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 4 5 452
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 85 4 7 14 184
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 66 5 6 14 133
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 4 6 8 89
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 7 7 8 225
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 2 4 5 151
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 4 7 7 359
A New Index of Financial Conditions 0 0 1 78 8 15 27 742
A New Index of Financial Conditions 0 0 2 144 8 10 17 745
A New Model Of Trend Inflation 0 0 1 77 7 11 14 196
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 2 5 7 252
A New Model of Trend Inflation 0 1 1 115 5 13 14 246
A New Model of Trend Inflation 0 0 0 99 4 12 15 223
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 1 1 6 58
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 59 2 6 7 158
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 2 4 6 81
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 2 5 7 43
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 2 3 5 7
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 1 1 27
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 5 6 8 73
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 2 3 6 394
A new index of financial conditions 0 0 1 62 2 5 8 164
A new index of financial conditions 0 0 1 115 3 4 10 396
A new look at variation in employment growth in Canada 0 0 1 40 1 1 2 155
A new model of trend inflation 2 2 3 41 7 8 12 123
Alternative efficiency measures for multiple-output production 0 0 0 9 1 2 3 371
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 1 1 177 2 6 6 848
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 1 42 2 6 11 62
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 4 10 11 469
Bayesian Analysis of Endogenous Delay Threshold Models 1 1 1 101 4 6 10 315
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 732 3 7 9 2,328
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 6 9 10 395
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 331 5 7 9 1,397
Bayesian Analysis of Stochastic Frontier Models 0 1 2 43 0 6 12 1,328
Bayesian Approaches to Cointegration 0 0 0 280 6 11 14 644
Bayesian Compressed Vector Autoregressions 0 0 2 30 1 1 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 232 4 8 11 439
Bayesian Compressed Vector Autoregressions 0 0 0 38 3 5 10 102
Bayesian Compressed Vector Autoregressions 0 0 0 31 2 6 8 77
Bayesian Econometric Methods 0 0 0 4 3 10 21 677
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 2 4 8 740
Bayesian Forecasting in Economics and Finance: A Modern Review 0 0 3 81 9 17 29 99
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 2 76 5 13 20 82
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 3 5 9 79
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 1 1 38 5 6 10 63
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 3 4 6 649
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 16 6 6 10 72
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 2 3 6 162
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 6 8 9 75
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 2 6 6 44
Bayesian Inference in the Time Varying Cointegration Model 1 1 2 35 6 10 13 160
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 1 5 7 202
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 2 4 6 294
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 4 6 6 73
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 2 4 13 142
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 3 6 7 94
Bayesian Modeling of TVP-VARs Using Regression Trees 0 2 3 113 3 13 21 69
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 1 2 90 2 7 10 49
Bayesian Modelling of TVP-VARs Using Regression Trees 0 0 0 0 4 9 13 65
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 2 7 67 2,782 15 38 220 6,570
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 3 6 18 634 5 10 44 1,574
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 6 9 534
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 5 8 8 410
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 1 1 113 3 6 7 280
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 5 14 15 42
Bayesian approaches to cointegratrion 0 0 2 34 6 9 14 113
Bayesian dynamic variable selection in high dimensions 0 0 0 0 3 6 8 14
Bayesian dynamic variable selection in high dimensions 0 0 0 94 6 11 12 191
Bayesian dynamic variable selection in high dimensions 0 0 1 10 4 6 9 43
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 8 13 16 50
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 2 4 5 20
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 6 9 11 61
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 2 2 2 5
Bayesian inference in models based on equilibrium search theory 0 0 0 6 11 11 13 208
Bayesian long-run prediction in time series models 0 0 1 8 4 4 5 42
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 1 14 3 6 14 23
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 5 8 14 170
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 145 1 6 9 455
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 2 8 12 39
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 4 8 14 77
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 5 9 9 26
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 6 7 11 72
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 2 2 4 186
Decision Synthesis in Monetary Policy 0 0 1 4 6 8 12 22
Decision synthesis in monetary policy 0 1 3 20 2 4 8 51
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 1 1 1 99 8 13 15 369
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 3 3 5 79
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 1 30 1 3 7 44
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 6 8 13 16
Dynamic asymmetries in US unemployment 0 0 0 45 5 10 11 413
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 1 13 4 6 8 58
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 1 1 163 5 11 14 462
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 3 5 6 200
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 5 6 7 102
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 1 105 1 5 10 210
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 10 13 15 51
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 2 4 6 94
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 1 2 4 84
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 14 16 19 279
Exchange rate predictability and dynamic Bayesian learning 0 1 1 30 3 10 12 100
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 1 57 6 8 18 79
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 2 4 7 25
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 1 1 6 6 12 21
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 2 2 7 22
Forecasting Inflation Using Dynamic Model Averaging 1 2 8 617 7 10 24 1,239
Forecasting Inflation Using Dynamic Model Averaging 0 0 1 21 2 8 11 125
Forecasting Inflation Using Dynamic Model Averaging 0 0 0 92 3 6 10 133
Forecasting Inflation Using Dynamic Model Averaging* 0 0 0 178 8 14 21 374
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 68 1 7 7 310
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 100 16 24 27 356
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 0 122 2 4 7 116
Forecasting US Inflation Using Bayesian Nonparametric Models 0 0 4 33 4 5 14 69
Forecasting With High Dimensional Panel VARs 0 0 0 340 1 2 6 579
Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points 0 0 0 383 5 7 11 1,001
Forecasting and estimating multiple change-point models with an unknown number of change points 0 0 1 252 3 7 10 818
Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging 0 0 1 192 6 6 9 591
Forecasting in large macroeconomic panels using Bayesian Model Averaging 0 0 0 273 7 11 12 668
Forecasting the European Carbon Market 0 0 0 33 1 1 2 85
Forecasting the European Carbon Market 0 0 0 167 0 1 11 479
Forecasting with High-Dimensional Panel VARs 0 0 0 21 10 12 14 72
Forecasting with High-Dimensional Panel VARs 1 1 13 306 3 4 23 654
Forecasting with High-Dimensional Panel VARs 0 0 0 119 1 3 9 135
Forecasting with Medium and Large Bayesian VARs 0 0 2 100 25 27 34 166
Forecasting with Medium and Large Bayesian VARs 0 0 2 143 5 9 14 256
Forecasting with Medium and Large Bayesian VARs 0 0 4 154 21 24 31 411
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 0 127 5 7 10 331
Hierarchical Shrinkage in Time-Varying Parameter Models 0 1 1 7 4 11 12 43
Hierarchical Shrinkage in Time-Varying Parameter Models 0 0 1 41 4 4 7 140
Hierarchical shrinkage in time-varying parameter models 0 0 0 121 4 8 9 175
Hierarchical shrinkage in time-varying parameter models 0 0 3 262 8 12 19 475
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 0 1 1 3 6
Hospital efficiency analysis through individual effects: A Bayesian approach 0 0 0 14 2 3 5 38
Identifying Noise Shocks 0 0 0 54 3 3 5 102
Incorporating Micro Data into Macro Models Using Pseudo VARs 0 0 0 0 0 0 0 0
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 3 6 10 26
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 3 28 3 5 20 39
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 0 12 4 5 7 49
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 1 66 8 13 17 116
Inducing sparsity and shrinkage in time-varying parameter models 0 0 0 7 3 10 14 33
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification 0 0 0 0 2 2 7 35
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 2 5 7 10 17
Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model 0 0 1 36 0 3 6 55
Large Bayesian VARMAs 0 0 0 44 1 3 5 92
Large Bayesian VARMAs 0 0 0 88 4 18 18 113
Large Bayesian VARMAs 0 0 0 2 0 1 5 24
Large Bayesian VARMAs 0 0 0 20 5 7 9 56
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 6 11 14 57
Large Time-Varying Parameter VARs 0 0 2 64 4 13 18 180
Large Time-Varying Parameter VARs 0 1 3 114 27 51 60 290
Large time-varying parameter VARs 0 0 1 42 5 9 15 166
Large time-varying parameter VARs 1 2 8 837 7 13 34 1,518
Learning About Heterogeneity in Returns to Schooling 0 0 0 0 4 8 10 403
Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs 0 0 1 40 4 8 11 69
Measuring the Sources of Output Growth in a Panel of Countries 0 0 0 23 0 3 3 335
Model Switching and Model Averaging in Time- Varying Parameter Regression Models 0 0 0 35 1 2 5 58
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 128 8 11 11 268
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 111 3 5 9 128
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 28 4 7 9 76
Model Uncertainty in Panel Vector Autoregressive Models 0 0 1 72 5 6 7 68
Model Uncertainty in Panel Vector Autoregressive Models 0 0 0 5 9 13 19 69
Model uncertainty in panel vector autoregressive models 0 0 0 38 4 5 6 91
Model uncertainty in panel vector autoregressive models 0 0 3 273 1 4 10 451
Modeling the Dynamics of Inflation Compensation 0 0 0 36 2 7 8 111
Modeling the Evolution of Distributions: An Application to Major League Baseball 0 0 0 86 3 5 9 197
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 3 4 6 67
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 2 3 5 43
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 3 5 5 110
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 3 4 6 60
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 424 0 2 2 1,053
Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture 0 0 1 7 0 8 10 459
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 3 4 6 92
Nowcasting Scottish GDP Growth 0 0 1 5 2 3 6 52
Nowcasting Scottish GDP Growth 0 0 0 30 1 3 5 115
Nowcasting Scottish GDP growth 0 0 1 24 6 8 10 93
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 0 78 2 2 4 77
Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs 0 0 1 59 4 5 8 149
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 0 50 1 3 11 70
On Identification of Bayesian DSGE Models 0 0 0 54 7 12 14 196
On Identification of Bayesian DSGE Models 0 0 0 210 3 7 7 369
On Identification of Bayesian DSGE Models 0 0 0 93 1 11 13 194
On Identification of Bayesian DSGE Models 0 0 0 38 16 23 23 117
On Identification of Bayesian DSGE Models* 0 0 0 70 5 9 10 180
On the Evolution of Monetary Policy 0 1 3 14 5 11 19 58
Parametric and Nonparametric Inference in Equilibrium Job Search Models 0 0 0 40 2 2 5 187
Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling 0 0 4 129 1 6 20 345
Posterior analysis of stochastic frontier models using Gibbs sampling 0 0 0 27 2 4 9 97
Posterior inference on long-run impulse responses 0 0 0 0 1 3 5 20
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 9 2 4 6 15
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 10 1 4 8 23
Predictive Density Combination Using a Tree-Based Synthesis Function 0 0 0 17 3 4 9 23
Prior Elicitation in Multiple Change-point Models 0 0 0 4 4 5 9 25
Prior Elicitation in Multiple Change-point Models 0 0 0 92 2 4 4 364
Prior elicitation in multiple change-point models 0 0 0 104 2 3 3 494
Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 1 217 3 4 11 505
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 52 1 2 6 208
Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty 0 0 0 147 7 9 12 562
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 9 12 18 131
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 2 7 10 35
Reexamining the consumption-wealth relationship: the role of model uncertainty 0 0 1 77 2 8 14 333
Regime-Switching Cointegration 0 0 1 12 3 8 12 62
Regime-Switching Cointegration 0 0 0 45 8 11 11 74
Regime-Switching Cointegration 2 2 2 122 7 9 15 320
Regime-Switching Cointegration* 0 0 0 178 3 10 11 387
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 1 5 19 169
Semiparametric Bayesian Inference in Multiple Equation Models 0 0 0 0 2 3 4 259
Semiparametric Bayesian Inference in Smooth Coefficient Models 0 0 0 0 1 3 5 174
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 116 2 3 3 480
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 28 1 6 6 114
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 6 7 8 11 47
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy 0 0 0 89 5 5 7 219
Stochastic frontier models: a bayesian perspective 0 0 1 41 4 16 21 135
Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions 0 0 0 23 1 4 8 35
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 2 6 4 6 12 26
Tail Forecasting with Multivariate Bayesian Additive Regression Trees 0 0 0 78 7 11 15 103
Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 28 2 5 7 97
Technical appendix to: a new look at variation in employment growth in Canada 0 0 0 21 3 4 4 58
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 7 9 9 336
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 2 2 4 647
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 3 3 4 101
The Components of Output Growth: A Croos-Country Analysis 0 0 0 1 4 6 6 725
The Components of Output Growth: A Cross-Country Analysis 0 0 0 17 1 2 2 107
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 1 2 384 7 11 16 699
The Contribution of Structural Break Models to Forecating Macroeconomic Series 0 0 0 0 1 3 5 48
The Dynamics of UK and US Inflation Expectation 0 0 0 17 4 4 7 73
The Dynamics of UK and US Inflation Expectations 0 0 0 57 1 3 3 56
The Dynamics of UK and US Inflation Expectations 0 0 0 47 1 1 2 128
The Dynamics of UK and US Inflation Expectations 0 0 0 7 0 2 2 63
The Dynamics of UK and US Inflation Expectations* 0 0 0 76 6 8 10 192
The Known Unknowns of Governance 0 0 0 6 1 3 4 52
The Vector Floor and Ceiling Model 0 0 0 77 3 7 8 1,058
The components of output growth: A cross-country analysis 0 0 0 1 1 2 3 11
The components of output growth: A cross-country analysis 0 0 0 3 0 1 3 40
The known unknowns of governance 0 0 0 22 2 5 7 67
The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach 0 0 1 231 3 6 13 2,276
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 23 4 8 8 101
Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada 0 0 0 3 2 4 5 25
Time Varying Dimension Models 0 0 0 67 7 10 15 224
Time Varying Dimension Models 0 0 0 2 3 3 3 26
Time Varying Dimension Models 0 0 0 29 5 8 11 132
Time Varying Dimension Models 0 0 1 119 4 7 8 435
Time Varying Dimension Models 0 0 0 51 55 80 83 379
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 1 1 1 120 2 3 9 251
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 283 3 4 6 615
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So? 0 0 0 42 3 6 6 78
UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?* 0 0 0 67 4 8 9 165
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model 0 0 1 120 2 4 6 104
UK regional nowcasting using a mixed frequency vector autoregressive model 0 0 1 69 3 3 5 119
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 1 83 7 10 13 214
Understanding Liquidity and Credit Risks in the Financial Crisis 0 0 0 132 1 4 6 250
Understanding Liquidity and Credit Risks in the Financial Crisis* 0 0 0 250 4 5 10 455
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 1 76 6 7 11 161
Using VARs and TVP-VARs with Many Macroeconomic Variables 0 0 2 144 5 12 18 222
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 3 4 6 32
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 2 5 8 42
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 3 59 0 1 8 204
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 19 1 4 5 54
Variational Bayes inference in high-dimensional time-varying parameter models 0 0 1 361 7 11 15 744
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 19 5 6 10 68
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 1 3 7 228
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 3 7 9 85
What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry 0 0 0 7 5 10 11 64
Total Working Papers 16 41 249 23,532 1,076 1,890 2,965 69,355
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 2 2 455
A Bayesian analysis of a variance decomposition for stock returns 0 0 0 91 2 2 3 270
A Bayesian analysis of multiple-output production frontiers 0 1 1 139 1 7 8 344
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 2 43 11 15 20 151
A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 2 3 5 189
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 3 15 56 4 8 42 166
A New Model of Trend Inflation 0 1 7 131 3 7 15 441
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 1 320 3 5 13 1,119
A flexible approach to parametric inference in nonlinear and time varying time series models 1 1 1 55 2 4 8 218
A new index of financial conditions 2 2 9 286 5 10 46 1,545
A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors 0 0 0 15 4 4 7 77
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs 0 1 1 4 3 5 13 22
Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach 0 0 1 154 4 5 8 336
Alternative efficiency measures for multiple-output production 0 0 1 75 0 0 3 248
An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework 0 0 0 1 3 5 8 17
An empirical assessment of recent challenges in today's financial markets 0 0 0 13 3 5 6 41
An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates 0 0 0 73 3 5 6 256
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 6 4 5 7 314
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS 1 1 3 3 4 7 15 19
Bayes factors and nonlinearity: Evidence from economic time series1 0 0 0 71 3 7 7 202
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 0 2 2 6 9 301
Bayesian Analysis, Computation and Communication Software 0 0 0 187 1 4 5 654
Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function 0 0 0 0 3 5 6 359
Bayesian Methods for Empirical Macroeconomics 0 1 2 22 16 20 29 115
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 1 2 24 557 6 19 85 1,499
Bayesian Semi-nonparametric ARCH Models 0 0 0 72 2 3 3 235
Bayesian analysis of logit models using natural conjugate priors 0 0 2 191 1 3 7 425
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 96 11 16 19 476
Bayesian compressed vector autoregressions 0 0 0 36 2 5 13 127
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 1 259 2 5 10 655
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 0 1 1 47 6 9 13 193
Bayesian inference in a time varying cointegration model 0 0 3 69 5 10 20 213
Bayesian inference in models based on equilibrium search theory 0 0 0 36 2 2 4 138
Bayesian long-run prediction in time series models 0 0 1 61 5 7 12 206
Bayesian model averaging in the instrumental variable regression model 0 0 2 42 4 5 10 141
Bayesian variants of some classical semiparametric regression techniques 0 0 0 60 6 9 10 184
Carbon dioxide emissions and economic growth: A structural approach 0 0 0 161 1 2 5 558
Choosing between identification schemes in noisy-news models 0 1 1 3 5 9 9 18
Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends 0 0 0 36 4 7 8 130
Comparing the Performance of Baseball Players: A Multiple-Output Approach 0 0 0 33 3 3 5 125
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 3 14 20 43
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 5 7 12 67
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 0 5 8 241
Current developments in productivity and efficiency measurement 0 0 0 144 2 6 9 342
Do environmental regulations affect the location decisions of multinational gold mining firms? 1 1 2 31 2 3 6 136
Do recessions permanently change output? 0 0 3 554 4 12 19 1,166
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 2 8 6 8 15 84
Dynamic Asymmetries in U.S. Unemployment 0 0 0 0 4 6 10 614
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve 0 0 0 42 7 11 16 189
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 0 0 4 5 13 15 23 25
Econometric estimation of proportional hazard models 0 0 0 63 1 1 4 151
Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk 0 0 1 4 3 3 6 9
Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue 0 0 0 15 1 2 2 64
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 1 2 2 92
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space 0 0 4 60 6 9 22 173
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 4 6 10 59
Estimation and Forecasting in Models with Multiple Breaks 0 0 0 121 3 6 13 352
Exchange rate predictability and dynamic Bayesian learning 1 1 3 22 23 27 44 174
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING 0 1 7 75 6 13 30 290
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 2 7 2 8 10 19
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 1 0 3 4 9
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty 0 0 0 24 10 14 18 273
Forecasting in dynamic factor models using Bayesian model averaging 0 0 0 252 5 6 10 725
Forecasting the European carbon market 0 0 0 15 7 12 13 94
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 1 1 2 5 2 5 9 21
Forecasting with High‐Dimensional Panel VARs 0 1 2 21 7 11 20 70
Forecasting with Medium and Large Bayesian VARS 0 0 0 0 4 6 23 254
Forecasting with dimension switching VARs 0 0 0 9 1 2 4 48
Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland 0 0 1 19 2 3 14 103
Hierarchical Shrinkage in Time‐Varying Parameter Models 1 1 5 42 9 14 33 172
Identifying noise shocks 0 0 0 13 1 3 8 57
Impulse response analysis in nonlinear multivariate models 6 11 60 3,151 16 46 169 6,478
Incomplete models and reweighting 0 0 0 7 0 1 3 31
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models 0 0 2 7 9 11 15 36
Intertemporal Properties of Real Output: A Bayesian Analysis 0 0 0 0 1 1 3 115
Is there an environmental Kuznets curve for deforestation? 0 1 7 519 3 14 27 2,067
Large Bayesian VARMAs 0 0 1 15 3 8 12 110
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 4 8 4 7 26 34
Large time-varying parameter VARs 0 2 11 245 6 11 43 650
Learning about the across-regime correlation in switching regression models 0 0 0 70 2 2 5 176
Measuring differential forest outcomes: A tale of two countries 0 0 0 21 0 1 3 91
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 0 1 5 523
Model uncertainty in Panel Vector Autoregressive models 0 0 0 80 1 12 17 250
Modeling the Sources of Output Growth in a Panel of Countries 0 0 0 0 1 2 4 400
Modeling the dynamics of inflation compensation 0 0 1 50 3 3 4 174
Modeling the relationship between European carbon permits and certified emission reductions 0 0 0 22 5 7 11 111
Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland 0 0 0 119 3 6 8 348
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 4 10 11 43
Modelling the evolution of distributions: an application to Major League baseball 0 0 0 15 1 5 6 100
Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture 0 0 0 55 3 6 8 169
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 3 4 8 31
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy 1 1 3 9 5 6 10 43
Nowcasting in a pandemic using non-parametric mixed frequency VARs 0 0 1 11 7 7 12 42
On Identification of Bayesian DSGE Models 0 0 0 98 2 2 4 256
On the evolution of the monetary policy transmission mechanism 1 5 11 401 4 13 34 853
On the sensitivity of unit root inference to nonlinear data transformations 0 0 0 14 4 6 6 86
One size does not fit all… panel data: Bayesian model averaging and data poolability 1 2 4 14 5 12 16 69
PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS 0 0 0 32 26 46 48 216
Parameter uncertainty and impulse response analysis 0 0 0 143 4 6 10 352
Posterior Properties of Long-Run Impulse Responses 0 0 0 0 3 5 6 156
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 3 4 8
Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences 0 0 0 627 2 5 5 1,887
Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty 0 0 0 55 4 4 15 182
Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty 0 1 2 62 3 10 19 222
Recent Progress in Applied Bayesian Econometrics 0 0 0 0 2 5 10 399
Reconciled Estimates of Monthly GDP in the United States 0 1 2 3 4 11 16 27
Regime-switching cointegration 0 1 3 44 5 11 15 146
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 4 28 5 8 19 95
Review of PCBRAP 0 0 0 21 0 0 3 173
Re‐Examining the Consumption–Wealth Relationship: The Role of Model Uncertainty 0 0 0 0 1 6 9 22
Semiparametric Bayesian inference in multiple equation models 0 0 1 102 1 5 7 387
Semiparametric Bayesian inference in smooth coefficient models 0 0 0 34 1 1 1 122
Should we care about the uncertainty around measures of political-economic development? 0 0 0 8 0 5 9 74
Stochastic frontier models: A Bayesian perspective 0 2 5 493 5 15 24 918
Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy 0 0 0 0 3 6 8 69
Subspace shrinkage in conjugate Bayesian vector autoregressions 0 0 1 3 3 9 12 22
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES 0 0 1 8 5 6 10 33
TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE 0 0 0 5 4 4 7 46
Testing for integration using evolving trend and seasonals models: A Bayesian approach 0 0 0 57 5 8 10 237
Testing for optimality in job search models 0 0 0 2 0 3 3 258
The Components of Output Growth: A Stochastic Frontier Analysis 0 0 1 6 7 11 17 35
The Contribution of Structural Break Models to Forecasting Macroeconomic Series 0 0 1 35 2 7 11 126
The dynamics of UK and US inflation expectations 0 0 0 30 7 8 8 98
The valuation of IPO and SEO firms 0 0 1 185 5 8 13 881
Time Varying Dimension Models 0 0 2 31 3 4 13 155
Time varying VARs with inequality restrictions 1 1 1 89 8 9 16 252
To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment 0 0 0 39 0 0 2 211
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? 0 0 1 68 4 7 19 228
UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting 0 0 0 9 5 7 13 42
Understanding liquidity and credit risks in the financial crisis 0 0 0 41 4 4 5 164
Using VARs and TVP-VARs with Many Macroeconomic Variables 1 1 2 51 3 4 12 201
What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry 0 0 0 30 2 5 10 139
Total Journal Articles 20 51 256 12,739 527 963 1,841 41,276

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 14 27 104
Bayesian Econometric Methods 0 0 0 0 5 15 27 177
Total Books 0 0 0 0 9 29 54 281

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 4 5 7 9
Macroeconomic Nowcasting Using Google Probabilities☆ 0 0 5 55 9 13 29 188
Model Switching and Model Averaging in Time-Varying Parameter Regression Models 0 0 0 21 6 7 12 100
Parametric and nonparametric inference in equilibrium job search models 0 0 0 0 1 2 3 3
The Vector Floor and Ceiling Model 0 0 0 0 5 7 9 10
Total Chapters 0 0 5 76 25 34 60 310

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