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 0 1 84 1 2 5 171
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 1 2 4 66 1 4 12 120
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 1 81
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 1 1 217
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 2 4 147
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 1 142 0 1 10 728
A New Index of Financial Conditions 0 0 3 77 1 2 15 716
A New Model Of Trend Inflation 1 1 1 77 1 1 1 183
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 0 6 245
A New Model of Trend Inflation 0 0 0 99 0 0 0 208
A New Model of Trend Inflation 0 0 1 114 0 0 2 232
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 0 4
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 0 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 1 2 3 3 38
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 0 1 2
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 2 26
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 0 2 65
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 2 2 388
A new index of financial conditions 0 0 1 61 0 0 3 156
A new index of financial conditions 0 1 3 114 0 1 4 386
A new look at variation in employment growth in Canada 0 0 0 39 0 0 0 153
A new model of trend inflation 0 0 0 38 0 1 1 111
Alternative efficiency measures for multiple-output production 0 1 1 9 1 2 2 369
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 0 176 0 0 3 842
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 41 1 1 5 52
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 0 0 0 458
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 100 1 1 3 306
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 732 0 0 3 2,319
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 331 0 0 3 1,388
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 0 2 385
Bayesian Analysis of Stochastic Frontier Models 1 2 4 42 2 4 6 1,318
Bayesian Approaches to Cointegration 0 1 2 280 0 1 6 630
Bayesian Compressed Vector Autoregressions 0 1 1 28 0 1 1 46
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 0 69
Bayesian Compressed Vector Autoregressions 0 0 1 232 0 0 1 428
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 0 92
Bayesian Econometric Methods 0 0 0 4 2 5 21 658
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 1 3 3 733
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 3 78 1 3 19 71
Bayesian Forecasting in the 21st Century: A Modern Review 0 3 5 74 2 5 13 64
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 1 66 1 1 3 71
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 2 37 0 0 2 53
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 1 1 2 63
Bayesian Inference in a Cointegrating Panel Data Model 0 0 1 272 0 0 2 643
Bayesian Inference in a Time Varying Cointegration Model 0 0 1 59 1 1 3 157
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 33 0 1 3 147
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 10 0 0 2 66
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 6 0 0 1 38
Bayesian Inference in the Time Varying Cointegration Model* 0 0 2 82 0 0 3 195
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 1 2 4 289
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 1 4 130
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 1 67
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 2 41 0 0 3 87
Bayesian Modeling of TVP-VARs Using Regression Trees 1 1 3 111 2 3 8 50
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 4 88 0 0 10 39
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 1 5 52
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 15 43 122 2,730 35 93 283 6,385
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 8 23 616 1 18 56 1,531
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 2 2 3 527
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 1 1 2 28
Bayesian approaches to cointegratrion 1 1 2 33 1 1 2 100
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 2 3 7
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 2 179
Bayesian dynamic variable selection in high dimensions 0 0 0 9 0 0 1 34
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 0 0 34
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 1 1 1 16
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 1 0 1 2 3
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 8 0 0 1 50
Bayesian inference in models based on equilibrium search theory 0 0 0 6 1 1 3 196
Bayesian long-run prediction in time series models 0 0 0 7 0 0 0 37
Bayesian modelling of VAR precision matrices using stochastic block networks 0 1 13 13 1 3 10 10
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 2 2 3 158
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 1 2 145 1 2 7 447
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 0 27
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 57 1 1 1 64
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 1 61
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 1 1 2 183
Decision Synthesis in Monetary Policy 0 1 3 3 1 4 11 11
Decision synthesis in monetary policy 0 0 17 17 1 2 44 44
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 98 0 1 4 354
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 1 1 1 75
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 1 1 3 4
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 29 0 0 1 37
Dynamic asymmetries in US unemployment 0 0 0 45 0 0 1 402
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 12 0 0 1 50
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 0 1 2 448
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 1 2 194
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 0 0 0 95
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 0 104 0 0 3 200
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 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 1 11 0 0 1 80
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 2 260
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 1 2 88
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 56 9 10 12 70
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 2 2 3 20
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 1 1 1 1 3 4 6 12
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 1 12 0 1 8 15
Forecasting Inflation Using Dynamic Model Averaging 2 3 11 611 2 5 23 1,217
Forecasting Inflation Using Dynamic Model Averaging 0 0 3 92 1 1 4 124
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 20 1 1 4 115
Forecasting Inflation Using Dynamic Model Averaging* 0 0 5 178 0 2 8 353
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 0 1 303
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 2 2 4 331
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 6 29 0 2 15 55
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 3 122 0 1 6 109
Forecasting With High Dimensional Panel VARs 0 0 2 340 0 0 6 573
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 1 1 2 991
Forecasting and estimating multiple change-point models with an unknown number of change points 1 1 1 252 1 2 3 809
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 191 1 1 2 583
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 1 273 0 0 3 656
Forecasting the European Carbon Market 0 0 0 167 1 1 3 469
Forecasting the European Carbon Market 0 0 0 33 0 0 0 83
Forecasting with High-Dimensional Panel VARs 1 3 10 294 2 4 20 633
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 1 4 127
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 2 2 59
Forecasting with Medium and Large Bayesian VARs 0 0 1 150 0 0 5 380
Forecasting with Medium and Large Bayesian VARs 0 0 1 141 0 0 3 242
Forecasting with Medium and Large Bayesian VARs 0 0 1 98 1 2 5 133
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 40 0 1 3 133
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 0 1 31
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 2 127 0 3 7 321
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 0 0 166
Hierarchical shrinkage in time-varying parameter models 0 1 5 259 1 3 7 457
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 1 1 1 34
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 1 1 1 4
Identifying Noise Shocks 0 0 0 54 0 0 0 97
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 8 1 1 4 17
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 1 2 4 26 4 5 10 23
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 2 3 3 101
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 1 12 0 1 1 42
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 2 3 6 21
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 3 5 23 31
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 1 1 2 36 2 2 5 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 1 2 3 8
Large Bayesian VARMAs 0 0 0 88 0 2 2 95
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 1 20 1 1 3 48
Large Bayesian VARMAs 0 0 0 2 0 0 0 19
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 1 66 0 0 2 43
Large Time-Varying Parameter VARs 0 0 4 111 2 3 10 232
Large Time-Varying Parameter VARs 0 0 1 62 1 1 4 163
Large time-varying parameter VARs 2 2 11 831 2 3 18 1,486
Large time-varying parameter VARs 0 0 0 41 1 2 10 152
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 0 2 393
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 39 1 1 3 59
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 0 1 332
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 1 1 1 54
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 0 0 1 257
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 5 0 0 1 50
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 110 1 1 1 120
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 0 2 67
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model uncertainty in panel vector autoregressive models 0 1 7 270 1 4 15 442
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
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 1 86 0 0 1 188
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 0 1 61
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 1 1 1 39
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 12 1 1 2 55
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 0 1 1 1,051
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 2 6 0 0 2 449
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 0 5 86
Nowcasting Scottish GDP Growth 0 0 0 4 1 2 3 47
Nowcasting Scottish GDP Growth 0 0 0 30 0 1 3 110
Nowcasting Scottish GDP growth 0 0 0 23 0 1 4 83
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 58 1 1 4 142
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 1 3 74
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 3 3 61
On Identification of Bayesian DSGE Models 0 0 1 54 0 0 3 182
On Identification of Bayesian DSGE Models 0 0 0 93 0 0 0 181
On Identification of Bayesian DSGE Models 0 0 0 38 0 0 1 94
On Identification of Bayesian DSGE Models 0 0 0 210 0 0 1 362
On Identification of Bayesian DSGE Models* 0 0 0 70 0 1 1 170
On the Evolution of Monetary Policy 0 0 1 11 0 1 4 39
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 3 3 6 185
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 1 1 2 126 6 6 12 331
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 2 27 2 2 8 90
Posterior inference on long-run impulse responses 0 0 0 0 1 1 1 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 1 17 1 2 5 15
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 1 1 3 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 4 9
Prior Elicitation in Multiple Change-point Models 0 0 0 4 2 2 3 18
Prior Elicitation in Multiple Change-point Models 0 0 0 92 0 0 0 360
Prior elicitation in multiple change-point models 0 0 0 104 0 0 0 491
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 2 216 2 2 4 496
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 1 1 1 551
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 1 1 1 203
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 2 7 26
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 0 0 2 113
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 1 1 2 320
Regime-Switching Cointegration 0 0 0 45 0 0 1 63
Regime-Switching Cointegration 0 1 1 120 0 1 3 305
Regime-Switching Cointegration 0 0 1 11 0 0 6 50
Regime-Switching Cointegration* 0 0 1 178 0 1 5 376
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 1 1 2 103 2 2 14 152
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 1 169
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 0 3 477
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 28 0 0 0 108
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 2 2 2 214
Stochastic frontier models: a bayesian perspective 0 0 1 40 0 0 1 114
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 0 0 27
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 2 3 89
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 4 1 1 8 15
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 1 28 0 0 2 90
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 0 719
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 0 0 0 105
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 5 382 1 2 7 684
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 1 43
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 0 0 66
The Dynamics of UK and US Inflation Expectations 0 0 1 7 0 0 1 61
The Dynamics of UK and US Inflation Expectations 0 0 0 47 0 0 2 126
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 0 182
The Known Unknowns of Governance 0 0 0 6 0 0 2 48
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 1 0 0 0 8
The components of output growth: A cross-country analysis 0 0 0 3 0 0 0 37
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 3 13 2,264
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 1 2 93
Time Varying Dimension Models 0 0 0 29 0 0 0 121
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 67 0 0 1 209
Time Varying Dimension Models 0 0 0 51 0 1 10 296
Time Varying Dimension Models 0 0 1 118 0 0 1 427
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 1 3 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 283 0 1 3 609
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 3 119 3 3 8 245
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 1 67 0 0 1 156
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 119 0 1 3 98
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 68 0 1 4 114
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 82 0 0 3 201
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 0 0 0 244
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 1 1 4 446
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 75 0 0 1 150
Using VARs and TVP-VARs with Many Macroeconomic Variables 1 1 1 143 2 3 4 206
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 1 5 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 1 1 2 35
Variational Bayes inference in high-dimensional time-varying parameter models 2 3 5 58 2 4 12 198
Variational Bayes inference in high-dimensional time-varying parameter models 1 1 1 361 3 4 4 732
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 18 0 1 4 49
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 1 1 27 1 1 1 77
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 1 2 18 0 3 5 58
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage 0 0 0 101 2 2 5 223
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 1 1 3 54
Total Working Papers 36 98 378 23,319 189 377 1,253 66,579
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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 1 453
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 1 1 1 268
A Bayesian analysis of multiple-output production frontiers 0 0 1 138 0 0 5 336
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 1 3 8 42 1 4 15 132
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 1 13 42 2 3 24 126
A New Model of Trend Inflation 2 2 5 126 2 2 16 428
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 319 1 1 4 1,107
A flexible approach to parametric inference in nonlinear and time varying time series models 0 1 1 54 0 2 3 210
A new index of financial conditions 0 2 8 277 4 13 50 1,503
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 1 15 0 1 4 70
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 1 2 3 10
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 1 1 2 154 1 1 2 329
Alternative efficiency measures for multiple-output production 0 0 1 74 0 0 4 245
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 1 1 3 10
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 0 1 35
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 0 1 250
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 0 1 307
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 0 0 0 1 2 4
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 3 71 0 0 4 195
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 1 1 1 293
Bayesian Analysis, Computation and Communication Software 0 1 1 187 1 2 2 650
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 1 20 2 3 12 88
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 5 10 24 538 11 34 88 1,425
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 0 232
Bayesian analysis of logit models using natural conjugate priors 0 0 2 189 0 1 5 418
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 0 0 3 457
Bayesian compressed vector autoregressions 0 0 0 36 0 0 2 114
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 258 0 0 6 645
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 1 1 1 181
Bayesian inference in a time varying cointegration model 1 1 2 67 2 2 11 195
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 0 1 134
Bayesian long-run prediction in time series models 1 1 2 61 1 2 4 195
Bayesian model averaging in the instrumental variable regression model 0 0 0 40 0 0 4 131
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 0 1 1 174
Carbon dioxide emissions and economic growth: A structural approach 0 1 1 161 0 1 2 553
Choosing between identification schemes in noisy-news models 0 0 1 2 0 0 2 9
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 0 1 122
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 1 1 1 121
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 1 1 1 24
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 15 0 0 2 55
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 1 108
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 2 2 2 235
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 0 29 1 1 5 131
Do recessions permanently change output? 1 1 1 552 2 3 3 1,149
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 1 1 2 7 1 1 5 70
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 1 3 604
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 0 0 173
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 1 1 0 1 2 2
Econometric estimation of proportional hazard models 0 0 0 63 0 0 0 147
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 3 3 0 0 3 3
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 0 0 1 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 0 2 56 0 0 4 151
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 0 3 12 121 2 5 20 341
Exchange rate predictability and dynamic Bayesian learning 0 0 1 19 2 4 19 132
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 2 5 69 1 2 13 261
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 1 1 1 6 1 1 3 10
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 1 1 2 6
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 0 0 255
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 2 5 715
Forecasting the European carbon market 0 0 0 15 0 0 2 81
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 1 2 3 4 1 2 7 13
Forecasting with High‐Dimensional Panel VARs 1 2 2 20 2 3 6 52
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 0 1 9 231
Forecasting with dimension switching VARs 0 0 0 9 1 1 2 45
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 0 18 1 2 3 90
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 1 2 38 1 1 4 140
Identifying noise shocks 0 0 0 13 0 0 4 49
Impulse response analysis in nonlinear multivariate models 1 6 90 3,092 7 26 215 6,316
Incomplete models and reweighting 0 0 0 7 0 0 0 28
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 5 0 0 2 21
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 1 2 4 113
Is there an environmental Kuznets curve for deforestation? 2 2 7 514 3 4 15 2,043
Large Bayesian VARMAs 0 0 0 14 0 2 2 98
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 3 5 5 3 7 11 11
Large time-varying parameter VARs 0 1 3 234 3 4 21 610
Learning about the across-regime correlation in switching regression models 0 0 1 70 0 0 3 171
Measuring differential forest outcomes: A tale of two countries 0 0 1 21 0 0 2 88
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 3 143 0 0 5 518
Model uncertainty in Panel Vector Autoregressive models 0 1 2 80 1 3 10 234
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 0 0 0 396
Modeling the dynamics of inflation compensation 0 0 0 49 0 0 0 170
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 2 5 9 102
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 0 0 0 340
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 1 1 2 33
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 55 0 0 3 161
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 0 2 2 23
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 0 6 1 2 6 34
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 10 1 2 6 31
On Identification of Bayesian DSGE Models 0 0 0 98 0 0 1 252
On the evolution of the monetary policy transmission mechanism 1 4 17 391 2 7 30 821
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 1 2 80
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 1 10 1 1 7 54
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 0 1 168
Parameter uncertainty and impulse response analysis 0 0 1 143 0 1 4 342
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 1 2 150
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 0 1 0 0 1 4
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 0 627 0 0 4 1,882
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 0 60 0 0 0 203
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 1 2 3 390
Reconciled Estimates of Monthly GDP in the United States 0 0 0 1 1 2 2 12
Regime-switching cointegration 0 0 0 41 0 0 3 131
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 2 24 0 2 8 76
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 1 13
Semiparametric Bayesian inference in multiple equation models 0 0 1 101 0 0 1 380
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 0 0 0 121
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 0 0 9 65
Stochastic frontier models: A Bayesian perspective 0 0 3 488 0 2 13 894
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 2 61
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 2 0 0 3 10
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 3 7 1 1 10 24
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 3 227
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 5 0 0 3 18
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 34 0 1 4 115
The dynamics of UK and US inflation expectations 0 0 1 30 0 0 2 90
The valuation of IPO and SEO firms 0 0 0 184 0 0 3 868
Time Varying Dimension Models 0 0 0 29 1 1 3 143
Time varying VARs with inequality restrictions 0 0 1 88 1 1 8 237
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 1 1 1 210
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 3 67 3 4 17 212
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 1 9 2 5 6 31
Understanding liquidity and credit risks in the financial crisis 0 0 1 41 0 0 2 159
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 49 1 2 6 190
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 0 0 0 129
Total Journal Articles 24 55 266 12,507 92 212 905 39,527


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 17 80
Bayesian Econometric Methods 0 0 0 0 5 11 24 155
Total Books 0 0 0 0 8 17 41 235


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian inference in a cointegrating panel data model 0 0 0 0 0 0 0 2
Macroeconomic Nowcasting Using Google Probabilities☆ 0 4 9 50 1 10 21 160
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 3 21 1 3 10 89
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 1 1 1 1
The Vector Floor and Ceiling Model 0 0 0 0 1 2 2 2
Total Chapters 0 4 12 71 4 16 34 254


Statistics updated 2025-03-03