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 0 0 9 456
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 67 0 1 16 142
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 2 18 194
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 8 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 9 227
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 0 2 32 755
A New Index of Financial Conditions 0 0 2 145 0 2 21 754
A New Model Of Trend Inflation 0 0 0 77 1 2 16 201
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 1 1 153 1 4 13 260
A New Model of Trend Inflation 0 0 0 99 0 0 15 226
A New Model of Trend Inflation 0 0 2 116 0 1 20 252
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 0 3 24 24 0 7 13 13
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 4 59
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 1 1 2 6
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 60 0 2 12 164
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 11 87
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 0 10 13
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 1 0 1 9 47
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 1 9 75
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 0 8 399
A new index of financial conditions 0 0 2 116 0 1 16 406
A new index of financial conditions 0 0 1 62 0 3 13 170
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 1 2 16 131
Alternative efficiency measures for multiple-output production 0 0 0 9 0 0 4 373
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 1 177 0 1 14 856
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 0 2 20 73
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 0 1 17 475
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 101 0 0 13 322
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 332 0 0 15 1,404
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 733 1 2 19 2,340
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 0 17 402
Bayesian Analysis of Stochastic Frontier Models 0 0 1 43 0 2 15 1,337
Bayesian Approaches to Cointegration 0 0 1 281 0 0 17 649
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 12 106
Bayesian Compressed Vector Autoregressions 0 0 0 31 1 1 19 89
Bayesian Compressed Vector Autoregressions 0 0 1 233 2 3 17 447
Bayesian Compressed Vector Autoregressions 0 0 1 30 0 0 3 51
Bayesian Econometric Methods 0 0 0 4 2 3 21 687
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 0 0 11 745
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 4 84 1 5 38 118
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 1 77 0 1 26 94
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 0 13 84
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 2 12 69
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 2 18 663
Bayesian Inference in a Cointegrating Panel Data Model 0 0 1 17 0 2 12 78
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 1 2 8 167
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 6 0 1 20 58
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 4 16 83
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 1 2 14 210
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 1 9 299
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 8 75
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 3 3 12 150
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 6 94
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 3 114 0 5 26 81
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 0 0 11 53
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 1 1 0 2 26 81
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 0 14 640 1 3 39 1,597
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 1 42 2,811 3 8 144 6,650
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 7 535
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 1 2 14 416
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 1 113 2 2 14 288
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 1 17 45
Bayesian approaches to cointegratrion 0 0 3 36 1 1 16 119
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 3 18 198
Bayesian dynamic variable selection in high dimensions 0 0 0 0 2 3 16 23
Bayesian dynamic variable selection in high dimensions 0 0 0 10 0 1 13 48
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 0 23 58
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 0 7 23
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 1 2 6 9
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 0 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 0 11 49
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 0 3 18 32
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 1 1 1 0 2 11 173
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 145 0 0 12 460
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 0 2 13 81
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 14 44
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 1 2 14 31
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 1 2 15 29
Decision synthesis in monetary policy 0 0 1 20 0 2 6 53
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 99 0 3 29 385
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 0 8 83
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 0 0 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 1 16 419
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 1 1 14 0 1 9 61
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 0 17 467
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 1 1 12 207
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 0 3 14 109
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 0 105 0 0 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 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 0 10 0 0 10 100
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 1 12 0 0 15 96
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 1 1 20 109
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 1 12 83
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 0 2 12 25
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 1 9 29
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 0 2 12 32
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 21 0 0 14 131
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 2 15 141
Forecasting Inflation Using Dynamic Model Averaging 0 2 6 621 2 5 29 1,255
Forecasting Inflation Using Dynamic Model Averaging* 0 1 1 179 3 7 29 386
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 1 1 27 359
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 123 0 2 16 128
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 34 2 4 13 75
Forecasting With High Dimensional Panel VARs 0 0 1 341 1 2 9 585
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 0 14 1,006
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 252 1 1 14 824
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 0 192 0 2 13 597
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 1 274 0 0 24 681
Forecasting the European Carbon Market 0 0 0 167 0 2 11 489
Forecasting the European Carbon Market 0 0 0 33 3 3 5 89
Forecasting with High-Dimensional Panel VARs 0 0 2 307 0 0 13 663
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 24 83
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 1 5 136
Forecasting with Medium and Large Bayesian VARs 0 0 1 154 0 0 49 434
Forecasting with Medium and Large Bayesian VARs 0 1 2 145 0 4 31 276
Forecasting with Medium and Large Bayesian VARs 0 0 1 100 0 1 50 187
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 128 1 2 14 337
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 1 17 49
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 0 8 144
Hierarchical shrinkage in time-varying parameter models 0 0 1 122 0 2 23 190
Hierarchical shrinkage in time-varying parameter models 0 0 2 264 1 2 22 484
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 1 1 7 42
Identifying Noise Shocks 0 0 0 54 0 1 10 109
Incorporating Micro Data into Macro Models Using Pseudo VARs 0 0 29 29 1 3 44 44
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 0 1 12 31
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 0 1 10 44
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 66 0 1 17 120
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 0 1 9 53
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 1 20 42
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 4 16 67
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 1 16 24
Large Bayesian VARMAs 0 0 0 44 0 3 13 100
Large Bayesian VARMAs 0 0 0 2 0 0 8 29
Large Bayesian VARMAs 0 0 1 21 0 1 13 62
Large Bayesian VARMAs 0 0 0 88 2 2 20 115
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 0 2 21 65
Large Time-Varying Parameter VARs 1 1 1 65 1 1 28 193
Large Time-Varying Parameter VARs 0 0 2 114 0 4 74 309
Large time-varying parameter VARs 1 1 3 44 1 3 26 180
Large time-varying parameter VARs 0 2 8 842 0 2 40 1,536
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 0 14 408
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 0 40 2 3 17 77
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 1 8 340
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 0 5 0 0 16 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 0 2 11 133
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 0 11 79
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 72 0 0 7 69
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 1 11 97
Model uncertainty in panel vector autoregressive models 0 0 0 273 0 0 8 455
Modeling the Dynamics of Inflation Compensation 0 0 0 36 0 1 9 113
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 1 1 9 200
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 11 116
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 2 13 75
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 11 51
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 0 2 10 66
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 1 1 425 0 1 9 1,060
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 0 7 0 2 14 464
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 10 98
Nowcasting Scottish GDP Growth 0 0 0 30 1 1 7 119
Nowcasting Scottish GDP Growth 0 0 0 5 0 0 4 53
Nowcasting Scottish GDP growth 0 0 0 24 0 1 14 99
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 79 0 1 10 85
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 0 12 156
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 2 13 80
On Identification of Bayesian DSGE Models 0 0 0 210 0 3 18 380
On Identification of Bayesian DSGE Models 0 0 0 38 0 3 49 143
On Identification of Bayesian DSGE Models 0 0 0 93 0 2 19 202
On Identification of Bayesian DSGE Models 0 0 0 54 0 1 19 203
On Identification of Bayesian DSGE Models* 0 0 0 70 2 6 21 191
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 1 5 190
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 1 129 3 3 15 352
Posterior analysis of stochastic frontier models using Gibbs sampling 1 1 1 28 1 2 10 103
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 10 0 2 8 27
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 9 26
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 8 19
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 0 10 29
Prior Elicitation in Multiple Change-point Models 0 0 0 92 0 1 8 368
Prior elicitation in multiple change-point models 0 0 0 104 0 0 13 504
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 217 0 4 13 512
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 0 3 11 216
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 0 0 14 566
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 2 3 16 44
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 77 0 0 13 335
Regime-Switching Cointegration 0 0 0 45 0 0 16 79
Regime-Switching Cointegration 0 0 2 122 0 0 15 325
Regime-Switching Cointegration 0 0 2 13 0 3 17 70
Regime-Switching Cointegration* 0 0 0 178 0 1 18 394
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 0 1 8 264
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 0 6 176
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 0 21 58
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 1 2 10 224
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 8 116
Stochastic frontier models: a bayesian perspective 0 0 2 42 1 2 29 144
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 1 9 37
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 1 1 79 1 2 23 114
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 0 1 13 33
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 0 0 8 100
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 0 117 0 2 10 654
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 0 2 13 340
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 0 0 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 1 2 11 116
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 385 0 3 21 709
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 9 54
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 0 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 7 0 1 5 66
The Dynamics of UK and US Inflation Expectations 0 0 0 57 1 2 9 62
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 0 1 12 195
The Known Unknowns of Governance 0 0 0 6 0 0 8 57
The Vector Floor and Ceiling Model 0 0 0 77 1 1 15 1,066
The components of output growth: A cross-country analysis 0 0 0 3 0 2 9 48
The components of output growth: A cross-country analysis 1 1 1 2 1 1 6 15
The known unknowns of governance 0 0 0 22 0 2 10 72
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 231 2 2 20 2,288
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 0 6 26
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 1 24 0 0 15 108
Time Varying Dimension Models 0 0 1 119 2 4 16 443
Time Varying Dimension Models 0 0 0 2 1 1 10 33
Time Varying Dimension Models 0 0 0 67 1 2 15 228
Time Varying Dimension Models 0 0 0 51 1 3 94 391
Time Varying Dimension Models 0 0 0 29 1 2 11 134
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 1 1 1 43 1 1 11 83
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 2 10 621
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 2 2 16 263
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 1 1 1 68 1 2 15 172
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 0 69 1 1 7 123
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 83 1 1 19 223
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 0 1 12 258
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 1 1 251 0 1 17 466
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 76 1 3 19 173
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 144 0 0 20 228
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 1 9 46
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 1 2 205
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 20 1 4 12 62
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 362 1 1 20 753
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 8 25 220 23,342 90 340 3,882 70,593
9 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 0 6 459
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 0 3 8 276
A Bayesian analysis of multiple-output production frontiers 0 0 1 139 0 1 12 348
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 1 1 23 158
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 0 2 24 178
A New Model of Trend Inflation 0 0 3 132 2 5 23 455
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 320 0 1 9 1,123
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 55 0 0 10 224
A new index of financial conditions 3 4 13 295 3 8 47 1,575
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 0 0 10 82
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 1 1 2 5 1 2 13 30
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 0 154 0 2 10 340
Alternative efficiency measures for multiple-output production 0 0 0 75 0 0 4 251
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 0 0 7 19
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 1 12 48
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 1 11 261
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 1 1 9 318
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 0 0 24 34
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 0 2 13 208
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 0 10 305
Bayesian Analysis, Computation and Communication Software 0 0 0 187 0 2 9 659
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 0 10 364
Bayesian Methods for Empirical Macroeconomics 0 0 2 23 1 4 56 150
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 2 22 573 2 6 77 1,549
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 0 2 7 429
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 0 3 21 481
Bayesian compressed vector autoregressions 0 0 0 36 2 3 20 139
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 259 0 4 13 661
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 2 48 1 6 24 206
Bayesian inference in a time varying cointegration model 0 0 0 69 0 2 20 222
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 0 11 146
Bayesian long-run prediction in time series models 0 0 1 62 1 1 16 214
Bayesian model averaging in the instrumental variable regression model 2 2 3 45 3 5 23 158
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 0 1 14 189
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 1 2 4 0 3 17 26
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 0 14 136
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 0 1 11 132
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 4 0 2 20 49
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 1 1 12 72
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 0 1 10 345
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 1 31 0 1 7 140
Do recessions permanently change output? 0 0 1 554 1 1 17 1,168
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 8 1 3 20 96
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 0 9 617
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 1 1 43 0 1 17 195
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 1 3 6 1 2 29 37
Econometric estimation of proportional hazard models 0 0 0 63 0 0 9 157
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 1 2 5 0 2 12 17
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 0 1 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 0 60 0 0 12 175
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 13 66
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 1 1 15 359
Exchange rate predictability and dynamic Bayesian learning 0 0 1 22 1 9 51 195
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 3 77 3 13 33 309
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 1 1 8 0 2 16 27
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 2 9 15
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 1 22 279
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 0 11 730
Forecasting the European carbon market 0 0 1 16 2 4 23 104
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 0 2 15 29
Forecasting with High‐Dimensional Panel VARs 0 0 2 22 0 0 21 78
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 0 1 24 266
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 4 11 111
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 2 43 2 2 30 182
Identifying noise shocks 0 0 0 13 0 0 9 62
Impulse response analysis in nonlinear multivariate models 8 13 55 3,187 22 55 216 6,624
Incomplete models and reweighting 0 0 0 7 0 0 2 31
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 1 1 1 8 3 3 21 44
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 1 7 121
Is there an environmental Kuznets curve for deforestation? 0 0 2 520 0 0 20 2,071
Large Bayesian VARMAs 0 0 0 15 0 7 20 122
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 1 2 10 2 8 31 56
Large time-varying parameter VARs 1 3 14 255 4 9 51 684
Learning about the across-regime correlation in switching regression models 0 0 1 71 0 0 8 181
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 0 1 5 95
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 1 145 0 0 5 527
Model uncertainty in Panel Vector Autoregressive models 0 0 2 82 1 3 22 259
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 1 1 7 403
Modeling the dynamics of inflation compensation 0 0 1 51 0 0 7 178
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 1 1 10 113
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 0 1 23 364
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 13 46
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 0 2 11 105
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 1 4 13 175
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 10 1 2 14 40
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 2 10 1 2 11 48
Nowcasting in a pandemic using non-parametric mixed frequency VARs 3 3 3 14 3 4 12 47
On Identification of Bayesian DSGE Models 0 1 1 99 0 2 11 265
On the evolution of the monetary policy transmission mechanism 1 1 8 404 1 2 25 861
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 0 11 91
One size does not fit all… panel data: Bayesian model averaging and data poolability 1 1 5 16 2 4 21 76
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 2 12 357
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 1 7 158
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 1 9 1,891
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 11 188
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 62 0 0 23 228
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 0 1 11 404
Reconciled Estimates of Monthly GDP in the United States 0 0 2 4 1 2 18 34
Regime-switching cointegration 0 0 2 44 0 2 15 149
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 3 29 0 1 20 103
Review of PCBRAP 0 0 0 21 0 0 4 175
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 3 13 28
Semiparametric Bayesian inference in multiple equation models 0 0 0 102 0 2 13 395
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 9 78
Stochastic frontier models: A Bayesian perspective 0 1 6 496 1 5 36 936
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 75
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 0 3 2 3 17 29
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 1 2 10 1 4 22 49
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 0 1 7 49
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 0 16 244
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 1 2 17 40
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 3 4 20 139
The dynamics of UK and US inflation expectations 1 2 2 32 1 3 15 105
The valuation of IPO and SEO firms 0 0 0 185 0 0 17 888
Time Varying Dimension Models 0 0 0 31 0 2 14 162
Time varying VARs with inequality restrictions 0 0 1 89 0 1 20 259
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 1 1 3 213
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 1 1 1 69 2 3 23 244
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 1 1 17 51
Understanding liquidity and credit risks in the financial crisis 0 1 1 42 0 4 20 179
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 51 0 1 14 211
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 2 3 12 145
Total Journal Articles 24 45 202 12,862 92 297 2,294 42,435

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 1 4 30 192
Bayesian Econometric Methods 0 0 0 0 2 2 20 110
Total Books 0 0 0 0 3 6 50 302

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☆ 0 1 3 57 2 3 29 202
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 2 4 19 111
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 0 1 7 8
The Vector Floor and Ceiling Model 0 0 0 0 0 0 11 13
Total Chapters 0 1 3 78 4 8 77 348

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