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 0 16 0 0 0 447
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 3 63 0 2 7 111
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 83 0 1 4 167
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 0 80
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 0 216
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 0 143
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 0 141 0 2 4 720
A New Index of Financial Conditions 0 1 1 75 1 2 8 708
A New Model Of Trend Inflation 0 0 0 76 0 0 1 182
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 2 152 1 4 10 243
A New Model of Trend Inflation 0 0 0 99 0 0 1 208
A New Model of Trend Inflation 0 0 2 114 0 1 3 232
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 1 4
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 1 52
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 0 0 151
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 0 75
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 1 25
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 1 0 0 1 35
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 1 1 1 64
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 0 2 386
A new index of financial conditions 0 0 0 111 0 0 3 382
A new index of financial conditions 0 0 1 60 0 0 5 154
A new look at variation in employment growth in Canada 0 0 0 39 0 0 1 153
A new model of trend inflation 0 0 0 38 0 0 1 110
Alternative efficiency measures for multiple-output production 0 0 0 8 0 0 0 367
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 0 176 0 1 3 841
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 40 0 0 0 47
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 0 0 1 458
Bayesian Analysis of Endogenous Delay Threshold Models 0 1 1 100 1 2 4 305
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 330 0 0 1 1,385
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 0 0 731 0 0 1 2,316
Bayesian Analysis of Stochastic Frontier Models 0 1 2 39 0 1 4 1,313
Bayesian Approaches to Cointegration 0 0 2 278 0 0 6 625
Bayesian Compressed Vector Autoregressions 0 0 0 231 0 0 1 427
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 69
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 0 92
Bayesian Compressed Vector Autoregressions 0 0 0 27 0 0 0 45
Bayesian Econometric Methods 0 0 0 4 2 7 17 646
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 0 0 1 730
Bayesian Forecasting in Economics and Finance: A Modern Review 0 1 5 77 0 4 19 59
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 2 66 0 1 4 70
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 3 37 0 0 3 53
Bayesian Inference in a Cointegrating Panel Data Model 0 0 1 16 0 0 3 62
Bayesian Inference in a Cointegrating Panel Data Model 0 1 2 272 0 2 5 643
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 58 0 1 2 155
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 32 0 0 4 144
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 9 0 1 2 65
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 5 0 0 1 37
Bayesian Inference in the Time Varying Cointegration Model* 0 2 2 82 0 2 3 194
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 0 3 285
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 2 2 128
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 1 1 67
Bayesian Model Averaging in the Instrumental Variable Regression Model* 1 2 2 41 1 2 2 86
Bayesian Modeling of TVP-VARs Using Regression Trees 1 1 3 109 3 3 14 45
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 1 2 6 86 3 6 17 35
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 4 15 598 3 9 53 1,489
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 6 19 85 2,636 22 57 237 6,183
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 0 0 112 0 0 0 273
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 0 1 26
Bayesian approaches to cointegratrion 0 0 1 32 0 0 2 99
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 0 4
Bayesian dynamic variable selection in high dimensions 0 0 0 9 0 0 0 33
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 1 3 178
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 0 1 34
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 0 2 15
Bayesian efficiency analysis with a flexible form: The aim cost function 0 1 1 1 0 1 1 2
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 8 0 0 0 49
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 2 2 195
Bayesian long-run prediction in time series models 0 0 1 7 0 0 4 37
Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) 0 0 0 0 0 0 0 155
Comparing the Performance of Baseball Players: A Multiple Output Approach 1 1 1 144 2 2 5 442
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 1 27
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 57 0 0 0 63
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 0 0 17
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 30 0 0 2 60
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 0 181
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 0 1 74
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 97 0 0 3 350
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 29 0 0 2 36
Dynamic asymmetries in US unemployment 0 0 0 45 0 0 2 401
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 1 12 0 0 3 49
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 4 162 0 0 4 446
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 0 0 192
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 0 0 1 95
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 1 104 0 0 3 197
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 0 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 0 36
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 11 0 0 1 80
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 2 4 260
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 0 2 86
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 56 0 1 5 59
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 19 0 1 4 113
Forecasting Inflation Using Dynamic Model Averaging 1 4 15 605 1 4 28 1,200
Forecasting Inflation Using Dynamic Model Averaging 0 1 3 91 0 1 7 122
Forecasting Inflation Using Dynamic Model Averaging* 1 3 7 177 1 3 12 349
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 0 0 1 60 1 1 4 98
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 0 1 302
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 0 0 1 328
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 120 0 2 8 105
Forecasting US Inflation Using Bayesian Nonparametric Models 0 2 8 26 0 5 21 48
Forecasting With High Dimensional Panel VARs 0 2 6 340 0 3 11 570
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 1 1 990
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 251 0 0 1 806
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 1 1 1 191 1 1 1 582
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 2 273 0 1 3 655
Forecasting the European Carbon Market 0 0 0 33 0 0 1 83
Forecasting the European Carbon Market 0 0 0 167 2 2 6 468
Forecasting with High-Dimensional Panel VARs 0 0 1 119 0 0 6 124
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 2 57
Forecasting with High-Dimensional Panel VARs 2 2 12 286 3 4 21 617
Forecasting with Medium and Large Bayesian VARs 0 0 0 97 0 1 1 129
Forecasting with Medium and Large Bayesian VARs 0 0 2 149 1 4 9 379
Forecasting with Medium and Large Bayesian VARs 0 0 0 140 1 1 2 241
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 125 0 0 4 314
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 2 6 0 0 3 31
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 40 0 0 3 131
Hierarchical shrinkage in time-varying parameter models 0 0 5 256 0 0 7 452
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 0 0 166
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 0 1 3
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 0 0 0 33
Identifying Noise Shocks 0 0 0 54 0 0 0 97
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 1 12 23 0 2 14 15
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 0 4 98
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 11 0 0 1 41
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 1 4 17
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 1 1 3 35 3 3 10 49
Large Bayesian VARMAs 0 0 0 88 0 0 0 93
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 19 0 0 0 45
Large Bayesian VARMAs 0 0 0 2 0 0 0 19
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 65 0 0 3 42
Large Time-Varying Parameter VARs 1 3 7 110 1 4 11 226
Large Time-Varying Parameter VARs 1 1 2 62 1 1 5 161
Large time-varying parameter VARs 1 6 11 826 2 9 25 1,477
Large time-varying parameter VARs 0 0 2 41 0 0 5 144
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 0 4 391
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 1 1 39 1 2 5 58
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 0 4 331
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 1 3 257
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 1 61
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 110 0 0 2 119
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 5 0 0 2 50
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 27 0 0 1 65
Model uncertainty in panel vector autoregressive models 0 2 10 265 1 4 14 431
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 0 84
Modeling the Dynamics of Inflation Compensation 0 0 0 36 0 0 0 103
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 85 0 0 0 187
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 0 105
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 1 19 0 0 1 60
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 1 424 0 0 2 1,050
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 1 1 5 0 1 1 448
Nowcasting 'true' monthly US GDP during the pandemic 0 0 1 60 1 1 4 84
Nowcasting Scottish GDP Growth 0 0 1 30 0 2 4 109
Nowcasting Scottish GDP Growth 0 0 0 4 0 1 3 45
Nowcasting Scottish GDP growth 0 0 1 23 0 2 3 81
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 2 58 1 1 7 140
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 78 0 2 6 73
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 0 0 58
On Identification of Bayesian DSGE Models 0 0 0 38 0 1 1 94
On Identification of Bayesian DSGE Models 0 0 0 53 0 0 0 179
On Identification of Bayesian DSGE Models 0 0 0 210 0 0 0 361
On Identification of Bayesian DSGE Models 0 0 0 93 0 0 0 181
On Identification of Bayesian DSGE Models* 0 0 0 70 0 0 1 169
On the Evolution of Monetary Policy 0 0 0 10 0 0 2 36
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 0 0 179
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 0 124 0 0 1 320
Posterior analysis of stochastic frontier models using Gibbs sampling 0 1 2 26 2 3 5 85
Posterior inference on long-run impulse responses 0 0 0 0 0 0 0 15
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 9 9 2 2 7 7
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 17 17 0 0 11 11
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 0 104 0 0 0 491
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 215 0 0 1 493
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 147 0 0 1 550
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 52 0 0 2 202
Reconciled Estimates of Monthly GDP in the US 0 0 1 9 0 2 4 21
Reconciled Estimates of Monthly GDP in the US 0 0 1 47 1 1 5 112
Reconciled Estimates of Monthly GDP in the US 1 1 2 60 1 1 4 164
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 0 0 0 318
Regime-Switching Cointegration 0 0 0 45 0 0 0 62
Regime-Switching Cointegration 0 0 0 119 1 1 1 303
Regime-Switching Cointegration 0 0 1 10 0 1 4 46
Regime-Switching Cointegration* 0 0 1 177 0 2 6 373
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 7 101 2 2 14 142
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 1 60 1 1 4 95
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 1 1 169
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 1 2 476
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 0 36
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 0 0 212
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 1 108
Stochastic frontier models: a bayesian perspective 0 0 1 39 0 0 4 113
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 0 1 27
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 1 78 0 0 8 87
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 0 54
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 0 0 0 327
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 seasonal models: A Bayesian approach 0 0 0 8 0 0 0 97
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 0 1 719
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 0 0 1 105
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 2 4 379 0 2 4 679
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 1 42
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 0 1 66
The Dynamics of UK and US Inflation Expectations 0 0 1 6 0 0 1 60
The Dynamics of UK and US Inflation Expectations 0 0 0 47 0 0 2 125
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 1 182
The Known Unknowns of Governance 0 0 0 6 0 1 1 47
The Vector Floor and Ceiling Model 0 0 0 77 0 0 0 1,050
The components of output growth: A cross-country analysis 0 0 0 3 0 0 1 37
The components of output growth: A cross-country analysis 0 0 1 1 0 0 3 8
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 0 1 2 2,252
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 0 0 20
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 0 0 1 91
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 51 0 3 7 290
Time Varying Dimension Models 0 0 0 29 0 0 1 121
Time Varying Dimension Models 0 0 0 117 0 0 1 426
Time Varying Dimension Models 0 0 1 67 0 0 1 208
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 1 1 70
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 3 116 1 1 8 239
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 281 0 0 0 606
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 1 1 2 67 1 1 3 156
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 2 118 0 0 5 95
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 67 1 2 4 112
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 0 0 2 244
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 82 1 2 4 200
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 1 2 3 444
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 75 0 1 4 150
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 142 1 1 3 203
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 18 0 1 6 23
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 51 0 0 1 33
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 17 0 0 1 45
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 3 54 1 3 11 189
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 360 0 0 0 728
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 3 16 0 0 5 53
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 26 0 0 1 76
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage 0 0 0 101 1 1 1 219
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 0 1 51
Total Working Papers 23 76 352 23,092 81 238 1,028 65,832


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 0 452
A Bayesian analysis of a variance decomposition for stock returns 0 0 1 91 0 0 1 267
A Bayesian analysis of multiple-output production frontiers 0 0 1 138 0 0 2 332
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 2 35 0 0 8 118
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 0 184
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 3 10 32 1 9 26 111
A New Model of Trend Inflation 0 1 3 122 2 4 15 417
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 1 319 0 0 2 1,103
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 53 0 0 0 207
A new index of financial conditions 0 2 8 272 2 9 30 1,464
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 1 1 1 15 1 1 1 67
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 2 0 0 1 7
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 0 152 0 0 0 327
Alternative efficiency measures for multiple-output production 0 1 1 74 0 1 1 242
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 1 1 0 0 2 8
An empirical assessment of recent challenges in today's financial markets 0 0 2 13 0 0 3 34
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 1 306
Bayes factors and nonlinearity: Evidence from economic time series1 2 3 3 71 2 3 4 194
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 0 1 292
Bayesian Analysis, Computation and Communication Software 0 0 0 186 0 0 1 648
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 0 0 353
Bayesian Methods for Empirical Macroeconomics 0 0 3 19 1 2 9 79
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 3 24 520 4 10 70 1,357
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 0 232
Bayesian analysis of logit models using natural conjugate priors 0 1 1 188 0 2 2 415
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 1 96 0 0 7 455
Bayesian compressed vector autoregressions 0 0 1 36 1 1 6 113
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 257 0 0 3 640
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 0 0 1 180
Bayesian inference in a time varying cointegration model 0 0 4 65 1 4 13 189
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 0 3 133
Bayesian long-run prediction in time series models 0 0 1 59 0 0 1 191
Bayesian model averaging in the instrumental variable regression model 0 0 0 40 0 2 4 129
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 0 0 4 173
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 160 0 0 1 551
Choosing between identification schemes in noisy-news models 0 0 0 1 0 0 1 7
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 0 3 121
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 0 0 0 120
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 3 0 0 4 23
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 15 0 1 2 54
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 1 107
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 0 0 233
Current developments in productivity and efficiency measurement 0 0 0 144 0 0 0 333
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 1 29 0 1 3 127
Do recessions permanently change output? 0 0 1 551 0 0 4 1,146
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 5 0 0 4 66
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 1 4 602
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 0 1 173
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 1 15 0 1 2 62
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 1 5 56 0 1 5 149
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 0 49
Estimation and Forecasting in Models with Multiple Breaks 1 6 8 115 1 7 12 328
Exchange rate predictability and dynamic Bayesian learning 0 0 3 18 2 4 26 123
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 6 66 0 3 17 254
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 5 5 0 0 8 8
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 0 1 255
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 0 0 4
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 1 3 711
Forecasting the European carbon market 0 0 1 15 0 1 4 81
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 1 1 2 0 1 4 8
Forecasting with High‐Dimensional Panel VARs 0 0 1 18 1 1 6 47
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 2 6 8 228
Forecasting with dimension switching VARs 0 0 0 9 0 0 1 43
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 0 18 0 1 2 88
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 3 36 0 0 5 137
Identifying noise shocks 0 0 0 13 1 2 3 47
Impulse response analysis in nonlinear multivariate models 7 36 100 3,048 20 80 244 6,203
Incomplete models and reweighting 0 0 0 7 0 0 0 28
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 5 0 1 5 20
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 1 1 2 111
Is there an environmental Kuznets curve for deforestation? 0 1 3 509 0 2 10 2,033
Large Bayesian VARMAs 0 0 1 14 0 0 1 96
Large time-varying parameter VARs 0 0 8 232 1 5 30 600
Learning about the across-regime correlation in switching regression models 0 1 3 70 0 2 5 170
Measuring differential forest outcomes: A tale of two countries 0 0 0 20 0 0 0 86
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 2 141 0 2 6 516
Model uncertainty in Panel Vector Autoregressive models 0 0 4 78 0 0 9 225
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 0 0 1 396
Modeling the dynamics of inflation compensation 0 0 1 49 0 0 4 170
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 1 2 95
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 1 119 0 0 3 340
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 0 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 1 1 55 0 1 2 159
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 3 9 0 0 3 21
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 1 6 0 1 4 29
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 1 7 10 0 3 15 28
On Identification of Bayesian DSGE Models 0 0 2 98 0 1 3 252
On the evolution of the monetary policy transmission mechanism 0 4 13 381 2 9 28 804
On the sensitivity of unit root inference to nonlinear data transformations 0 0 1 14 0 0 2 78
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 2 9 1 2 6 50
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 0 1 167
Parameter uncertainty and impulse response analysis 0 1 3 143 0 1 3 339
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 0 1 149
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 0 1 0 1 2 4
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 0 627 1 1 2 1,879
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 0 167
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 60 0 0 2 203
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 0 0 0 387
Regime-switching cointegration 0 0 2 41 1 1 3 129
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 9 22 0 2 20 72
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 0 0 0 12
Semiparametric Bayesian inference in multiple equation models 0 0 0 100 0 0 0 379
Semiparametric Bayesian inference in smooth coefficient models 0 0 4 34 0 0 6 121
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 0 1 2 57
Stochastic frontier models: A Bayesian perspective 0 1 6 487 3 8 17 890
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 1 60
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 0 1 4 1 2 5 17
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 34 0 0 1 112
The dynamics of UK and US inflation expectations 0 0 0 29 0 0 1 89
The valuation of IPO and SEO firms 0 0 2 184 0 0 4 866
Time Varying Dimension Models 0 0 1 29 0 0 1 140
Time varying VARs with inequality restrictions 1 1 2 88 1 2 10 231
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 0 209
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 1 1 4 66 1 6 16 202
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 2 8 0 0 2 25
Understanding liquidity and credit risks in the financial crisis 0 0 1 40 0 1 4 158
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 49 0 1 11 186
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 0 0 1 129
Total Journal Articles 16 71 303 12,334 55 219 858 38,892


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 3 6 20 139
Bayesian Econometric Methods 0 0 0 0 2 4 14 68
Total Books 0 0 0 0 5 10 34 207


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Macroeconomic Nowcasting Using Google Probabilities☆ 1 2 9 43 1 4 30 144
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 2 3 20 0 4 9 84
Total Chapters 1 4 12 63 1 8 39 228


Statistics updated 2024-07-03