Access Statistics for Gary Koop

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian analysis of multiple-output production frontier 0 0 0 16 0 0 0 447
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 3 66 2 4 13 124
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 2 85 1 2 7 174
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 1 81
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 1 217
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 4 147
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 0 352
A New Index of Financial Conditions 0 0 2 77 0 3 14 722
A New Index of Financial Conditions 0 0 2 143 1 2 12 732
A New Model Of Trend Inflation 0 0 1 77 0 1 2 184
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 1 3 246
A New Model of Trend Inflation 0 0 0 114 0 0 0 232
A New Model of Trend Inflation 0 0 0 99 0 1 1 209
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 0 4
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 1 53
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 1 1 1 152
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 1 76
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 0 1 2
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 0 0 3 38
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 1 26
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 0 1 65
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 2 4 390
A new index of financial conditions 0 0 3 114 0 1 6 388
A new index of financial conditions 0 0 1 61 0 0 2 156
A new look at variation in employment growth in Canada 0 1 1 40 0 1 1 154
A new model of trend inflation 1 1 1 39 1 2 3 113
Alternative efficiency measures for multiple-output production 0 0 1 9 0 0 2 369
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 0 176 0 0 1 842
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 1 1 2 42 1 1 6 53
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 0 0 0 458
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 100 0 1 3 308
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 331 0 0 3 1,388
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 0 2 385
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 732 1 2 5 2,321
Bayesian Analysis of Stochastic Frontier Models 0 0 3 42 2 4 9 1,322
Bayesian Approaches to Cointegration 0 0 2 280 0 0 6 631
Bayesian Compressed Vector Autoregressions 0 0 1 28 0 0 1 46
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 1 1 93
Bayesian Compressed Vector Autoregressions 0 0 1 232 1 1 2 429
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 0 1 70
Bayesian Econometric Methods 0 0 0 4 2 4 17 663
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 0 0 3 733
Bayesian Forecasting in Economics and Finance: A Modern Review 0 1 2 79 3 7 19 78
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 4 75 0 0 9 66
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 0 1 71
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 0 37 0 2 2 55
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 0 1 1 644
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 2 3 4 66
Bayesian Inference in a Time Varying Cointegration Model 0 0 1 59 0 0 2 157
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 10 0 0 1 66
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 33 0 2 5 149
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 6 0 0 1 38
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 0 2 196
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 0 0 67
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 1 3 6 134
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 0 4 289
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 1 87
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 2 111 0 1 9 54
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 3 89 1 1 6 41
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 0 0 3 53
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 5 28 122 2,758 21 76 283 6,466
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 5 25 623 5 14 61 1,550
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 3 527
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 0 0 0 402
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 0 112 0 0 0 273
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 0 2 28
Bayesian approaches to cointegratrion 0 0 1 33 0 0 1 100
Bayesian dynamic variable selection in high dimensions 0 0 1 10 0 0 2 35
Bayesian dynamic variable selection in high dimensions 0 0 0 94 0 0 2 180
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 0 3 7
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 0 0 34
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 0 1 16
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 8 0 0 1 50
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 0 0 1 3
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 0 1 196
Bayesian long-run prediction in time series models 1 1 1 8 1 1 1 38
Bayesian modelling of VAR precision matrices using stochastic block networks 0 1 14 14 1 2 13 13
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 0 0 4 159
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 1 145 0 0 5 447
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 1 1 28
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 58 0 2 3 66
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 1 1 1 31 1 2 3 63
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 0 0 17
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 3 184
Decision Synthesis in Monetary Policy 0 1 4 4 0 1 12 12
Decision synthesis in monetary policy 1 1 5 19 1 2 12 47
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 98 0 2 6 356
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 0 1 75
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 2 4 7
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 0 1 3 39
Dynamic asymmetries in US unemployment 0 0 0 45 0 0 2 403
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 1 1 13 0 1 2 51
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 0 162 0 0 3 449
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 0 2 194
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 0 0 0 95
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 0 104 0 1 4 201
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 1 2 2 38
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 11 1 1 1 81
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 1 89
Exchange rate predictability and dynamic Bayesian learning 0 0 0 29 0 0 3 89
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 1 1 3 263
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 1 1 1 57 1 1 12 71
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 3 20
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 0 1 6 13
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 1 12 0 1 7 17
Forecasting Inflation Using Dynamic Model Averaging 1 1 2 21 2 2 4 117
Forecasting Inflation Using Dynamic Model Averaging 0 2 8 613 3 6 23 1,223
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 92 1 2 4 126
Forecasting Inflation Using Dynamic Model Averaging* 0 0 1 178 0 1 7 356
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 0 0 3 331
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 0 0 1 303
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 2 122 1 1 5 110
Forecasting US Inflation Using Bayesian Nonparametric Models 0 1 4 30 0 2 9 57
Forecasting With High Dimensional Panel VARs 0 0 0 340 0 1 5 575
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 1 1 2 992
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 1 252 0 1 4 810
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 1 1 1 192 1 1 2 584
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 0 273 0 0 1 656
Forecasting the European Carbon Market 0 0 0 167 0 1 8 476
Forecasting the European Carbon Market 0 0 0 33 0 0 0 83
Forecasting with High-Dimensional Panel VARs 0 0 0 21 0 0 2 59
Forecasting with High-Dimensional Panel VARs 5 8 17 303 6 9 28 645
Forecasting with High-Dimensional Panel VARs 0 0 0 119 2 3 6 130
Forecasting with Medium and Large Bayesian VARs 1 2 3 152 2 4 5 384
Forecasting with Medium and Large Bayesian VARs 0 1 2 99 0 2 8 137
Forecasting with Medium and Large Bayesian VARs 0 2 3 143 0 2 4 245
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 0 0 4 135
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 2 127 0 1 9 323
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 6 0 0 0 31
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 0 0 0 166
Hierarchical shrinkage in time-varying parameter models 0 1 5 261 0 2 8 460
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 0 1 4
Identifying Noise Shocks 0 0 0 54 0 1 1 98
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 5 28 0 2 12 27
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 1 1 2 9 1 1 4 18
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 65 1 1 4 102
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 12 0 0 1 42
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 1 1 5 22
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 0 1 14 33
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 0 1 0 0 3 8
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 0 2 51
Large Bayesian VARMAs 0 0 0 2 0 2 2 21
Large Bayesian VARMAs 0 0 1 20 0 1 4 49
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 1 66 1 1 2 44
Large Time-Varying Parameter VARs 0 1 2 64 0 1 4 165
Large Time-Varying Parameter VARs 0 0 2 112 0 0 7 233
Large time-varying parameter VARs 0 1 7 833 0 4 14 1,491
Large time-varying parameter VARs 0 0 0 41 1 2 10 154
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 0 0 2 393
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 0 39 0 0 1 59
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 0 1 332
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 0 0 1 54
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 0 0 0 257
Model Uncertainty in Panel Vector Autoregressive Models 0 1 1 111 0 1 2 121
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 28 0 0 3 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 1 4 4 54
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 71 0 0 0 61
Model uncertainty in panel vector autoregressive models 0 0 0 38 0 0 1 85
Model uncertainty in panel vector autoregressive models 1 2 7 272 1 3 14 445
Modeling the Dynamics of Inflation Compensation 0 0 0 36 0 1 1 104
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 1 86 0 0 2 189
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 1 39
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 0 105
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 0 1 61
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 1 3 56
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 0 0 1 1,051
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 1 6 0 0 1 449
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 0 2 86
Nowcasting Scottish GDP Growth 0 0 0 30 0 0 2 111
Nowcasting Scottish GDP Growth 0 0 0 4 0 0 3 48
Nowcasting Scottish GDP growth 0 0 0 23 0 0 2 83
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 1 1 1 59 1 1 3 143
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 2 4 7 65
On Identification of Bayesian DSGE Models 0 0 1 54 0 0 4 183
On Identification of Bayesian DSGE Models 0 0 0 38 0 0 0 94
On Identification of Bayesian DSGE Models 0 0 0 210 0 0 1 362
On Identification of Bayesian DSGE Models 0 0 0 93 0 0 0 181
On Identification of Bayesian DSGE Models* 0 0 0 70 0 0 1 170
On the Evolution of Monetary Policy 0 1 2 12 0 3 6 42
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 0 0 6 185
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 1 1 3 127 1 3 15 335
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 1 27 1 1 6 91
Posterior inference on long-run impulse responses 0 0 0 0 0 1 2 17
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 0 1 3 10
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 0 1 5 16
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 0 1 4 18
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 0 3 18
Prior elicitation in multiple change-point models 0 0 0 104 0 0 0 491
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 1 2 217 1 2 5 498
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 1 1 2 552
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 0 0 1 203
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 1 6 27
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 2 4 5 117
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 1 1 77 0 2 4 322
Regime-Switching Cointegration 0 0 1 120 0 0 2 305
Regime-Switching Cointegration 0 0 0 45 0 0 1 63
Regime-Switching Cointegration 0 0 1 11 2 2 7 53
Regime-Switching Cointegration* 0 0 1 178 0 0 3 376
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 1 3 104 1 4 14 156
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 0 0 1 256
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 0 0 0 169
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 0 0 1 477
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 0 0 0 108
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 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 6 0 0 0 36
Stochastic frontier models: a bayesian perspective 0 0 1 40 0 1 2 115
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 1 1 1 28
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 0 1 3 90
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 1 2 2 6 1 2 11 19
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 1 28 0 0 2 90
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 21 0 0 0 54
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 0 0 0 327
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 0 0 0 643
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 0 0 0 97
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 0 0 0 719
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 0 0 0 105
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 3 382 0 1 7 686
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 0 1 2 44
The Dynamics of UK and US Inflation Expectation 0 0 0 17 0 0 0 66
The Dynamics of UK and US Inflation Expectations 0 0 0 47 0 0 1 126
The Dynamics of UK and US Inflation Expectations 0 0 0 57 0 0 0 53
The Dynamics of UK and US Inflation Expectations 0 0 1 7 0 0 1 61
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 0 0 0 182
The Known Unknowns of Governance 0 0 0 6 0 0 2 49
The Vector Floor and Ceiling Model 0 0 0 77 0 0 0 1,050
The components of output growth: A cross-country analysis 0 0 0 3 1 2 2 39
The components of output growth: A cross-country analysis 0 0 0 1 0 0 0 8
The known unknowns of governance 0 0 0 22 0 0 0 60
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 0 230 1 2 14 2,266
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 0 0 2 93
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 0 0 0 20
Time Varying Dimension Models 0 0 0 67 1 2 3 211
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Time Varying Dimension Models 0 0 0 29 0 2 2 123
Time Varying Dimension Models 0 0 0 51 0 0 6 296
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 0 0 2 72
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 2 283 0 0 4 610
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 3 119 0 0 7 246
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 0 0 1 157
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 119 0 0 3 98
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 68 0 0 2 114
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 0 0 0 244
Understanding Liquidity and Credit Risks in the Financial Crisis 0 1 1 83 1 2 3 203
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 0 3 5 449
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 1 2 144 0 2 5 208
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 1 1 76 0 2 2 152
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 0 3 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 0 0 2 35
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 5 59 1 1 12 201
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 18 0 0 4 49
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 0 1 5 733
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 1 3 19 0 3 8 61
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 1 5 224
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 0 0 1 77
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 0 0 3 54
Total Working Papers 26 82 360 23,419 100 303 1,259 66,973
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 1 453
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 0 0 0 138 0 0 4 336
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 7 42 0 1 15 133
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 0 184
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 4 6 17 49 5 16 32 143
A New Model of Trend Inflation 0 2 6 128 0 3 14 431
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 1 320 0 1 9 1,112
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 1 54 1 1 4 211
A new index of financial conditions 1 3 9 281 4 13 55 1,519
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 0 0 3 70
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 0 1 3 0 2 7 14
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 2 154 0 1 3 330
Alternative efficiency measures for multiple-output production 0 0 0 74 0 0 3 245
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 0 0 2 10
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 0 0 1 35
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 0 0 1 250
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 0 1 2 308
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 0 1 2 2 1 2 6 8
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 0 0 1 195
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 0 0 1 293
Bayesian Analysis, Computation and Communication Software 0 0 1 187 0 0 2 650
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 0 0 0 353
Bayesian Methods for Empirical Macroeconomics 0 0 1 20 0 3 13 92
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 4 7 25 545 12 29 101 1,458
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 0 0 0 232
Bayesian analysis of logit models using natural conjugate priors 1 1 2 190 1 2 5 420
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 0 0 2 457
Bayesian compressed vector autoregressions 0 0 0 36 0 2 3 116
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 258 0 1 6 646
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 0 0 46 0 0 2 182
Bayesian inference in a time varying cointegration model 0 1 4 69 0 1 9 198
Bayesian inference in models based on equilibrium search theory 0 0 0 36 0 0 1 134
Bayesian long-run prediction in time series models 0 0 2 61 0 1 5 196
Bayesian model averaging in the instrumental variable regression model 1 2 2 42 1 2 5 134
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 0 0 1 174
Carbon dioxide emissions and economic growth: A structural approach 0 0 1 161 0 0 2 553
Choosing between identification schemes in noisy-news models 0 0 1 2 0 0 2 9
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 0 0 1 122
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 0 0 1 121
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 1 2 3 26
Computationally efficient inference in large Bayesian mixed frequency VARs 0 1 1 16 0 2 3 57
Correction [Posterior Properties of Long-Run Impulse Responses] 0 0 0 0 0 0 2 109
Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing 0 0 0 46 0 0 2 235
Current developments in productivity and efficiency measurement 0 0 0 144 1 1 1 334
Do environmental regulations affect the location decisions of multinational gold mining firms? 0 1 1 30 0 1 5 132
Do recessions permanently change output? 1 1 2 553 1 1 4 1,150
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 2 7 0 0 5 71
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 0 1 3 605
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 0 2 3 176
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 1 1 3 3 1 2 5 5
Econometric estimation of proportional hazard models 0 0 0 63 0 0 0 147
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 2 3 0 0 2 3
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 0 0 0 62
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 0 0 90
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 1 2 3 59 1 4 9 158
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 9 0 2 2 51
Estimation and Forecasting in Models with Multiple Breaks 0 0 6 121 0 1 14 342
Exchange rate predictability and dynamic Bayesian learning 0 1 2 20 3 7 16 139
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 4 7 73 4 11 18 272
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 1 1 2 7 1 1 3 11
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 0 0 0 255
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 0 2 6
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 1 2 6 717
Forecasting the European carbon market 0 0 0 15 0 0 0 81
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 2 4 0 0 5 13
Forecasting with High‐Dimensional Panel VARs 0 0 2 20 1 1 8 55
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 2 5 9 237
Forecasting with dimension switching VARs 0 0 0 9 0 0 2 45
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 0 18 0 1 10 98
Hierarchical Shrinkage in Time‐Varying Parameter Models 0 1 3 39 1 6 10 147
Identifying noise shocks 0 0 0 13 0 1 3 50
Impulse response analysis in nonlinear multivariate models 6 20 70 3,118 13 50 176 6,379
Incomplete models and reweighting 0 0 0 7 0 0 0 28
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 1 1 1 6 1 1 2 22
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 0 0 2 113
Is there an environmental Kuznets curve for deforestation? 0 0 6 515 0 1 13 2,046
Large Bayesian VARMAs 0 0 0 14 0 0 3 99
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 2 7 7 4 8 20 20
Large time-varying parameter VARs 1 3 5 237 1 8 21 621
Learning about the across-regime correlation in switching regression models 0 0 0 70 0 0 1 171
Measuring differential forest outcomes: A tale of two countries 0 0 1 21 0 0 2 88
Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air? 0 1 3 144 0 1 3 519
Model uncertainty in Panel Vector Autoregressive models 0 0 2 80 0 1 10 235
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 0 0 0 396
Modeling the dynamics of inflation compensation 0 1 1 50 0 1 1 171
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 0 1 8 103
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 0 0 0 340
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 2 33
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 0 0 0 94
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 0 0 2 161
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 0 0 2 23
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 0 0 0 6 0 0 5 34
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 1 1 6 34
On Identification of Bayesian DSGE Models 0 0 0 98 0 1 2 254
On the evolution of the monetary policy transmission mechanism 0 4 14 395 3 9 27 831
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 0 0 2 80
One size does not fit all… panel data: Bayesian model averaging and data poolability 0 0 2 11 0 0 5 55
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 0 0 1 168
Parameter uncertainty and impulse response analysis 0 0 0 143 0 0 3 342
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 0 0 1 150
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 1 1 2 0 1 1 5
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 0 627 0 0 3 1,882
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 0 8 9 176
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 0 1 61 0 0 1 204
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 0 0 4 391
Reconciled Estimates of Monthly GDP in the United States 0 0 0 1 0 1 3 13
Regime-switching cointegration 0 1 1 42 1 2 4 133
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 3 25 1 3 7 79
Review of PCBRAP 0 0 0 21 0 0 0 170
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 0 1 2 14
Semiparametric Bayesian inference in multiple equation models 0 1 2 102 0 1 2 381
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 0 0 0 121
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 0 0 9 66
Stochastic frontier models: A Bayesian perspective 0 1 2 489 1 3 8 898
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 61
Subspace shrinkage in conjugate Bayesian vector autoregressions 1 1 1 3 1 1 1 11
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 2 8 0 1 7 26
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 0 0 1 40
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 0 0 3 227
Testing for optimality in job search models 0 0 0 2 0 0 0 255
The Components of Output Growth: A Stochastic Frontier Analysis 1 1 2 6 2 4 5 22
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 1 35 0 2 5 117
The dynamics of UK and US inflation expectations 0 0 1 30 0 0 1 90
The valuation of IPO and SEO firms 1 1 1 185 2 3 5 871
Time Varying Dimension Models 1 2 2 31 1 3 7 147
Time varying VARs with inequality restrictions 0 0 0 88 0 1 8 239
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 1 210
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 1 2 68 0 3 15 217
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 1 9 0 0 6 31
Understanding liquidity and credit risks in the financial crisis 0 0 1 41 0 0 1 159
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 1 1 50 0 2 8 194
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 0 1 1 130
Total Journal Articles 27 82 263 12,607 75 260 930 39,864


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 4 8 20 88
Bayesian Econometric Methods 0 0 0 0 3 6 23 162
Total Books 0 0 0 0 7 14 43 250


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 1 3
Macroeconomic Nowcasting Using Google Probabilities☆ 1 2 9 52 3 7 23 167
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 1 21 0 1 7 91
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 0 0 2 2
Total Chapters 1 2 10 73 3 8 34 264


Statistics updated 2025-07-04