Access Statistics for Gary Koop

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian analysis of multiple-output production frontier 0 0 1 17 1 3 6 453
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 66 3 9 16 136
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 85 7 13 20 191
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 5 8 89
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 3 4 151
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 3 9 10 362
A New Index of Financial Conditions 0 0 2 144 0 9 17 745
A New Index of Financial Conditions 0 0 1 78 5 19 31 747
A New Model Of Trend Inflation 0 0 0 77 1 9 14 197
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 1 3 8 253
A New Model of Trend Inflation 0 0 0 99 1 8 16 224
A New Model of Trend Inflation 0 0 1 115 3 10 17 249
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 1 1 1 5
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 1 6 58
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 6 8 159
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 4 6 81
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 1 27
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 2 5 7
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 0 4 5 43
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 1 6 9 74
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 1 3 7 395
A new index of financial conditions 0 0 1 115 1 5 11 397
A new index of financial conditions 0 0 1 62 3 7 11 167
A new look at variation in employment growth in Canada 0 0 1 40 2 3 4 157
A new model of trend inflation 0 2 3 41 0 8 12 123
Alternative efficiency measures for multiple-output production 0 0 0 9 1 3 3 372
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 1 177 0 3 6 848
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 2 5 12 64
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 1 9 12 470
Bayesian Analysis of Endogenous Delay Threshold Models 0 1 1 101 2 7 11 317
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 3 11 13 398
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 331 1 7 10 1,398
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 732 5 10 14 2,333
Bayesian Analysis of Stochastic Frontier Models 0 0 1 43 0 4 10 1,328
Bayesian Approaches to Cointegration 0 0 0 280 0 8 14 644
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 4 10 102
Bayesian Compressed Vector Autoregressions 0 0 0 232 0 6 11 439
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 1 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 31 5 8 13 82
Bayesian Econometric Methods 0 0 0 4 3 8 22 680
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 2 4 9 742
Bayesian Forecasting in Economics and Finance: A Modern Review 1 1 4 82 4 16 32 103
Bayesian Forecasting in the 21st Century: A Modern Review 1 1 3 77 2 9 20 84
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 1 5 9 80
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 5 10 63
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 6 9 72
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 3 6 9 652
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 2 5 162
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 8 9 75
Bayesian Inference in the Time Varying Cointegration Model 0 1 2 35 1 10 14 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 9 14 15 53
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 4 7 11 206
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 5 13 143
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 4 6 73
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 2 5 294
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 6 7 94
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 113 0 5 19 69
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 2 90 2 6 12 51
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 2 8 15 67
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 11 17 63 2,793 20 43 205 6,590
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 8 20 636 3 12 46 1,577
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 4 7 534
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 0 6 8 410
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 1 1 113 1 7 8 281
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 1 14 15 43
Bayesian approaches to cointegratrion 0 0 1 34 1 9 14 114
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 4 8 15
Bayesian dynamic variable selection in high dimensions 0 0 1 10 1 7 10 44
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 7 12 191
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 3 14 19 53
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 4 4 20
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 0 2 2 5
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 2 10 13 63
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 11 12 208
Bayesian long-run prediction in time series models 0 0 1 8 2 6 7 44
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 1 14 2 7 15 25
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 1 8 13 171
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 145 2 4 10 457
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 2 12 39
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 0 6 13 77
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 2 8 11 28
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 5 12 16 77
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 2 4 5 188
Decision Synthesis in Monetary Policy 0 0 1 4 1 8 12 23
Decision synthesis in monetary policy 0 0 3 20 0 3 7 51
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 1 1 99 2 13 17 371
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 3 4 79
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 8 12 16
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 0 2 7 44
Dynamic asymmetries in US unemployment 0 0 0 45 2 12 13 415
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 1 13 0 5 8 58
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 2 11 16 464
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 2 7 8 202
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 0 6 7 102
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 1 105 0 2 10 210
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 1 12 7 9 11 91
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 4 7 95
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 11 15 51
Exchange rate predictability and dynamic Bayesian learning 0 1 1 30 4 12 16 104
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 1 16 20 280
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 2 9 11 81
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 2 5 7 27
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 7 10 22
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 2 4 9 24
Forecasting Inflation Using Dynamic Model Averaging 0 2 6 617 1 11 23 1,240
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 0 5 10 125
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 1 7 10 134
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 1 14 22 375
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 0 19 25 356
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 4 7 310
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 1 6 15 70
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 4 9 118
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 1 6 579
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 4 11 14 1,005
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 252 2 5 11 820
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 192 1 7 9 592
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 0 273 7 15 19 675
Forecasting the European Carbon Market 0 0 0 167 3 4 13 482
Forecasting the European Carbon Market 0 0 0 33 0 1 2 85
Forecasting with High-Dimensional Panel VARs 0 1 12 306 5 9 26 659
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 2 8 135
Forecasting with High-Dimensional Panel VARs 0 0 0 21 5 16 18 77
Forecasting with Medium and Large Bayesian VARs 0 0 2 100 14 40 47 180
Forecasting with Medium and Large Bayesian VARs 0 0 4 154 15 39 46 426
Forecasting with Medium and Large Bayesian VARs 0 0 2 143 8 16 22 264
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 8 12 43
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 7 10 331
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 1 5 8 141
Hierarchical shrinkage in time-varying parameter models 1 1 4 263 1 10 19 476
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 4 11 13 179
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 1 2 3 7
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 0 3 4 38
Identifying Noise Shocks 0 0 0 54 3 6 8 105
Incorporating Micro Data into Macro Models Using Pseudo VARs 23 23 23 23 28 28 28 28
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 2 7 11 28
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 2 28 0 4 16 39
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 2 7 9 51
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 1 12 16 117
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 3 12 15 36
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 1 3 5 36
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 0 2 4 55
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 1 6 10 18
Large Bayesian VARMAs 0 0 0 20 0 6 8 56
Large Bayesian VARMAs 0 0 0 2 1 2 6 25
Large Bayesian VARMAs 0 0 0 44 0 2 5 92
Large Bayesian VARMAs 0 0 0 88 0 18 18 113
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 0 9 14 57
Large Time-Varying Parameter VARs 0 0 2 64 9 15 26 189
Large Time-Varying Parameter VARs 0 0 3 114 1 49 59 291
Large time-varying parameter VARs 1 3 7 838 7 18 39 1,525
Large time-varying parameter VARs 0 0 1 42 4 11 18 170
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 2 10 12 405
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 1 6 11 70
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 2 3 335
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 1 3 5 59
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 3 13 14 271
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 1 8 10 77
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 0 4 8 128
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 11 19 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 6 7 68
Model uncertainty in panel vector autoregressive models 0 0 0 38 1 5 7 92
Model uncertainty in panel vector autoregressive models 0 0 3 273 2 4 11 453
Modeling the Dynamics of Inflation Compensation 0 0 0 36 0 6 8 111
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 0 3 9 197
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 3 8 8 113
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 3 7 9 70
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 3 4 43
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 4 5 60
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 0 1 2 1,053
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 1 7 2 7 12 461
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 5 7 93
Nowcasting Scottish GDP Growth 0 0 0 30 0 1 5 115
Nowcasting Scottish GDP Growth 0 0 1 5 0 2 5 52
Nowcasting Scottish GDP growth 0 0 1 24 2 9 12 95
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 2 6 9 151
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 1 3 4 78
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 5 8 14 75
On Identification of Bayesian DSGE Models 0 0 0 210 0 4 7 369
On Identification of Bayesian DSGE Models 0 0 0 54 0 8 14 196
On Identification of Bayesian DSGE Models 0 0 0 93 1 6 14 195
On Identification of Bayesian DSGE Models 0 0 0 38 12 32 35 129
On Identification of Bayesian DSGE Models* 0 0 0 70 2 9 12 182
On the Evolution of Monetary Policy 0 1 3 14 1 10 20 59
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 2 2 187
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 3 129 0 3 14 345
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 1 4 8 98
Posterior inference on long-run impulse responses 0 0 0 0 0 2 4 20
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 2 5 8 17
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 4 7 23
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 4 9 24
Prior Elicitation in Multiple Change-point Models 0 0 0 4 1 6 8 26
Prior Elicitation in Multiple Change-point Models 0 0 0 92 1 5 5 365
Prior elicitation in multiple change-point models 0 0 0 104 1 4 4 495
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 217 0 4 9 505
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 0 8 11 562
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 0 1 5 208
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 2 14 20 133
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 6 9 35
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 0 6 13 333
Regime-Switching Cointegration 1 1 2 13 2 7 14 64
Regime-Switching Cointegration 0 2 2 122 0 8 15 320
Regime-Switching Cointegration 0 0 0 45 0 10 11 74
Regime-Switching Cointegration* 0 0 0 178 4 10 15 391
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 1 104 0 4 17 169
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 0 2 4 259
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 1 5 174
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 3 3 480
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 5 6 114
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 7 14 18 54
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 5 5 219
Stochastic frontier models: a bayesian perspective 1 1 2 42 1 11 22 136
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 0 2 8 35
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 8 15 30
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 11 16 105
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 0 4 7 97
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 21 1 5 5 59
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 0 2 4 647
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 1 8 10 337
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 0 3 4 101
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 5 6 725
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 1 3 3 108
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 384 3 13 18 702
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 3 6 8 51
The Dynamics of UK and US Inflation Expectation 0 0 0 17 1 5 8 74
The Dynamics of UK and US Inflation Expectations 0 0 0 7 1 3 3 64
The Dynamics of UK and US Inflation Expectations 0 0 0 47 2 3 4 130
The Dynamics of UK and US Inflation Expectations 0 0 0 57 2 4 5 58
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 1 8 11 193
The Known Unknowns of Governance 0 0 0 6 0 3 4 52
The Vector Floor and Ceiling Model 0 0 0 77 4 10 12 1,062
The components of output growth: A cross-country analysis 0 0 0 3 1 2 4 41
The components of output growth: A cross-country analysis 0 0 0 1 0 1 3 11
The known unknowns of governance 0 0 0 22 2 7 9 69
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 231 3 8 15 2,279
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 3 5 25
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 1 8 9 102
Time Varying Dimension Models 0 0 0 51 2 81 85 381
Time Varying Dimension Models 0 0 0 2 1 4 4 27
Time Varying Dimension Models 0 0 0 29 0 6 11 132
Time Varying Dimension Models 0 0 0 67 0 9 15 224
Time Varying Dimension Models 0 0 1 119 2 6 10 437
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 5 6 78
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 4 6 615
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 1 1 120 5 7 11 256
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 2 8 11 167
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 0 2 6 104
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 2 5 7 121
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 0 4 6 250
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 1 83 1 11 14 215
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 6 10 15 461
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 144 1 12 17 223
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 76 3 9 14 164
Using hierarchical aggregation constraints to nowcast regional economic aggregates 1 1 1 19 2 6 8 34
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 2 6 9 44
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 0 3 5 54
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 361 0 10 12 744
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 59 0 0 6 204
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 19 2 8 12 70
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 5 8 85
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 4 5 9 232
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 9 10 64
Total Working Papers 43 72 256 23,575 444 1,988 3,220 69,799
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Objective' Bayesian Unit Root Tests 0 0 0 147 1 2 3 456
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 0 2 2 270
A Bayesian analysis of multiple-output production frontiers 0 0 1 139 0 4 8 344
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 2 15 21 153
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 2 5 189
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 3 15 57 2 8 42 168
A New Model of Trend Inflation 0 0 5 131 2 7 15 443
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 1 320 0 3 12 1,119
A flexible approach to parametric inference in nonlinear and time varying time series models 0 1 1 55 2 5 10 220
A new index of financial conditions 0 2 9 286 4 12 46 1,549
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 1 5 8 78
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 1 1 4 0 5 12 22
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 0 154 0 5 7 336
Alternative efficiency measures for multiple-output production 0 0 1 75 0 0 3 248
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 0 4 7 17
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 3 6 41
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 4 6 256
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 5 7 314
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 1 3 3 1 6 16 20
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 1 6 8 203
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 2 5 10 303
Bayesian Analysis, Computation and Communication Software 0 0 0 187 0 3 4 654
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 1 5 7 360
Bayesian Methods for Empirical Macroeconomics 1 2 3 23 16 34 43 131
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 8 10 27 565 12 25 86 1,511
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 2 3 235
Bayesian analysis of logit models using natural conjugate priors 1 1 3 192 1 4 8 426
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 0 12 19 476
Bayesian compressed vector autoregressions 0 0 0 36 1 5 14 128
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 259 1 6 11 656
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 1 47 1 7 13 194
Bayesian inference in a time varying cointegration model 0 0 2 69 2 9 20 215
Bayesian inference in models based on equilibrium search theory 0 0 0 36 1 3 5 139
Bayesian long-run prediction in time series models 0 0 0 61 2 9 13 208
Bayesian model averaging in the instrumental variable regression model 0 0 2 42 3 8 13 144
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 0 7 10 184
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 161 1 3 6 559
Choosing between identification schemes in noisy-news models 0 0 1 3 2 9 11 20
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 1 8 9 131
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 1 4 5 126
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 0 13 19 43
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 2 9 14 69
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 1 1 2 110
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 2 3 8 243
Current developments in productivity and efficiency measurement 0 0 0 144 0 4 9 342
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 1 2 31 1 3 6 137
Do recessions permanently change output? 0 0 2 554 0 7 17 1,166
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 8 2 8 16 86
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 1 7 11 615
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 10 16 189
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 4 5 1 16 24 26
Econometric estimation of proportional hazard models 0 0 0 63 1 2 5 152
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 0 3 6 9
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 0 1 2 64
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 1 3 3 93
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 4 60 0 7 22 173
Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry 0 0 1 9 0 4 10 59
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 3 6 14 355
Exchange rate predictability and dynamic Bayesian learning 0 1 3 22 2 29 44 176
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 6 75 2 11 31 292
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 7 1 7 10 20
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 2 14 20 275
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 2 3 9
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 1 7 11 726
Forecasting the European carbon market 0 0 0 15 1 11 14 95
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 1 1 5 1 5 9 22
Forecasting with High‐Dimensional Panel VARs 0 0 1 21 0 10 18 70
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 4 9 27 258
Forecasting with dimension switching VARs 0 0 0 9 0 2 3 48
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 1 19 3 6 16 106
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 2 5 43 6 18 38 178
Identifying noise shocks 0 0 0 13 0 2 8 57
Impulse response analysis in nonlinear multivariate models 6 14 65 3,157 18 51 180 6,496
Incomplete models and reweighting 0 0 0 7 0 1 3 31
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 1 12 16 37
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 1 2 115
Is there an environmental Kuznets curve for deforestation? 0 0 5 519 1 14 25 2,068
Large Bayesian VARMAs 0 0 1 15 5 9 17 115
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 3 8 3 9 26 37
Large time-varying parameter VARs 2 3 13 247 4 12 44 654
Learning about the across-regime correlation in switching regression models 1 1 1 71 4 6 9 180
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 1 2 4 92
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 1 144 2 2 7 525
Model uncertainty in Panel Vector Autoregressive models 1 1 1 81 2 9 18 252
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 1 2 5 401
Modeling the dynamics of inflation compensation 0 0 1 50 0 3 4 174
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 1 8 10 112
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 4 10 12 352
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 1 9 11 44
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 1 6 7 101
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 1 6 9 170
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 3 6 11 34
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 1 2 4 10 1 6 10 44
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 8 12 43
On Identification of Bayesian DSGE Models 0 0 0 98 1 3 5 257
On the evolution of the monetary policy transmission mechanism 1 5 11 402 2 11 34 855
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 5 6 86
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 2 4 14 0 8 15 69
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 45 48 216
Parameter uncertainty and impulse response analysis 0 0 0 143 2 8 12 354
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 4 6 156
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 2 4 8
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 0 627 0 4 5 1,887
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 3 7 18 185
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 2 62 0 4 19 222
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 3 6 12 402
Reconciled Estimates of Monthly GDP in the United States 0 0 2 3 0 7 15 27
Regime-switching cointegration 0 0 3 44 0 6 15 146
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 4 28 4 10 23 99
Review of PCBRAP 0 0 0 21 0 0 3 173
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 2 9 22
Semiparametric Bayesian inference in multiple equation models 0 0 1 102 0 1 7 387
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 0 1 1 122
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 1 4 10 75
Stochastic frontier models: A Bayesian perspective 2 3 7 495 2 12 26 920
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 3 8 11 72
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 1 6 13 23
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 3 8 12 36
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 0 4 7 46
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 4 11 14 241
Testing for optimality in job search models 0 0 0 2 0 3 3 258
The Components of Output Growth: A Stochastic Frontier Analysis 0 0 1 6 0 10 17 35
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 7 13 128
The dynamics of UK and US inflation expectations 0 0 0 30 3 11 11 101
The valuation of IPO and SEO firms 0 0 1 185 2 8 15 883
Time Varying Dimension Models 0 0 2 31 2 5 14 157
Time varying VARs with inequality restrictions 0 1 1 89 1 10 16 253
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 1 211
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 2 8 18 230
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 0 6 11 42
Understanding liquidity and credit risks in the financial crisis 0 0 0 41 4 8 9 168
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 1 2 51 1 4 12 202
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 0 3 10 139
Total Journal Articles 26 59 258 12,765 203 973 1,952 41,479

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 1 10 25 105
Bayesian Econometric Methods 0 0 0 0 4 16 26 181
Total Books 0 0 0 0 5 26 51 286

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 1 6 8 10
Macroeconomic Nowcasting Using Google Probabilities☆ 0 0 5 55 6 15 34 194
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 1 8 12 101
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 1 3 3 4
The Vector Floor and Ceiling Model 0 0 0 0 0 6 8 10
Total Chapters 0 0 5 76 9 38 65 319

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04