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 2 3 8 455
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 1 67 2 7 19 140
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 8 20 192
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 1 1 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 2 2 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 3 4 8 155
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 2 5 12 364
A New Index of Financial Conditions 0 0 1 144 3 5 20 750
A New Index of Financial Conditions 1 1 2 79 2 9 31 751
A New Model Of Trend Inflation 0 0 0 77 1 3 16 199
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 3 4 11 256
A New Model of Trend Inflation 0 0 0 99 1 2 16 225
A New Model of Trend Inflation 1 1 2 116 1 4 18 250
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 1 1 6 59
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 1 1 5
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 3 10 161
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 5 5 10 86
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 1 1 2 28
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 4 4 9 11
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 3 3 8 46
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 1 9 74
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 4 5 10 399
A new index of financial conditions 0 0 1 62 0 3 11 167
A new index of financial conditions 1 1 2 116 5 8 17 404
A new look at variation in employment growth in Canada 0 0 1 40 2 4 6 159
A new model of trend inflation 0 0 3 41 3 5 17 128
Alternative efficiency measures for multiple-output production 0 0 0 9 0 1 3 372
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 1 177 7 7 13 855
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 4 7 17 69
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 2 3 14 472
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 101 4 7 14 322
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 331 5 6 15 1,403
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 1 1 1 733 2 7 16 2,335
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 2 6 16 401
Bayesian Analysis of Stochastic Frontier Models 0 0 1 43 5 6 15 1,334
Bayesian Approaches to Cointegration 0 1 1 281 3 5 18 649
Bayesian Compressed Vector Autoregressions 0 0 0 31 3 9 16 86
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 2 12 104
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 1 1 1 233 4 4 15 443
Bayesian Econometric Methods 0 0 0 4 1 6 22 683
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 1 3 10 743
Bayesian Forecasting in Economics and Finance: A Modern Review 1 2 4 83 7 13 40 112
Bayesian Forecasting in the 21st Century: A Modern Review 0 1 2 77 4 8 24 90
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 2 4 12 83
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 2 3 11 66
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 2 2 11 74
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 3 9 14 658
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 3 3 8 165
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 3 13 19 57
Bayesian Inference in the Time Varying Cointegration Model 0 0 2 35 0 1 12 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 2 4 13 79
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 1 6 12 208
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 2 2 7 296
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 2 4 14 146
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 1 1 7 74
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 7 94
Bayesian Modeling of TVP-VARs Using Regression Trees 0 1 3 114 3 5 20 74
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 1 3 12 52
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 5 9 21 74
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 6 27 67 2,809 14 57 209 6,627
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 5 20 639 9 18 52 1,592
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 1 8 535
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 2 3 11 413
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 1 113 4 5 12 285
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 1 2 16 44
Bayesian approaches to cointegratrion 0 1 2 35 1 4 17 117
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 2 13 193
Bayesian dynamic variable selection in high dimensions 0 0 0 0 3 5 12 19
Bayesian dynamic variable selection in high dimensions 0 0 0 10 1 3 11 46
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 2 7 23 57
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 2 2 6 22
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 0 2 13 63
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 2 2 4 7
Bayesian inference in models based on equilibrium search theory 0 0 0 6 2 2 14 210
Bayesian long-run prediction in time series models 0 0 1 8 2 6 11 48
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 2 4 15 27
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 0 1 12 171
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 145 1 3 11 458
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 0 0 11 77
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 4 5 16 44
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 2 11 28
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 1 6 17 78
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 2 5 7 191
Decision Synthesis in Monetary Policy 0 0 1 4 2 3 14 25
Decision synthesis in monetary policy 0 0 2 20 0 0 5 51
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 2 2 6 81
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 99 1 8 22 377
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 1 1 7 45
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 4 4 15 20
Dynamic asymmetries in US unemployment 1 1 1 46 2 5 15 418
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 13 1 1 8 59
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 2 5 18 467
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 1 5 11 205
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 2 3 10 105
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 1 105 5 5 15 215
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 3 5 11 99
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 3 12 16 96
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 0 5 4 5 20 56
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 1 5 16 105
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 3 4 21 283
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 1 3 12 82
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 2 10 23
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 1 3 8 28
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 3 7 12 29
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 3 4 12 137
Forecasting Inflation Using Dynamic Model Averaging 1 1 6 618 4 6 27 1,245
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 5 5 15 130
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 0 3 21 377
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 1 2 9 312
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 2 2 27 358
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 4 7 14 123
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 3 33 0 1 14 70
Forecasting With High Dimensional Panel VARs 0 0 0 340 3 3 7 582
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 4 14 1,005
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 252 2 5 14 823
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 192 2 3 11 594
Forecasting in large macroeconomic panels using Bayesian Model Averaging 1 1 1 274 1 10 22 678
Forecasting the European Carbon Market 0 0 0 33 1 1 3 86
Forecasting the European Carbon Market 0 0 0 167 3 7 11 486
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 0 8 135
Forecasting with High-Dimensional Panel VARs 0 0 0 21 4 10 23 82
Forecasting with High-Dimensional Panel VARs 1 1 12 307 2 8 26 662
Forecasting with Medium and Large Bayesian VARs 0 0 0 143 4 13 24 269
Forecasting with Medium and Large Bayesian VARs 0 0 3 154 0 20 49 431
Forecasting with Medium and Large Bayesian VARs 0 0 1 100 1 19 49 185
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 3 3 11 334
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 4 5 17 48
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 2 3 8 143
Hierarchical shrinkage in time-varying parameter models 0 1 3 263 5 6 23 481
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 4 10 19 185
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 1 3 7
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 3 3 6 41
Identifying Noise Shocks 0 0 0 54 2 6 11 108
Incorporating Micro Data into Macro Models Using Pseudo VARs 1 26 26 26 4 37 37 37
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 3 3 16 42
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 0 2 11 28
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 0 3 10 52
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 2 3 18 119
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 2 6 18 39
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 2 3 6 38
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 2 5 14 22
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 3 5 9 60
Large Bayesian VARMAs 0 0 0 2 3 5 9 29
Large Bayesian VARMAs 0 0 0 20 1 2 10 58
Large Bayesian VARMAs 0 0 0 44 4 4 9 96
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 4 5 19 62
Large Time-Varying Parameter VARs 0 0 2 114 5 8 65 298
Large Time-Varying Parameter VARs 0 0 1 64 0 11 27 191
Large time-varying parameter VARs 1 2 7 839 5 12 42 1,530
Large time-varying parameter VARs 1 1 2 43 5 11 25 177
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 1 3 13 406
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 2 3 13 72
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 1 2 5 337
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 1 2 6 60
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 4 8 19 276
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 1 9 129
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 2 21 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 1 9 77
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 1 1 8 69
Model uncertainty in panel vector autoregressive models 0 0 0 38 2 3 9 94
Model uncertainty in panel vector autoregressive models 0 0 3 273 2 4 13 455
Modeling the Dynamics of Inflation Compensation 0 0 0 36 1 1 8 112
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 1 1 9 198
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 5 5 9 48
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 2 5 10 115
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 2 3 7 63
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 1 6 12 73
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 3 3 5 1,056
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 1 7 0 3 13 462
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 3 4 10 96
Nowcasting Scottish GDP Growth 0 0 0 30 2 3 7 118
Nowcasting Scottish GDP Growth 0 0 1 5 0 0 4 52
Nowcasting Scottish GDP growth 0 0 1 24 2 4 14 97
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 4 5 7 82
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 3 7 14 156
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 7 14 77
On Identification of Bayesian DSGE Models 0 0 0 54 3 4 17 200
On Identification of Bayesian DSGE Models 0 0 0 210 4 6 13 375
On Identification of Bayesian DSGE Models 0 0 0 93 3 5 18 199
On Identification of Bayesian DSGE Models 0 0 0 38 0 23 46 140
On Identification of Bayesian DSGE Models* 0 0 0 70 3 5 15 185
On the Evolution of Monetary Policy 0 0 2 14 1 2 19 60
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 1 2 4 189
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 3 129 0 2 13 347
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 2 4 11 101
Posterior inference on long-run impulse responses 0 0 0 0 0 1 4 21
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 2 10 25
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 2 2 7 25
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 3 8 18
Prior Elicitation in Multiple Change-point Models 0 0 0 92 2 3 7 367
Prior Elicitation in Multiple Change-point Models 0 0 0 4 2 3 10 28
Prior elicitation in multiple change-point models 0 0 0 104 5 7 10 501
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 217 1 3 12 508
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 3 4 9 212
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 1 3 14 565
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 3 6 15 41
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 5 7 23 138
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 1 1 14 334
Regime-Switching Cointegration 0 1 2 13 0 4 15 66
Regime-Switching Cointegration 0 0 0 45 3 4 15 78
Regime-Switching Cointegration 0 0 2 122 0 3 18 323
Regime-Switching Cointegration* 0 0 0 178 0 6 17 393
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 1 1 17 170
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 3 3 6 262
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 1 6 175
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 3 4 7 484
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 2 3 8 222
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 2 9 20 56
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 0 6 114
Stochastic frontier models: a bayesian perspective 0 1 2 42 4 6 27 141
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 1 9 36
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 6 15 32
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 5 8 21 111
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 2 3 10 100
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 21 0 1 5 59
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 1 1 5 648
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 1 2 11 338
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 2 2 6 103
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 1 7 726
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 5 6 8 113
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 385 2 6 19 705
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 2 5 9 53
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 2 9 75
The Dynamics of UK and US Inflation Expectations 0 0 0 47 1 4 6 132
The Dynamics of UK and US Inflation Expectations 0 0 0 7 1 2 4 65
The Dynamics of UK and US Inflation Expectations 0 0 0 57 2 4 7 60
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 0 1 11 193
The Known Unknowns of Governance 0 0 0 6 3 4 7 56
The Vector Floor and Ceiling Model 0 0 0 77 2 7 15 1,065
The components of output growth: A cross-country analysis 0 0 0 3 3 5 8 45
The components of output growth: A cross-country analysis 0 0 0 1 2 2 5 13
The known unknowns of governance 0 0 0 22 0 3 10 70
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 231 5 9 21 2,285
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 2 4 12 105
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 0 5 25
Time Varying Dimension Models 0 0 0 2 4 5 8 31
Time Varying Dimension Models 0 0 0 67 1 1 15 225
Time Varying Dimension Models 0 0 0 51 6 8 91 387
Time Varying Dimension Models 0 0 0 29 0 0 10 132
Time Varying Dimension Models 0 0 1 119 2 4 12 439
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 2 9 14 260
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 3 4 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 2 3 8 618
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 3 5 13 170
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 3 4 10 108
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 1 3 8 122
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 3 3 9 253
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 83 4 7 19 221
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 0 7 13 462
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 76 4 7 17 168
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 144 4 5 20 227
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 1 1 19 2 4 10 36
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 2 9 44
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 362 6 8 20 752
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 2 2 7 56
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 0 0 4 204
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 19 2 5 13 73
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 3 4 12 89
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 5 12 16 240
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 2 3 13 67
Total Working Papers 20 83 251 23,615 562 1,233 3,819 70,588
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Objective' Bayesian Unit Root Tests 0 0 0 147 1 3 5 458
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 2 2 4 272
A Bayesian analysis of multiple-output production frontiers 0 0 1 139 2 2 10 346
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 3 6 25 157
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 4 4 9 193
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 1 13 57 4 6 41 172
A New Model of Trend Inflation 0 0 3 131 3 5 16 446
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 320 3 3 10 1,122
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 55 1 4 12 222
A new index of financial conditions 1 3 10 289 5 11 43 1,556
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 1 2 9 79
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 3 4 12 26
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 0 154 1 2 9 338
Alternative efficiency measures for multiple-output production 0 0 1 75 2 3 6 251
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 1 2 9 19
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 6 6 12 47
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 4 4 10 260
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 3 3 10 317
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 3 7 11 24 30
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 2 3 10 205
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 2 4 12 305
Bayesian Analysis, Computation and Communication Software 0 0 0 187 3 3 7 657
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 1 3 9 362
Bayesian Methods for Empirical Macroeconomics 0 1 3 23 0 27 52 142
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 13 31 570 15 37 98 1,536
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 3 235
Bayesian analysis of logit models using natural conjugate priors 0 1 3 192 1 2 8 427
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 2 2 21 478
Bayesian compressed vector autoregressions 0 0 0 36 5 8 20 135
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 259 0 1 10 656
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 1 47 2 3 14 196
Bayesian inference in a time varying cointegration model 0 0 0 69 3 6 21 219
Bayesian inference in models based on equilibrium search theory 0 0 0 36 3 4 8 142
Bayesian long-run prediction in time series models 0 0 0 61 2 4 14 210
Bayesian model averaging in the instrumental variable regression model 0 0 1 42 5 9 17 150
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 2 3 13 187
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 161 1 2 7 560
Choosing between identification schemes in noisy-news models 0 0 1 3 2 4 13 22
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 2 4 12 134
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 3 6 10 131
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 4 4 22 47
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 0 3 15 70
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 1 2 2 111
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 2 4 10 245
Current developments in productivity and efficiency measurement 0 0 0 144 2 2 11 344
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 2 31 2 3 8 139
Do recessions permanently change output? 0 0 2 554 0 0 17 1,166
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 8 1 4 17 88
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 2 3 13 617
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 4 5 18 194
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 3 5 4 8 29 33
Econometric estimation of proportional hazard models 0 0 0 63 5 6 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 6 6 12 15
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 2 2 4 66
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 2 3 5 95
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 2 60 0 0 18 173
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 9 2 3 13 62
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 1 6 16 358
Exchange rate predictability and dynamic Bayesian learning 0 0 2 22 5 9 49 183
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 3 75 1 4 27 294
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 7 3 5 14 24
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 3 5 23 278
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 4 4 7 13
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 4 5 14 730
Forecasting the European carbon market 1 1 1 16 3 5 18 99
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 3 5 13 26
Forecasting with High‐Dimensional Panel VARs 0 1 2 22 3 8 24 78
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 3 9 29 263
Forecasting with dimension switching VARs 0 0 0 9 3 3 6 51
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 1 19 1 4 10 107
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 1 5 43 0 6 35 178
Identifying noise shocks 0 0 0 13 2 4 12 61
Impulse response analysis in nonlinear multivariate models 1 10 56 3,161 24 52 184 6,530
Incomplete models and reweighting 0 0 0 7 0 0 3 31
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 2 4 19 40
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 3 4 6 119
Is there an environmental Kuznets curve for deforestation? 1 1 5 520 1 3 25 2,070
Large Bayesian VARMAs 0 0 1 15 0 5 16 115
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 2 8 3 8 28 42
Large time-varying parameter VARs 0 6 16 251 5 13 47 663
Learning about the across-regime correlation in switching regression models 0 1 1 71 0 4 9 180
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 1 3 6 94
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 0 144 0 3 7 526
Model uncertainty in Panel Vector Autoregressive models 0 1 1 81 2 4 20 254
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 1 2 6 402
Modeling the dynamics of inflation compensation 0 0 0 50 1 1 4 175
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 1 10 112
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 6 11 19 359
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 1 2 12 45
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 1 2 8 102
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 1 2 10 171
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 3 7 15 38
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 1 4 10 1 2 11 45
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 1 10 43
On Identification of Bayesian DSGE Models 0 0 0 98 4 6 8 262
On the evolution of the monetary policy transmission mechanism 0 1 10 402 2 4 34 857
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 2 2 8 88
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 1 4 15 2 3 17 72
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 1 1 49 217
Parameter uncertainty and impulse response analysis 0 0 0 143 1 3 13 355
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 1 1 7 157
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 1 1 2 3 1 1 5 9
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 1 1 628 2 3 8 1,890
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 3 6 19 188
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 62 3 3 21 225
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 1 4 12 403
Reconciled Estimates of Monthly GDP in the United States 0 0 2 3 3 4 19 31
Regime-switching cointegration 0 0 3 44 1 1 16 147
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 1 5 29 3 7 25 102
Review of PCBRAP 0 0 0 21 1 2 5 175
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 3 3 12 25
Semiparametric Bayesian inference in multiple equation models 0 0 0 102 1 3 9 390
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 5 5 6 127
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 2 4 12 78
Stochastic frontier models: A Bayesian perspective 0 2 6 495 7 12 34 930
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 1 4 12 73
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 3 4 16 26
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 0 8 6 10 18 43
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 1 1 7 47
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 1 7 17 244
Testing for optimality in job search models 0 0 0 2 0 0 3 258
The Components of Output Growth: A Stochastic Frontier Analysis 0 0 1 6 2 2 18 37
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 4 8 17 134
The dynamics of UK and US inflation expectations 0 0 0 30 1 4 12 102
The valuation of IPO and SEO firms 0 0 1 185 2 6 19 887
Time Varying Dimension Models 0 0 2 31 1 5 15 160
Time varying VARs with inequality restrictions 0 0 1 89 5 6 20 258
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 1 211
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 8 12 24 240
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 6 8 19 50
Understanding liquidity and credit risks in the financial crisis 0 0 0 41 3 9 14 173
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 2 51 5 6 15 207
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 2 2 12 141
Total Journal Articles 8 49 235 12,788 346 664 2,249 41,940

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 24 106
Bayesian Econometric Methods 0 0 0 0 3 9 29 186
Total Books 0 0 0 0 3 11 53 292

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 3 5 11 14
Macroeconomic Nowcasting Using Google Probabilities☆ 0 0 4 55 2 8 33 196
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 1 4 14 104
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 1 2 4 5
The Vector Floor and Ceiling Model 0 0 0 0 3 3 11 13
Total Chapters 0 0 4 76 10 22 73 332

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