Access Statistics for Gary Koop

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A Bayesian analysis of multiple-output production frontier 0 0 0 15 0 0 7 440
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 74 1 3 18 138
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 59 0 0 9 93
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 4 76
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 177 0 1 6 206
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 1 83 0 0 7 134
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 0 350
A New Index of Financial Conditions 0 0 4 134 0 4 314 679
A New Index of Financial Conditions 0 0 6 69 14 25 384 665
A New Model Of Trend Inflation 1 3 5 70 2 5 24 159
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 2 3 138 1 6 12 193
A New Model of Trend Inflation 0 0 1 96 0 0 8 195
A New Model of Trend Inflation 0 0 1 110 0 0 10 214
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 1 1 1
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 14 1 1 4 46
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 58 0 0 6 143
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 60 0 1 5 68
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 2 2 4 19
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 0 18
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 0 0 0
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 1 3 10 45
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 1 6 377
A new index of financial conditions 0 0 0 57 0 3 27 132
A new index of financial conditions 0 0 1 107 8 28 130 355
A new look at variation in employment growth in Canada 0 1 1 39 1 2 5 150
A new model of trend inflation 0 0 1 35 0 2 11 99
Alternative efficiency measures for multiple-output production 0 0 1 8 1 1 9 358
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 1 2 176 0 1 12 829
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 145 0 0 10 451
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 99 1 1 8 295
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 729 1 1 6 2,304
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 0 2 382
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 329 1 4 16 1,375
Bayesian Analysis of Stochastic Frontier Models 0 0 2 33 1 3 10 1,294
Bayesian Approaches to Cointegration 1 2 6 273 7 19 49 602
Bayesian Compressed Vector Autoregressions 0 0 2 29 0 3 6 60
Bayesian Compressed Vector Autoregressions 0 0 0 37 3 3 4 84
Bayesian Compressed Vector Autoregressions 1 1 3 26 1 3 10 40
Bayesian Compressed Vector Autoregressions 0 0 1 226 1 2 8 410
Bayesian Econometric Methods 0 0 0 4 3 11 67 566
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 5 32 0 1 9 727
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 1 61 0 2 7 43
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 2 27 27 1 5 31 31
Bayesian Inference in a Cointegrating Panel Data Model 0 0 3 11 3 4 10 49
Bayesian Inference in a Cointegrating Panel Data Model 0 0 1 267 0 0 1 627
Bayesian Inference in a Time Varying Cointegration Model 0 0 3 57 1 1 9 143
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 24 2 3 9 108
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 1 2 11 51
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 5 0 0 4 34
Bayesian Inference in the Time Varying Cointegration Model* 0 1 1 79 0 2 7 183
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 2 139 0 0 4 274
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 26 1 1 6 107
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 2 9 58
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 38 0 0 5 77
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 11 39 175 2,273 39 119 476 5,124
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 3 29 538 6 24 96 1,316
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 1 8 523
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 0 0 4 400
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 0 110 3 4 10 264
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 2 3 7 20
Bayesian approaches to cointegratrion 0 0 2 31 0 0 5 94
Bayesian dynamic variable selection in high dimensions 0 6 65 65 6 22 90 90
Bayesian dynamic variable selection in high dimensions 0 1 7 7 0 1 21 21
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 4 0 1 7 25
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 0 1 9
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 7 1 4 8 43
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 0 0 0 0 0
Bayesian inference in models based on equilibrium search theory 0 0 0 5 0 1 5 184
Bayesian long-run prediction in time series models 0 0 1 3 0 0 8 25
Bayesian modelling of catch in a Northwest Atlantic Fishery (first version) 0 0 0 0 0 0 2 150
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 1 143 0 0 7 435
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 18 2 3 10 24
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 6 53 1 3 20 50
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 1 1 15 15 3 8 24 24
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 5 176
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 26 0 1 10 63
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 2 92 1 4 12 304
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 1 3 26 26 1 4 19 19
Dynamic asymmetries in US unemployment 0 1 5 42 0 3 19 387
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 2 10 0 2 12 39
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 151 4 8 33 424
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 1 93 0 0 2 189
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 1 37 0 0 4 91
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 2 2 6 94 3 4 21 177
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 1 9 72
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 8 33
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 8 86
Exchange rate predictability and dynamic Bayesian learning 0 1 2 27 0 3 14 33
Exchange rate predictability and dynamic Bayesian learning 0 1 4 113 0 3 18 229
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 1 2 5 48 2 5 19 31
Forecasting Inflation Using Dynamic Model Averaging 0 1 1 88 3 6 12 103
Forecasting Inflation Using Dynamic Model Averaging 2 4 21 543 14 19 71 1,073
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 17 2 6 21 101
Forecasting Inflation Using Dynamic Model Averaging* 2 2 2 167 3 3 9 321
Forecasting Low Frequency Macroeconomic Events with High Frequency Data 1 44 44 44 5 51 51 51
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 2 2 5 298
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 1 99 0 0 4 322
Forecasting With High Dimensional Panel VARs 0 0 5 323 0 2 13 525
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 1 1 381 4 11 31 984
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 250 0 1 8 797
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 2 188 3 8 41 563
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 1 3 270 1 2 12 638
Forecasting the European Carbon Market 0 0 1 163 2 4 15 438
Forecasting the European Carbon Market 0 0 0 33 1 3 5 79
Forecasting with High-Dimensional Panel VARs 0 0 6 114 0 2 18 93
Forecasting with High-Dimensional Panel VARs 0 0 2 17 1 2 8 45
Forecasting with High-Dimensional Panel VARs 3 10 39 223 8 19 102 502
Forecasting with Medium and Large Bayesian VARs 0 2 5 93 0 6 17 88
Forecasting with Medium and Large Bayesian VARs 0 0 2 129 0 5 17 286
Forecasting with Medium and Large Bayesian VARs 0 0 3 133 1 5 20 194
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 3 115 1 1 19 282
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 39 1 2 16 124
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 3 0 0 7 22
Hierarchical shrinkage in time-varying parameter models 3 7 17 236 7 12 38 405
Hierarchical shrinkage in time-varying parameter models 0 0 1 121 0 0 7 160
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 0 0 0
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 12 0 0 0 30
Identifying Noise Shocks 1 2 11 47 3 5 25 72
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 6 0 1 11 24
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 2 2 5 63 3 5 30 81
Inducing sparsity and shrinkage in time-varying parameter models 0 0 2 7 0 1 4 7
Large Bayesian VARMAs 0 0 0 88 0 2 5 87
Large Bayesian VARMAs 0 0 4 18 0 0 8 41
Large Bayesian VARMAs 0 0 1 2 0 0 5 18
Large Bayesian VARMAs 0 0 2 44 0 0 14 82
Large Time-Varying Parameter VARs 1 3 5 97 4 9 20 195
Large Time-Varying Parameter VARs 0 1 1 53 1 4 15 132
Large time-varying parameter VARs 0 0 1 34 2 7 22 112
Large time-varying parameter VARs 3 8 37 776 6 17 67 1,359
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 2 6 15 363
MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES 0 0 0 12 0 0 0 52
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 0 7 324
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 1 35 0 0 7 50
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 1 1 2 128 1 3 6 243
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 25 0 0 7 56
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 4 0 0 5 43
Model Uncertainty in Panel Vector Autoregressive Models 0 0 3 107 0 1 12 105
Model Uncertainty in Panel Vector Autoregressive Models 0 0 2 70 0 1 8 52
Model uncertainty in panel vector autoregressive models 0 0 1 37 3 3 12 78
Model uncertainty in panel vector autoregressive models 3 7 20 236 3 8 43 379
Modeling the Dynamics of Inflation Compensation 0 0 2 34 0 3 13 96
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 85 0 0 3 181
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 45 1 1 4 98
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 2 16 1 1 4 56
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 1 2 4 37
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 420 2 4 14 1,035
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 0 2 2 4 11 441
Nowcasting Scottish GDP Growth 0 0 6 27 0 1 16 88
Nowcasting Scottish GDP Growth 0 0 1 4 0 0 4 32
Nowcasting Scottish GDP growth 0 0 3 21 1 4 17 67
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 2 11 66 66 10 21 30 30
On Identification of Bayesian DSGE Models 0 0 0 35 0 2 12 87
On Identification of Bayesian DSGE Models 0 1 2 210 0 3 9 355
On Identification of Bayesian DSGE Models 0 0 1 49 0 1 6 169
On Identification of Bayesian DSGE Models 0 0 1 91 2 3 10 166
On Identification of Bayesian DSGE Models* 1 1 2 68 1 2 10 157
On the Evolution of Monetary Policy 0 0 0 6 0 3 5 24
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 1 40 0 0 1 175
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 2 122 1 2 5 310
Posterior analysis of stochastic frontier models using Gibbs sampling 1 1 3 18 2 3 16 66
Posterior inference on long-run impulse responses 0 0 0 0 0 0 3 11
Prior Elicitation in Multiple Change-point Models 0 0 0 92 1 5 14 355
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 0 2 12
Prior elicitation in multiple change-point models 0 0 2 102 1 1 10 482
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 213 0 1 6 486
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 144 3 7 9 532
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 50 1 1 7 191
Reconciled Estimates of Monthly GDP in the US 4 32 32 32 12 40 40 40
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 76 0 1 6 310
Regime-Switching Cointegration 0 1 8 110 0 4 36 256
Regime-Switching Cointegration 0 0 0 9 0 0 5 39
Regime-Switching Cointegration 0 0 1 45 0 0 5 61
Regime-Switching Cointegration* 0 0 3 175 0 1 6 358
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 1 4 41 2 4 26 53
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 2 11 76 2 10 39 84
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 0 1 6 253
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 0 2 164
Semiparametric Bayesian inference in smooth coefficient models 0 0 1 115 0 0 4 465
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 4 86 0 1 9 204
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 26 0 0 3 100
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 4 1 1 3 31
Stochastic frontier models: a bayesian perspective 0 1 6 27 0 1 23 77
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 1 27 0 0 9 86
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 20 0 0 2 50
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 98 0 0 3 321
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 0 0 9 640
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 7 1 1 5 93
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 1 1 9 712
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 2 3 8 102
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 1 2 9 360 2 5 31 634
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 2 12 37
The Dynamics of UK and US Inflation Expectation 0 1 2 14 2 3 17 56
The Dynamics of UK and US Inflation Expectations 0 0 0 56 1 2 6 49
The Dynamics of UK and US Inflation Expectations 0 0 0 45 1 2 9 113
The Dynamics of UK and US Inflation Expectations 0 0 0 5 1 1 18 53
The Dynamics of UK and US Inflation Expectations* 0 1 6 73 1 2 18 175
The Known Unknowns of Governance 0 0 2 6 1 2 8 41
The Vector Floor and Ceiling Model 2 2 2 76 3 3 12 1,046
The components of output growth: A cross-country analysis 0 0 0 3 0 0 8 33
The components of output growth: A cross-country analysis 0 0 0 0 0 1 2 2
The known unknowns of governance 0 0 1 22 0 0 3 55
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 229 2 7 38 2,216
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 1 4 20
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 22 0 1 3 85
Time Varying Dimension Models 0 0 0 2 1 2 4 19
Time Varying Dimension Models 0 0 1 29 1 2 11 118
Time Varying Dimension Models 0 0 1 62 2 3 5 199
Time Varying Dimension Models 0 0 3 112 1 2 15 390
Time Varying Dimension Models 0 0 0 51 2 6 14 260
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 281 0 0 3 600
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 5 8 20 97 7 13 33 207
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 1 1 40 1 2 4 62
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 1 2 4 55 1 2 8 135
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 2 12 109 1 9 31 58
UK regional nowcasting using a mixed frequency vector autoregressive model 0 1 8 59 2 9 27 88
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 4 79 2 4 19 167
Understanding Liquidity and Credit Risks in the Financial Crisis 1 3 5 131 2 6 21 176
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 1 1 248 3 5 16 393
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 1 2 71 1 6 24 116
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 137 2 5 9 173
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 3 15 1 1 15 37
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 37 354 0 1 102 698
Variational Bayes inference in high-dimensional time-varying parameter models 2 2 9 30 8 10 27 83
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 2 6 20 6 16 49 54
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 1 2 8 2 7 11 33
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage 3 6 17 88 10 23 62 175
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 0 5 45
Total Working Papers 66 257 1,036 20,635 343 952 4,495 59,349


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 6 449
A Bayesian analysis of a variance decomposition for stock returns 0 0 1 87 1 2 6 258
A Bayesian analysis of multiple-output production frontiers 0 0 2 133 0 4 12 308
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 1 4 21 0 1 15 80
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 3 182
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 0 4 0 4 8 35
A New Model of Trend Inflation 1 1 8 110 2 6 26 360
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 1 317 1 2 10 1,089
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 2 50 0 2 13 167
A new index of financial conditions 2 7 30 208 27 50 444 1,249
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 1 1 14 1 2 8 56
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 1 1 3 149 2 2 7 315
Alternative efficiency measures for multiple-output production 0 0 0 73 0 3 8 235
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 0 0 0 1 2
An empirical assessment of recent challenges in today's financial markets 0 0 4 11 0 0 12 27
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 1 6 248
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 1 7 299
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 66 1 1 11 185
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 1 1 6 287
Bayesian Analysis, Computation and Communication Software 0 0 1 181 0 0 5 634
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 0 1 350
Bayesian Methods for Empirical Macroeconomics 0 2 4 13 1 7 17 49
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 9 21 78 373 25 63 220 874
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 1 2 9 228
Bayesian analysis of logit models using natural conjugate priors 0 0 1 181 0 1 8 395
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 91 0 0 3 436
Bayesian compressed vector autoregressions 1 4 10 19 5 9 36 65
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 1 2 4 251 2 3 11 622
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 45 0 1 4 173
Bayesian inference in a time varying cointegration model 0 2 4 53 0 4 10 156
Bayesian inference in models based on equilibrium search theory 0 0 0 34 0 0 3 125
Bayesian long-run prediction in time series models 0 0 0 58 0 0 5 189
Bayesian model averaging in the instrumental variable regression model 0 1 2 36 0 2 7 116
Bayesian variants of some classical semiparametric regression techniques 1 1 1 52 1 3 14 152
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 156 2 4 7 534
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 35 1 1 2 113
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 31 0 0 5 106
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 1 1 6 6 6
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 1 2 8 20 20
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 3 106
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 1 1 228
Current developments in productivity and efficiency measurement 0 0 2 142 0 5 10 324
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 0 22 0 1 5 108
Do recessions permanently change output? 0 1 11 529 2 6 31 1,097
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 3 0 1 7 53
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 3 14 573
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 1 1 42 0 2 15 157
Econometric estimation of proportional hazard models 0 0 0 62 0 1 3 144
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 1 14 0 0 2 51
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 0 2 89
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 2 50 0 0 9 136
Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry 0 1 1 7 0 2 7 45
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 99 0 2 13 289
Exchange rate predictability and dynamic Bayesian learning 0 3 8 8 3 10 31 31
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 0 1 54 4 5 29 196
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 0 2 242
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 249 0 0 5 691
Forecasting the European carbon market 0 0 0 13 1 1 3 67
Forecasting with High‐Dimensional Panel VARs 1 2 7 10 2 3 18 22
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 3 7 22 170
Forecasting with dimension switching VARs 0 0 1 8 0 0 5 38
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 0 15 0 0 4 76
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 1 3 26 2 7 23 115
Identifying noise shocks 0 1 3 3 2 4 16 16
Impulse response analysis in nonlinear multivariate models 17 38 188 2,717 41 98 425 5,347
Incomplete models and reweighting 0 0 0 7 0 0 1 27
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 0 5 108
Is there an environmental Kuznets curve for deforestation? 0 2 14 474 5 14 54 1,958
Large Bayesian VARMAs 0 1 1 11 1 3 8 86
Large time-varying parameter VARs 2 9 31 188 10 24 79 461
Learning about the across-regime correlation in switching regression models 0 0 2 65 1 2 12 157
Measuring differential forest outcomes: A tale of two countries 0 0 0 18 1 2 5 81
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 0 137 0 1 4 497
Model uncertainty in Panel Vector Autoregressive models 0 1 8 57 2 8 36 177
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 1 2 3 393
Modeling the dynamics of inflation compensation 0 0 7 43 0 3 25 154
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 16 0 0 3 75
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 3 113 1 3 10 322
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 1 4 1 1 9 28
Modelling the evolution of distributions: an application to Major League baseball 0 0 1 15 0 0 3 91
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 53 1 3 9 151
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 1 1 4 4 2 3 11 12
On Identification of Bayesian DSGE Models 1 1 1 92 1 3 16 232
On the evolution of the monetary policy transmission mechanism 0 2 19 325 2 6 47 677
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 13 0 0 0 74
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 3 4 0 2 12 27
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 31 0 0 7 163
Parameter uncertainty and impulse response analysis 0 0 4 134 0 1 12 323
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 0 2 143
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 2 3 621 1 4 16 1,859
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 2 12 162
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 2 56 1 1 4 189
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 2 2 5 378
Regime-switching cointegration 0 1 5 38 0 3 12 110
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 3 3 3 4 7 23 23
Review of PCBRAP 0 0 0 21 0 1 8 168
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 3 3 3
Semiparametric Bayesian inference in multiple equation models 0 0 0 99 0 0 1 365
Semiparametric Bayesian inference in smooth coefficient models 1 1 2 28 1 2 8 103
Should we care about the uncertainty around measures of political-economic development? 0 0 1 6 0 1 7 43
Stochastic frontier models: A Bayesian perspective 0 1 2 457 0 1 12 826
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 0 0 1 53
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 1 5 0 1 4 38
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 0 4 220
Testing for optimality in job search models 0 0 0 2 0 0 0 254
The Components of Output Growth: A Stochastic Frontier Analysis 0 0 0 0 1 2 3 3
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 3 26 0 3 16 93
The dynamics of UK and US inflation expectations 0 0 3 26 1 2 9 80
The valuation of IPO and SEO firms 0 0 0 181 0 0 4 851
Time Varying Dimension Models 0 0 4 26 1 2 9 131
Time varying VARs with inequality restrictions 0 1 11 77 1 3 20 198
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 1 39 0 0 5 203
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 1 1 4 57 1 1 14 159
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 1 1 3 3 1 1 12 13
Understanding liquidity and credit risks in the financial crisis 1 1 2 37 2 3 18 131
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 42 2 6 16 135
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 1 29 0 1 7 120
Total Journal Articles 44 123 543 11,118 185 488 2,333 34,913


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Macroeconomic Nowcasting Using Google Probabilities 1 3 11 14 4 11 45 55
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 1 5 12 1 2 27 52
Total Chapters 1 4 16 26 5 13 72 107


Statistics updated 2021-01-03