Gary Koop : Citation Profile

University of Strathclyde

41

H index

108

i10 index

9628

Citations

RESEARCH PRODUCTION:

134

Articles

261

Papers

2

Books

5

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 283
   Journals where Gary Koop has often published
   Relations with other researchers
   Recent citing documents: 607.    Total self citations: 186 (1.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko8
   Updated: 2025-05-10    RAS profile: 2024-09-05    
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Relations with other researchers

Works with:

Huber, Florian (31)

Mitchell, James (18)

Poon, Aubrey (14)

Pfarrhofer, Michael (11)

McIntyre, Stuart (10)

onorante, luca (7)

Marcellino, Massimiliano (7)

Clark, Todd (6)

Korobilis, Dimitris (6)

Chernis, Tony (5)

Chan, Joshua (5)

Hauzenberger, Niko (5)

Gefang, Deborah (3)

Eisenstat, Eric (3)

Maheu, John (2)

Feldkircher, Martin (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 (208)

Chan, Joshua (202)

Huber, Florian (171)

Korobilis, Dimitris (154)

Gabauer, David (123)

Tsionas, Mike (91)

Pesaran, Mohammad (82)

Strachan, Rodney (77)

Marcellino, Massimiliano (76)

Balcilar, Mehmet (76)

Clark, Todd (70)

Cites to:

Korobilis, Dimitris (134)

Giannone, Domenico (118)

Steel, Mark (95)

Clark, Todd (90)

Reichlin, Lucrezia (83)

Marcellino, Massimiliano (82)

Chan, Joshua (75)

Huber, Florian (61)

Primiceri, Giorgio (60)

Watson, Mark (57)

Potter, Simon (56)

Main data

Where Gary Koop has published?

Journals with more than one article published# docs
Journal of Econometrics24
Journal of Applied Econometrics10
Journal of Business & Economic Statistics10
Journal of Business & Economic Statistics7
Journal of Applied Econometrics7
Journal of Empirical Finance6
Studies in Nonlinear Dynamics & Econometrics4
Journal of the Royal Statistical Society Series A4
Journal of Economic Dynamics and Control4
International Economic Review4
Oxford Bulletin of Economics and Statistics3
Econometric Reviews3
Econometrics Journal3
International Journal of Forecasting3
Journal of the American Statistical Association2
Economics Letters2
Economic Modelling2
European Economic Review2
International Economic Review2
Journal of Money, Credit and Banking2
Scottish Journal of Political Economy2
Computational Statistics & Data Analysis2
National Institute Economic Review2
Journal of Productivity Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / University of Strathclyde Business School, Department of Economics37
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)32
Working Paper series / Rimini Centre for Economic Analysis31
Papers / arXiv.org17
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh13
MPRA Paper / University Library of Munich, Germany9
Working Papers / Federal Reserve Bank of Cleveland7
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)6
Working Papers / Business School - Economics, University of Glasgow6
Staff Reports / Federal Reserve Bank of New York6
Staff General Research Papers Archive / Iowa State University, Department of Economics4
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
Working Paper Series / European Central Bank3
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía3
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística3
Staff Working Papers / Bank of Canada2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Working Papers / Lancaster University Management School, Economics Department2
GRIPS Discussion Papers / National Graduate Institute for Policy Studies2
Econometrics / University Library of Munich, Germany2
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney2
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Working Papers / Brandeis University, Department of Economics and International Business School2

Recent works citing Gary Koop (2025 and 2024)

YearTitle of citing document
2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Sawadgo, Wendiam ; Li, Wenying ; Deb, Prokash. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343809.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: FEEM Working Papers. RePEc:ags:feemwp:339740.

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2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Malikova, Ekaterina V ; Polbin, Andrey V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1711.00564.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024Dynamically Optimal Treatment Allocation. (2024). Adusumilli, Karun ; Geiecke, Friedrich ; Schilter, Claudio. In: Papers. RePEc:arx:papers:1904.01047.

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2024Online Causal Inference for Advertising in Real-Time Bidding Auctions. (2024). Nair, Harikesh ; Xu, Nan ; Carrion, Carlos ; Waisman, Caio. In: Papers. RePEc:arx:papers:1908.08600.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Local Projection Inference in High Dimensions. (2024). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2209.03218.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2024). Wilms, Ines ; Hu, Yu Jeffrey ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2303.01887.

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2025Impulse Response Analysis of Structural Nonlinear Time Series Models. (2025). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089.

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2024Time-Varying Identification of Monetary Policy Shocks. (2024). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2024). Goulet Coulombe, Philippe ; Frenette, Mikael ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2025The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models. (2025). Fruhwirth-Schnatter, Sylvia ; Knaus, Peter. In: Papers. RePEc:arx:papers:2312.10487.

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2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model. (2024). Tiozzo Pezzoli, Luca ; Pfarrhofer, Michael ; onorante, luca ; Huber, Florian ; Hirschbühl, Dominik ; Barbaglia, Luca ; Hauzenberger, Niko ; Frattarolo, Lorenzo ; Hirschbuehl, Dominik. In: Papers. RePEc:arx:papers:2401.10054.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

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2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression. (2024). Oka, Tatsushi ; Wang, Yunyun ; Zhu, Dan. In: Papers. RePEc:arx:papers:2403.12456.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2025Identification by non-Gaussianity in structural threshold and smooth transition vector autoregressive models. (2025). Virolainen, Savi. In: Papers. RePEc:arx:papers:2404.19707.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2024Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053.

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2024How & Why To Use Audience Segmentation to Maximize (Listener) Demand Across Digital Music Portfolio. (2024). Abayomi, Kobi. In: Papers. RePEc:arx:papers:2406.09226.

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2025Macroeconomic Forecasting with Large Language Models. (2025). Shekhar, Shubhranshu ; Carriero, Andrea ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2407.00890.

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2024Automated Market Making and Decentralized Finance. (2024). Monga, Marcello. In: Papers. RePEc:arx:papers:2407.16885.

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2024Change-Point Detection in Time Series Using Mixed Integer Programming. (2024). Radchenko, Peter ; Prokhorov, Artem ; Skrobotov, Anton ; Semenov, Alexander. In: Papers. RePEc:arx:papers:2408.05665.

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2024Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286.

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2024Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024Asymmetries in Financial Spillovers. (2024). Pfarrhofer, Michael ; onorante, luca ; Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2410.16214.

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2024Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452.

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2024The Distributional Effects of Economic Uncertainty. (2024). Marcellino, Massimiliano ; Huber, Florian ; Tornese, Tommaso. In: Papers. RePEc:arx:papers:2411.12655.

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2024Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Jobbova, Eva ; Holm, Poul ; Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis. In: Papers. RePEc:arx:papers:2411.18978.

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2024Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Marcellino, Massimiliano ; Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2412.07649.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2024Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction. (2024). Huang, Chengyue ; Yang, Yahe. In: Papers. RePEc:arx:papers:2501.00034.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Papers. RePEc:arx:papers:2501.02381.

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2025Bayesian Analyses of Structural Vector Autoregressions with Sign, Zero, and Narrative Restrictions Using the R Package bsvarSIGNs. (2025). Wo, Tomasz ; Wang, Xiaolei. In: Papers. RePEc:arx:papers:2501.16711.

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2025Functional Network Autoregressive Models for Panel Data. (2025). Ando, Tomohiro ; Hoshino, Tadao. In: Papers. RePEc:arx:papers:2502.13431.

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2025Time-Varying Identification of Structural Vector Autoregressions. (2025). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2502.19659.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2025Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416.

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2025Minnesota BART. (2025). Carvalho, Carlos M ; Lima, Pedro A ; Herren, Andrew ; Lopes, Hedibert F. In: Papers. RePEc:arx:papers:2503.13759.

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2025Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515.

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2025Large Structural VARs with Multiple Sign and Ranking Restrictions. (2025). Matthes, Christian ; Chan, Joshua ; Yu, Xuewen. In: Papers. RePEc:arx:papers:2503.20668.

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2024Bayesian nonparametric methods for macroeconomic forecasting. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24224.

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2024Inflation, Attention and Expectations. (2024). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: Working Papers. RePEc:bbh:wpaper:24-05.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Staff Working Papers. RePEc:bca:bocawp:25-10.

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2025Policy implications of losing credibility: Lessons from Colombia’s post-pandemic inflationary surge. (2025). Pulido, Jose ; Grajales-Olarte, Anderson ; Naranjo-Saldarriaga, Sara ; Hamann, Franz. In: Borradores de Economia. RePEc:bdr:borrec:1304.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024A parametric approach to institutional quality and bank cost inefficiency in diversity context: The case of Italy. (2024). Barra, Cristian ; Papaccio, Anna. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:3:p:723-759.

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter. (2024). Verona, Fabio ; Martins, Manuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:811-832.

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2024The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143.

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2024Pass‐through to export prices: Evidence from Australia†. (2024). Bhattacharya, Prasad. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:6:p:2574-2607.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2024Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023.

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2025Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2024Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference. (2024). Ramírez Hassan, Andrés ; Andres, Ramirez-Hassan ; Nhung, Nghiem ; Fung, Kwok Chun ; Liana, Jacobi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:403-434:n:10.

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2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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2024Anchoring Households’ Inflation Expectations When Inflation Is High. (2024). Dräger, Lena ; Drager, Lena ; Nghiem, Giang ; Dalloul, Ami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11042.

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2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

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2024Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169.

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2024A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity. (2024). Deng, Yaguo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43837.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2024Putting corona into hedge fund managers head. (2024). Philippas, Dionisis ; Siriopoulos, Costas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00313.

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2024Economic policy uncertainties and business confidence in Japan. (2024). Salgado, Pedro ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00456.

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2025How closely is the US stock market linked to Caribbean tax havens?. (2025). Chowdhury, Iftekhar Hassan ; Balli, Faruk ; Billiah, Mabruk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00279.

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2025The impact of u.s. monetary policy on carbon emissions: evidence from a TVP-VAR model with stochastic volatility. (2025). Singh, Sanjay B. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00317.

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2025An examination of the oil market at the outset of the Russia-Ukraine conflict. (2025). Hassan, Md Iftekhar ; Balli, Faruk ; Billiah, Mabruk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00343.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2024Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Bouteska, Ahmed ; Buchetti, Bruno ; Santon, Alessandro ; Harasheh, Murad. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2024Trade Openness, Financial Development and Economic Growth in Lesotho: BVAR and Time-varying VAR Analysis. (2024). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-8.

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2024The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Vuba, Nonelelo ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-28.

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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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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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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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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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2020Bayesian dynamic variable selection in high dimensions In: Papers.
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2020Bayesian dynamic variable selection in high dimensions.(2020) In: Working Papers.
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2020Bayesian dynamic variable selection in high dimensions.(2020) In: MPRA Paper.
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2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS.(2023) In: International Economic Review.
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2019Inducing Sparsity and Shrinkage in Time-Varying Parameter Models In: Papers.
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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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2021Inducing Sparsity and Shrinkage in Time-Varying Parameter Models.(2021) In: Journal of Business & Economic Statistics.
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2021Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models In: Papers.
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2022Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models.(2022) In: Journal of Business & Economic Statistics.
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2020Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations In: Papers.
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2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods In: Papers.
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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods.(2024) In: Studies in Nonlinear Dynamics & Econometrics.
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Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods.() In: Working Papers.
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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs In: Papers.
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2021Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2021) In: Working Paper Series.
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2023Nowcasting in a pandemic using non-parametric mixed frequency VARs.(2023) In: Journal of Econometrics.
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2021Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs.(2021) In: JRC Working Papers in Economics and Finance.
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2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs In: Papers.
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2022APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs.(2022) In: International Economic Review.
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2021Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions In: Papers.
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2023Subspace shrinkage in conjugate Bayesian vector autoregressions.(2023) In: Journal of Applied Econometrics.
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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model In: Papers.
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2021Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model.(2021) In: Working Papers.
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2021Large Order-Invariant Bayesian VARs with Stochastic Volatility In: Papers.
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2024Large Order-Invariant Bayesian VARs with Stochastic Volatility.(2024) In: Journal of Business & Economic Statistics.
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2022Forecasting US Inflation Using Bayesian Nonparametric Models In: Papers.
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2022Forecasting US Inflation Using Bayesian Nonparametric Models.(2022) In: Working Papers.
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2023Bayesian Modeling of TVP-VARs Using Regression Trees In: Papers.
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2023Bayesian Modelling of TVP-VARs Using Regression Trees.(2023) In: Working Papers.
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2023Bayesian Forecasting in Economics and Finance: A Modern Review In: Papers.
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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks In: Papers.
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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks.(2023) In: Working Papers.
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2023Predictive Density Combination Using a Tree-Based Synthesis Function In: Papers.
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2023Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Staff Working Papers.
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2023Predictive Density Combination Using a Tree-Based Synthesis Function.(2023) In: Working Papers.
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2025Decision synthesis in monetary policy In: Papers.
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2024Decision Synthesis in Monetary Policy.(2024) In: Staff Working Papers.
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2024Bayesian modelling of VAR precision matrices using stochastic block networks In: Papers.
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2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty In: Birkbeck Working Papers in Economics and Finance.
[Full Text][Citation analysis]		paper25
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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2008Forecasting Substantial Data Revisions in the Presence of Model Uncertainty.(2008) In: Economic Journal.
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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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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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2002Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture.(2002) In: Edinburgh School of Economics Discussion Paper Series.
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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.
[Full Text][Citation analysis]		article7
2001Comparing the Performance of Baseball Players: A Multiple Output Approach.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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1994A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article3
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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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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1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Discussion Paper.
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1991A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models.(1991) In: Other publications TiSEM.
[Citation analysis]
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1994Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function. In: Journal of Business & Economic Statistics.
[Citation analysis]		article32
1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Discussion Paper.
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1994Bayesian efficiency analysis with a flexible form : The aim cost function.(1994) In: Other publications TiSEM.
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1994Posterior Properties of Long-Run Impulse Responses. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
1996Correction [Posterior Properties of Long-Run Impulse Responses]. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1999Dynamic Asymmetries in U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article103
1998Dynamic asymmetries in US unemployment.(1998) In: Edinburgh School of Economics Discussion Paper Series.
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2000Modeling the Sources of Output Growth in a Panel of Countries In: Journal of Business & Economic Statistics.
[Citation analysis]		article60
2003Bayesian Analysis of Endogenous Delay Threshold Models. In: Journal of Business & Economic Statistics.
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1999Bayesian Analysis of Endogenous Delay Threshold Models.(1999) In: Edinburgh School of Economics Discussion Paper Series.
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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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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.
[Citation analysis]		article8
2001Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland In: Journal of Agricultural Economics.
[Full Text][Citation analysis]		article20
1994 Recent Progress in Applied Bayesian Econometrics. In: Journal of Economic Surveys.
[Citation analysis]		article21
1995An Empirical Investigation of Wagners Hypothesis by Using a Model Occurrence Framework In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article5
2004Modelling the evolution of distributions: an application to Major League baseball In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article4
2001Modeling the Evolution of Distributions: An Application to Major League Baseball.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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2013Forecasting the European carbon market In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article49
2011Forecasting the European Carbon Market.(2011) In: SIRE Discussion Papers.
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2011Forecasting the European Carbon Market.(2011) In: Working Papers.
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2020UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article13
1999The Components of Output Growth: A Stochastic Frontier Analysis In: Oxford Bulletin of Economics and Statistics.
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2016Domestic Violence and Football in Glasgow: Are Reference Points Relevant? In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
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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2018Forecasting with High-Dimensional Panel VARs.(2018) In: Essex Finance Centre Working Papers.
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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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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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2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
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2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs In: Working Papers.
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2015Regime-switching cointegration In: Studies in Nonlinear Dynamics & Econometrics.
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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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2011Regime-Switching Cointegration*.(2011) In: Working Papers.
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2022Choosing between identification schemes in noisy-news models In: Studies in Nonlinear Dynamics & Econometrics.
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2024Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk In: Studies in Nonlinear Dynamics & Econometrics.
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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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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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2011On Identification of Bayesian DSGE Models.(2011) In: CESifo Working Paper Series.
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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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2011A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models In: CIRANO Working Papers.
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2011A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models.(2011) In: LIDAM Discussion Papers CORE.
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2011A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models.(2011) In: SIRE Discussion Papers.
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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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1994Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling In: LIDAM Discussion Papers CORE.
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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: LIDAM Discussion Papers CORE.
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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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1995The components of output growth : A cross-country analysis.(1995) In: Other publications TiSEM.
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1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models In: LIDAM Discussion Papers CORE.
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1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: LIDAM Reprints CORE.
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1997Bayesian analysis of long memory and persistence using ARFIMA models.(1997) In: Journal of Econometrics.
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1995Bayesian Analysis of Long Memory and Persistence using ARFIMA Models.(1995) In: Working Papers.
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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: LIDAM Discussion Papers CORE.
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1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: LIDAM Reprints CORE.
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1997Bayesian efficiency analysis through individual effects: Hospital cost frontiers.(1997) In: Journal of Econometrics.
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1995Measuring the Sources of Output Growth in a Panel of Countries In: LIDAM Discussion Papers CORE.
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2011Hierarchical shrinkage in time-varying parameter models In: LIDAM Discussion Papers CORE.
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2003Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging.(2003) In: Discussion Papers in Economics.
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2008Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty.(2008) In: Journal of Money, Credit and Banking.
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1997A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Discussion Paper.
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1997A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies.(1997) In: Other publications TiSEM.
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2002Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland In: Environmental & Resource Economics.
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2008What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry In: Journal of Productivity Analysis.
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2007What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry.(2007) In: Working Paper series.
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2013Technical appendix to: a new look at variation in employment growth in Canada In: Working Papers.
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2006Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space In: Discussion Papers in Economics.
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2018UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2018UK regional nowcasting using a mixed frequency vector autoregressive model.(2018) In: Working Papers.
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2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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2011Do environmental regulations affect the location decisions of multinational gold mining firms? In: Journal of Economic Geography.
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2014The known unknowns of governance.(2014) In: Working Papers.
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2010Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis In: Working Paper series.
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2019Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy In: Sankhya B: The Indian Journal of Statistics.
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2007Editors Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics In: Econometric Reviews.
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1994Hospital efficiency analysis through individual effects : A Bayesian approach In: Discussion Paper.
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1994Hospital efficiency analysis through individual effects : A Bayesian approach.(1994) In: Other publications TiSEM.
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1994Bayesian Semi-nonparametric ARCH Models. In: The Review of Economics and Statistics.
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2014TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE In: Journal of Applied Econometrics.
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