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 1 17 0 0 9 456
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 67 1 1 17 142
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 2 2 18 194
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 8 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 9 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 8 155
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 12 364
A New Index of Financial Conditions 0 0 2 79 1 3 32 755
A New Index of Financial Conditions 0 0 2 145 2 2 21 754
A New Model Of Trend Inflation 0 0 0 77 1 1 16 200
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 1 1 1 153 3 3 12 259
A New Model of Trend Inflation 0 0 0 99 0 1 17 226
A New Model of Trend Inflation 0 0 2 116 1 1 20 252
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 1 24 24 24 1 13 13 13
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 1 5
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 4 59
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 1 60 2 2 12 164
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 1 1 11 87
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 2 28
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 0 11 13
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 0 1 9 47
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 1 1 9 75
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 0 9 399
A new index of financial conditions 0 0 2 116 1 1 17 406
A new index of financial conditions 0 0 1 62 3 3 13 170
A new look at variation in employment growth in Canada 0 0 0 40 0 0 5 159
A new model of trend inflation 0 0 2 41 1 2 16 130
Alternative efficiency measures for multiple-output production 0 0 0 9 0 0 4 373
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 1 177 0 1 14 856
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 2 3 20 73
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 1 2 17 475
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 101 0 0 14 322
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 733 1 3 18 2,339
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 1 17 402
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 1 1 332 0 1 15 1,404
Bayesian Analysis of Stochastic Frontier Models 0 0 1 43 0 3 15 1,337
Bayesian Approaches to Cointegration 0 0 1 281 0 0 17 649
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 2 18 88
Bayesian Compressed Vector Autoregressions 0 0 1 233 1 1 15 445
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 4 51
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 1 13 106
Bayesian Econometric Methods 0 0 0 4 1 1 20 685
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 0 1 11 745
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 5 84 3 4 38 117
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 1 77 0 4 26 94
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 0 13 84
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 2 3 12 69
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 5 18 663
Bayesian Inference in a Cointegrating Panel Data Model 0 0 1 17 1 2 12 78
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 1 1 7 166
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 35 0 0 11 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 1 1 20 58
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 1 4 16 83
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 1 1 13 209
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 1 2 10 299
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 8 75
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 0 11 147
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 7 94
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 3 114 3 7 27 81
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 0 0 11 53
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 1 1 2 5 26 81
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 0 46 2,810 2 13 153 6,647
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 16 640 1 3 41 1,596
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 8 535
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 0 1 13 415
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 1 113 0 1 12 286
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 1 1 17 45
Bayesian approaches to cointegratrion 0 1 3 36 0 1 17 118
Bayesian dynamic variable selection in high dimensions 0 0 0 10 1 1 13 48
Bayesian dynamic variable selection in high dimensions 0 0 0 94 2 4 18 198
Bayesian dynamic variable selection in high dimensions 0 0 0 0 1 2 14 21
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 0 23 58
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 1 7 23
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 0 1 14 64
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 1 1 5 8
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 0 14 210
Bayesian long-run prediction in time series models 0 0 0 8 0 0 11 49
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 2 3 19 32
Bayesian modelling of catch in a Northwest Atlantic Fishery 1 1 1 1 2 2 12 173
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 145 0 1 12 460
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 2 3 13 81
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 14 44
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 31 0 0 13 78
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 1 2 13 30
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 7 191
Decision Synthesis in Monetary Policy 0 0 0 4 1 2 15 28
Decision synthesis in monetary policy 0 0 1 20 2 2 6 53
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 0 8 83
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 99 0 5 29 385
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 0 0 6 46
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 0 12 20
Dynamic asymmetries in US unemployment 0 0 1 46 1 1 16 419
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 1 1 1 14 1 1 9 61
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 0 18 467
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 0 12 206
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 2 4 14 109
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 0 105 0 0 14 216
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 1 12 0 0 15 96
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 10 100
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 18 56
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 0 2 19 108
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 20 283
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 57 1 1 12 83
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 2 12 25
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 1 1 9 29
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 2 2 14 32
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 0 3 15 141
Forecasting Inflation Using Dynamic Model Averaging 0 3 7 621 1 6 28 1,253
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 21 0 0 14 131
Forecasting Inflation Using Dynamic Model Averaging* 0 1 1 179 2 6 26 383
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 0 9 312
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 0 0 26 358
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 1 123 1 3 16 128
Forecasting US Inflation Using Bayesian Nonparametric Models 1 1 3 34 2 2 13 73
Forecasting With High Dimensional Panel VARs 0 1 1 341 1 2 8 584
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 0 0 14 1,006
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 0 252 0 0 13 823
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 0 192 2 2 13 597
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 1 274 0 1 24 681
Forecasting the European Carbon Market 0 0 0 167 2 3 12 489
Forecasting the European Carbon Market 0 0 0 33 0 0 2 86
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 1 24 83
Forecasting with High-Dimensional Panel VARs 0 0 3 307 0 1 16 663
Forecasting with High-Dimensional Panel VARs 0 0 0 119 0 1 6 136
Forecasting with Medium and Large Bayesian VARs 0 0 1 100 1 1 50 187
Forecasting with Medium and Large Bayesian VARs 0 1 2 145 2 5 31 276
Forecasting with Medium and Large Bayesian VARs 0 0 2 154 0 1 50 434
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 41 0 1 8 144
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 128 1 2 13 336
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 7 1 1 17 49
Hierarchical shrinkage in time-varying parameter models 0 1 3 264 1 2 23 483
Hierarchical shrinkage in time-varying parameter models 0 1 1 122 1 3 23 190
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 0 0 3 7
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 0 0 6 41
Identifying Noise Shocks 0 0 0 54 1 1 10 109
Incorporating Micro Data into Macro Models Using Pseudo VARs 0 0 29 29 0 3 43 43
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 0 3 12 31
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 0 2 12 44
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 1 1 18 120
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 1 1 10 53
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 1 1 20 42
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 0 0 5 38
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 0 1 15 23
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 36 4 6 16 67
Large Bayesian VARMAs 0 1 1 21 0 3 13 62
Large Bayesian VARMAs 0 0 0 2 0 0 8 29
Large Bayesian VARMAs 0 0 0 44 2 4 13 100
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 1 2 21 65
Large Time-Varying Parameter VARs 0 0 2 114 4 9 74 309
Large Time-Varying Parameter VARs 0 0 0 64 0 0 27 192
Large time-varying parameter VARs 0 3 8 842 0 3 41 1,536
Large time-varying parameter VARs 0 0 2 43 1 2 25 179
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 1 14 408
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 0 40 1 2 15 75
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 1 1 8 340
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 0 0 6 60
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 0 0 19 276
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 0 0 17 71
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 0 1 11 79
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 0 0 8 69
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 111 1 3 11 133
Model uncertainty in panel vector autoregressive models 0 0 0 273 0 0 8 455
Model uncertainty in panel vector autoregressive models 0 0 0 38 1 1 12 97
Modeling the Dynamics of Inflation Compensation 0 0 0 36 1 1 9 113
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 0 0 8 199
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 2 2 10 66
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 11 116
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 12 51
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 2 2 13 75
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 1 1 1 425 1 2 9 1,060
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 0 7 2 2 14 464
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 2 11 98
Nowcasting Scottish GDP Growth 0 0 0 30 0 0 7 118
Nowcasting Scottish GDP Growth 0 0 0 5 0 1 4 53
Nowcasting Scottish GDP growth 0 0 0 24 1 2 14 99
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 59 0 0 12 156
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 1 1 79 1 2 10 85
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 1 12 79
On Identification of Bayesian DSGE Models 0 0 0 38 3 3 49 143
On Identification of Bayesian DSGE Models 0 0 0 54 1 2 20 203
On Identification of Bayesian DSGE Models 0 0 0 93 2 2 19 202
On Identification of Bayesian DSGE Models 0 0 0 210 1 5 18 380
On Identification of Bayesian DSGE Models* 0 0 0 70 4 4 19 189
On the Evolution of Monetary Policy 0 0 1 14 0 0 14 60
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 1 1 5 190
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 2 129 0 1 14 349
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 0 1 9 102
Posterior inference on long-run impulse responses 0 0 0 0 0 0 4 21
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 9 19
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 9 26
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 2 2 9 27
Prior Elicitation in Multiple Change-point Models 0 0 0 92 1 1 8 368
Prior Elicitation in Multiple Change-point Models 0 0 0 4 0 1 11 29
Prior elicitation in multiple change-point models 0 0 0 104 0 1 13 504
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 217 3 4 14 512
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 0 0 14 566
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 2 4 12 216
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 1 14 42
Reconciled Estimates of Monthly GDP in the US 0 0 2 50 0 1 22 141
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 0 77 0 1 13 335
Regime-Switching Cointegration 0 0 2 122 0 0 15 325
Regime-Switching Cointegration 0 0 2 13 2 3 17 70
Regime-Switching Cointegration 0 0 0 45 0 1 16 79
Regime-Switching Cointegration* 0 0 0 178 0 1 18 394
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 0 2 18 175
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 0 1 8 264
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 0 6 176
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 0 7 484
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 1 2 8 116
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 1 1 9 223
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 0 2 21 58
Stochastic frontier models: a bayesian perspective 0 0 2 42 0 1 28 143
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 1 1 9 37
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 6 1 1 14 33
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 22 113
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 0 0 8 100
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 21 0 0 5 59
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 2 2 13 340
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 1 2 10 654
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 0 0 7 104
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 0 7 726
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 1 1 10 115
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 2 385 2 4 22 709
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 1 10 54
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 1 9 76
The Dynamics of UK and US Inflation Expectations 0 0 0 47 0 0 6 132
The Dynamics of UK and US Inflation Expectations 0 0 0 7 1 1 5 66
The Dynamics of UK and US Inflation Expectations 0 0 0 57 0 1 8 61
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 1 2 12 195
The Known Unknowns of Governance 0 0 0 6 0 0 8 57
The Vector Floor and Ceiling Model 0 0 0 77 0 0 14 1,065
The components of output growth: A cross-country analysis 0 0 0 1 0 1 5 14
The components of output growth: A cross-country analysis 0 0 0 3 2 2 9 48
The known unknowns of governance 0 0 0 22 1 2 11 72
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 231 0 1 19 2,286
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 1 24 0 1 15 108
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 0 6 26
Time Varying Dimension Models 0 0 1 119 2 2 14 441
Time Varying Dimension Models 0 0 0 67 1 1 14 227
Time Varying Dimension Models 0 0 0 51 0 3 94 390
Time Varying Dimension Models 0 0 0 29 1 1 10 133
Time Varying Dimension Models 0 0 0 2 0 0 9 32
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 1 120 0 0 14 261
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 0 0 10 82
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 2 3 11 621
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 1 1 14 171
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 0 120 1 2 10 110
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 0 69 0 0 6 122
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 83 0 0 18 222
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 0 4 13 258
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 1 1 251 0 3 17 466
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 76 2 3 19 172
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 0 144 0 0 20 228
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 19 0 1 12 38
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 1 10 46
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 362 0 0 19 752
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 0 59 1 1 2 205
Variational Bayes inference in high-dimensional time-varying parameter models 0 1 1 20 2 3 11 61
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 0 12 89
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 1 1 20 1 2 13 75
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 0 15 240
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 0 13 67
Total Working Papers 7 50 234 23,678 175 383 3,963 71,120
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 0 6 459
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 0 3 8 276
A Bayesian analysis of multiple-output production frontiers 0 0 1 139 0 1 12 348
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 0 0 23 157
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 7 193
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 5 57 0 3 26 178
A New Model of Trend Inflation 0 1 4 132 3 7 22 453
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 320 1 1 9 1,123
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 55 0 0 11 224
A new index of financial conditions 1 2 11 292 3 11 46 1,572
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 0 2 10 82
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 4 0 1 13 29
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 0 154 1 2 10 340
Alternative efficiency measures for multiple-output production 0 0 0 75 0 0 4 251
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 0 0 8 19
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 1 12 48
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 1 11 261
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 0 9 317
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 0 1 3 0 2 25 34
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 0 2 13 208
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 0 10 305
Bayesian Analysis, Computation and Communication Software 0 0 0 187 1 2 9 659
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 0 10 364
Bayesian Methods for Empirical Macroeconomics 0 0 2 23 0 6 55 149
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 2 22 572 3 7 77 1,547
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 3 235
Bayesian analysis of logit models using natural conjugate priors 0 0 1 192 0 2 7 429
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 0 3 21 481
Bayesian compressed vector autoregressions 0 0 0 36 0 1 19 137
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 259 3 4 14 661
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 1 2 48 1 7 23 205
Bayesian inference in a time varying cointegration model 0 0 0 69 2 2 21 222
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 1 11 146
Bayesian long-run prediction in time series models 0 1 1 62 0 2 15 213
Bayesian model averaging in the instrumental variable regression model 0 1 1 43 1 3 21 155
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 0 1 15 189
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 161 0 0 5 560
Choosing between identification schemes in noisy-news models 1 1 2 4 1 3 17 26
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 1 14 136
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 0 1 11 132
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 4 1 2 21 49
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 0 0 11 71
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 2 111
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 0 9 245
Current developments in productivity and efficiency measurement 0 0 0 144 0 1 10 345
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 0 1 31 1 1 7 140
Do recessions permanently change output? 0 0 1 554 0 1 16 1,167
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 8 1 5 19 95
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 0 10 617
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 1 1 1 43 1 1 17 195
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 1 1 3 6 1 2 29 36
Econometric estimation of proportional hazard models 0 0 0 63 0 0 9 157
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 1 1 2 5 2 2 13 17
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 0 1 6 68
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 0 5 95
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 1 60 0 1 14 175
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 9 2 2 13 66
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 0 0 14 358
Exchange rate predictability and dynamic Bayesian learning 0 0 1 22 2 10 52 194
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 4 77 9 11 32 306
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 1 1 1 8 1 3 16 27
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 2 2 9 15
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 1 1 22 279
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 0 0 12 730
Forecasting the European carbon market 0 0 1 16 1 2 21 102
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 0 2 15 29
Forecasting with High‐Dimensional Panel VARs 0 0 2 22 0 0 21 78
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 0 2 27 266
Forecasting with dimension switching VARs 0 0 0 9 0 0 6 51
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 0 19 2 3 10 110
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 0 2 43 0 2 30 180
Identifying noise shocks 0 0 0 13 0 1 9 62
Impulse response analysis in nonlinear multivariate models 2 14 52 3,179 16 61 201 6,602
Incomplete models and reweighting 0 0 0 7 0 0 2 31
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 7 0 0 19 41
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 2 7 121
Is there an environmental Kuznets curve for deforestation? 0 0 3 520 0 1 21 2,071
Large Bayesian VARMAs 0 0 1 15 0 7 21 122
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 1 3 10 4 7 31 54
Large time-varying parameter VARs 1 2 14 254 2 13 52 680
Learning about the across-regime correlation in switching regression models 0 0 1 71 0 0 8 181
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 1 1 5 95
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 1 1 145 0 1 5 527
Model uncertainty in Panel Vector Autoregressive models 0 0 2 82 1 2 22 258
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 0 0 6 402
Modeling the dynamics of inflation compensation 0 0 1 51 0 1 7 178
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 0 9 112
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 1 5 24 364
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 1 13 46
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 1 3 11 105
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 2 3 12 174
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 10 0 1 13 39
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 2 10 1 2 10 47
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 11 0 1 9 44
On Identification of Bayesian DSGE Models 0 1 1 99 1 3 11 265
On the evolution of the monetary policy transmission mechanism 0 0 8 403 0 1 26 860
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 2 11 91
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 4 15 1 2 19 74
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 0 48 217
Parameter uncertainty and impulse response analysis 0 0 0 143 0 1 11 356
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 1 1 7 158
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 3 0 0 4 9
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 1 628 1 1 9 1,891
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 0 12 188
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 62 0 1 23 228
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 0 1 12 404
Reconciled Estimates of Monthly GDP in the United States 0 0 2 4 0 1 18 33
Regime-switching cointegration 0 0 2 44 0 2 15 149
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 4 29 1 1 21 103
Review of PCBRAP 0 0 0 21 0 0 4 175
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 1 3 14 28
Semiparametric Bayesian inference in multiple equation models 0 0 0 102 1 4 13 395
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 0 0 6 127
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 0 0 10 78
Stochastic frontier models: A Bayesian perspective 1 1 6 496 2 4 35 935
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 1 1 13 75
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 0 3 1 1 15 27
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 1 1 2 10 2 3 22 48
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 1 1 7 49
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 0 17 244
Testing for optimality in job search models 0 0 0 2 0 0 3 258
The Components of Output Growth: A Stochastic Frontier Analysis 0 0 0 6 1 2 16 39
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 0 35 0 2 17 136
The dynamics of UK and US inflation expectations 1 1 1 31 2 2 14 104
The valuation of IPO and SEO firms 0 0 0 185 0 1 17 888
Time Varying Dimension Models 0 0 0 31 1 2 14 162
Time varying VARs with inequality restrictions 0 0 1 89 0 1 20 259
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 2 212
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 0 68 1 1 22 242
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 0 0 18 50
Understanding liquidity and credit risks in the financial crisis 1 1 1 42 2 5 20 179
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 51 0 2 15 211
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 0 2 10 143
Total Journal Articles 15 37 195 12,838 97 307 2,269 42,343

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 3 29 191
Bayesian Econometric Methods 0 0 0 0 0 0 19 108
Total Books 0 0 0 0 2 3 48 299

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 11 14
Macroeconomic Nowcasting Using Google Probabilities☆ 0 1 4 57 0 1 30 200
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 0 2 17 109
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 1 1 7 8
The Vector Floor and Ceiling Model 0 0 0 0 0 0 11 13
Total Chapters 0 1 4 78 1 4 76 344

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