Search Results

Parameter uncertainty and impulse response analysis,
Gary Koop, in Journal of Econometrics (1996)

Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends,
Gary Koop, in Journal of Econometrics (1991)

Bayesian Methods for Empirical Macroeconomics,
Gary Koop, in Review of Economic Analysis (2017)
Keywords: "multivariate time series, vector autoregression, state space model"

Forecasting with Medium and Large Bayesian VARs,
Gary Koop, from Rimini Centre for Economic Analysis (2010)
Keywords: Bayesian, Minnesota prior, stochastic search variable selection, predictive likelihood

Bayesian Semi-nonparametric ARCH Models,
Gary Koop, in The Review of Economics and Statistics (1994)

Forecasting with Medium and Large Bayesian VARS,
Gary Koop, in Journal of Applied Econometrics (2013)

Forecasting with dimension switching VARs,
Gary Koop, in International Journal of Forecasting (2014)
Keywords: Bayesian VAR; Model selection; Variable selection; Predictive likelihood;

Comparing the Performance of Baseball Players: A Multiple-Output Approach,
Gary Koop, in Journal of the American Statistical Association (2002)

Intertemporal Properties of Real Output: A Bayesian Analysis,
Gary Koop, in Journal of Business & Economic Statistics (1991)

Modelling the evolution of distributions: an application to Major League baseball,
Gary Koop, in Journal of the Royal Statistical Society Series A (2004)

An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates,
Gary Koop, in Journal of Empirical Finance (1994)

Bayesian Analysis of Long Memory and Persistence using ARFIMA Models,
Gary Koop, from University of Toronto, Department of Economics (1995)
Keywords: Fractionally Integrated Models, Impulse Responses, Time Series, Trend Stationarity, Unit Root

Carbon dioxide emissions and economic growth: A structural approach,
Gary Koop, in Journal of Applied Statistics (1998)

Recent Progress in Applied Bayesian Econometrics,
Gary Koop, in Journal of Economic Surveys (1994)

Comparing the Performance of Baseball Players: A Multiple Output Approach,
Gary Koop, from Edinburgh School of Economics, University of Edinburgh (2001)

Modeling the Evolution of Distributions: An Application to Major League Baseball,
Gary Koop, from Edinburgh School of Economics, University of Edinburgh (2001)
Keywords: Bayesian, Gibbs samples, ordered probit, Damn Yankees

Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis,
Gary Koop, from Edinburgh School of Economics, University of Edinburgh (1999)

Bayesian inference in models based on equilibrium search theory,
Gary Koop, from Edinburgh School of Economics, University of Edinburgh (1999)

Parametric and nonparametric inference in equilibrium job search models,
Gary Koop, from Emerald Group Publishing Limited (2008)

Forecasting with Medium and Large Bayesian VARs,
Gary Koop, from University of Strathclyde Business School, Department of Economics (2011)
Keywords: Bayesian, Minnesota prior, stochastic search variable selection, predictive likelihood

Using VARs and TVP-VARs with Many Macroeconomic Variables,
Gary Koop, from University of Strathclyde Business School, Department of Economics (2013)
Keywords: Bayesian VAR; forecasting; time-varying coefficients; state-space model

Registered author: Gary Koop

Estimating the ordering of variables in a VAR using a Plackett–Luce prior,
Ping Wu and Gary Koop, in Economics Letters (2023)
Keywords: Variables ordering; Plackett–Luce model;

Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks,
Florian Huber and Gary Koop, from arXiv.org (2023)

A flexible approach to parametric inference in nonlinear and time varying time series models,
Gary Koop and Simon Potter, from HAL (2010)
Keywords: C11,C22,E17,Bayesian,Structural break,Threshold autoregressive,Regime switching,State space model

PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS,
Gary Koop and Simon Potter, in International Economic Review (2009)

Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points,
Gary Koop and Simon Potter, from Division of Economics, School of Business, University of Leicester (2004)
Keywords: Bayesian; structural break; Markov Chain Monte Carlo; hierarchical prior

Prior Elicitation in Multiple Change-point Models,
Gary Koop and Simon Potter, from Division of Economics, School of Business, University of Leicester (2004)

An Investigation of Thresholds in Air Pollution-Mortality Effects,
Gary Koop and Lise Tole, from Division of Economics, School of Business, University of Leicester (2004)
Keywords: Threshold-air pollution mortality effects; Bayesian model; averaging; PM; O3

Semiparametric Bayesian inference in smooth coefficient models,
Gary Koop and Justin Tobias, from Division of Economics, School of Business, University of Leicester (2003)

Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging,
Gary Koop and Simon Potter, from Division of Economics, School of Business, University of Leicester (2003)

The Vector Floor and Ceiling Model,
Gary Koop and Simon Potter, from Division of Economics, School of Business, University of Leicester (2000)
Keywords: Nonlinearity; Bayesian; Vector Autoregression

Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters,
Luca Onorante and Gary Koop, from European Central Bank (2012)
Keywords: Bayesian, financial crisis, inflation expectations, Phillips curve, Survey of Professional Forecasters

Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters,
Gary Koop and Luca Onorante, from Scottish Institute for Research in Economics (SIRE) (2011)
Keywords: inflation expectations, survey of professional forecasters, Phillips curve, Bayesian,

Forecasting the European Carbon Market,
Gary Koop and Lise Tole, from Scottish Institute for Research in Economics (SIRE) (2011)
Keywords: Bayesian, carbon permit trading, fi nancial markets, state space model, model averaging,

Regime-Switching Cointegration,
Markus Jochmann and Gary Koop, from Scottish Institute for Research in Economics (SIRE) (2011)
Keywords: Bayesian, Markov switching, structural breaks, cointegration, model averaging,

Regime-Switching Cointegration,
Markus Jochmann and Gary Koop, from Scottish Institute for Research in Economics (SIRE) (2011)
Keywords: Bayesian, Markov switching, structural breaks, cointegration, model averaging,

Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry,
Lisa Tole and Gary Koop, from Scottish Institute for Research in Economics (SIRE) (2012)
Keywords: ISO 14001 environmental standard, firm performance, stochastic frontier cost function, copper mining industry

Model Switching and Model Averaging in Time- Varying Parameter Regression Models,
Belmonte Miguel and Gary Koop, from Scottish Institute for Research in Economics (SIRE) (2013)
Keywords: Model switching, forecast combination, switching state space model, inflation forecasting,

Time varying VARs with inequality restrictions,
Gary Koop and Simon Potter, in Journal of Economic Dynamics and Control (2011)
Keywords: Bayesian State space model Markov chain Monte Carlo Metropolis-Hastings

A flexible approach to parametric inference in nonlinear and time varying time series models,
Gary Koop and Simon Potter, in Journal of Econometrics (2010)
Keywords: Bayesian Structural break Threshold autoregressive Regime switching State space model

Semiparametric Bayesian inference in smooth coefficient models,
Gary Koop and Justin Tobias, in Journal of Econometrics (2006)

Current developments in productivity and efficiency measurement,
Jeffrey Dorfman and Gary Koop, in Journal of Econometrics (2005)

Bayes factors and nonlinearity: Evidence from economic time series1,
Gary Koop and Simon Potter, in Journal of Econometrics (1998)

Prior Elicitation in Multiple Change-point Models,
Gary Koop and Simon Potter, from Rimini Centre for Economic Analysis (2007)

What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry,
Gary Koop and Lise Tole, from Rimini Centre for Economic Analysis (2007)
Keywords: Bayesian stochastic frontier analysis; efficiency; environmental regulations and plant performance; pollution havens; regulatory chill; gold mining

Regime-Switching Cointegration,
Markus Jochmann and Gary Koop, from Rimini Centre for Economic Analysis (2011)
Keywords: Bayesian, Markov switching, structural breaks, cointegration, model averaging

Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air?,
Gary Koop and Lise Tole, in Journal of Environmental Economics and Management (2004)

Do recessions permanently change output?,
Paul Beaudry and Gary Koop, in Journal of Monetary Economics (1993)

Measuring differential forest outcomes: A tale of two countries,
Gary Koop and Lise Tole, in World Development (1997)

Bayesian Analysis of Endogenous Delay Threshold Models,
Gary Koop and Simon Potter, in Journal of Business & Economic Statistics (2003)

Forecasting the European carbon market,
Gary Koop and Lise Tole, in Journal of the Royal Statistical Society Series A (2013)

The valuation of IPO and SEO firms,
Gary Koop and Kai Li, in Journal of Empirical Finance (2001)

Modeling the relationship between European carbon permits and certified emission reductions,
Gary Koop and Lise Tole, in Journal of Empirical Finance (2013)
Keywords: Carbon trading; Spot and futures markets; Time-varying parameter VAR; Stochastic volatility;

Are apparent findings of nonlinearity due to structural instability in economic time series?,
Gary Koop and Simon Potter, in Econometrics Journal (2001)
Keywords: Bayes Factor, Markov chain Monte Carlo, threshold autoregressive model, time varying parameter model

Econometric estimation of proportional hazard models,
Gary Koop and Christopher Ruhm, in Journal of Economics and Business (1993)

Dynamic Asymmetries in U.S. Unemployment,
Gary Koop and Simon Potter, in Journal of Business & Economic Statistics (1999)

Should we care about the uncertainty around measures of political-economic development?,
Rodolphe Desbordes and Gary Koop, in Journal of Comparative Economics (2016)
Keywords: Democracy; Income inequality; Governance; Multiple imputation; Uncertainty;

Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry,
Lise Tole and Gary Koop, in Journal of Productivity Analysis (2013)
Keywords: ISO 14001 environmental standard, Firm performance, Stochastic frontier cost function, Copper mining industry, C23, D22, D24, Q52,

What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry,
Gary Koop and Lise Tole, in Journal of Productivity Analysis (2008)
Keywords: Bayesian stochastic frontier analysis, Efficiency, Environmental regulations and plant performance, Pollution havens, Regulatory chill, Gold mining, Q3, Q56, C11, C23,

Do environmental regulations affect the location decisions of multinational gold mining firms?,
Lise Tole and Gary Koop, in Journal of Economic Geography (2011)

A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models,
Gary Koop and Mark Steel, from Universidad Carlos III de Madrid. Departamento de Estadística (1993)
Keywords: Bayesian

Regime-switching cointegration,
Markus Jochmann and Gary Koop, in Studies in Nonlinear Dynamics & Econometrics (2015)
Keywords: Bayesian, cointegration, Markov switching, model averaging, structural breaks

Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables,
Joshua Chan and Gary Koop, from Scottish Institute for Research in Economics (SIRE) (2011)

Modelling breaks and clusters in the steady states of macroeconomic variables,
Joshua Chan and Gary Koop, in Computational Statistics & Data Analysis (2014)
Keywords: Clustering; Structural breaks; VAR; Bayesian;

A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models,
Gary Koop and Mark Steel, from Tilburg - Center for Economic Research (1991)
Keywords: time series ; econometrics ; economic models

To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment,
Gary Koop and Mark Steel, in Journal of Applied Econometrics (1991)

Forecasting in dynamic factor models using Bayesian model averaging,
Gary Koop and Simon Potter, in Econometrics Journal (2004)

A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models,
Gary Koop and Mark Steel, in Journal of Business & Economic Statistics (1994)

Estimation and Forecasting in Models with Multiple Breaks,
Gary Koop and Simon Potter, in The Review of Economic Studies (2007)

A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models,
Gary Koop and Mark Steel, from Tilburg University, Center for Economic Research (1991)
Keywords: Time Series; Unit Root

FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING,
Gary Koop and Dimitris Korobilis, in International Economic Review (2012)

BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS,
Gary Koop and Dimitris Korobilis, in International Economic Review (2023)

Bayesian dynamic variable selection in high dimensions,
Gary Koop and Dimitris Korobilis, from arXiv.org (2020)

Is there an environmental Kuznets curve for deforestation?,
Gary Koop and Lise Tole, in Journal of Development Economics (1999)

Learning About Heterogeneity in Returns to Schooling,
Gary Koop and Justin Tobias, from Iowa State University, Department of Economics (2004)

Semiparametric Bayesian Inference in Smooth Coefficient Models,
Gary Koop and Justin Tobias, from Iowa State University, Department of Economics (2006)

Bayesian Analysis of Stochastic Frontier Models,
Gary Koop and Mark Steel, from Edinburgh School of Economics, University of Edinburgh (1999)

Dynamic asymmetries in US unemployment,
Gary Koop and Simon Potter, from Edinburgh School of Economics, University of Edinburgh (1998)
Keywords: nonlinearity, threshold autoregression, Bayesian, unemployment

The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach,
Gary Koop and Kai Li, from Edinburgh School of Economics, University of Edinburgh (1998)
Keywords: underpricing, market efficiency, Bayesian inference

Bayesian Analysis of Endogenous Delay Threshold Models,
Gary Koop and Simon Potter, from Edinburgh School of Economics, University of Edinburgh (2000)
Keywords: nonlinearity, threshold autoregression, Markov Chain Monte Carlo, Gibbs sampler

Bayesian Variants of Some Classical Semiparametric Regression Techniques,
Gary Koop and D. Poirier, from California Irvine - School of Social Sciences (2000)
Keywords: MODELS ; TESTS ; MATHEMATICAL ANALYSIS

Modelling breaks and clusters in the steady states of macroeconomic variables,
Joshua Chan and Gary Koop, from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012)

Subspace shrinkage in conjugate Bayesian vector autoregressions,
Florian Huber and Gary Koop, in Journal of Applied Econometrics (2023)

Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions,
Florian Huber and Gary Koop, from arXiv.org (2021)

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics,
Gary Koop and Dimitris Korobilis, from University Library of Munich, Germany (2009)
Keywords: Empirical macroeconometrics, Bayesian estimation, MCMC, vector autoregressions, factor models, time-varying parameters

Large time-varying parameter VARs,
Gary Koop and Dimitris Korobilis, from University Library of Munich, Germany (2012)
Keywords: Bayesian VAR; forecasting; time-varying coefficients; state-space model

A New Index of Financial Conditions,
Gary Koop and Dimitris Korobilis, from University Library of Munich, Germany (2013)
Keywords: financial stress; dynamic model averaging; forecasting

Model Uncertainty in Panel Vector Autoregressive Models,
Gary Koop and Dimitris Korobilis, from University Library of Munich, Germany (2014)
Keywords: Bayesian model averaging, stochastic search variable selection, financial contagion, sovereign debt crisis

Forecasting with High-Dimensional Panel VARs,
Gary Koop and Dimitris Korobilis, from University Library of Munich, Germany (2018)
Keywords: Panel VAR, inflation forecasting, Bayesian, time-varying parameter model