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 0 1 4 170
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 3 65 1 5 11 119
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 1 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 0 1 3 146
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 3 77 1 2 14 715
A New Index of Financial Conditions 0 0 1 142 1 1 11 728
A New Model Of Trend Inflation 0 0 0 76 0 0 0 182
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 1 1 1 36
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 2 26
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 0 1 2
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 2 2 2 388
A new index of financial conditions 0 1 3 114 0 1 4 386
A new index of financial conditions 0 0 1 61 0 0 4 156
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 1 1 1 111
Alternative efficiency measures for multiple-output production 0 1 1 9 0 1 1 368
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 0 0 4 51
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 0 0 2 305
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 1 2 385
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 331 0 1 3 1,388
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 732 0 1 3 2,319
Bayesian Analysis of Stochastic Frontier Models 1 2 3 41 1 3 5 1,316
Bayesian Approaches to Cointegration 1 1 2 280 1 3 7 630
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 0 69
Bayesian Compressed Vector Autoregressions 0 1 1 28 0 1 1 46
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 0 0 92
Bayesian Compressed Vector Autoregressions 0 0 1 232 0 0 1 428
Bayesian Econometric Methods 0 0 0 4 2 5 19 656
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 1 2 2 732
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 3 78 2 6 19 70
Bayesian Forecasting in the 21st Century: A Modern Review 0 3 5 74 0 3 11 62
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 1 66 0 0 2 70
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 1 272 0 0 2 643
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 0 1 62
Bayesian Inference in a Time Varying Cointegration Model 0 0 1 59 0 0 2 156
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 33 0 2 3 147
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 6 0 0 2 38
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 2 82 0 0 3 195
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 0 3 129
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 0 141 0 2 3 288
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 0 0 2 110 0 1 10 48
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 5 88 0 0 11 39
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 1 1 6 52
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 4 9 23 616 8 23 59 1,530
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 18 39 115 2,715 37 80 266 6,350
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 1 525
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 0 0 0 402
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 0 112 0 0 0 273
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 1 1 27
Bayesian approaches to cointegratrion 0 0 1 32 0 0 1 99
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 0 1 1 2 6
Bayesian dynamic variable selection in high dimensions 0 0 0 9 0 1 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 0 0 0 15
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 8 0 0 1 50
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 1 0 1 2 3
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 0 2 195
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 2 13 13 1 4 9 9
Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) 0 0 0 0 0 0 1 156
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 1 2 145 0 1 8 446
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 0 0 0 63
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 0 0 17
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 30 0 0 1 61
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 1 182
Decision Synthesis in Monetary Policy 0 1 3 3 1 3 10 10
Decision synthesis in monetary policy 0 0 17 17 1 3 43 43
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 98 1 3 5 354
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 0 0 74
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 0 2 3
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 1 2 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 1 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 10 0 0 0 88
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 0 5 0 0 0 36
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 1 11 0 0 1 80
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 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 0 2 4 61
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 1 18
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 0 1 1 5 9
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 2 12 1 1 9 15
Forecasting Inflation Using Dynamic Model Averaging 0 0 3 92 0 0 3 123
Forecasting Inflation Using Dynamic Model Averaging 0 1 10 609 1 5 24 1,215
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 20 0 0 3 114
Forecasting Inflation Using Dynamic Model Averaging* 0 0 5 178 2 2 10 353
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 0 0 2 329
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 6 29 0 4 15 55
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 3 122 0 2 6 109
Forecasting With High Dimensional Panel VARs 0 0 2 340 0 3 7 573
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 0 1 990
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 251 1 1 2 808
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 191 0 0 1 582
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 1 273 0 1 3 656
Forecasting the European Carbon Market 0 0 0 167 0 0 2 468
Forecasting the European Carbon Market 0 0 0 33 0 0 0 83
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 1 1 58
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 2 3 126
Forecasting with High-Dimensional Panel VARs 0 3 10 293 0 4 20 631
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 1 4 132
Forecasting with Medium and Large Bayesian VARs 0 0 1 150 0 0 6 380
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 40 0 1 3 133
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 6 0 0 2 31
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 3 127 2 3 8 321
Hierarchical shrinkage in time-varying parameter models 1 1 7 259 2 2 8 456
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 0 0 166
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 0 0 3
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 0 0 0 33
Identifying Noise Shocks 0 0 0 54 0 0 0 97
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 8 0 0 5 16
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 1 3 25 0 1 6 19
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 0 1 1 99
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 1 1 1 12 1 1 1 42
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 0 1 5 19
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 1 3 21 28
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 35 0 0 3 49
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 1 2 7
Large Bayesian VARMAs 0 0 0 88 2 2 2 95
Large Bayesian VARMAs 0 1 1 20 0 1 2 47
Large Bayesian VARMAs 0 0 0 2 0 0 0 19
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
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 0 1 9 230
Large Time-Varying Parameter VARs 0 0 1 62 0 0 4 162
Large time-varying parameter VARs 0 0 0 41 0 6 9 151
Large time-varying parameter VARs 0 0 9 829 0 1 16 1,484
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 0 0 3 58
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 0 53
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 0 71 0 0 0 61
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 110 0 0 0 119
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 5 0 0 1 50
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 1 2 67
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Model uncertainty in panel vector autoregressive models 0 3 8 270 0 6 16 441
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 47 0 0 0 105
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 0 0 0 38
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 0 1 54
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 1 5 86
Nowcasting Scottish GDP Growth 0 0 0 30 1 1 3 110
Nowcasting Scottish GDP Growth 0 0 0 4 1 1 2 46
Nowcasting Scottish GDP growth 0 0 0 23 1 1 4 83
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 58 0 0 3 141
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 78 0 0 4 73
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 1 1 59
On Identification of Bayesian DSGE Models 0 0 0 210 0 0 1 362
On Identification of Bayesian DSGE Models 0 0 0 38 0 0 1 94
On Identification of Bayesian DSGE Models 0 0 1 54 0 1 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 70 1 1 1 170
On the Evolution of Monetary Policy 0 0 1 11 0 1 5 39
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 0 3 182
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 1 1 125 0 1 6 325
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 2 27 0 2 6 88
Posterior inference on long-run impulse responses 0 0 0 0 0 0 0 15
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 1 9 0 2 4 9
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 16 17 1 2 13 14
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 0 3 15
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 0 1 16
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 1 2 216 0 1 2 494
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 0 0 0 202
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 0 0 0 550
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 0 0 3 113
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 1 6 25
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 0 0 1 319
Regime-Switching Cointegration 0 1 1 120 0 1 3 305
Regime-Switching Cointegration 0 0 1 11 0 1 6 50
Regime-Switching Cointegration 0 0 0 45 0 0 1 63
Regime-Switching Cointegration* 0 0 1 178 0 1 6 376
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 102 0 1 14 150
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 89 0 0 0 212
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 0 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 0 0 0 36
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 1 27
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 4 0 3 8 14
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 1 1 2 88
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 6 382 0 1 7 683
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 0 47 0 1 2 126
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 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 3 0 0 0 37
The components of output growth: A cross-country analysis 0 0 0 1 0 0 0 8
The known unknowns of governance 0 0 0 22 0 0 0 60
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 0 230 0 4 12 2,263
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 1 1 2 93
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 51 0 3 11 296
Time Varying Dimension Models 0 0 0 67 0 0 1 209
Time Varying Dimension Models 0 0 0 29 0 0 0 121
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 5 119 0 0 7 242
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 2 67 0 0 2 156
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 119 0 1 4 98
UK regional nowcasting using a mixed frequency vector autoregressive model 0 1 1 68 0 2 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 0 1 3 445
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 0 0 0 142 0 1 2 204
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 2 5 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 0 0 1 34
Variational Bayes inference in high-dimensional time-varying parameter models 1 2 3 56 2 3 13 196
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 18 0 1 4 49
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 360 0 1 1 729
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 1 2 18 2 3 5 58
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 26 0 0 1 76
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage 0 0 0 101 0 1 3 221
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 1 2 53
Total Working Papers 28 84 382 23,283 94 293 1,156 66,390
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 0 1 1 453
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 0 0 0 267
A Bayesian analysis of multiple-output production frontiers 0 0 1 138 0 2 5 336
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 1 3 7 41 2 7 16 131
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 0 1 13 41 0 2 26 124
A New Model of Trend Inflation 0 0 4 124 0 1 16 426
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 319 0 1 3 1,106
A flexible approach to parametric inference in nonlinear and time varying time series models 1 1 1 54 2 2 3 210
A new index of financial conditions 2 3 9 277 6 15 49 1,499
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 1 15 1 2 4 70
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 0 1 2 9
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 1 153 0 0 1 328
Alternative efficiency measures for multiple-output production 0 0 1 74 0 1 4 245
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 0 0 2 9
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 1 1 2 4
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 3 71 0 1 5 195
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 0 0 292
Bayesian Analysis, Computation and Communication Software 1 1 1 187 1 1 2 649
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 2 20 0 3 11 86
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 7 21 533 12 32 85 1,414
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 1 96 0 1 4 457
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 2 7 645
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 0 0 0 180
Bayesian inference in a time varying cointegration model 0 0 1 66 0 0 9 193
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 1 3 134
Bayesian long-run prediction in time series models 0 1 1 60 1 2 3 194
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 4 174
Carbon dioxide emissions and economic growth: A structural approach 1 1 1 161 1 1 2 553
Choosing between identification schemes in noisy-news models 0 0 1 2 0 0 3 9
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 1 1 122
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 0 0 0 120
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 0 0 1 23
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 0 0 0 233
Current developments in productivity and efficiency measurement 0 0 0 144 0 0 0 333
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 0 29 0 0 4 130
Do recessions permanently change output? 0 0 0 551 1 1 2 1,147
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 1 1 6 0 2 4 69
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 1 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 1 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 2 4 13 121 2 5 19 339
Exchange rate predictability and dynamic Bayesian learning 0 0 1 19 1 3 18 130
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 1 5 68 1 1 14 260
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 5 0 0 3 9
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 0 0 255
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 0 1 5
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 1 2 6 715
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 0 1 2 3 0 2 6 12
Forecasting with High‐Dimensional Panel VARs 0 1 1 19 0 2 4 50
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 1 1 9 231
Forecasting with dimension switching VARs 0 0 0 9 0 0 1 44
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 0 18 0 1 3 89
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 1 37 0 0 3 139
Identifying noise shocks 0 0 0 13 0 0 4 49
Impulse response analysis in nonlinear multivariate models 2 10 96 3,091 8 30 227 6,309
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 1 3 112
Is there an environmental Kuznets curve for deforestation? 0 0 5 512 0 1 13 2,040
Large Bayesian VARMAs 0 0 0 14 1 2 2 98
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 3 4 4 0 5 8 8
Large time-varying parameter VARs 0 1 4 234 0 2 21 607
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 1 2 2 80 1 3 9 233
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 1 170
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 3 7 100
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 32
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 1 4 161
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 2 2 2 23
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 0 6 1 1 5 33
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 2 10 0 1 7 30
On Identification of Bayesian DSGE Models 0 0 1 98 0 0 2 252
On the evolution of the monetary policy transmission mechanism 1 5 16 390 1 9 28 819
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 0 0 6 53
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 1 2 4 342
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 1 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 0 1 2 389
Reconciled Estimates of Monthly GDP in the United States 0 0 0 1 0 1 1 11
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 12 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 1 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 1 9 65
Stochastic frontier models: A Bayesian perspective 0 0 4 488 2 2 14 894
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 0 1 10 23
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 2 5 0 0 4 18
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 34 1 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 0 0 2 142
Time varying VARs with inequality restrictions 0 0 1 88 0 1 7 236
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 0 209
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 3 67 0 1 15 209
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 1 1 9 2 4 4 29
Understanding liquidity and credit risks in the financial crisis 0 1 1 41 0 1 2 159
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 49 1 1 6 189
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 15 50 264 12,483 58 190 889 39,435


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 2 7 15 77
Bayesian Econometric Methods 0 0 0 0 4 9 22 150
Total Books 0 0 0 0 6 16 37 227


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☆ 2 6 9 50 7 11 20 159
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 3 21 2 2 9 88
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 0 0 0 0
The Vector Floor and Ceiling Model 0 0 0 0 1 1 1 1
Total Chapters 2 6 12 71 10 14 30 250


Statistics updated 2025-02-05