Access Statistics for Gary Koop

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Working Paper File Downloads Abstract Views
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A Bayesian analysis of multiple-output production frontier 0 0 0 16 0 0 1 447
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 3 82 0 3 8 163
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 1 60 0 1 3 103
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 1 80
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 1 216
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 1 143
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 0 352
A New Index of Financial Conditions 0 0 3 141 0 0 9 714
A New Index of Financial Conditions 0 0 1 74 0 2 5 699
A New Model Of Trend Inflation 0 0 1 76 0 0 1 181
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 1 1 147 0 2 10 230
A New Model of Trend Inflation 0 0 0 112 0 1 5 229
A New Model of Trend Inflation 0 0 1 99 0 0 2 207
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 1 3
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 1 51
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 1 1 59 0 1 1 151
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 1 61 0 0 2 75
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 0 0 1
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 1 24
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 1 2 4 33
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 1 2 62
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 0 1 382
A new index of financial conditions 0 0 1 59 1 2 3 149
A new index of financial conditions 0 1 3 111 0 2 7 379
A new look at variation in employment growth in Canada 0 0 0 39 0 0 1 152
A new model of trend inflation 0 0 0 38 0 0 3 108
Alternative efficiency measures for multiple-output production 0 0 0 8 0 0 2 367
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 0 176 0 0 1 837
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 1 5 40 1 4 14 47
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 0 0 0 456
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 99 1 1 3 301
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 330 0 1 1 1,384
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 0 0 383
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 1 2 731 0 1 5 2,315
Bayesian Analysis of Stochastic Frontier Models 0 1 2 37 0 1 5 1,309
Bayesian Approaches to Cointegration 0 0 2 275 0 1 8 618
Bayesian Compressed Vector Autoregressions 0 0 0 30 0 0 1 67
Bayesian Compressed Vector Autoregressions 0 0 2 231 0 1 6 426
Bayesian Compressed Vector Autoregressions 0 0 0 27 0 0 1 45
Bayesian Compressed Vector Autoregressions 0 1 1 38 0 2 3 92
Bayesian Econometric Methods 0 0 0 4 3 8 30 624
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 0 0 1 729
Bayesian Forecasting in the 21st Century: A Modern Review 2 20 71 71 2 7 33 33
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 1 1 64 0 2 8 66
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 1 1 3 34 1 1 4 50
Bayesian Inference in a Cointegrating Panel Data Model 1 1 1 270 2 2 2 637
Bayesian Inference in a Cointegrating Panel Data Model 0 0 2 15 0 0 3 59
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 58 0 0 2 153
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 5 0 0 0 36
Bayesian Inference in the Time Varying Cointegration Model 0 0 2 31 2 2 17 139
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 9 0 0 3 62
Bayesian Inference in the Time Varying Cointegration Model* 0 0 1 80 0 0 2 190
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 2 65
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 0 3 282
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 0 2 126
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 39 0 0 2 84
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 76 78 78 0 11 13 13
Bayesian Modeling of Time-varying Parameters Using Regression Trees 1 3 106 106 1 3 30 30
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 3 19 86 2,539 18 61 259 5,903
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 2 12 580 0 6 32 1,429
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 0 524
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 0 0 0 402
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 1 1 112 0 1 2 273
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 0 2 25
Bayesian approaches to cointegratrion 0 0 0 31 0 0 1 97
Bayesian dynamic variable selection in high dimensions 0 0 0 9 0 0 3 33
Bayesian dynamic variable selection in high dimensions 1 1 8 94 1 2 32 173
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 1 4
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 5 0 1 5 32
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 0 0 13
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 8 0 0 1 49
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 0 0 0 0 1
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 0 0 193
Bayesian long-run prediction in time series models 0 0 1 6 0 1 3 33
Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) 0 0 0 0 1 2 2 155
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 143 0 0 0 436
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 0 26
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 57 0 0 2 63
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 2 30 1 2 6 58
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 5 0 0 1 17
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 1 181
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 96 1 4 17 346
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 1 1 73
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 29 0 2 3 34
Dynamic asymmetries in US unemployment 0 0 0 45 0 1 2 399
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 10 0 0 0 45
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 158 0 1 3 442
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 1 94 0 0 1 192
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 1 1 38 0 1 1 94
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 1 1 103 0 1 1 194
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 1 79
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 1 88
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 1 36
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 2 10 80
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 3 7 253
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 2 55 1 4 6 52
Forecasting Inflation Using Dynamic Model Averaging 0 4 14 586 2 10 37 1,167
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 88 1 2 7 115
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 19 2 2 2 109
Forecasting Inflation Using Dynamic Model Averaging* 1 1 1 170 1 1 6 337
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 1 2 58 0 1 8 93
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 0 0 0 327
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 0 0 301
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 12 16 0 1 15 21
Forecasting US Inflation Using Bayesian Nonparametric Models 0 7 30 118 5 15 65 95
Forecasting With High Dimensional Panel VARs 0 1 6 333 1 2 10 553
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 1 1 2 383 1 2 3 989
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 251 0 0 1 804
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 190 0 1 7 581
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 0 271 0 1 2 650
Forecasting the European Carbon Market 0 1 1 167 0 1 6 462
Forecasting the European Carbon Market 0 0 0 33 0 0 0 82
Forecasting with High-Dimensional Panel VARs 1 3 14 272 2 7 27 592
Forecasting with High-Dimensional Panel VARs 0 2 3 118 1 3 9 117
Forecasting with High-Dimensional Panel VARs 0 0 2 21 0 0 3 54
Forecasting with Medium and Large Bayesian VARs 0 1 2 95 0 4 14 121
Forecasting with Medium and Large Bayesian VARs 0 2 8 146 2 7 37 364
Forecasting with Medium and Large Bayesian VARs 1 1 3 139 2 3 6 236
Hierarchical Shrinkage in Time-Varying Parameter Models 0 2 5 123 1 3 12 308
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 4 0 0 2 28
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 40 0 0 1 128
Hierarchical shrinkage in time-varying parameter models 0 0 2 250 0 0 5 444
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 0 1 166
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 1 14 0 0 1 33
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 0 0 2
Identifying Noise Shocks 1 1 3 52 1 2 8 95
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 1 2 94
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 10 0 0 1 39
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 1 1 2 13
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 1 1 6 32 2 3 14 39
Large Bayesian VARMAs 0 0 1 19 0 0 1 45
Large Bayesian VARMAs 0 0 0 2 0 0 0 19
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 88 0 0 2 93
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 3 4 64 1 3 9 38
Large Time-Varying Parameter VARs 0 0 1 103 0 0 2 213
Large Time-Varying Parameter VARs 0 2 3 60 0 2 4 155
Large time-varying parameter VARs 1 5 16 814 1 5 29 1,447
Large time-varying parameter VARs 0 1 2 39 0 2 7 138
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 2 2 7 387
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 5 38 0 1 15 52
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 0 0 327
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 0 0 0 53
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 0 0 1 254
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 27 0 0 2 64
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 2 60
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 4 0 0 0 48
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 110 0 0 0 117
Model uncertainty in panel vector autoregressive models 0 1 4 254 3 4 11 413
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 84
Modeling the Dynamics of Inflation Compensation 1 1 1 36 1 1 1 103
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 85 0 0 0 186
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 1 1 2 47 2 2 3 105
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 1 18 0 0 1 59
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 0 38
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 0 0 53
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 423 0 1 3 1,047
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 2 4 1 1 4 447
Nowcasting 'true' monthly US GDP during the pandemic 0 1 6 59 0 2 17 80
Nowcasting Scottish GDP Growth 0 0 0 4 0 0 3 42
Nowcasting Scottish GDP Growth 0 0 0 29 0 0 2 105
Nowcasting Scottish GDP growth 0 0 0 22 0 0 4 78
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 5 56 3 4 21 131
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 77 0 1 5 64
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 50 1 1 6 58
On Identification of Bayesian DSGE Models 0 0 1 52 0 1 2 178
On Identification of Bayesian DSGE Models 0 0 0 36 0 0 0 91
On Identification of Bayesian DSGE Models 0 0 0 93 0 0 0 181
On Identification of Bayesian DSGE Models 0 0 0 210 0 0 2 361
On Identification of Bayesian DSGE Models* 0 0 1 70 0 0 2 168
On the Evolution of Monetary Policy 0 4 4 10 0 4 8 34
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 0 2 179
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 1 124 0 0 3 319
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 1 24 0 0 2 78
Posterior inference on long-run impulse responses 0 0 0 0 0 1 1 15
Prior Elicitation in Multiple Change-point Models 0 0 0 92 0 0 0 360
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 0 0 15
Prior elicitation in multiple change-point models 0 0 0 103 1 1 1 489
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 214 0 0 1 491
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 51 0 0 0 200
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 146 0 1 4 549
Reconciled Estimates of Monthly GDP in the US 0 1 8 43 0 3 22 104
Reconciled Estimates of Monthly GDP in the US 0 0 2 8 0 0 6 17
Reconciled Estimates of Monthly GDP in the US 0 0 1 57 1 2 10 157
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 1 2 2 317
Regime-Switching Cointegration 0 0 0 45 0 0 0 62
Regime-Switching Cointegration 0 0 0 9 0 1 1 42
Regime-Switching Cointegration 0 0 0 118 1 2 6 300
Regime-Switching Cointegration* 0 0 1 176 0 0 5 367
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 1 1 3 58 1 1 5 90
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 2 7 93 1 4 15 126
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 0 0 0 255
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 0 0 168
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 0 2 474
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 1 89 0 0 1 212
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 1 1 3 107
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 1 6 1 1 3 36
Stochastic frontier models: a bayesian perspective 0 0 4 37 1 2 10 107
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 2 3 23 0 3 11 26
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 6 75 1 3 21 77
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 27 0 0 0 88
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 21 0 0 2 54
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 0 0 0 643
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 1 99 0 0 2 327
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 1 8 0 0 1 97
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 0 0 718
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 1 1 1 104
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 1 373 0 1 5 673
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 0 40
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 0 2 65
The Dynamics of UK and US Inflation Expectations 0 1 1 47 1 3 3 123
The Dynamics of UK and US Inflation Expectations 0 0 0 5 1 1 2 59
The Dynamics of UK and US Inflation Expectations 0 0 0 57 0 0 0 53
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 0 0 0 181
The Known Unknowns of Governance 0 0 0 6 0 0 0 46
The Vector Floor and Ceiling Model 0 0 0 77 1 1 1 1,050
The components of output growth: A cross-country analysis 0 0 0 3 0 0 0 36
The components of output growth: A cross-country analysis 0 0 0 0 0 0 0 5
The known unknowns of governance 0 0 0 22 0 0 0 60
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 0 230 1 2 6 2,250
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 0 0 1 90
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 0 0 20
Time Varying Dimension Models 0 0 0 117 0 0 8 424
Time Varying Dimension Models 0 0 0 51 2 2 4 281
Time Varying Dimension Models 0 0 0 29 0 0 1 120
Time Varying Dimension Models 0 0 0 2 0 0 1 23
Time Varying Dimension Models 0 0 2 66 0 0 3 207
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 41 0 0 1 68
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 112 0 0 3 230
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 281 0 0 1 606
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 2 64 0 0 3 152
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 0 116 0 3 7 90
UK regional nowcasting using a mixed frequency vector autoregressive model 1 2 3 66 1 2 6 108
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 82 0 1 4 193
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 2 8 29 232
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 0 5 20 433
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 1 1 74 1 4 7 144
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 142 1 3 7 199
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 2 17 17 1 3 17 17
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 2 6 50 0 3 17 32
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 2 360 0 2 13 728
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 7 50 1 5 26 175
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 16 0 0 0 42
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 13 0 0 2 48
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 1 1 24 0 1 6 74
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage 0 0 1 101 0 0 2 218
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 1 3 50
Total Working Papers 21 203 687 22,660 102 351 1,534 64,563


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 1 452
A Bayesian analysis of a variance decomposition for stock returns 0 1 2 90 0 1 3 266
A Bayesian analysis of multiple-output production frontiers 0 0 2 137 0 0 8 329
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 2 6 32 1 5 13 109
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 1 184
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 4 10 20 1 5 23 83
A New Model of Trend Inflation 2 2 4 118 3 3 13 399
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 318 0 0 3 1,101
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 2 52 1 3 10 202
A new index of financial conditions 0 3 18 261 3 13 53 1,423
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 14 1 1 1 66
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 0 0 2 4 4
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 1 2 152 0 1 3 327
Alternative efficiency measures for multiple-output production 0 0 0 73 0 0 0 241
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 0 0 0 1 6
An empirical assessment of recent challenges in today's financial markets 0 0 0 11 0 0 0 31
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 0 0 249
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 0 1 305
Bayes factors and nonlinearity: Evidence from economic time series1 1 1 2 68 1 1 3 190
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 0 0 291
Bayesian Analysis, Computation and Communication Software 0 0 1 185 0 0 4 646
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 0 0 352
Bayesian Methods for Empirical Macroeconomics 0 0 0 16 2 4 7 69
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 4 27 490 4 19 100 1,270
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 0 232
Bayesian analysis of logit models using natural conjugate priors 0 1 2 186 0 2 8 412
Bayesian analysis of long memory and persistence using ARFIMA models 0 1 3 95 0 2 5 448
Bayesian compressed vector autoregressions 0 0 4 34 0 2 13 103
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 1 1 3 257 1 1 5 636
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 45 0 0 1 178
Bayesian inference in a time varying cointegration model 0 0 3 61 0 1 10 175
Bayesian inference in models based on equilibrium search theory 0 0 2 36 0 0 3 130
Bayesian long-run prediction in time series models 0 0 0 58 0 0 0 190
Bayesian model averaging in the instrumental variable regression model 0 0 1 40 0 0 2 125
Bayesian variants of some classical semiparametric regression techniques 0 1 1 59 1 2 4 167
Carbon dioxide emissions and economic growth: A structural approach 0 0 1 160 0 0 2 550
Choosing between identification schemes in noisy-news models 0 0 1 1 0 1 5 6
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 1 1 1 117
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 1 33 0 1 6 120
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 2 0 0 1 18
Computationally efficient inference in large Bayesian mixed frequency VARs 2 2 3 14 2 2 7 50
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 0 106
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 0 4 233
Current developments in productivity and efficiency measurement 0 0 0 143 0 0 0 332
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 1 2 27 0 3 6 123
Do recessions permanently change output? 0 0 2 550 0 0 8 1,141
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 4 0 0 2 60
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 3 6 598
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 3 4 6 171
Econometric estimation of proportional hazard models 0 0 0 63 0 0 0 147
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 14 0 0 4 59
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 0 0 90
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 1 51 0 0 4 144
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 8 0 0 1 49
Estimation and Forecasting in Models with Multiple Breaks 3 3 4 106 3 7 12 314
Exchange rate predictability and dynamic Bayesian learning 0 0 2 14 2 4 17 94
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 2 4 60 3 7 19 233
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 0 0 0 0 0
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 0 0 3
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 1 1 4 254
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 3 5 8 708
Forecasting the European carbon market 0 0 0 14 0 0 2 77
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 1 1 1 0 2 4 4
Forecasting with High‐Dimensional Panel VARs 0 4 4 17 2 6 9 40
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 0 3 12 219
Forecasting with dimension switching VARs 0 0 0 9 0 0 1 42
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 3 18 0 2 7 85
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 2 31 0 0 5 129
Identifying noise shocks 0 1 3 12 1 2 5 43
Impulse response analysis in nonlinear multivariate models 13 25 88 2,924 25 63 216 5,909
Incomplete models and reweighting 0 0 0 7 0 0 0 28
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 2 3 0 2 7 15
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 0 0 109
Is there an environmental Kuznets curve for deforestation? 0 1 8 506 0 2 17 2,022
Large Bayesian VARMAs 1 1 1 13 1 1 3 95
Large time-varying parameter VARs 0 1 4 224 1 4 15 566
Learning about the across-regime correlation in switching regression models 0 1 1 67 0 1 3 165
Measuring differential forest outcomes: A tale of two countries 0 0 1 20 0 0 1 86
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 0 139 0 0 2 510
Model uncertainty in Panel Vector Autoregressive models 1 1 5 74 1 2 12 214
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 0 0 0 395
Modeling the dynamics of inflation compensation 0 0 3 48 0 1 5 166
Modeling the relationship between European carbon permits and certified emission reductions 0 1 4 21 0 1 9 92
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 1 1 2 118 1 1 4 337
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 1 31
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 0 0 0 94
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 1 54 0 0 2 157
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 1 2 6 0 1 2 18
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 1 5 1 3 7 25
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 2 2 1 5 10 10
On Identification of Bayesian DSGE Models 0 0 0 95 0 0 2 247
On the evolution of the monetary policy transmission mechanism 0 4 16 366 2 11 38 770
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 13 0 1 1 76
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 1 7 2 2 7 44
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 1 1 166
Parameter uncertainty and impulse response analysis 0 0 1 140 0 0 3 336
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 1 2 2 148
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 0 1 0 0 0 2
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 1 3 627 0 3 6 1,876
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 1 167
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 59 0 0 1 201
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 0 0 1 387
Regime-switching cointegration 0 0 0 39 0 2 2 124
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 1 2 13 2 4 7 51
Review of PCBRAP 0 0 0 21 0 0 0 170
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 1 2 3 12
Semiparametric Bayesian inference in multiple equation models 0 0 0 100 0 0 1 379
Semiparametric Bayesian inference in smooth coefficient models 0 0 1 30 1 1 4 114
Should we care about the uncertainty around measures of political-economic development? 0 0 1 8 1 1 3 55
Stochastic frontier models: A Bayesian perspective 0 0 5 479 1 3 14 869
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 0 0 2 59
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 0 0 0 39
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 0 0 224
Testing for optimality in job search models 0 0 0 2 0 0 0 255
The Components of Output Growth: A Stochastic Frontier Analysis 0 1 1 2 1 3 5 11
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 31 0 0 4 109
The dynamics of UK and US inflation expectations 0 0 1 29 2 2 3 88
The valuation of IPO and SEO firms 0 0 0 182 0 1 3 862
Time Varying Dimension Models 0 0 1 28 1 1 3 138
Time varying VARs with inequality restrictions 1 1 1 86 1 1 2 220
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 1 209
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 62 2 3 12 184
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 1 3 6 0 1 6 23
Understanding liquidity and credit risks in the financial crisis 0 0 0 38 1 3 6 152
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 1 2 47 1 6 13 172
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 0 1 2 128
Total Journal Articles 30 80 296 11,967 91 264 946 37,861


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 16 115
Bayesian Econometric Methods 0 0 0 0 6 8 22 47
Total Books 0 0 0 0 8 11 38 162


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic Nowcasting Using Google Probabilities☆ 0 0 3 33 2 2 10 113
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 1 1 2 17 3 4 7 74
Total Chapters 1 1 5 50 5 6 17 187


Statistics updated 2023-05-07