40
H index
99
i10 index
8400
Citations
Gary Koop : Citation Profile
University of Strathclyde | RESEARCH PRODUCTION: 127 Articles 248 Papers 2 Books 2 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1991 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gary Koop. | Is cited by:
| Cites to:
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Main data
Where Gary Koop has published?
Recent works citing Gary Koop (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey. (2022). ARI, YAKUP ; Yelgen, Esin ; Uak, Harun. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:322732. Full description at Econpapers || Download paper | |
| 2023 | The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984. Full description at Econpapers || Download paper | |
| 2022 | Regional Productivity Differential and Technology Gap In African Agriculture: A Stochastic Metafrontier Approach. (2022). Ghartey, William ; Kwadzo, Moses ; Owusu, Rebecca. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:319345. Full description at Econpapers || Download paper | |
| 2021 | The replicability crisis and the p-value debate – what are the consequences for the agricultural and food economics community?. (2021). Hüttel, Silke ; Heckelei, Thomas ; Rommel, Jens ; Odening, Martin. In: Discussion Papers. RePEc:ags:ubfred:316369. Full description at Econpapers || Download paper | |
| 2022 | TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict. (2022). Ari, Yakup. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:3:p:590-607. Full description at Econpapers || Download paper | |
| 2022 | Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24. Full description at Econpapers || Download paper | |
| 2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
| 2022 | Dynamically optimal treatment allocation using Reinforcement Learning. (2019). Schilter, Claudio ; Geiecke, Friedrich ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1904.01047. Full description at Econpapers || Download paper | |
| 2022 | Online Inference for Advertising Auctions. (2019). Xu, Nan ; Carrion, Carlos ; Nair, Harikesh S ; Waisman, Caio. In: Papers. RePEc:arx:papers:1908.08600. Full description at Econpapers || Download paper | |
| 2021 | Inference in Bayesian Additive Vector Autoregressive Tree Models. (2020). Huber, Florian ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.16333. Full description at Econpapers || Download paper | |
| 2022 | Structural Gaussian mixture vector autoregressive model. (2020). Virolainen, Savi. In: Papers. RePEc:arx:papers:2007.04713. Full description at Econpapers || Download paper | |
| 2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2021 | Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844. Full description at Econpapers || Download paper | |
| 2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
| 2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
| 2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
| 2022 | Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158. Full description at Econpapers || Download paper | |
| 2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780. Full description at Econpapers || Download paper | |
| 2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
| 2021 | Tail forecasts of inflation using time-varying parameter quantile regressions. (2021). Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2103.03632. Full description at Econpapers || Download paper | |
| 2022 | Loss-Based Variational Bayes Prediction. (2021). Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2104.14054. Full description at Econpapers || Download paper | |
| 2022 | Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Martin, Gael M ; Loaiza-Maya, Ruben ; Frazier, David T. In: Papers. RePEc:arx:papers:2106.12262. Full description at Econpapers || Download paper | |
| 2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
| 2021 | Decoupling Shrinkage and Selection for the Bayesian Quantile Regression. (2021). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2107.08498. Full description at Econpapers || Download paper | |
| 2023 | Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593. Full description at Econpapers || Download paper | |
| 2022 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper | |
| 2021 | Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718. Full description at Econpapers || Download paper | |
| 2022 | Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions. (2021). Read, Matthew. In: Papers. RePEc:arx:papers:2109.10676. Full description at Econpapers || Download paper | |
| 2023 | On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints. (2021). , Joshua ; Umrawal, Abhishek K. In: Papers. RePEc:arx:papers:2110.12149. Full description at Econpapers || Download paper | |
| 2022 | Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995. Full description at Econpapers || Download paper | |
| 2021 | Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751. Full description at Econpapers || Download paper | |
| 2022 | The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069. Full description at Econpapers || Download paper | |
| 2022 | Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110. Full description at Econpapers || Download paper | |
| 2022 | A Neural Phillips Curve and a Deep Output Gap. (2022). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2202.04146. Full description at Econpapers || Download paper | |
| 2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper | |
| 2022 | Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540. Full description at Econpapers || Download paper | |
| 2022 | Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis. (2022). Hopp, Daniel. In: Papers. RePEc:arx:papers:2203.11872. Full description at Econpapers || Download paper | |
| 2023 | Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices. (2022). Tavlas, George S ; Hall, Stephen G ; Gefang, Deborah. In: Papers. RePEc:arx:papers:2205.15420. Full description at Econpapers || Download paper | |
| 2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper | |
| 2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
| 2022 | Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438. Full description at Econpapers || Download paper | |
| 2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
| 2022 | Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147. Full description at Econpapers || Download paper | |
| 2022 | Forecasting euro area inflation using a huge panel of survey expectations. (2022). Pfarrhofer, Michael ; onorante, luca ; Huber, Florian. In: Papers. RePEc:arx:papers:2207.12225. Full description at Econpapers || Download paper | |
| 2022 | Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148. Full description at Econpapers || Download paper | |
| 2022 | Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255. Full description at Econpapers || Download paper | |
| 2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper | |
| 2023 | Local Projection Inference in High Dimensions. (2022). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218. Full description at Econpapers || Download paper | |
| 2022 | A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354. Full description at Econpapers || Download paper | |
| 2022 | Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference. (2022). Seleznev, Sergei ; Khabibullin, Ramis. In: Papers. RePEc:arx:papers:2210.07154. Full description at Econpapers || Download paper | |
| 2023 | Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010. Full description at Econpapers || Download paper | |
| 2022 | Monitoring the Dynamic Networks of Stock Returns. (2022). Bodnar, Olha ; Nguyen, Hoang ; Touli, Elena Farahbakhsh. In: Papers. RePEc:arx:papers:2210.16679. Full description at Econpapers || Download paper | |
| 2023 | Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363. Full description at Econpapers || Download paper | |
| 2023 | On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184. Full description at Econpapers || Download paper | |
| 2023 | Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
| 2022 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
| 2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
| 2022 | Smoothing volatility targeting. (2022). Bianco, Nicolas ; Bianchi, Daniele ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:2212.07288. Full description at Econpapers || Download paper | |
| 2022 | Measuring price impact and information content of trades in a time-varying setting. (2022). Lillo, F ; Bormetti, G ; Campigli, F. In: Papers. RePEc:arx:papers:2212.12687. Full description at Econpapers || Download paper | |
| 2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper | |
| 2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data. (2023). Zhu, Dan ; Poon, Aubrey. In: Papers. RePEc:arx:papers:2302.03172. Full description at Econpapers || Download paper | |
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
| 2023 | A tale of two tails: 130 years of growth-at-risk. (2023). Huber, Florian ; Hasler, Elias ; Gachter, Martin. In: Papers. RePEc:arx:papers:2302.08920. Full description at Econpapers || Download paper | |
| 2023 | Simple Analytics of the Government Investment Multiplier. (2023). Roulleau-Pasdeloup, Jordan ; Cai, Chunbing. In: Papers. RePEc:arx:papers:2302.11212. Full description at Econpapers || Download paper | |
| 2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper | |
| 2023 | Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887. Full description at Econpapers || Download paper | |
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper | |
| 2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
| 2023 | Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827. Full description at Econpapers || Download paper | |
| 2023 | Generalized Autoregressive Score Trees and Forests. (2023). Simsek, Yasin ; Patton, Andrew J. In: Papers. RePEc:arx:papers:2305.18991. Full description at Econpapers || Download paper | |
| 2023 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10. Full description at Econpapers || Download paper | |
| 2022 | Causal Impulse Responses for Time Series. (2022). Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:570. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2023 | Effects of the Extraordinary Measures Implemented by Banco de México during the COVID-19 Pandemic on Financial Conditions. (2023). Ibarra, Raul ; Cuadra, Gabriel ; Alba, Carlos ; Gabriel, Cuadra. In: Working Papers. RePEc:bdm:wpaper:2023-03. Full description at Econpapers || Download paper | |
| 2022 | Weather Shocks and Inflation Expectations in Semi-Structural Models. (2022). Romero, José ; Naranjo-Saldarriaga, Sara. In: Borradores de Economia. RePEc:bdr:borrec:1218. Full description at Econpapers || Download paper | |
| 2023 | The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133. Full description at Econpapers || Download paper | |
| 2022 | Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336. Full description at Econpapers || Download paper | |
| 2022 | Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921. Full description at Econpapers || Download paper | |
| 2022 | Cyclical variation in US government spending multipliers. (2022). Noh, Eul ; Lyu, Yifei. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:831-846. Full description at Econpapers || Download paper | |
| 2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
| 2022 | Assessing the impact of diversity and ageing population on health expenditure of United States. (2022). Arshed, Noman ; Anwar, Muhammad Awais ; Yousaf, Ruhamah ; Amin, Saqib. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:37:y:2022:i:2:p:913-929. Full description at Econpapers || Download paper | |
| 2022 | Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248. Full description at Econpapers || Download paper | |
| 2022 | Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265. Full description at Econpapers || Download paper | |
| 2022 | Spillover effects in Chinese carbon, energy and financial markets. (2022). Ling, Meijun ; Xie, Fei ; Cao, Guangxi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:416-434. Full description at Econpapers || Download paper | |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
| 2023 | A new unique impulse response function in linear vector autoregressive models. (2023). Shi, Yanlin. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:460-468. Full description at Econpapers || Download paper | |
| 2023 | Scalable Bayesian Multiple Changepoint Detection via Auxiliary Uniformisation. (2023). Shaochuan, LU. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:88-113. Full description at Econpapers || Download paper | |
| 2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
| 2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper | |
| 2022 | Environmental regulation and foreign investment: Evidence from China. (2022). Moon, Jon J ; Yin, Haitao ; Hu, Yunyi. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:31:y:2022:i:4:p:862-883. Full description at Econpapers || Download paper | |
| 2022 | Sparse temporal disaggregation. (2022). Gibberd, Alex ; Eckley, Idris A ; Mosley, Luke. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:4:p:2203-2233. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Gary Koop is editor of
| Journal | |
|---|---|
| Advanced Studies in Theoretical and Applied Econometrics |
Gary Koop has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Gary Koop:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 55 |
| 2010 | Time Varying Dimension Models.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2011 | Time Varying Dimension Models.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2010 | Time Varying Dimension Models.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2011 | Time Varying Dimension Models.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2012 | Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | article | |
| 2012 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 45 |
| 2014 | A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2016 | A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2013 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2012 | Modelling breaks and clusters in the steady states of macroeconomic variables.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2020 | Bayesian dynamic variable selection in high dimensions In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2020 | Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
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| 1994 | Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 30 |
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| 2001 | Bayesian Variants of Some classical Semiparametric Regression Techniques In: Edinburgh School of Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 38 |
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| 2012 | FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING.(2012) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | article | |
| 2011 | Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
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| 2011 | Understanding Liquidity and Credit Risks in the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
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| 2011 | UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
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| 2012 | The dynamics of UK and US inflation expectations.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2009 | The Dynamics of UK and US Inflation Expectations.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2011 | The Dynamics of UK and US Inflation Expectations*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2012 | A New Model Of Trend Inflation In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 81 |
| 2012 | A New Model of Trend Inflation.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2012 | A new model of trend inflation.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2012 | A New Model of Trend Inflation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2013 | A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | article | |
| 2012 | Large Time-Varying Parameter VARs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 273 |
| 2013 | Large time-varying parameter VARs.(2013) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | article | |
| 2012 | Large time-varying parameter VARs.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
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| 2012 | Large Time-Varying Parameter VARs.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
| 2012 | Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Model Switching and Model Averaging in Time- Varying Parameter Regression Models In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models.(2014) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | chapter | |
| 2013 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2013 | Using VARs and TVP-VARs with Many Macroeconomic Variables In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Using VARs and TVP-VARs with Many Macroeconomic Variables.(2012) In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2013 | Using VARs and TVP-VARs with Many Macroeconomic Variables.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2013 | A New Index of Financial Conditions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 222 |
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| 2014 | Model Uncertainty in Panel Vector Autoregressive Models. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 60 |
| 2016 | Model uncertainty in Panel Vector Autoregressive models.(2016) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | article | |
| 2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2015 | Model Uncertainty in Panel Vector Autoregressive Models.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2014 | Model Uncertainty in Panel Vector Autoregressive Models.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2014 | Model uncertainty in panel vector autoregressive models.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
| 2014 | Large Bayesian VARMAs In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2016 | Large Bayesian VARMAs.(2016) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
| 2015 | Large Bayesian VARMAs.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2014 | Large Bayesian VARMAs.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
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| 2014 | Nowcasting Scottish GDP Growth In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Nowcasting Scottish GDP Growth.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Nowcasting Scottish GDP growth.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry.(2013) In: Journal of Productivity Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Bayesian Inference in the Time Varying Cointegration Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 42 |
| 2011 | Bayesian inference in a time varying cointegration model.(2011) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2011 | Bayesian Inference in a Time Varying Cointegration Model.(2011) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: GRIPS Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2008 | Bayesian Inference in the Time Varying Cointegration Model.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2011 | Bayesian Inference in the Time Varying Cointegration Model*.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy.(2013) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 1999 | Is there an environmental Kuznets curve for deforestation? In: Journal of Development Economics. [Full Text][Citation analysis] | article | 137 |
| 2020 | Identifying noise shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2018 | Identifying Noise Shocks.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | On the evolution of the monetary policy transmission mechanism In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 164 |
| 2011 | Time varying VARs with inequality restrictions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 53 |
| 2014 | A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2018 | One size does not fit all… panel data: Bayesian model averaging and data poolability In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
| 2020 | Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2002 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2020 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1998 | On the sensitivity of unit root inference to nonlinear data transformations In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2005 | Current developments in productivity and efficiency measurement In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2006 | Semiparametric Bayesian inference in smooth coefficient models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2006 | Semiparametric Bayesian Inference in Smooth Coefficient Models.(2006) In: Staff General Research Papers Archive. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2003 | Semiparametric Bayesian inference in smooth coefficient models.(2003) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | A flexible approach to parametric inference in nonlinear and time varying time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2010 | A flexible approach to parametric inference in nonlinear and time varying time series models.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1991 | Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1993 | Bayesian analysis of logit models using natural conjugate priors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 1996 | Parameter uncertainty and impulse response analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 46 |
| 1996 | Impulse response analysis in nonlinear multivariate models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2560 |
| 1997 | Learning about the across-regime correlation in switching regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 33 |
| 1998 | Bayes factors and nonlinearity: Evidence from economic time series1 In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2000 | Testing for integration using evolving trend and seasonals models: A Bayesian approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 1999 | Testing for integration using evolving trend and seasonal models: A Bayesian approach.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 1997 | Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1997) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 1999 | Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2003 | A Bayesian analysis of a variance decomposition for stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2010 | Modeling the dynamics of inflation compensation In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 42 |
| 2009 | Modeling the Dynamics of Inflation Compensation.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1994 | An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Modeling the relationship between European carbon permits and certified emission reductions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2001 | The valuation of IPO and SEO firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 18 |
| 2010 | Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
| 2008 | Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2014 | Forecasting with dimension switching VARs In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2016 | Should we care about the uncertainty around measures of political-economic development? In: Journal of Comparative Economics. [Full Text][Citation analysis] | article | 8 |
| 1993 | Econometric estimation of proportional hazard models In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 2 |
| 2004 | Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? In: Journal of Environmental Economics and Management. [Full Text][Citation analysis] | article | 27 |
| 1993 | Do recessions permanently change output? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 278 |
| 1997 | Measuring differential forest outcomes: A tale of two countries In: World Development. [Full Text][Citation analysis] | article | 3 |
| 2018 | Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2018 | Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility.(2018) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2020 | Composite likelihood methods for large Bayesian VARs with stochastic volatility.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2019 | Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2019 | Macroeconomic Nowcasting Using Google Probabilities? In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 27 |
| 2005 | Bayesian approaches to cointegratrion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2017 | Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2020 | Exchange rate predictability and dynamic Bayesian learning.(2020) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2018 | Exchange rate predictability and dynamic Bayesian learning.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2018 | Variational Bayes inference in high-dimensional time-varying parameter models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2018 | Variational Bayes inference in high-dimensional time-varying parameter models.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 70 |
| 2018 | A New Model of Inflation, Trend Inflation, and Long?Run Inflation Expectations.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
| 2022 | Tail Forecasting with Multivariate Bayesian Additive Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Reconciled Estimates of Monthly GDP in the US In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2022 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Bayesian Modeling of Time-Varying Parameters Using Regression Trees In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Forecasting in large macroeconomic panels using Bayesian Model Averaging In: Staff Reports. [Full Text][Citation analysis] | paper | 56 |
| 2003 | Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2004 | Forecasting and estimating multiple change-point models with an unknown number of change points In: Staff Reports. [Full Text][Citation analysis] | paper | 10 |
| 2004 | Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2004 | Prior elicitation in multiple change-point models In: Staff Reports. [Full Text][Citation analysis] | paper | 19 |
| 2009 | PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2004 | Prior Elicitation in Multiple Change-point Models.(2004) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2007 | Prior Elicitation in Multiple Change-point Models.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2005 | Reexamining the consumption-wealth relationship: the role of model uncertainty In: Staff Reports. [Full Text][Citation analysis] | paper | 19 |
| 2005 | Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2005) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2008 | Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2008 | Re?Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2007 | A flexible approach to parametric inference in nonlinear time series models In: Staff Reports. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing. In: International Economic Review. [Citation analysis] | article | 18 |
| 2004 | Learning About Heterogeneity in Returns to Schooling In: Staff General Research Papers Archive. [Citation analysis] | paper | 30 |
| 2005 | Semiparametric Bayesian Inference in Multiple Equation Models In: Staff General Research Papers Archive. [Citation analysis] | paper | 13 |
| 2005 | Semiparametric Bayesian inference in multiple equation models.(2005) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 1999 | Bayesian Analysis, Computation and Communication Software. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1991 | To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1992 | Review of PCBRAP. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1992 | Objective Bayesian Unit Root Tests. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 13 |
| 1992 | Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 16 |
| 1994 | Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2000 | A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 26 |
| 1997 | A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 1997 | A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2002 | Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 94 |
| 2008 | What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 8 |
| 2007 | What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2013 | Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A new look at variation in employment growth in Canada In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Parametric and Nonparametric Inference in Equilibrium Job Search Models In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2000 | The Vector Floor and Ceiling Model In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Bayesian Semiparametric Inference in Multiple Equation Models In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2004 | An Investigation of Thresholds in Air Pollution-Mortality Effects In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
| 2010 | Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space.(2010) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2006 | Bayesian Inference in a Cointegrating Panel Data Model In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Bayesian Inference in a Cointegrating Panel Data Model.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 511 |
| 2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 511 | paper | |
| 2009 | Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 511 | paper | |
| 2018 | UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | UK regional nowcasting using a mixed frequency vector autoregressive model.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2022 | Using hierarchical aggregation constraints to nowcast regional economic aggregates In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Do environmental regulations affect the location decisions of multinational gold mining firms? In: Journal of Economic Geography. [Full Text][Citation analysis] | article | 19 |
| 2007 | Estimation and Forecasting in Models with Multiple Breaks In: Review of Economic Studies. [Full Text][Citation analysis] | article | 132 |
| 2017 | Bayesian Methods for Empirical Macroeconomics In: Review of Economic Analysis. [Full Text][Citation analysis] | article | 21 |
| 2008 | On the Evolution of Monetary Policy In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The Known Unknowns of Governance In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The known unknowns of governance.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 1 |
| 1999 | Incomplete models and reweighting In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2007 | Editors Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 1998 | Carbon dioxide emissions and economic growth: A structural approach In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 24 |
| 1994 | Hospital efficiency analysis through individual effects : A Bayesian approach In: Discussion Paper. [Full Text][Citation analysis] | paper | 3 |
| 1994 | Hospital efficiency analysis through individual effects : A Bayesian approach.(1994) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1994 | Bayesian Semi-nonparametric ARCH Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2014 | TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2020 | Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2020 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data In: EMF Research Papers. [Full Text][Citation analysis] | paper | 1 |
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