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 1 1 17 2 3 3 450
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 85 1 2 9 178
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 2 66 0 2 11 127
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 1 2 3 84
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 2 218
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 1 1 3 148
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 1 1 1 353
A New Index of Financial Conditions 0 1 1 78 1 5 14 728
A New Index of Financial Conditions 0 1 2 144 1 3 9 736
A New Model Of Trend Inflation 0 0 1 77 3 4 6 188
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 3 3 5 250
A New Model of Trend Inflation 1 1 1 115 6 7 7 239
A New Model of Trend Inflation 0 0 0 99 5 7 8 216
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 2 5 57
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 0 4
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 1 2 153
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 1 2 77
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 1 1 1 27
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 1 3 3 5
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 1 1 4 39
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 1 2 3 68
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 1 2 6 392
A new index of financial conditions 0 1 2 115 0 3 7 392
A new index of financial conditions 0 1 1 62 1 3 4 160
A new look at variation in employment growth in Canada 0 0 1 40 0 0 1 154
A new model of trend inflation 0 0 1 39 0 1 5 115
Alternative efficiency measures for multiple-output production 0 0 1 9 0 0 2 369
An Investigation of Thresholds in Air Pollution-Mortality Effects 1 1 1 177 3 3 3 845
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 3 6 8 59
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 2 3 3 461
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 100 1 2 5 310
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 331 1 2 3 1,391
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 732 2 2 4 2,323
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 1 2 2 387
Bayesian Analysis of Stochastic Frontier Models 1 1 3 43 2 2 10 1,324
Bayesian Approaches to Cointegration 0 0 1 280 3 4 7 636
Bayesian Compressed Vector Autoregressions 0 0 0 232 2 3 5 433
Bayesian Compressed Vector Autoregressions 0 0 0 38 1 5 6 98
Bayesian Compressed Vector Autoregressions 0 2 3 30 0 3 5 50
Bayesian Compressed Vector Autoregressions 0 0 0 31 3 4 5 74
Bayesian Econometric Methods 0 0 0 4 5 7 19 672
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 2 4 8 738
Bayesian Forecasting in Economics and Finance: A Modern Review 0 2 3 81 5 8 19 87
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 5 76 6 7 16 75
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 1 4 5 75
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 1 1 1 38 1 1 5 58
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 1 1 3 646
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 0 0 4 66
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 1 1 4 160
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 0 0 1 67
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 34 1 1 5 151
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 1 1 1 39
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 2 3 4 199
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 2 9 138
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 2 2 2 69
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 2 3 5 292
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 1 1 88
Bayesian Modeling of TVP-VARs Using Regression Trees 2 2 3 113 8 10 17 64
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 1 1 2 90 3 3 6 45
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 3 4 8 59
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 12 89 2,776 15 53 255 6,547
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 4 20 628 1 10 52 1,565
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 2 3 5 530
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 2 2 2 404
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 0 112 0 0 1 274
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 1 1 2 29
Bayesian approaches to cointegratrion 0 1 2 34 1 4 6 105
Bayesian dynamic variable selection in high dimensions 0 0 0 0 3 4 6 11
Bayesian dynamic variable selection in high dimensions 0 0 1 10 0 2 3 37
Bayesian dynamic variable selection in high dimensions 0 0 0 94 4 4 5 184
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 2 4 5 39
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 0 1 16
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 0 0 1 3
Bayesian efficiency analysis with a flexible form: The aim cost function 0 1 1 9 1 3 3 53
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 1 2 197
Bayesian long-run prediction in time series models 0 0 1 8 0 0 1 38
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 2 14 1 5 11 18
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 1 2 7 163
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 1 145 4 5 8 453
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 2 3 8 71
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 6 7 10 37
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 3 3 3 20
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 0 0 4 65
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 2 184
Decision Synthesis in Monetary Policy 0 0 2 4 1 2 8 15
Decision synthesis in monetary policy 1 1 3 20 1 1 6 48
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 98 2 2 5 358
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 1 2 76
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 0 5 8
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 1 2 5 42
Dynamic asymmetries in US unemployment 0 0 0 45 0 0 1 403
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 1 13 1 1 3 53
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 1 1 1 163 2 4 6 453
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 1 2 195
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 0 1 1 96
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 1 105 3 6 8 208
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 2 2 4 40
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 3 91
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 12 0 1 2 82
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 2 3 5 92
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 1 1 4 264
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 1 1 12 72
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 1 2 4 22
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 2 7 15
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 0 2 6 20
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 1 4 127
Forecasting Inflation Using Dynamic Model Averaging 0 1 7 615 0 4 17 1,229
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 3 3 6 120
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 1 4 10 361
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 3 3 3 306
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 5 5 8 337
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 1 122 2 2 6 114
Forecasting US Inflation Using Bayesian Nonparametric Models 0 2 5 33 0 4 11 64
Forecasting With High Dimensional Panel VARs 0 0 0 340 1 2 5 578
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 2 4 994
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 1 252 4 5 8 815
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 192 0 1 3 585
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 0 273 3 3 4 660
Forecasting the European Carbon Market 0 0 0 33 0 0 1 84
Forecasting the European Carbon Market 0 0 0 167 0 1 10 478
Forecasting with High-Dimensional Panel VARs 0 0 0 21 1 2 4 61
Forecasting with High-Dimensional Panel VARs 0 1 14 305 0 3 21 650
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 3 7 133
Forecasting with Medium and Large Bayesian VARs 0 0 2 143 1 3 6 248
Forecasting with Medium and Large Bayesian VARs 0 1 2 100 1 3 9 140
Forecasting with Medium and Large Bayesian VARs 0 2 4 154 0 3 7 387
Hierarchical Shrinkage in Time-Varying Parameter Models 1 1 1 7 3 3 4 35
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 0 1 6 324
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 0 4 136
Hierarchical shrinkage in time-varying parameter models 0 1 4 262 3 6 12 466
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 1 1 2 168
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 0 0 2 35
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 1 2 5
Identifying Noise Shocks 0 0 0 54 0 0 2 99
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 1 2 5 21
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 4 28 1 3 17 35
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 12 0 1 3 44
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 1 66 2 3 7 105
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 1 2 6 24
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 0 0 7 33
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 1 2 4 53
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 1 1 2 2 4 6 12
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Bayesian VARMAs 0 0 0 20 1 1 3 50
Large Bayesian VARMAs 0 0 0 44 1 3 3 90
Large Bayesian VARMAs 0 0 0 2 0 2 4 23
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 2 4 5 48
Large Time-Varying Parameter VARs 0 0 2 64 7 9 12 174
Large Time-Varying Parameter VARs 1 2 3 114 3 7 13 242
Large time-varying parameter VARs 0 1 6 835 2 12 24 1,507
Large time-varying parameter VARs 0 1 1 42 2 5 9 159
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 1 2 395
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 3 4 6 64
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 1 1 1 333
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 0 2 3 56
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 1 1 1 258
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 1 2 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 2 4 8 58
Model Uncertainty in Panel Vector Autoregressive Models 0 1 1 72 0 1 1 62
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 1 2 5 124
Model uncertainty in panel vector autoregressive models 0 0 0 38 1 2 2 87
Model uncertainty in panel vector autoregressive models 0 0 4 273 2 2 11 449
Modeling the Dynamics of Inflation Compensation 0 0 0 36 1 1 2 105
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 2 3 6 194
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 1 2 63
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 1 2 40
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 0 105
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 0 2 56
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 1 1 2 1,052
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 1 7 3 4 5 454
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 2 88
Nowcasting Scottish GDP Growth 0 0 1 5 1 1 5 50
Nowcasting Scottish GDP Growth 0 0 0 30 2 3 5 114
Nowcasting Scottish GDP growth 0 0 1 24 1 1 4 86
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 1 1 4 145
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 0 0 2 75
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 0 0 9 67
On Identification of Bayesian DSGE Models 0 0 0 54 4 5 6 188
On Identification of Bayesian DSGE Models 0 0 0 38 3 3 3 97
On Identification of Bayesian DSGE Models 0 0 0 210 3 3 3 365
On Identification of Bayesian DSGE Models 0 0 0 93 6 6 8 189
On Identification of Bayesian DSGE Models* 0 0 0 70 2 3 4 173
On the Evolution of Monetary Policy 0 0 2 13 2 3 11 49
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 0 3 185
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 2 4 129 3 7 17 342
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 1 1 6 94
Posterior inference on long-run impulse responses 0 0 0 0 1 1 3 18
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 1 3 7 20
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 1 2 4 12
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 1 4 19
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 4 0 2 4 20
Prior elicitation in multiple change-point models 0 0 0 104 0 0 0 491
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 217 0 3 7 501
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 1 3 5 207
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 1 2 4 554
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 1 5 29
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 0 0 6 119
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 2 5 8 327
Regime-Switching Cointegration 0 1 1 12 3 4 7 57
Regime-Switching Cointegration 0 0 1 120 1 2 8 312
Regime-Switching Cointegration 0 0 0 45 1 1 1 64
Regime-Switching Cointegration* 0 0 0 178 4 5 6 381
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 1 8 15 165
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 1 1 2 257
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 2 3 4 173
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 0 0 477
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 0 0 2 214
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 1 1 1 109
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 1 3 4 40
Stochastic frontier models: a bayesian perspective 0 1 1 41 6 10 11 125
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 2 5 6 33
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 2 3 7 94
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 2 3 8 22
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 1 1 3 93
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 2 2 2 329
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 0 1 2 645
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 0 1 1 98
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 1 1 1 720
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 0 2 383 1 2 7 689
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 2 45
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 2 3 69
The Dynamics of UK and US Inflation Expectations 0 0 0 47 0 1 1 127
The Dynamics of UK and US Inflation Expectations 0 0 0 57 1 1 1 54
The Dynamics of UK and US Inflation Expectations 0 0 0 7 0 0 0 61
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 1 2 3 185
The Known Unknowns of Governance 0 0 0 6 0 0 1 49
The Vector Floor and Ceiling Model 0 0 0 77 1 1 2 1,052
The components of output growth: A cross-country analysis 0 0 0 1 1 1 2 10
The components of output growth: A cross-country analysis 0 0 0 3 0 0 2 39
The known unknowns of governance 0 0 0 22 0 1 2 62
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 1 1 231 1 4 10 2,271
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 1 1 2 94
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 1 2 2 22
Time Varying Dimension Models 0 0 0 29 2 3 5 126
Time Varying Dimension Models 0 0 0 51 1 4 5 300
Time Varying Dimension Models 0 0 0 67 1 2 6 215
Time Varying Dimension Models 0 1 1 119 3 4 4 431
Time Varying Dimension Models 0 0 0 2 0 0 0 23
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 1 1 2 73
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 0 1 3 611
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 119 1 2 7 249
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 2 2 3 159
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 2 2 5 102
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 0 0 3 116
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 0 1 2 246
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 1 83 0 0 3 204
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 1 2 6 451
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 76 1 2 5 155
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 2 144 1 3 8 211
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 2 3 28
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 2 4 38
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 1 1 6 734
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 2 19 1 1 3 51
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 4 59 1 1 10 204
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 2 3 4 80
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 2 2 6 227
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 2 19 0 0 7 62
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 1 1 2 55
Total Working Papers 12 59 282 23,503 346 654 1,609 67,811
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 1 1 454
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 0 0 1 268
A Bayesian analysis of multiple-output production frontiers 1 1 1 139 3 4 4 340
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 1 4 43 2 4 10 138
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 1 1 3 187
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 2 13 54 2 8 37 160
A New Model of Trend Inflation 1 3 7 131 2 5 10 436
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 1 320 2 2 10 1,116
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 54 1 2 7 215
A new index of financial conditions 0 3 9 284 2 11 47 1,537
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 0 1 4 73
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 0 3 0 1 9 17
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 1 154 0 1 3 331
Alternative efficiency measures for multiple-output production 0 0 1 75 0 1 3 248
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 1 2 4 13
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 2 2 3 38
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 1 2 2 252
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 1 2 309
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 2 2 2 5 11 14
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 2 2 2 197
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 3 3 6 298
Bayesian Analysis, Computation and Communication Software 0 0 1 187 1 1 3 651
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 1 1 2 355
Bayesian Methods for Empirical Macroeconomics 0 0 1 21 2 3 12 97
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 5 27 555 6 16 95 1,486
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 1 1 1 233
Bayesian analysis of logit models using natural conjugate priors 0 0 2 191 0 0 5 422
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 4 4 7 464
Bayesian compressed vector autoregressions 0 0 0 36 1 5 9 123
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 1 1 259 0 3 5 650
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 1 1 1 47 3 5 7 187
Bayesian inference in a time varying cointegration model 0 0 3 69 3 5 13 206
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 1 2 136
Bayesian long-run prediction in time series models 0 0 1 61 0 1 6 199
Bayesian model averaging in the instrumental variable regression model 0 0 2 42 0 2 5 136
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 2 3 4 177
Carbon dioxide emissions and economic growth: A structural approach 0 0 1 161 0 1 4 556
Choosing between identification schemes in noisy-news models 1 1 1 3 2 2 2 11
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 1 1 123
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 0 1 2 122
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 1 2 7 30
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 0 0 5 60
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 1 109
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 4 4 7 240
Current developments in productivity and efficiency measurement 0 0 0 144 2 3 5 338
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 1 30 1 1 4 134
Do recessions permanently change output? 0 1 3 554 5 8 13 1,159
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 2 8 2 2 9 78
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 1 5 608
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 1 1 6 179
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 2 4 5 0 3 9 10
Econometric estimation of proportional hazard models 0 0 0 63 0 2 3 150
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 1 1 4 0 2 3 6
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 1 1 1 63
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 0 0 90
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 1 4 60 2 5 15 166
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 2 2 6 55
Estimation and Forecasting in Models with Multiple Breaks 0 0 3 121 3 5 13 349
Exchange rate predictability and dynamic Bayesian learning 0 0 2 21 0 5 19 147
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 1 2 8 75 4 7 22 281
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 2 7 2 2 4 13
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 1 1 2 7
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 2 4 6 261
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 1 6 719
Forecasting the European carbon market 0 0 0 15 2 3 3 84
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 2 4 1 3 6 17
Forecasting with High‐Dimensional Panel VARs 1 1 3 21 1 3 11 60
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 1 10 19 249
Forecasting with dimension switching VARs 0 0 0 9 0 1 2 46
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 1 19 0 0 12 100
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 4 41 2 10 21 160
Identifying noise shocks 0 0 0 13 1 2 6 55
Impulse response analysis in nonlinear multivariate models 3 16 57 3,143 13 44 155 6,445
Incomplete models and reweighting 0 0 0 7 0 1 2 30
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 1 2 7 0 3 4 25
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 0 3 114
Is there an environmental Kuznets curve for deforestation? 1 2 7 519 1 4 15 2,054
Large Bayesian VARMAs 0 1 1 15 4 5 10 106
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 1 6 8 1 5 24 28
Large time-varying parameter VARs 1 4 11 244 3 14 36 642
Learning about the across-regime correlation in switching regression models 0 0 0 70 0 1 3 174
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 0 0 2 90
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 0 1 144 1 1 5 523
Model uncertainty in Panel Vector Autoregressive models 0 0 1 80 5 7 12 243
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 1 3 3 399
Modeling the dynamics of inflation compensation 0 0 1 50 0 0 1 171
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 1 7 104
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 0 2 2 342
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 2 2 3 35
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 0 1 1 95
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 1 2 3 164
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 1 2 7 28
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 2 8 1 1 6 38
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 0 0 6 35
On Identification of Bayesian DSGE Models 0 0 0 98 0 0 2 254
On the evolution of the monetary policy transmission mechanism 1 2 10 397 4 10 30 844
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 1 1 2 81
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 1 2 12 4 6 8 61
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 1 2 3 171
Parameter uncertainty and impulse response analysis 0 0 0 143 0 1 5 346
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 1 1 3 152
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 1 1 2 6
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 0 627 1 1 1 1,883
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 2 11 178
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 1 1 2 62 6 13 15 218
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 2 4 8 396
Reconciled Estimates of Monthly GDP in the United States 1 1 2 3 4 5 10 20
Regime-switching cointegration 1 2 3 44 5 6 9 140
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 3 5 28 2 7 15 89
Review of PCBRAP 0 0 0 21 0 2 3 173
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 4 6 7 20
Semiparametric Bayesian inference in multiple equation models 0 0 1 102 4 4 6 386
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 2 3 6 71
Stochastic frontier models: A Bayesian perspective 1 2 4 492 5 8 16 908
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 1 2 4 64
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 4 5 7 17
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 1 2 5 28
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 0 0 3 42
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 1 3 3 230
Testing for optimality in job search models 0 0 0 2 0 0 0 255
The Components of Output Growth: A Stochastic Frontier Analysis 0 0 1 6 1 2 7 25
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 2 7 121
The dynamics of UK and US inflation expectations 0 0 0 30 0 0 0 90
The valuation of IPO and SEO firms 0 0 1 185 2 4 7 875
Time Varying Dimension Models 0 0 2 31 1 4 10 152
Time varying VARs with inequality restrictions 0 0 0 88 0 4 7 243
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 1 2 211
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 1 2 14 222
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 1 4 10 36
Understanding liquidity and credit risks in the financial crisis 0 0 0 41 0 1 1 160
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 50 1 2 10 198
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 2 3 7 136
Total Journal Articles 18 63 254 12,706 193 432 1,191 40,506

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 5 6 21 95
Bayesian Econometric Methods 0 0 0 0 3 3 21 165
Total Books 0 0 0 0 8 9 42 260

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 1 2 4
Macroeconomic Nowcasting Using Google Probabilities☆ 0 2 9 55 4 9 29 179
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 0 1 7 93
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 0 0 1 1
The Vector Floor and Ceiling Model 0 0 0 0 1 2 4 4
Total Chapters 0 2 9 76 5 13 43 281

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