Gary Koop : Citation Profile


Are you Gary Koop?

University of Strathclyde

32

H index

78

i10 index

5547

Citations

RESEARCH PRODUCTION:

114

Articles

216

Papers

1

Books

1

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 191
   Journals where Gary Koop has often published
   Relations with other researchers
   Recent citing documents: 466.    Total self citations: 133 (2.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko8
   Updated: 2020-05-23    RAS profile: 2020-04-10    
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Relations with other researchers


Works with:

Korobilis, Dimitris (20)

Chan, Joshua (12)

Poon, Aubrey (6)

Mitchell, James (6)

McIntyre, Stuart (6)

Pettenuzzo, Davide (5)

Eisenstat, Eric (5)

Huber, Florian (5)

onorante, luca (4)

Bauwens, Luc (3)

Beckmann, Joscha (3)

Gefang, Deborah (3)

Potter, Simon (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 (125)

Chan, Joshua (116)

Korobilis, Dimitris (95)

Pesaran, M (78)

Tsionas, Mike (64)

Clark, Todd (54)

Ravazzolo, Francesco (48)

Antonakakis, Nikolaos (48)

Eisenstat, Eric (48)

Huber, Florian (47)

Steel, Mark (47)

Cites to:

Steel, Mark (80)

Korobilis, Dimitris (70)

Giannone, Domenico (43)

Potter, Simon (43)

Watson, Mark (38)

Ley, Eduardo (36)

Osiewalski, Jacek (32)

Reichlin, Lucrezia (30)

Chan, Joshua (30)

Pesaran, M (28)

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 Econometrics7
Journal of Applied Econometrics7
Journal of Empirical Finance6
Journal of the Royal Statistical Society Series A4
Journal of Economic Dynamics and Control4
Econometrics Journal3
Journal of Business & Economic Statistics3
Econometric Reviews3
Oxford Bulletin of Economics and Statistics3
International Economic Review2
European Economic Review2
International Journal of Forecasting2
Journal of Productivity Analysis2
Computational Statistics & Data Analysis2
Scottish Journal of Political Economy2
Economic Modelling2
Journal of the American Statistical Association2

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, Germany8
Staff Reports / Federal Reserve Bank of New York6
Working Papers / Business School - Economics, University of Glasgow5
Staff General Research Papers Archive / Iowa State University, Department of Economics4
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía3
Papers / arXiv.org3
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney2
Working Papers / Lancaster University Management School, Economics Department2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Working Paper Series / European Central Bank2
GRIPS Discussion Papers / National Graduate Institute for Policy Studies2
Working Papers / Brandeis University, Department of Economics and International Businesss School2
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Econometrics / University Library of Munich, Germany2

Recent works citing Gary Koop (2020 and 2019)


YearTitle of citing document
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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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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2018A 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.

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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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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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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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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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2018Global factors and trend inflation. (2018). Wong, Benjamin ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:688.

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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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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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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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2018FACTOR 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.

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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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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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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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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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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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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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2020Has the credit supply shock asymmetric effects on macroeconomic variables?. (2020). Paccagnini, Alessia ; Colombo, Valentina. In: Working Papers. RePEc:bol:bodewp:wp1140.

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2017Inflation 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.

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2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

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2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

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2019Phillips curves in the euro area. (2019). onorante, luca ; Moretti, Laura ; Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/19.

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2019The effect of news shocks and monetary policy. (2019). Zanetti, Francesco ; Korobilis, Dimitris ; Görtz, Christoph ; Tsoukalas, John D ; Gortz, Christoph ; Gambetti, Luca. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7578.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902.

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2019Real and Nominal Effects of Monetary Shocks under Time-Varying Disagreement. (2019). Esady, Vania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7956.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2017System Priors for Econometric Time Series. (2017). Plašil, Miroslav ; Andrle, Michal ; Plasil, Miroslav . In: Working Papers. RePEc:cnb:wpaper:2017/01.

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2019Introducing a New Index of Households Macroeconomic Conditions. (2019). Malovana, Simona ; Hodula, Martin ; Frait, Jan. In: Working Papers. RePEc:cnb:wpaper:2019/10.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf.

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2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047.

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2019Austerity and Public debt Dynamics. (2019). Mei, Pierfrancesco ; Favero, Carlo A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14072.

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

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2019Checking if the Straitjacket Fits. (2019). Wickens, Michael R ; Pagan, Adrian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14140.

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2020Twin Default Crises. (2020). Mendicino, Caterina ; Nikolov, Kalin ; Rubio-Ramirez, Juan Francisco ; Suarez, Javier ; Supera, Dominik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14427.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2019). Mutschler, Willi ; Ivashchenko, Sergey. In: CQE Working Papers. RePEc:cqe:wpaper:8319.

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2019Metal Prices Made in China? A Network Analysis of Industrial Metal Futures. (2019). Siklos, Pierre ; Wellenreuther, Claudia ; Stefan, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:8419.

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2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

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2019Dynamic Effects of Persistent Shocks. (2019). Sanz, Carlos ; Gonzalo, Jesus ; Alloza, Mario ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:29187.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2019Empowering Central Bank Asset Purchases: The Role of Financial Policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Papers. RePEc:cyb:wpaper:2019-1.

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2019Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses. (2019). Piffer, Michele ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1796.

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2019Duration-dependent Markov-switching model: an empirical study for the Brazilian business cycle.. (2019). Fernando, ; Moura, Guilherme Valle ; Caldeira, Joo Frois. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00262.

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2019Forecasting GDP Growth using Disaggregated GDP Revisions. (2019). Schipper, Tyler ; Nolan, Anna K ; Check, Adam J. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00865.

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2019The effects of migrant remittances on deforestation in the Congo basin. (2019). Bakehe, Novice Patrick . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00978.

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2019The euro area labour market through the lens of the Beveridge curve. (2019). Sokol, Andrej ; Bobeica, Elena ; da Silva, Antonio Dias ; Consolo, Agostino. In: Economic Bulletin Articles. RePEc:ecb:ecbart:2019:0004:1.

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2019Empowering central bank asset purchases: The role of financial policies. (2019). Papadopoulou, Niki ; Körner, Jenny ; DARRACQ PARIES, Matthieu ; Korner, Jenny. In: Working Paper Series. RePEc:ecb:ecbwps:20192237.

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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2019Phillips curves in the euro area. (2019). onorante, luca ; Moretti, Laura ; Saber, Shayan Zakipour. In: Working Paper Series. RePEc:ecb:ecbwps:20192295.

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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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paper35
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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2011Time Varying Dimension Models.(2011) In: Working Papers.
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2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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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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paper21
2014A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers.
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2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics.
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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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2014Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis.
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2012MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES.(2012) In: CAMA Working Papers.
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2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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paper1
2019Inducing sparsity and shrinkage in time-varying parameter models.(2019) In: Working Paper Series.
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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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paper0
2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers.
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paper1
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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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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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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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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2002Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture.(2002) In: Econometrics.
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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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1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics.
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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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1994Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics.
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article23
1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Discussion Paper.
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1994Posterior Properties of Long-Run Impulse Responses. In: Journal of Business & Economic Statistics.
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article1
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]
article79
1998Dynamic asymmetries in US unemployment.(1998) In: ESE Discussion Papers.
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2000Modeling the Sources of Output Growth in a Panel of Countries In: Journal of Business & Economic Statistics.
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article49
2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
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article15
2000Bayesian Analysis of Endogenous Delay Threshold Models.(2000) In: ESE Discussion Papers.
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2010Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve In: Journal of Business & Economic Statistics.
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article15
2008Dynamic probabilities of restrictions in state space models: An application to the Phillips curve.(2008) In: Working Paper series.
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1991Intertemporal Properties of Real Output: A Bayesian Analysis. In: Journal of Business & Economic Statistics.
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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.
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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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2013Forecasting the European carbon market In: Journal of the Royal Statistical Society Series A.
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article21
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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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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article0
1999 The Components of Output Growth: A Stochastic Frontier Analysis. In: Oxford Bulletin of Economics and Statistics.
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article56
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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2013Domestic Violence and Football in Glasgow: Are Reference Points Relevant?.(2013) In: Working Papers.
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2019Forecasting with High‐Dimensional Panel VARs In: Oxford Bulletin of Economics and Statistics.
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article13
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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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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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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2011Regime-Switching Cointegration.(2011) In: SIRE Discussion Papers.
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2011Regime-Switching Cointegration.(2011) In: Working Paper series.
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paper
2011Regime-Switching Cointegration*.(2011) In: Working Papers.
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2016Bayesian Compressed Vector Autoregressions In: Working Papers.
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2016Bayesian Compressed Vector Autoregressions.(2016) In: Working Papers.
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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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2017Bayesian Compressed Vector Autoregressions.(2017) In: Working Paper series.
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2011On Identification of Bayesian DSGE Models In: Cambridge Working Papers in Economics.
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paper45
2011On Identification of Bayesian DSGE Models.(2011) In: SIRE Discussion Papers.
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2011On Identification of Bayesian DSGE Models.(2011) In: IZA Discussion Papers.
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2011On Identification of Bayesian DSGE Models*.(2011) In: Working Papers.
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2013On Identification of Bayesian DSGE Models.(2013) In: Journal of Business & Economic Statistics.
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2011On Identification of Bayesian DSGE Models In: CESifo Working Paper Series.
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2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
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paper42
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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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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2011A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models.(2011) In: Working Papers.
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2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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article
1994Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling In: CORE Discussion Papers.
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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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1995The Components of Output Growth: A Croos-Country Analysis..(1995) In: Tilburg - Center for Economic Research.
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1995The components of output growth : A cross-country analysis.(1995) In: Discussion Paper.
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1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models In: CORE Discussion Papers.
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paper26
1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: CORE Discussion Papers RP.
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1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: Journal of Econometrics.
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1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Working Papers.
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1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Econometrics.
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1995Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers In: CORE Discussion Papers.
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1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: CORE Discussion Papers RP.
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1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: Journal of Econometrics.
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1995Measuring the Sources of Output Growth in a Panel of Countries In: CORE Discussion Papers.
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2011Hierarchical shrinkage in time-varying parameter models In: CORE Discussion Papers.
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paper59
2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: SIRE Discussion Papers.
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2011Hierarchical shrinkage in time-varying parameter models.(2011) In: MPRA Paper.
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2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Paper series.
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2011Hierarchical Shrinkage in Time-Varying Parameter Models.(2011) In: Working Papers.
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2014Hierarchical Shrinkage in Time‐Varying Parameter Models.(2014) In: Journal of Forecasting.
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2015The Contribution of Structural Break Models to Forecating Macroeconomic Series In: 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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2015The Contribution of Structural Break Models to Forecasting Macroeconomic Series.(2015) In: Journal of Applied Econometrics.
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1992Bayesian long-run prediction in time series models In: UC3M Working papers. Economics.
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paper9
1995Bayesian long-run prediction in time series models.(1995) In: Journal of Econometrics.
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1992Stochastic frontier models: a bayesian perspective In: UC3M Working papers. Economics.
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paper130
1994Stochastic frontier models : A Bayesian perspective.(1994) In: Journal of Econometrics.
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1992Posterior inference on long-run impulse responses In: UC3M Working papers. Economics.
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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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book98
2007Bayesian Econometric Methods.(2007) In: Staff General Research Papers Archive.
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2012Estimating Phillips curves in turbulent times using the ECBs survey of professional forecasters In: Working Paper Series.
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2011Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters*.(2011) In: Working Papers.
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2001Are apparent findings of nonlinearity due to structural instability in economic time series? In: Econometrics Journal.
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2001Testing for optimality in job search models In: Econometrics Journal.
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article2
2004Forecasting in dynamic factor models using Bayesian model averaging In: Econometrics Journal.
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1999Bayesian inference in models based on equilibrium search theory In: 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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1999Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis In: ESE Discussion Papers.
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1999Bayesian Analysis of Stochastic Frontier Models In: ESE Discussion Papers.
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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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paper29
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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paper30
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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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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2011Bayesian Model Averaging in the Instrumental Variable Regression Model In: SIRE Discussion Papers.
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paper27
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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paper27
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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2011Forecasting with Medium and Large Bayesian VARs In: SIRE Discussion Papers.
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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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2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers.
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2009UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?.(2009) In: Working Papers.
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2011UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?*.(2011) In: Working Papers.
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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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2011UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?.(2011) In: Economic Modelling.
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2011The Dynamics of UK and US Inflation Expectations In: SIRE Discussion Papers.
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2012The Dynamics of UK and US Inflation Expectation.(2012) In: SIRE Discussion Papers.
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2008The Dynamics of UK and US Inflation Expectations.(2008) In: SIRE Discussion Papers.
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2012The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis.
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2009The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series.
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2011The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers.
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2012A New Model Of Trend Inflation In: SIRE Discussion Papers.
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paper49
2012A New Model of Trend Inflation.(2012) In: CAMA Working Papers.
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2012A new model of trend inflation.(2012) In: MPRA Paper.
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