of New York6
Working Papers / Business School - Economics, University of Glasgow6
Papers / arXiv.org5
Staff General Research Papers Archive / Iowa State University, Department of Economics4
EMF Research Papers / Economic Modelling and Forecasting Group3
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
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
Working Paper Series / European Central Bank2
Econometrics / University Library of Munich, Germany2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Gary Koop (2020 and 2019)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

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2020The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area. (2020). Zullig, Gabriel ; Ravenna, Federico ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-12.

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2020Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus. (2020). Kim, Hyeongwoo ; Jia, Bijie. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2020-05.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Finance, Institutions and Private Investment in Africa. (2020). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/080.

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

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2019Exploring the role of institutions in cross country Malmquist productivity analysis: A two-stage double bootstrap DEA approach. (2019). Ahmed, Qazi Masood ; Siddiqui, Danish Ahmed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:241-264.

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

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2019Exploring the role of institutions in cross country Malmquist productivity analysis: A two-stage double bootstrap DEA approach. (2019). Siddiqui, Danish ; Ahmed, Qazi Masood. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:241-264.

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2020Economic growth and deforestation in developing countries: Is the Environmental Kuznets Curve Hypothesis Still Applicable? Evidence from a Panel of Selected African Countries. (2020). Collins, Alan R ; Ajanaku, Bolarinwa. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304271.

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2020Modeling Spatial Price Linkages Using a Threshold SDE Model. (2020). Goodwin, Barry K ; Meng, Shu. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304443.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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

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2019Sparse Bayesian vector autoregressions in huge dimensions. (2018). Kastner, Gregor ; Huber, Florian. In: Papers. RePEc:arx:papers:1704.03239.

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2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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

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

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2019Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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

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

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

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

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

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2019Estimation and Applications of Quantile Regression for Binary Longitudinal Data. (2019). Vossmeyer, Angela ; Rahman, Mohammad Arshad . In: Papers. RePEc:arx:papers:1909.05560.

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2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

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2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Statistical Inference on Partially Linear Panel Model under Unobserved Linearity. (2019). Shang, Zuofeng ; Boukai, Ben ; Liu, Ruiqi. In: Papers. RePEc:arx:papers:1911.08830.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

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2019Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Papers. RePEc:arx:papers:1912.03100.

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2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661.

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2019Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data. (2019). Fasianos, Apostolos ; Evgenidis, Anastasios. In: Papers. RePEc:arx:papers:1912.09702.

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2019Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527.

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2020A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935.

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2020Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging. (2020). Mazur, Bla Zej ; Makiela, Kamil. In: Papers. RePEc:arx:papers:2003.07150.

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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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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Korobilis, Dimitris ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2004.11486.

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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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2020The 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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2020Dynamic Effects of Persistent Shocks. (2020). Sanz, Carlos ; Alloza, Mario ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2006.14047.

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

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

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2020Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession. (2020). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:2007.15419.

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2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

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

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2020Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739.

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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). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2011.04577.

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2020Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259.

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2020Spillover of Financial Innovations during Covid-19: A Cross-Country Analysis. (2020). Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:298-318.

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2019The interplay between oil and food commodity prices: Has It changed over time?. (2019). Rüth, Sebastian ; Peersman, Gert ; van der Veken, Wouter ; Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0665.

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2019Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19118.

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2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

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

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2020Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute. (2020). , Craig ; Guo, Jinggang. In: Staff Working Papers. RePEc:bca:bocawp:20-10.

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2019The Finance-Growth Nexus: the role of banks. (2019). Tabak, Benjamin ; Silva, Thiago ; Laiz, Marcela Tetzner. In: Working Papers Series. RePEc:bcb:wpaper:506.

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

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

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

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2019How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2019). Giordano, Claire. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_522_19.

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2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

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2019The international transmission of US tax shocks: a proxy-SVAR approach. (2019). Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1223_19.

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

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Identification of Sign-Dependency of Impulse Responses. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1907.

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2019ASYMMETRIC BUSINESS CYCLES IN EMERGING MARKET ECONOMIES. (2019). Ben Zeev, Nadav. In: Working Papers. RePEc:bgu:wpaper:1909.

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2020The pass-through from short-horizon to long-horizon inflation expectations. (2020). Yetman, James. In: BIS Papers chapters. RePEc:bis:bisbpc:111-07.

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

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2019Has globalization changed the inflation process?. (2019). Forbes, Kristin. In: BIS Working Papers. RePEc:bis:biswps:791.

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2020Pass-through from short-horizon to long-horizon inflation expectations, and the anchoring of inflation expectations. (2020). Yetman, James. In: BIS Working Papers. RePEc:bis:biswps:895.

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

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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

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2020Nonlinear relationship between the weather phenomenon El niño and Colombian food prices. (2020). Melo-Velandia, Luis ; Luis Fernando Melo Velandia, ; Abrilsalcedo, Davinson Stev ; Davinson Stev Abril Salcedo, ; Parraamado, Daniel ; Melovelandia, Luis Fernando. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1059-1086.

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2020Sectoral Employment Dynamics in Australia and the COVID‐19 Pandemic. (2020). Wong, Benjamin ; Caggiano, Giovanni ; Anderson, Heather ; Vahid, Farshid. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:3:p:402-414.

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2020The relationship between tax rates and tax revenues in eurozone member countries ‐ exploring the Laffer curve. (2020). Lopes, Alexandra ; Espanhol, Ruben ; Martins, Luis Filipe ; Ferreiralopes, Alexandra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:121-145.

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

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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

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2020Growth decomposition bias when accounting for heterogeneous regimes: Evidence from China. (2020). Lee, Chien-Chiang ; Xu, Ming ; Ma, Shichang ; Liu, Guanchun. In: Review of Development Economics. RePEc:bla:rdevec:v:24:y:2020:i:2:p:691-711.

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

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2019The macroeconomic effects of forward communication. (2019). ter Ellen, Saskia ; Xu, Hong ; Robstad, Orjan ; Brubakk, Leif . In: Working Paper. RePEc:bno:worpap:2019_20.

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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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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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2019Attention to the tail(s): global financial conditions and exchange rate risks. (2019). Sokol, Andrej ; Eguren Martin, Fernando ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0822.

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2019Credit, capital and crises: a GDP-at-Risk approach. (2019). O'Neill, Cian ; Hacioglu Hoke, Sinem ; Bridges, Jonathan ; Raja, Akash ; Oneill, Cian ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0824.

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2020The global effects of global risk and uncertainty. (2020). Bonciani, Dario ; Ricci, Martino. In: Bank of England working papers. RePEc:boe:boeewp:0863.

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2020Capital flows-at-risk: push, pull and the role of policy. (2020). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; O'Neill, Cian ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0881.

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

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2020Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2020). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_022.

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

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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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paper40
2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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2011Time Varying Dimension Models.(2011) In: CAMA Working Papers.
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2010Time Varying Dimension Models.(2010) In: Working Paper series.
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paper
2011Time Varying Dimension Models.(2011) In: Working Papers.
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paper
2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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article
2012A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics.
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paper27
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: 27
article
2013Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics.
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paper8
2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers.
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paper
2014Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis.
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article
2012MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES.(2012) In: CAMA Working Papers.
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paper
2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers.
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paper
2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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paper6
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
2020Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
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paper1
2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers.
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paper2
2020Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers.
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paper1
2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
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paper0
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper22
2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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article
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2006) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
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paper61
2009Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty.(2009) In: Journal of Business & Economic Statistics.
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article
2008Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty.(2008) In: Reserve Bank of New Zealand Discussion Paper Series.
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paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture In: Journal of the American Statistical Association.
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article55
2002Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture.(2002) In: ESE Discussion Papers.
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paper
2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture.(2002) In: Econometrics.
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paper
2002Comparing the Performance of Baseball Players: A Multiple-Output Approach In: Journal of the American Statistical Association.
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article2
2001Comparing the Performance of Baseball Players: A Multiple Output Approach.(2001) In: ESE Discussion Papers.
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paper
1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics.
[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.
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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.
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paper
1994Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics.
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article24
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.
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paper
1994Posterior Properties of Long-Run Impulse Responses. In: Journal of Business & Economic Statistics.
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article2
1996Correction [Posterior Properties of Long-Run Impulse Responses]. In: Journal of Business & Economic Statistics.
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article0
1999Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article82
1998Dynamic asymmetries in US unemployment.(1998) In: ESE Discussion Papers.
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paper
2000Modeling the Sources of Output Growth in a Panel of Countries In: Journal of Business & Economic Statistics.
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article53
2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article15
2000Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: ESE Discussion Papers.
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paper
2010Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics.
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article16
2008Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series.
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paper
1991Intertemporal Properties of Real Output: A Bayesian Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
2001Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland In: Journal of Agricultural Economics.
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article11
1994 Recent Progress in Applied Bayesian Econometrics. In: Journal of Economic Surveys.
[Citation analysis]
article15
1995An Empirical Investigation of Wagners Hypothesis by Using a Model Occurrence Framework In: Journal of the Royal Statistical Society Series A.
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article0
2004Modelling the evolution of distributions: an application to Major League baseball In: Journal of the Royal Statistical Society Series A.
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article0
2001Modeling the Evolution of Distributions: An Application to Major League Baseball.(2001) In: ESE Discussion Papers.
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paper
2013Forecasting the European carbon market In: Journal of the Royal Statistical Society Series A.
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article28
2011Forecasting the European Carbon Market.(2011) In: SIRE Discussion Papers.
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paper
2011Forecasting the European Carbon Market.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 28
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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article1
1999The Components of Output Growth: A Stochastic Frontier Analysis In: Oxford Bulletin of Economics and Statistics.
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article0
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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article14
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.
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article0
2015Regime-switching cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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article17
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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paper
2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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paper
2011Regime-Switching Cointegration.(2011) In: Working Paper series.
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paper
2011Regime-Switching Cointegration*.(2011) In: Working Papers.
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paper
2016Bayesian Compressed Vector Autoregressions In: Working Papers.
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paper37
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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paper46
2011On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers.
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2011On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers.
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2011On Identification of Bayesian DSGE Models*.(2011) In: Working Papers.
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paper
2013On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics.
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article
2011On Identification of Bayesian DSGE Models In: CESifo Working Paper Series.
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paper6
2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
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paper46
2011A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: CORE Discussion Papers.
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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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2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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paper
2011A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers.
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paper
2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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article
1994Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling In: CORE Discussion Papers.
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paper13
1992Posterior analysis of stochastic frontier models using Gibbs sampling.(1992) In: DES - Working Papers. Statistics and Econometrics. WS.
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1995The Components of Output Growth : A Cross-Country Analysis In: CORE Discussion Papers.
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paper7
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: CORE Discussion Papers.
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paper28
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: CORE Discussion Papers RP.
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paper
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: Journal of Econometrics.
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article
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Working Papers.
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paper
1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Econometrics.
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paper
1995Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers In: CORE Discussion Papers.
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paper112
1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: CORE Discussion Papers RP.
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paper
1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: Journal of Econometrics.
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article
1995Measuring the Sources of Output Growth in a Panel of Countries In: CORE Discussion Papers.
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paper5
2011Hierarchical shrinkage in time-varying parameter models In: CORE Discussion Papers.
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paper67
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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paper
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers.
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paper
2014Hierarchical Shrinkage in Time‐Varying Parameter Models.(2014) In: Journal of Forecasting.
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article
2015The Contribution of Structural Break Models to Forecating Macroeconomic Series In: CORE Discussion Papers RP.
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2011The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2011) In: Working Paper series.
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paper
2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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article
1992Bayesian long-run prediction in time series models In: UC3M Working papers. Economics.
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paper9
1995Bayesian long-run prediction in time series models.(1995) In: Journal of Econometrics.
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article
1992Stochastic frontier models: a bayesian perspective In: UC3M Working papers. Economics.
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paper140
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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book106
2007Bayesian Econometric Methods.(2007) In: Staff General Research Papers Archive.
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paper
2012Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series.
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paper21
2011Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers.
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paper
2001Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal.
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1999Are apparent findings of nonlinearity due to structural instability in economic time series?.(1999) In: Staff Reports.
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paper
2001Testing for optimality in job search models In: Econometrics Journal.
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article2
2004Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal.
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article82
1999Bayesian inference in models based on equilibrium search theory In: ESE Discussion Papers.
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paper3
2001Bayesian inference in models based on equilibrium search theory.(2001) In: Journal of Econometrics.
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1998The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach In: ESE Discussion Papers.
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paper0
1999Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis In: ESE Discussion Papers.
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paper0
1999Bayesian Analysis of Stochastic Frontier Models In: ESE Discussion Papers.
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paper14
Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) In: ESE Discussion Papers.
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paper0
1999A Bayesian analysis of multiple-output production frontier In: ESE Discussion Papers.
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paper30
2000A Bayesian analysis of multiple-output production frontiers.(2000) In: Journal of Econometrics.
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2003Alternative efficiency measures for multiple-output production In: ESE Discussion Papers.
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paper32
2005Alternative efficiency measures for multiple-output production.(2005) In: Journal of Econometrics.
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2001Bayesian Variants of Some classical Semiparametric Regression Techniques In: ESE Discussion Papers.
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paper34
2004Bayesian variants of some classical semiparametric regression techniques.(2004) In: Journal of Econometrics.
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2000Bayesian Variants of Some Classical Semiparametric Regression Techniques..(2000) In: California Irvine - School of Social Sciences.
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2010Forecasting Inflation Using Dynamic Model Averaging In: SIRE Discussion Papers.
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paper194
2011Forecasting Inflation Using Dynamic Model Averaging.(2011) In: SIRE Discussion Papers.
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2009Forecasting Inflation Using Dynamic Model Averaging.(2009) In: Working Paper series.
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2011Forecasting Inflation Using Dynamic Model Averaging*.(2011) In: Working Papers.
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2012FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review.
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2011Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers.
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paper2
2011Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers.
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paper31
2012Bayesian model averaging in the instrumental variable regression model.(2012) In: Journal of Econometrics.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model.(2011) In: GRIPS Discussion Papers.
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2012Bayesian Model Averaging in the Instrumental Variable Regression Model.(2012) In: Working Paper series.
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2011Bayesian Model Averaging in the Instrumental Variable Regression Model*.(2011) In: Working Papers.
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2011Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers.
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2011Understanding liquidity and credit risks in the financial crisis.(2011) In: Journal of Empirical Finance.
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2010Understanding Liquidity and Credit Risks in the Financial Crisis.(2010) In: Working Paper series.
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2011Understanding Liquidity and Credit Risks in the Financial Crisis*.(2011) In: Working Papers.
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paper
2011Forecasting with Medium and Large Bayesian VARs In: SIRE Discussion Papers.
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paper160
2010Forecasting with Medium and Large Bayesian VARs.(2010) In: Working Paper series.
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2011Forecasting with Medium and Large Bayesian VARs.(2011) In: Working Papers.
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2013Forecasting with Medium and Large Bayesian VARS.(2013) In: Journal of Applied Econometrics.
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article
2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers.
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paper44
2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: SIRE Discussion Papers.
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