Access Statistics for Gary Koop

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian analysis of multiple-output production frontier 0 0 1 17 1 3 9 456
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 1 19 192
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 1 67 1 5 19 141
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 1 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 4 8 155
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 2 12 364
A New Index of Financial Conditions 1 1 2 145 2 7 21 752
A New Index of Financial Conditions 0 1 2 79 1 5 30 752
A New Model Of Trend Inflation 0 0 0 77 0 2 15 199
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 3 10 256
A New Model of Trend Inflation 0 1 2 116 1 2 19 251
A New Model of Trend Inflation 0 0 0 99 0 1 16 225
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 1 6 59
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 1 5
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 1 1 1 60 1 3 11 162
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 5 10 86
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 2 6 11 13
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 1 2 28
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 0 3 8 46
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 0 9 74
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 4 9 399
A new index of financial conditions 0 0 1 62 0 0 11 167
A new index of financial conditions 0 1 2 116 1 8 17 405
A new look at variation in employment growth in Canada 0 0 0 40 0 2 5 159
A new model of trend inflation 0 0 3 41 0 5 16 128
Alternative efficiency measures for multiple-output production 0 0 0 9 1 1 4 373
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 1 177 0 7 13 855
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 1 6 18 70
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 1 3 15 473
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 101 0 5 14 322
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 3 16 401
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 1 1 733 1 3 16 2,336
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 331 0 5 15 1,403
Bayesian Analysis of Stochastic Frontier Models 0 0 1 43 0 6 14 1,334
Bayesian Approaches to Cointegration 0 1 1 281 0 5 18 649
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 4 16 86
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 3 12 105
Bayesian Compressed Vector Autoregressions 0 1 1 233 1 5 16 444
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Econometric Methods 0 0 0 4 1 4 23 684
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 1 2 11 744
Bayesian Forecasting in Economics and Finance: A Modern Review 1 2 5 84 1 10 38 113
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 2 77 0 6 24 90
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 1 4 13 84
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 3 11 66
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 6 14 658
Bayesian Inference in a Cointegrating Panel Data Model 1 1 1 17 2 4 12 76
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 3 8 165
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 4 13 79
Bayesian Inference in the Time Varying Cointegration Model 0 0 2 35 0 0 12 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 4 19 57
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 2 12 208
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 1 3 8 297
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 1 2 8 75
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 4 14 147
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 7 94
Bayesian Modeling of TVP-VARs Using Regression Trees 0 1 3 114 0 5 20 74
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 1 2 13 53
Bayesian Modelling of TVP-VARs Using Regression Trees 1 1 1 1 2 9 23 76
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 17 57 2,810 7 44 189 6,634
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 3 18 639 1 16 48 1,593
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 1 8 535
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 1 4 12 414
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 1 113 0 4 12 285
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 1 16 44
Bayesian approaches to cointegratrion 0 1 2 35 0 3 17 117
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 3 14 194
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 4 12 19
Bayesian dynamic variable selection in high dimensions 0 0 0 10 1 3 12 47
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 1 5 24 58
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 2 6 22
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 0 2 4 7
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 0 0 13 63
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 2 14 210
Bayesian long-run prediction in time series models 0 0 1 8 1 5 12 49
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 2 4 17 29
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 0 0 12 171
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 145 1 2 12 459
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 5 16 44
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 1 1 12 78
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 0 1 16 78
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 0 11 28
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 3 7 191
Decision Synthesis in Monetary Policy 0 0 0 4 1 3 14 26
Decision synthesis in monetary policy 0 0 2 20 0 0 5 51
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 99 3 9 24 380
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 2 4 8 83
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 1 2 7 46
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 4 13 20
Dynamic asymmetries in US unemployment 0 1 1 46 0 3 15 418
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 13 1 2 9 60
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 3 18 467
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 1 4 12 206
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 0 3 10 105
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 1 105 1 6 15 216
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 1 12 0 5 16 96
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 0 5 0 5 19 56
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 0 10 1 5 11 100
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 3 21 283
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 1 2 17 106
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 0 1 12 82
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 0 1 10 23
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 1 8 28
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 1 6 13 30
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 1 4 13 138
Forecasting Inflation Using Dynamic Model Averaging 0 1 5 618 2 7 27 1,247
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 1 6 16 131
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 0 2 21 377
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 2 9 312
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 0 2 27 358
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 7 16 125
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 1 1 14 71
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 3 7 582
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 1 1 15 1,006
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 252 0 3 13 823
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 192 1 3 12 595
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 1 1 274 2 5 24 680
Forecasting the European Carbon Market 0 0 0 33 0 1 3 86
Forecasting the European Carbon Market 0 0 0 167 0 4 10 486
Forecasting with High-Dimensional Panel VARs 0 1 9 307 0 3 23 662
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 5 23 82
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 0 7 135
Forecasting with Medium and Large Bayesian VARs 0 0 3 154 2 7 51 433
Forecasting with Medium and Large Bayesian VARs 1 1 1 144 2 7 26 271
Forecasting with Medium and Large Bayesian VARs 0 0 1 100 1 6 49 186
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 5 17 48
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 2 8 143
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 3 11 334
Hierarchical shrinkage in time-varying parameter models 0 0 2 263 0 5 21 481
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 2 8 21 187
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 0 3 7
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 0 3 6 41
Identifying Noise Shocks 0 0 0 54 0 3 10 108
Incorporating Micro Data into Macro Models Using Pseudo VARs 3 6 29 29 3 12 40 40
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 0 3 15 42
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 0 0 11 28
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 0 1 10 52
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 0 2 18 119
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 2 5 20 41
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 0 2 5 38
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 1 6 10 61
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 4 14 22
Large Bayesian VARMAs 0 0 0 20 1 3 10 59
Large Bayesian VARMAs 0 0 0 44 0 4 9 96
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 0 0 2 0 4 8 29
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 1 6 20 63
Large Time-Varying Parameter VARs 0 0 0 64 1 3 27 192
Large Time-Varying Parameter VARs 0 0 2 114 2 9 67 300
Large time-varying parameter VARs 0 1 2 43 0 7 24 177
Large time-varying parameter VARs 0 1 6 839 3 8 42 1,533
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 1 2 14 407
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 1 3 14 73
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 2 4 7 339
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 0 1 6 60
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 0 5 19 276
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 1 2 9 130
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 1 1 10 78
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 1 8 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 2 18 71
Model uncertainty in panel vector autoregressive models 0 0 0 38 2 4 11 96
Model uncertainty in panel vector autoregressive models 0 0 2 273 0 2 11 455
Modeling the Dynamics of Inflation Compensation 0 0 0 36 0 1 8 112
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 1 2 10 199
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 3 8 12 51
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 3 12 73
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 1 3 11 116
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 1 4 8 64
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 2 5 7 1,058
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 1 7 0 1 13 462
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 3 10 96
Nowcasting Scottish GDP Growth 0 0 0 30 0 3 7 118
Nowcasting Scottish GDP Growth 0 0 1 5 0 0 4 52
Nowcasting Scottish GDP growth 0 0 1 24 0 2 14 97
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 0 5 14 156
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 5 8 83
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 3 15 78
On Identification of Bayesian DSGE Models 0 0 0 54 1 5 18 201
On Identification of Bayesian DSGE Models 0 0 0 38 0 11 46 140
On Identification of Bayesian DSGE Models 0 0 0 93 1 5 19 200
On Identification of Bayesian DSGE Models 0 0 0 210 0 6 13 375
On Identification of Bayesian DSGE Models* 0 0 0 70 0 3 15 185
On the Evolution of Monetary Policy 0 0 2 14 0 1 18 60
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 2 4 189
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 3 129 1 3 14 348
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 0 3 11 101
Posterior inference on long-run impulse responses 0 0 0 0 0 1 4 21
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 2 7 25
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 8 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 9 25
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 2 10 28
Prior Elicitation in Multiple Change-point Models 0 0 0 92 0 2 7 367
Prior elicitation in multiple change-point models 0 0 0 104 2 8 12 503
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 217 0 3 11 508
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 0 4 9 212
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 1 4 15 566
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 6 15 41
Reconciled Estimates of Monthly GDP in the US 2 2 3 50 2 7 25 140
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 77 0 1 12 334
Regime-Switching Cointegration 0 0 2 122 2 5 20 325
Regime-Switching Cointegration 0 0 2 13 1 3 16 67
Regime-Switching Cointegration 0 0 0 45 0 4 15 78
Regime-Switching Cointegration* 0 0 0 178 0 2 17 393
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 3 4 18 173
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 1 4 7 263
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 1 2 7 176
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 4 7 484
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 0 2 20 56
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 3 8 222
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 0 6 114
Stochastic frontier models: a bayesian perspective 0 0 2 42 1 6 27 142
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 1 9 36
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 1 6 0 2 14 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 7 22 112
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 0 3 10 100
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 21 0 0 5 59
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 0 1 11 338
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 4 5 9 652
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 1 3 7 104
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 1 7 726
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 1 6 9 114
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 385 0 3 19 705
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 2 9 53
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 1 9 75
The Dynamics of UK and US Inflation Expectations 0 0 0 47 0 2 6 132
The Dynamics of UK and US Inflation Expectations 0 0 0 7 0 1 4 65
The Dynamics of UK and US Inflation Expectations 0 0 0 57 0 2 7 60
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 0 0 11 193
The Known Unknowns of Governance 0 0 0 6 1 5 8 57
The Vector Floor and Ceiling Model 0 0 0 77 0 3 15 1,065
The components of output growth: A cross-country analysis 0 0 0 3 1 5 8 46
The components of output growth: A cross-country analysis 0 0 0 1 0 2 5 13
The known unknowns of governance 0 0 0 22 0 1 10 70
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 231 0 6 20 2,285
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 1 1 6 26
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 1 1 1 24 2 5 14 107
Time Varying Dimension Models 0 0 0 2 1 5 9 32
Time Varying Dimension Models 0 0 0 67 1 2 16 226
Time Varying Dimension Models 0 0 0 51 0 6 91 387
Time Varying Dimension Models 0 0 1 119 0 2 12 439
Time Varying Dimension Models 0 0 0 29 0 0 9 132
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 4 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 3 8 618
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 1 5 15 261
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 3 13 170
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 0 4 10 108
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 0 1 8 122
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 1 4 10 254
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 83 1 7 20 222
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 1 2 14 463
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 144 1 5 20 228
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 76 1 5 17 169
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 19 1 3 11 37
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 1 10 45
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 2 4 9 58
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 0 4 204
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 362 0 8 19 752
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 4 12 89
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 19 0 3 12 73
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 8 16 240
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 3 13 67
Total Working Papers 13 53 235 23,628 149 938 3,864 70,737
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Objective' Bayesian Unit Root Tests 0 0 0 147 1 3 6 459
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 1 3 5 273
A Bayesian analysis of multiple-output production frontiers 0 0 1 139 1 3 11 347
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 0 4 24 157
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 4 9 193
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 12 57 3 7 37 175
A New Model of Trend Inflation 0 0 3 131 0 3 15 446
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 320 0 3 10 1,122
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 55 2 4 14 224
A new index of financial conditions 1 4 10 290 5 12 46 1,561
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 1 2 10 80
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 2 6 14 28
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 0 154 0 2 8 338
Alternative efficiency measures for multiple-output production 0 0 1 75 0 3 6 251
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 0 2 9 19
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 6 12 47
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 4 10 260
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 3 9 317
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 2 12 25 32
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 1 3 11 206
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 2 12 305
Bayesian Analysis, Computation and Communication Software 0 0 0 187 0 3 7 657
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 2 4 11 364
Bayesian Methods for Empirical Macroeconomics 0 0 3 23 1 12 51 143
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 5 29 570 4 29 94 1,540
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 3 235
Bayesian analysis of logit models using natural conjugate priors 0 0 3 192 0 1 8 427
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 0 2 21 478
Bayesian compressed vector autoregressions 0 0 0 36 1 8 20 136
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 259 1 1 11 657
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 1 47 2 4 16 198
Bayesian inference in a time varying cointegration model 0 0 0 69 1 5 22 220
Bayesian inference in models based on equilibrium search theory 0 0 0 36 3 6 11 145
Bayesian long-run prediction in time series models 0 0 0 61 1 3 15 211
Bayesian model averaging in the instrumental variable regression model 0 0 1 42 2 8 19 152
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 1 4 14 188
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 161 0 1 7 560
Choosing between identification schemes in noisy-news models 0 0 1 3 1 3 14 23
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 1 4 13 135
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 0 5 10 131
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 0 4 22 47
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 1 2 14 71
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 1 2 111
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 2 10 245
Current developments in productivity and efficiency measurement 0 0 0 144 0 2 11 344
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 1 31 0 2 7 139
Do recessions permanently change output? 0 0 2 554 0 0 17 1,166
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 8 2 4 19 90
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 2 12 617
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 5 18 194
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 3 5 1 8 30 34
Econometric estimation of proportional hazard models 0 0 0 63 0 5 10 157
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 0 6 12 15
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 1 3 5 67
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 2 5 95
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 2 60 1 1 17 174
Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry 0 0 0 9 2 5 13 64
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 0 3 16 358
Exchange rate predictability and dynamic Bayesian learning 0 0 2 22 1 8 48 184
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 1 3 76 1 3 27 295
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 7 0 4 14 24
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 3 23 278
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 4 7 13
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 4 14 730
Forecasting the European carbon market 0 1 1 16 1 5 19 100
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 1 5 14 27
Forecasting with High‐Dimensional Panel VARs 0 1 2 22 0 8 24 78
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 1 6 29 264
Forecasting with dimension switching VARs 0 0 0 9 0 3 6 51
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 1 19 0 1 9 107
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 43 0 0 32 178
Identifying noise shocks 0 0 0 13 0 4 11 61
Impulse response analysis in nonlinear multivariate models 4 8 53 3,165 11 45 175 6,541
Incomplete models and reweighting 0 0 0 7 0 0 3 31
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 1 4 20 41
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 4 6 119
Is there an environmental Kuznets curve for deforestation? 0 1 5 520 0 2 24 2,070
Large Bayesian VARMAs 0 0 1 15 0 0 16 115
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 1 2 9 5 10 31 47
Large time-varying parameter VARs 1 5 16 252 4 13 47 667
Learning about the across-regime correlation in switching regression models 0 0 1 71 1 1 10 181
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 0 2 6 94
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 0 144 0 1 7 526
Model uncertainty in Panel Vector Autoregressive models 1 1 2 82 2 4 21 256
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 0 1 6 402
Modeling the dynamics of inflation compensation 1 1 1 51 2 3 6 177
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 0 9 112
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 0 7 19 359
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 1 12 45
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 0 1 8 102
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 0 1 10 171
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 0 4 15 38
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 4 10 0 1 11 45
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 0 10 43
On Identification of Bayesian DSGE Models 0 0 0 98 0 5 8 262
On the evolution of the monetary policy transmission mechanism 1 1 8 403 2 4 31 859
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 1 3 9 89
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 1 4 15 0 3 17 72
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 1 49 217
Parameter uncertainty and impulse response analysis 0 0 0 143 0 1 13 355
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 1 7 157
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 1 1 3 0 1 4 9
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 1 1 628 0 3 8 1,890
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 3 12 188
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 62 2 5 23 227
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 0 1 12 403
Reconciled Estimates of Monthly GDP in the United States 1 1 3 4 1 5 19 32
Regime-switching cointegration 0 0 2 44 0 1 15 147
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 4 29 0 3 24 102
Review of PCBRAP 0 0 0 21 0 2 5 175
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 3 11 25
Semiparametric Bayesian inference in multiple equation models 0 0 0 102 1 4 10 391
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 0 5 6 127
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 0 3 12 78
Stochastic frontier models: A Bayesian perspective 0 0 6 495 1 11 34 931
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 1 2 13 74
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 0 3 16 26
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 1 9 2 9 19 45
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 1 2 8 48
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 3 17 244
Testing for optimality in job search models 0 0 0 2 0 0 3 258
The Components of Output Growth: A Stochastic Frontier Analysis 0 0 1 6 0 2 17 37
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 0 6 17 134
The dynamics of UK and US inflation expectations 0 0 0 30 0 1 12 102
The valuation of IPO and SEO firms 0 0 1 185 0 4 18 887
Time Varying Dimension Models 0 0 1 31 0 3 14 160
Time varying VARs with inequality restrictions 0 0 1 89 0 5 19 258
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 1 1 2 212
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 1 11 24 241
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 0 8 19 50
Understanding liquidity and credit risks in the financial crisis 0 0 0 41 1 6 15 174
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 51 2 7 15 209
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 0 2 11 141
Total Journal Articles 13 36 221 12,801 96 557 2,247 42,036

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Econometric Methods 0 0 0 0 2 3 24 108
Bayesian Econometric Methods 0 0 0 0 2 7 29 188
Total Books 0 0 0 0 4 10 53 296

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian inference in a cointegrating panel data model 0 0 0 0 0 4 11 14
Macroeconomic Nowcasting Using Google Probabilities☆ 1 1 5 56 3 5 35 199
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 3 6 16 107
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 2 3 6 7
The Vector Floor and Ceiling Model 0 0 0 0 0 3 11 13
Total Chapters 1 1 5 77 8 21 79 340

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