Gary Koop

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Person:201177

Available identifiers

zbMath Open koop.garyWikidataQ30068989 ScholiaQ30068989MaRDI QIDQ201177

List of research outcomes

PublicationDate of PublicationType
Forecasting U.S. inflation using Bayesian nonparametric models2024-04-15Paper
APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs2023-11-16Paper
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES2023-11-16Paper
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS2023-11-16Paper
Estimating the ordering of variables in a VAR using a Plackett-Luce prior2023-09-12Paper
Large stochastic volatility in mean VARs2023-08-18Paper
Choosing between identification schemes in noisy-news models2023-04-27Paper
Regime-switching cointegration2023-03-07Paper
Nowcasting in a pandemic using non-parametric mixed frequency VARs2022-12-14Paper
Model Switching and Model Averaging in Time-Varying Parameter Regression Models2020-11-10Paper
Computationally efficient inference in large Bayesian mixed frequency VARs2020-07-07Paper
Identifying noise shocks2020-01-31Paper
Bayesian Econometric Methods2019-07-18Paper
Bayesian compressed vector autoregressions2019-04-30Paper
FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*2019-02-07Paper
Modelling breaks and clusters in the steady states of macroeconomic variables2018-11-23Paper
Hierarchical Shrinkage in Time‐Varying Parameter Models2018-10-12Paper
Bayesian model averaging in the instrumental variable regression model2017-05-12Paper
Bayesian inference in a time varying cointegration model2016-08-15Paper
A flexible approach to parametric inference in nonlinear and time varying time series models2016-08-04Paper
Large Bayesian VARMAs2016-05-10Paper
Semiparametric Bayesian inference in smooth coefficient models2016-05-02Paper
Alternative efficiency measures for multiple-output production2016-03-30Paper
Comment on article by Wyse et al.2016-02-08Paper
Large time-varying parameter VARs2014-06-06Paper
The dynamics of UK and US inflation expectations2012-12-30Paper
Time varying VARs with inequality restrictions2011-06-22Paper
Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve2011-04-13Paper
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics2010-08-18Paper
Parametric and nonparametric inference in equilibrium job search models2010-06-30Paper
Bayesian inference in a cointegrating panel data model☆2010-06-30Paper
Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space2010-04-23Paper
On the evolution of the monetary policy transmission mechanism2009-08-07Paper
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics2009-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34980872008-05-28Paper
Bayesian Econometric Methods2007-10-24Paper
Estimation and Forecasting in Models with Multiple Breaks2007-08-20Paper
Chapter 4 The Vector Floor and Ceiling Model2007-07-23Paper
Modelling the Evolution of Distributions: An Application to Major League Baseball2006-11-20Paper
Forecasting in dynamic factor models using Bayesian model averaging2005-07-04Paper
Bayesian variants of some classical semiparametric regression techniques2004-11-18Paper
Multiple-Output Production With Undesirable Outputs2004-06-10Paper
Comparing the Performance of Baseball Players2004-06-10Paper
Measuring the health effects of air pollution: To what extent can we really say that people are dying from bad air?2004-02-02Paper
Are apparent findings of nonlinearity due to structural instability in economic time series?2002-02-19Paper
Bayesian inference in models based on equilibrium search theory2002-01-24Paper
A Bayesian analysis of multiple-output production frontiers2001-08-17Paper
Testing for optimality in job search models2001-01-01Paper
Bayes factors and nonlinearity: Evidence from economic time series2000-06-14Paper
Carbon dioxide emissions and economic growth: A structural approach2000-05-08Paper
Posterior analysis of stochastic frontier models using Gibbs sampling2000-03-02Paper
Incomplete models and reweighting2000-02-13Paper
Testing for integration using evolving trend and seasonals models: A Bayesian approach.2000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44075902000-01-01Paper
On the sensitivity of unit root inference to nonlinear data transformations1998-08-13Paper
Bayesian efficiency analysis through individual effects: Hospital cost frontiers1997-12-15Paper
Bayesian analysis of long memory and persistence using ARFIMA models1997-11-04Paper
https://portal.mardi4nfdi.de/entity/Q43498331997-08-25Paper
Learning about the across-regime correlation in switching regression models1997-08-12Paper
Impulse response analysis in nonlinear multivariate models1997-07-14Paper
Parameter uncertainty and impulse response analysis1996-08-14Paper
Bayesian long-run prediction in time series models1996-04-09Paper
Stochastic frontier models. A Bayesian perspective1994-06-05Paper
Bayesian analysis of logit models using natural conjugate priors1993-05-16Paper

Research outcomes over time


Doctoral students

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