Access Statistics for Gary Koop

Author contact details at EconPapers.

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 0 1 9 456
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 0 18 192
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 67 0 1 16 141
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 8 155
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 12 364
A New Index of Financial Conditions 0 0 2 79 1 3 31 754
A New Index of Financial Conditions 0 1 2 145 0 2 20 752
A New Model Of Trend Inflation 0 0 0 77 0 0 15 199
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 0 9 256
A New Model of Trend Inflation 0 0 0 99 0 1 17 226
A New Model of Trend Inflation 0 0 2 116 0 1 19 251
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 2 23 23 23 6 12 12 12
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 1 5
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 5 59
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 1 1 60 0 1 10 162
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 10 86
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 2 28
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 2 11 13
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 1 1 9 47
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 0 9 399
A new index of financial conditions 0 0 1 62 0 0 11 167
A new index of financial conditions 0 0 2 116 0 1 16 405
A new look at variation in employment growth in Canada 0 0 0 40 0 0 5 159
A new model of trend inflation 0 0 2 41 0 1 16 129
Alternative efficiency measures for multiple-output production 0 0 0 9 0 1 4 373
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 1 177 1 1 14 856
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 0 2 18 71
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 0 2 16 474
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 101 0 0 14 322
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 1 1 332 0 1 16 1,404
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 733 0 3 17 2,338
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 1 17 402
Bayesian Analysis of Stochastic Frontier Models 0 0 1 43 2 3 15 1,337
Bayesian Approaches to Cointegration 0 0 1 281 0 0 17 649
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 2 18 88
Bayesian Compressed Vector Autoregressions 0 0 1 233 0 1 15 444
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 2 13 106
Bayesian Econometric Methods 0 0 0 4 0 1 19 684
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 0 2 12 745
Bayesian Forecasting in Economics and Finance: A Modern Review 0 1 5 84 1 2 35 114
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 1 77 1 4 26 94
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 1 13 84
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 1 10 67
Bayesian Inference in a Cointegrating Panel Data Model 0 1 1 17 1 3 11 77
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 2 5 19 663
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 0 7 165
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 0 19 57
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 35 0 0 11 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 3 3 15 82
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 0 12 208
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 1 12 147
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 2 9 298
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 1 8 75
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 0 3 114 2 4 24 78
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 0 1 12 53
Bayesian Modelling of TVP-VARs Using Regression Trees 0 1 1 1 0 5 25 79
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 46 2,810 3 18 163 6,645
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 17 640 1 3 42 1,595
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 8 535
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 1 2 13 415
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 1 113 0 1 12 286
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 0 16 44
Bayesian approaches to cointegratrion 0 1 3 36 0 1 18 118
Bayesian dynamic variable selection in high dimensions 0 0 0 10 0 1 12 47
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 3 16 196
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 1 13 20
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 1 23 58
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 1 7 23
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 0 0 4 7
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 1 1 14 64
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 0 14 210
Bayesian long-run prediction in time series models 0 0 0 8 0 1 11 49
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 1 3 17 30
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 0 2 13 460
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 15 44
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 0 2 12 79
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 1 12 29
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 31 0 0 13 78
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 7 191
Decision Synthesis in Monetary Policy 0 0 0 4 0 2 14 27
Decision synthesis in monetary policy 0 0 1 20 0 0 4 51
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 99 3 8 29 385
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 2 8 83
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 0 1 6 46
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 0 12 20
Dynamic asymmetries in US unemployment 0 0 1 46 0 0 15 418
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 13 0 1 8 60
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 0 18 467
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 1 12 206
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 1 2 12 107
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 0 105 0 1 14 216
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 0 10 0 1 11 100
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 0 18 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 1 12 0 0 15 96
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 0 3 19 108
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 20 283
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 57 0 0 11 82
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 1 11 24
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 8 28
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 0 1 12 30
Forecasting Inflation Using Dynamic Model Averaging 2 3 7 621 2 7 28 1,252
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 2 4 15 141
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 21 0 1 14 131
Forecasting Inflation Using Dynamic Model Averaging* 1 1 1 179 2 4 24 381
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 0 9 312
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 0 0 27 358
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 1 123 1 4 15 127
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 12 71
Forecasting With High Dimensional Panel VARs 0 1 1 341 0 1 7 583
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 1 14 1,006
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 252 0 0 13 823
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 0 192 0 1 11 595
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 1 274 0 3 24 681
Forecasting the European Carbon Market 0 0 0 167 0 1 11 487
Forecasting the European Carbon Market 0 0 0 33 0 0 3 86
Forecasting with High-Dimensional Panel VARs 0 0 3 307 0 1 17 663
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 1 24 83
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 1 6 136
Forecasting with Medium and Large Bayesian VARs 0 0 1 100 0 1 49 186
Forecasting with Medium and Large Bayesian VARs 0 0 2 154 0 3 50 434
Forecasting with Medium and Large Bayesian VARs 1 2 2 145 2 5 29 274
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 1 9 144
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 128 0 1 12 335
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 0 17 48
Hierarchical shrinkage in time-varying parameter models 0 1 3 264 0 1 22 482
Hierarchical shrinkage in time-varying parameter models 0 1 1 122 1 4 23 189
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 0 6 41
Identifying Noise Shocks 0 0 0 54 0 0 10 108
Incorporating Micro Data into Macro Models Using Pseudo VARs 0 3 29 29 2 6 43 43
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 1 3 13 31
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 1 2 16 44
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 0 0 17 119
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 0 0 10 52
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 2 19 41
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 0 0 5 38
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 3 12 63
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Large Bayesian VARMAs 0 0 0 44 1 2 11 98
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 0 0 2 0 0 8 29
Large Bayesian VARMAs 0 1 1 21 1 4 13 62
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 1 2 20 64
Large Time-Varying Parameter VARs 0 0 2 114 0 7 72 305
Large Time-Varying Parameter VARs 0 0 0 64 0 1 27 192
Large time-varying parameter VARs 2 3 8 842 2 6 42 1,536
Large time-varying parameter VARs 0 0 2 43 1 1 24 178
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 2 14 408
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 0 2 15 74
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 2 7 339
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 0 0 6 60
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 0 0 19 276
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 0 8 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 1 3 11 132
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 0 17 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 2 11 79
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 2 11 96
Model uncertainty in panel vector autoregressive models 0 0 1 273 0 0 10 455
Modeling the Dynamics of Inflation Compensation 0 0 0 36 0 0 8 112
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 0 1 9 199
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 0 1 8 64
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 0 12 73
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 1 11 116
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 3 12 51
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 0 3 8 1,059
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 1 7 0 0 13 462
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 10 97
Nowcasting Scottish GDP Growth 0 0 0 30 0 0 7 118
Nowcasting Scottish GDP Growth 0 0 0 5 0 1 4 53
Nowcasting Scottish GDP growth 0 0 0 24 0 1 14 98
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 0 13 156
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 79 0 2 9 84
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 1 11 78
On Identification of Bayesian DSGE Models 0 0 0 210 2 4 17 379
On Identification of Bayesian DSGE Models 0 0 0 38 0 0 46 140
On Identification of Bayesian DSGE Models 0 0 0 93 0 1 18 200
On Identification of Bayesian DSGE Models 0 0 0 54 0 2 19 202
On Identification of Bayesian DSGE Models* 0 0 0 70 0 0 15 185
On the Evolution of Monetary Policy 0 0 1 14 0 0 14 60
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 0 4 189
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 2 129 0 2 14 349
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 1 1 10 102
Posterior inference on long-run impulse responses 0 0 0 0 0 0 4 21
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 1 10 26
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 1 9 19
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 0 7 25
Prior Elicitation in Multiple Change-point Models 0 0 0 92 0 0 7 367
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 1 11 29
Prior elicitation in multiple change-point models 0 0 0 104 0 3 13 504
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 217 1 1 11 509
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 0 1 14 566
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 1 2 11 214
Reconciled Estimates of Monthly GDP in the US 0 2 3 50 1 3 24 141
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 0 14 41
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 77 0 1 13 335
Regime-Switching Cointegration 0 0 0 45 0 1 16 79
Regime-Switching Cointegration 0 0 2 13 1 2 15 68
Regime-Switching Cointegration 0 0 2 122 0 2 17 325
Regime-Switching Cointegration* 0 0 0 178 1 1 18 394
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 1 5 19 175
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 1 2 8 264
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 1 7 176
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 0 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 22 58
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 0 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 1 7 115
Stochastic frontier models: a bayesian perspective 0 0 2 42 1 2 28 143
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 0 8 36
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 0 13 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 22 113
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 0 0 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 0 11 338
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 1 5 10 653
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 0 1 7 104
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 0 7 726
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 0 1 9 114
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 3 385 1 2 21 707
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 9 53
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 1 9 76
The Dynamics of UK and US Inflation Expectations 0 0 0 47 0 0 6 132
The Dynamics of UK and US Inflation Expectations 0 0 0 57 1 1 8 61
The Dynamics of UK and US Inflation Expectations 0 0 0 7 0 0 4 65
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 0 1 11 194
The Known Unknowns of Governance 0 0 0 6 0 1 8 57
The Vector Floor and Ceiling Model 0 0 0 77 0 0 14 1,065
The components of output growth: A cross-country analysis 0 0 0 3 0 1 7 46
The components of output growth: A cross-country analysis 0 0 0 1 0 1 6 14
The known unknowns of governance 0 0 0 22 1 1 11 71
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 231 0 1 20 2,286
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 1 6 26
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 1 1 24 0 3 15 108
Time Varying Dimension Models 0 0 0 29 0 0 9 132
Time Varying Dimension Models 0 0 0 2 0 1 9 32
Time Varying Dimension Models 0 0 0 67 0 1 14 226
Time Varying Dimension Models 0 0 0 51 2 3 94 390
Time Varying Dimension Models 0 0 1 119 0 0 12 439
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 0 1 14 261
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 1 9 619
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 0 13 170
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 0 120 0 1 10 109
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 0 69 0 0 7 122
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 83 0 1 18 222
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 1 5 14 258
Understanding Liquidity and Credit Risks in the Financial Crisis* 1 1 1 251 1 4 17 466
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 144 0 1 20 228
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 76 0 2 18 170
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 19 0 2 12 38
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 1 9 45
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 0 2 204
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 362 0 0 19 752
Variational Bayes inference in high-dimensional time-varying parameter models 1 1 1 20 1 3 9 59
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 19 0 1 12 74
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 0 15 240
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 0 12 89
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 0 13 67
Total Working Papers 11 56 234 23,671 79 357 3,880 70,945
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 0 1 6 459
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 3 4 8 276
A Bayesian analysis of multiple-output production frontiers 0 0 1 139 1 2 12 348
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 0 0 23 157
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 7 193
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 5 57 2 6 29 178
A New Model of Trend Inflation 0 1 4 132 0 4 19 450
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 320 0 0 8 1,122
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 55 0 2 12 224
A new index of financial conditions 0 2 10 291 2 13 44 1,569
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 0 3 10 82
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 1 3 14 29
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 0 154 1 1 9 339
Alternative efficiency measures for multiple-output production 0 0 0 75 0 0 5 251
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 0 0 9 19
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 1 1 12 48
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 1 1 11 261
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 0 9 317
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 0 4 26 34
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 2 3 13 208
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 0 11 305
Bayesian Analysis, Computation and Communication Software 0 0 0 187 1 1 8 658
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 2 10 364
Bayesian Methods for Empirical Macroeconomics 0 0 2 23 3 7 55 149
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 23 571 1 8 80 1,544
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 3 235
Bayesian analysis of logit models using natural conjugate priors 0 0 1 192 2 2 7 429
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 3 3 23 481
Bayesian compressed vector autoregressions 0 0 0 36 1 2 20 137
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 259 1 2 12 658
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 1 2 48 4 8 22 204
Bayesian inference in a time varying cointegration model 0 0 0 69 0 1 19 220
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 4 11 146
Bayesian long-run prediction in time series models 0 1 1 62 0 3 15 213
Bayesian model averaging in the instrumental variable regression model 0 1 1 43 1 4 20 154
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 1 2 15 189
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 161 0 0 5 560
Choosing between identification schemes in noisy-news models 0 0 1 3 2 3 16 25
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 2 14 136
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 1 1 11 132
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 1 1 21 48
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 0 1 11 71
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 2 111
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 0 9 245
Current developments in productivity and efficiency measurement 0 0 0 144 1 1 10 345
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 1 31 0 0 6 139
Do recessions permanently change output? 0 0 1 554 0 1 16 1,167
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 8 1 6 20 94
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 0 11 617
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 0 16 194
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 2 5 0 2 29 35
Econometric estimation of proportional hazard models 0 0 0 63 0 0 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 0 12 15
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 1 2 6 68
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 0 5 95
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 1 60 0 2 16 175
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 0 2 12 64
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 0 0 14 358
Exchange rate predictability and dynamic Bayesian learning 0 0 2 22 6 9 52 192
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 2 4 77 1 3 24 297
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 7 1 2 15 26
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 0 21 278
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 0 7 13
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 0 12 730
Forecasting the European carbon market 0 0 1 16 1 2 20 101
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 2 3 16 29
Forecasting with High‐Dimensional Panel VARs 0 0 2 22 0 0 22 78
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 1 3 28 266
Forecasting with dimension switching VARs 0 0 0 9 0 0 6 51
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 0 19 1 1 8 108
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 43 0 2 32 180
Identifying noise shocks 0 0 0 13 0 1 11 62
Impulse response analysis in nonlinear multivariate models 3 16 54 3,177 17 56 198 6,586
Incomplete models and reweighting 0 0 0 7 0 0 2 31
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 1 19 41
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 1 2 7 121
Is there an environmental Kuznets curve for deforestation? 0 0 4 520 0 1 23 2,071
Large Bayesian VARMAs 0 0 1 15 7 7 22 122
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 1 2 9 2 8 30 50
Large time-varying parameter VARs 1 2 14 253 3 15 52 678
Learning about the across-regime correlation in switching regression models 0 0 1 71 0 1 8 181
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 0 0 4 94
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 1 1 145 0 1 5 527
Model uncertainty in Panel Vector Autoregressive models 0 1 2 82 1 3 22 257
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 0 0 6 402
Modeling the dynamics of inflation compensation 0 1 1 51 0 3 7 178
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 4 23 363
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 1 13 46
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 1 2 10 104
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 1 1 11 172
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 1 1 14 39
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 2 10 0 1 10 46
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 1 1 10 44
On Identification of Bayesian DSGE Models 1 1 1 99 1 2 10 264
On the evolution of the monetary policy transmission mechanism 0 1 8 403 1 3 26 860
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 3 11 91
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 4 15 1 1 18 73
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 0 48 217
Parameter uncertainty and impulse response analysis 0 0 0 143 1 1 13 356
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 0 6 157
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 3 0 0 4 9
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 1 628 0 0 8 1,890
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 12 188
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 62 0 3 23 228
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 1 1 12 404
Reconciled Estimates of Monthly GDP in the United States 0 1 3 4 1 2 20 33
Regime-switching cointegration 0 0 2 44 2 2 15 149
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 4 29 0 0 21 102
Review of PCBRAP 0 0 0 21 0 0 5 175
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 2 2 13 27
Semiparametric Bayesian inference in multiple equation models 0 0 0 102 1 4 13 394
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 0 0 6 127
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 0 0 10 78
Stochastic frontier models: A Bayesian perspective 0 0 5 495 2 3 34 933
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 0 1 13 74
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 0 3 0 0 15 26
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 1 9 1 3 20 46
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 0 1 6 48
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 0 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 0 6 0 1 16 38
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 1 2 17 136
The dynamics of UK and US inflation expectations 0 0 0 30 0 0 12 102
The valuation of IPO and SEO firms 0 0 0 185 0 1 17 888
Time Varying Dimension Models 0 0 0 31 1 1 13 161
Time varying VARs with inequality restrictions 0 0 1 89 1 1 20 259
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 1 2 212
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 0 1 23 241
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 0 0 19 50
Understanding liquidity and credit risks in the financial crisis 0 0 0 41 2 4 18 177
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 51 1 4 16 211
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 1 2 11 143
Total Journal Articles 6 35 194 12,823 108 306 2,254 42,246

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 0 2 19 108
Bayesian Econometric Methods 0 0 0 0 1 3 27 189
Total Books 0 0 0 0 1 5 46 297

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 0 11 14
Macroeconomic Nowcasting Using Google Probabilities☆ 1 2 4 57 1 4 32 200
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 2 5 18 109
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 0 2 6 7
The Vector Floor and Ceiling Model 0 0 0 0 0 0 11 13
Total Chapters 1 2 4 78 3 11 78 343

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07