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 3 66 0 3 14 125
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 2 85 2 3 8 176
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 1 1 2 82
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 1 1 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 3 147
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 1 143 1 2 8 733
A New Index of Financial Conditions 0 0 0 77 0 1 12 723
A New Model Of Trend Inflation 0 0 1 77 0 0 2 184
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 1 2 247
A New Model of Trend Inflation 0 0 0 114 0 0 0 232
A New Model of Trend Inflation 0 0 0 99 0 0 1 209
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 1 2 3 55
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 0 1 1 152
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 1 76
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 1 26
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 1 0 0 3 38
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 1 1 2 66
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 0 4 390
A new index of financial conditions 0 0 1 114 0 1 4 389
A new index of financial conditions 0 0 0 61 1 1 1 157
A new look at variation in employment growth in Canada 0 0 1 40 0 0 1 154
A new model of trend inflation 0 1 1 39 1 2 4 114
Alternative efficiency measures for multiple-output production 0 0 1 9 0 0 2 369
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 0 176 0 0 0 842
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 1 1 42 0 1 2 53
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 0 100 0 0 3 308
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 331 1 1 2 1,389
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 732 0 1 3 2,321
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 0 2 385
Bayesian Analysis of Stochastic Frontier Models 0 0 3 42 0 2 9 1,322
Bayesian Approaches to Cointegration 0 0 1 280 0 1 6 632
Bayesian Compressed Vector Autoregressions 0 0 1 28 1 1 2 47
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Compressed Vector Autoregressions 0 0 1 232 1 2 3 430
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 1 93
Bayesian Econometric Methods 0 0 0 4 0 4 17 665
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 1 1 4 734
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 2 79 0 4 17 79
Bayesian Forecasting in the 21st Century: A Modern Review 0 1 5 76 0 2 11 68
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 0 1 71
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 0 2 4 57
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 2 4 66
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 1 1 2 645
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 1 2 3 159
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 1 1 67
Bayesian Inference in the Time Varying Cointegration Model 0 1 1 34 0 1 5 150
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 0 0 38
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 0 1 196
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 3 7 136
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 0 4 289
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 0 67
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 0 87
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 111 0 0 8 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 2 89 1 2 6 42
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 1 2 4 55
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 11 103 2,764 12 49 265 6,494
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 3 19 624 2 10 53 1,555
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 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 1 1 274
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 0 2 28
Bayesian approaches to cointegratrion 0 0 1 33 1 1 2 101
Bayesian dynamic variable selection in high dimensions 0 0 1 10 0 0 2 35
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 3 7
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 2 180
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 1 1 35
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 0 1 16
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 0 0 1 3
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 8 0 0 0 50
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 0 1 196
Bayesian long-run prediction in time series models 0 1 1 8 0 1 1 38
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 13 14 0 1 11 13
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 2 2 6 161
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 1 145 1 1 6 448
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 1 2 3 30
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 1 2 5 68
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 1 1 31 0 3 5 65
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 2 184
Decision Synthesis in Monetary Policy 0 0 4 4 0 1 13 13
Decision synthesis in monetary policy 0 1 2 19 0 1 8 47
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 0 1 75
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 98 0 0 6 356
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 0 1 4 40
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 1 5 8
Dynamic asymmetries in US unemployment 0 0 0 45 0 0 1 403
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 1 13 0 1 3 52
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 0 0 3 449
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 0 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 1 1 105 0 1 5 202
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 1 2 38
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 1 1 2 90
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 11 0 1 1 81
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 1 3 263
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 0 3 89
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 1 1 57 0 1 12 71
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 2 20
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 0 5 13
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 1 12 0 1 5 18
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 1 3 126
Forecasting Inflation Using Dynamic Model Averaging 0 1 7 614 1 5 19 1,225
Forecasting Inflation Using Dynamic Model Averaging 0 1 2 21 0 2 4 117
Forecasting Inflation Using Dynamic Model Averaging* 0 0 1 178 0 1 8 357
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 1 1 4 332
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 5 31 1 3 12 60
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 0 3 7 112
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 1 6 576
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 1 2 992
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 1 252 0 0 4 810
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 1 1 192 0 1 2 584
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 0 273 0 1 2 657
Forecasting the European Carbon Market 0 0 0 167 1 1 9 477
Forecasting the European Carbon Market 0 0 0 33 1 1 1 84
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 2 59
Forecasting with High-Dimensional Panel VARs 0 6 15 304 1 8 25 647
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 2 6 130
Forecasting with Medium and Large Bayesian VARs 0 0 2 99 0 0 7 137
Forecasting with Medium and Large Bayesian VARs 0 1 2 152 0 2 4 384
Forecasting with Medium and Large Bayesian VARs 0 0 2 143 0 0 3 245
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 1 1 5 136
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 1 1 1 32
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 0 7 323
Hierarchical shrinkage in time-varying parameter models 0 0 4 261 0 0 7 460
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 1 1 1 167
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 0 0 2 35
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 0 1 4
Identifying Noise Shocks 0 0 0 54 1 1 2 99
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 1 1 9 1 2 3 19
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 5 28 4 5 17 32
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 12 1 1 2 43
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 1 4 102
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 1 5 22
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 0 0 14 33
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 2 8
Large Bayesian VARMAs 0 0 0 2 0 0 2 21
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 1 20 0 0 3 49
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 1 66 0 1 2 44
Large Time-Varying Parameter VARs 0 0 2 64 0 0 3 165
Large Time-Varying Parameter VARs 0 0 2 112 2 2 8 235
Large time-varying parameter VARs 0 0 0 41 0 1 9 154
Large time-varying parameter VARs 0 1 6 834 1 4 14 1,495
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 1 3 394
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 1 1 1 40 1 1 2 60
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 0 0 1 54
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 0 0 0 257
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 0 3 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 1 3 122
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 1 4 54
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Model uncertainty in panel vector autoregressive models 1 2 6 273 2 3 13 447
Modeling the Dynamics of Inflation Compensation 0 0 0 36 0 0 1 104
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 1 86 1 2 4 191
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 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 19 1 1 1 62
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 0 2 56
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 0 0 1 1,051
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 1 1 2 7 1 1 2 450
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 3 87
Nowcasting Scottish GDP Growth 0 1 1 5 0 1 4 49
Nowcasting Scottish GDP Growth 0 0 0 30 0 0 2 111
Nowcasting Scottish GDP growth 0 1 1 24 1 2 4 85
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 59 1 2 3 144
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 0 2 75
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 4 9 67
On Identification of Bayesian DSGE Models 0 0 0 210 0 0 0 362
On Identification of Bayesian DSGE Models 0 0 0 93 1 2 2 183
On Identification of Bayesian DSGE Models 0 0 0 38 0 0 0 94
On Identification of Bayesian DSGE Models 0 0 1 54 0 0 3 183
On Identification of Bayesian DSGE Models* 0 0 0 70 0 0 1 170
On the Evolution of Monetary Policy 0 1 3 13 0 4 10 46
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 0 3 185
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 1 3 127 0 1 12 335
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 1 3 7 93
Posterior inference on long-run impulse responses 0 0 0 0 0 0 2 17
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 0 3 10
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 0 3 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 1 5 17
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 0 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 2 217 0 1 5 498
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 0 1 2 552
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 1 1 2 204
Reconciled Estimates of Monthly GDP in the US 1 1 1 48 2 4 7 119
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 2 5 28
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 0 0 4 322
Regime-Switching Cointegration 0 0 0 11 0 2 5 53
Regime-Switching Cointegration 0 0 1 120 2 5 6 310
Regime-Switching Cointegration 0 0 0 45 0 0 0 63
Regime-Switching Cointegration* 0 0 0 178 0 0 2 376
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 3 104 1 2 11 157
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 0 0 1 256
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 1 1 1 170
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 0 1 477
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 2 214
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 6 1 1 1 37
Stochastic frontier models: a bayesian perspective 0 0 0 40 0 0 1 115
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 1 1 28
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 1 2 6 0 1 9 19
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 4 91
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 2 2 2 92
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 1 1 1 644
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 1 1 3 383 1 1 7 687
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 0 2 44
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 1 1 67
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 47 0 0 1 126
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 76 0 1 1 183
The Known Unknowns of Governance 0 0 0 6 0 0 1 49
The Vector Floor and Ceiling Model 0 0 0 77 0 1 1 1,051
The components of output growth: A cross-country analysis 0 0 0 3 0 1 2 39
The components of output growth: A cross-country analysis 0 0 0 1 1 1 1 9
The known unknowns of governance 0 0 0 22 1 1 1 61
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 0 230 1 2 15 2,267
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 0 0 2 93
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 0 0 20
Time Varying Dimension Models 0 0 0 51 0 0 6 296
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 29 0 0 2 123
Time Varying Dimension Models 0 0 0 118 0 0 0 427
Time Varying Dimension Models 0 0 0 67 1 3 4 213
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 283 0 0 4 610
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 2 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 119 0 1 7 247
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 0 1 157
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 1 1 120 1 2 4 100
UK regional nowcasting using a mixed frequency vector autoregressive model 0 1 2 69 1 2 4 116
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 1 1 1 245
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 1 83 0 2 4 204
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 0 0 5 449
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 2 144 0 0 5 208
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 76 1 1 3 153
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 0 3 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 0 1 3 36
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 0 0 5 733
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 2 19 0 1 4 50
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 5 59 1 3 14 203
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 0 0 1 77
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 1 6 225
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 2 19 0 1 8 62
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 0 3 54
Total Working Papers 7 51 308 23,444 92 284 1,258 67,157
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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 0 0 1 268
A Bayesian analysis of multiple-output production frontiers 0 0 0 138 0 0 4 336
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 7 42 0 1 14 134
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 2 2 186
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 7 18 52 3 14 38 152
A New Model of Trend Inflation 0 0 5 128 0 0 10 431
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 1 320 0 2 10 1,114
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 54 1 3 6 213
A new index of financial conditions 0 1 8 281 1 11 52 1,526
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 0 2 5 72
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 1 2 8 16
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 1 154 0 0 2 330
Alternative efficiency measures for multiple-output production 0 1 1 75 1 2 4 247
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 1 1 2 11
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 1 2 36
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 2 308
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 2 1 2 7 9
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 0 0 1 195
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 1 2 3 295
Bayesian Analysis, Computation and Communication Software 0 0 1 187 0 0 2 650
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 1 1 354
Bayesian Methods for Empirical Macroeconomics 0 1 2 21 0 2 15 94
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 9 27 550 6 24 100 1,470
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 0 232
Bayesian analysis of logit models using natural conjugate priors 0 2 3 191 0 3 7 422
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 2 3 4 460
Bayesian compressed vector autoregressions 0 0 0 36 1 2 4 118
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 258 1 1 6 647
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 0 0 2 182
Bayesian inference in a time varying cointegration model 0 0 3 69 0 3 10 201
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 1 2 135
Bayesian long-run prediction in time series models 0 0 2 61 0 2 6 198
Bayesian model averaging in the instrumental variable regression model 0 1 2 42 0 1 3 134
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 0 0 1 174
Carbon dioxide emissions and economic growth: A structural approach 0 0 1 161 0 2 4 555
Choosing between identification schemes in noisy-news models 0 0 0 2 0 0 0 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 0 0 1 121
Composite likelihood methods for large Bayesian VARs with stochastic volatility 1 1 1 4 1 3 5 28
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 0 3 6 60
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 2 109
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 1 3 236
Current developments in productivity and efficiency measurement 0 0 0 144 0 2 2 335
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 1 30 0 1 5 133
Do recessions permanently change output? 0 1 2 553 0 2 5 1,151
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 1 3 8 2 5 10 76
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 1 2 5 607
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 2 5 178
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 1 2 3 1 3 6 7
Econometric estimation of proportional hazard models 0 0 0 63 1 1 1 148
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 0 3 1 1 1 4
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 0 0 0 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 3 59 2 4 12 161
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 1 2 4 53
Estimation and Forecasting in Models with Multiple Breaks 0 0 6 121 0 2 15 344
Exchange rate predictability and dynamic Bayesian learning 1 1 3 21 2 6 18 142
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 6 73 1 6 16 274
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 1 2 7 0 1 2 11
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 2 2 257
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 0 2 6
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 2 7 718
Forecasting the European carbon market 0 0 0 15 0 0 0 81
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 2 4 1 1 6 14
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 1 3 10 57
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 1 4 9 239
Forecasting with dimension switching VARs 0 0 0 9 0 0 2 45
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 1 1 19 0 2 12 100
Hierarchical Shrinkage in Time‐Varying Parameter Models 2 2 5 41 2 4 13 150
Identifying noise shocks 0 0 0 13 2 3 5 53
Impulse response analysis in nonlinear multivariate models 4 15 59 3,127 13 35 158 6,401
Incomplete models and reweighting 0 0 0 7 0 1 1 29
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 1 6 0 1 1 22
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 1 3 114
Is there an environmental Kuznets curve for deforestation? 1 2 6 517 2 4 15 2,050
Large Bayesian VARMAs 0 0 0 14 1 2 5 101
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 7 7 3 7 23 23
Large time-varying parameter VARs 1 4 7 240 2 8 24 628
Learning about the across-regime correlation in switching regression models 0 0 0 70 0 2 3 173
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 0 2 2 90
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 3 144 0 3 6 522
Model uncertainty in Panel Vector Autoregressive models 0 0 2 80 1 1 9 236
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 1 50 0 0 1 171
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 0 8 103
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 0 0 1 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 0 55 1 1 3 162
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 1 1 1 10 1 3 5 26
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 2 2 8 1 3 6 37
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 2 6 35
On Identification of Bayesian DSGE Models 0 0 0 98 0 0 2 254
On the evolution of the monetary policy transmission mechanism 0 0 13 395 0 6 27 834
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 0 2 80
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 1 11 0 0 4 55
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 1 2 169
Parameter uncertainty and impulse response analysis 0 0 0 143 2 3 6 345
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 1 2 151
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 0 1 5
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 0 627 0 0 3 1,882
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 9 176
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 61 0 1 2 205
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 0 1 5 392
Reconciled Estimates of Monthly GDP in the United States 1 1 1 2 2 2 5 15
Regime-switching cointegration 0 0 1 42 0 2 3 134
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 2 25 1 4 8 82
Review of PCBRAP 0 0 0 21 1 1 1 171
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 0 2 14
Semiparametric Bayesian inference in multiple equation models 0 0 2 102 1 1 3 382
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 2 11 68
Stochastic frontier models: A Bayesian perspective 0 1 2 490 1 3 9 900
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 1 1 2 62
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 1 1 3 1 2 2 12
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 0 0 5 26
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 0 2 3 42
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 0 1 227
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 1 1 6 1 3 5 23
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 0 2 6 119
The dynamics of UK and US inflation expectations 0 0 1 30 0 0 1 90
The valuation of IPO and SEO firms 0 1 1 185 0 2 5 871
Time Varying Dimension Models 0 1 2 31 0 2 7 148
Time varying VARs with inequality restrictions 0 0 0 88 0 0 5 239
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 1 210
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 2 68 2 3 18 220
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 1 9 1 1 7 32
Understanding liquidity and credit risks in the financial crisis 0 0 1 41 0 0 1 159
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 50 1 2 10 196
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 1 3 4 133
Total Journal Articles 14 63 254 12,643 82 285 1,005 40,074


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 5 20 89
Bayesian Econometric Methods 0 0 0 0 0 3 22 162
Total Books 0 0 0 0 0 8 42 251


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 1 3
Macroeconomic Nowcasting Using Google Probabilities☆ 0 2 9 53 2 6 24 170
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 1 21 1 1 7 92
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 0 0 1 1
The Vector Floor and Ceiling Model 0 0 0 0 0 0 2 2
Total Chapters 0 2 10 74 3 7 35 268


Statistics updated 2025-09-05