Details about Gary Koop
Access statistics for papers by Gary Koop.
Last updated 2020-10-28. Update your information in the RePEc Author Service.
Short-id: pko8
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Working Papers
2020
- Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
Papers, arXiv.org View citations (3)
- Bayesian dynamic variable selection in high dimensions
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in Working Papers, Business School - Economics, University of Glasgow (2020)
- Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (2)
See also Journal Article in Economics Letters (2020)
- Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
Papers, arXiv.org View citations (1)
- Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
Papers, arXiv.org View citations (3)
- Forecasting Low Frequency Macroeconomic Events with High Frequency Data
EMF Research Papers, Economic Modelling and Forecasting Group
- Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
Papers, arXiv.org
- Reconciled Estimates of Monthly GDP in the US
EMF Research Papers, Economic Modelling and Forecasting Group
2019
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Working Papers in Economics, University of Salzburg View citations (1)
Also in Papers, arXiv.org (2019) View citations (6) Working Paper Series, European Central Bank (2019) View citations (2)
- Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017
EMF Research Papers, Economic Modelling and Forecasting Group View citations (1)
Also in Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2018) View citations (7)
- Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (4)
Also in Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) (2019) View citations (8) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (4)
2018
- Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility
Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (5)
Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (8)
See also Journal Article in Journal of Applied Econometrics (2020)
- Exchange rate predictability and dynamic Bayesian learning
VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association View citations (2)
Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2017) View citations (1)
See also Journal Article in Journal of Applied Econometrics (2020)
- Forecasting with High-Dimensional Panel VARs
Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (2)
Also in MPRA Paper, University Library of Munich, Germany (2018)  Working Papers, Business School - Economics, University of Glasgow (2015) View citations (16) Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (1)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2019)
- Identifying Noise Shocks
Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney View citations (1)
See also Journal Article in Journal of Economic Dynamics and Control (2020)
- UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE) View citations (2)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2018) View citations (4)
- Variational Bayes inference in high-dimensional time-varying parameter models
Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (7)
Also in Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (6) MPRA Paper, University Library of Munich, Germany (2018) View citations (11)
2017
- Bayesian Compressed Vector Autoregressions
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
Also in Working Papers, Brandeis University, Department of Economics and International Businesss School (2016) View citations (14) Working Papers, Business School - Economics, University of Glasgow (2016) View citations (8) Working Papers, Brandeis University, Department of Economics and International Businesss School (2016) View citations (16)
See also Journal Article in Journal of Econometrics (2019)
2015
- A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (20)
See also Journal Article in Journal of Money, Credit and Banking (2018)
- Large Bayesian VARMAs
Working Paper series, Rimini Centre for Economic Analysis 
Also in Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (16) Working Papers, University of Strathclyde Business School, Department of Economics (2014) View citations (8) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) View citations (5)
See also Journal Article in Journal of Econometrics (2016)
- Model Uncertainty in Panel Vector Autoregressive Models
Working Paper series, Rimini Centre for Economic Analysis View citations (3)
Also in Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (5) Working Papers, University of Strathclyde Business School, Department of Economics (2014) View citations (9) Working Papers, Business School - Economics, University of Glasgow (2014) View citations (2) MPRA Paper, University Library of Munich, Germany (2014) View citations (2) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) View citations (2)
See also Journal Article in European Economic Review (2016)
- The Contribution of Structural Break Models to Forecating Macroeconomic Series
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (11)
Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (4)
See also Journal Article in Journal of Applied Econometrics (2015)
2014
- A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University 
Also in ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2012) View citations (6)
See also Journal Article in Journal of Applied Econometrics (2016)
- Nowcasting Scottish GDP Growth
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) View citations (2) Working Papers, University of Strathclyde Business School, Department of Economics (2014) View citations (1)
- The Known Unknowns of Governance
Working Paper series, Rimini Centre for Economic Analysis 
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2014)
2013
- A New Index of Financial Conditions
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (16)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) View citations (10) Working Papers, Business School - Economics, University of Glasgow View citations (11) MPRA Paper, University Library of Munich, Germany (2013) View citations (14)
See also Journal Article in European Economic Review (2014)
- A new look at variation in employment growth in Canada
Working Papers, Lancaster University Management School, Economics Department
- Domestic Violence and Football in Glasgow: Are Reference Points Relevant?
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) 
See also Journal Article in Oxford Bulletin of Economics and Statistics (2016)
- Model Switching and Model Averaging in Time- Varying Parameter Regression Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) View citations (7)
See also Chapter (2014)
- Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics 
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012)  Working Papers, University of Strathclyde Business School, Department of Economics (2011) 
See also Journal Article in Computational Statistics & Data Analysis (2014)
- Technical appendix to: a new look at variation in employment growth in Canada
Working Papers, Lancaster University Management School, Economics Department
- Using VARs and TVP-VARs with Many Macroeconomic Variables
Working Papers, University of Strathclyde Business School, Department of Economics 
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) 
See also Journal Article in Central European Journal of Economic Modelling and Econometrics (2012)
2012
- A New Model Of Trend Inflation
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2012) View citations (6) MPRA Paper, University Library of Munich, Germany (2012) View citations (12) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2012) View citations (1)
See also Journal Article in Journal of Business & Economic Statistics (2013)
- Bayesian Model Averaging in the Instrumental Variable Regression Model
Working Paper series, Rimini Centre for Economic Analysis View citations (29)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (3) GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2011) View citations (3) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (3)
See also Journal Article in Journal of Econometrics (2012)
- Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters
Working Paper Series, European Central Bank View citations (17)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (4)
- Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011)  Working Papers, University of Strathclyde Business School, Department of Economics (2011) 
See also Journal Article in Journal of Productivity Analysis (2013)
- Large Time-Varying Parameter VARs
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (15)
Also in Working Papers, Business School - Economics, University of Glasgow (2012) View citations (20) Working Paper series, Rimini Centre for Economic Analysis (2012) View citations (14) MPRA Paper, University Library of Munich, Germany (2012) View citations (44)
See also Journal Article in Journal of Econometrics (2013)
- The Dynamics of UK and US Inflation Expectation
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (10)
Also in Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (1) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (2) Working Papers, University of Strathclyde Business School, Department of Economics (2011)  SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) 
See also Journal Article in Computational Statistics & Data Analysis (2012)
- Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) 
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (2)
2011
- A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (7)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (4) CIRANO Working Papers, CIRANO (2011) View citations (7) Cahiers de recherche, CIRPEE (2011) View citations (10) Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (5)
See also Journal Article in Journal of Applied Econometrics (2015)
- Bayesian Inference in a Time Varying Cointegration Model
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (19)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (19) Working Paper series, Rimini Centre for Economic Analysis (2008) View citations (1) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) View citations (2) GRIPS Discussion Papers, National Graduate Institute for Policy Studies (2008) View citations (3)
See also Journal Article in Journal of Econometrics (2011)
- Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
- Forecasting Inflation Using Dynamic Model Averaging
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (5) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (6) Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (61)
See also Journal Article in International Economic Review (2012)
- Forecasting the European Carbon Market
Working Papers, University of Strathclyde Business School, Department of Economics View citations (12)
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) 
See also Journal Article in Journal of the Royal Statistical Society Series A (2013)
- Forecasting with Medium and Large Bayesian VARs
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (24)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (20) Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (7)
See also Journal Article in Journal of Applied Econometrics (2013)
- Hierarchical Shrinkage in Time-Varying Parameter Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (6) LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) View citations (5) Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (27) Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (4)
See also Journal Article in Journal of Forecasting (2014)
- On Identification of Bayesian DSGE Models
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (5)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (6) IZA Discussion Papers, Institute of Labor Economics (IZA) (2011) View citations (6) Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2011) View citations (6) CESifo Working Paper Series, CESifo (2011) View citations (6)
See also Journal Article in Journal of Business & Economic Statistics (2013)
- Regime-Switching Cointegration
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (2)
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (2) Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2) Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (12)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2015)
- Time Varying Dimension Models
Working Papers, University of Strathclyde Business School, Department of Economics View citations (2)
Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (5) CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2011)  ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics (2010) View citations (5) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (3)
See also Journal Article in Journal of Business & Economic Statistics (2012)
- UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (43)
Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) View citations (1) Working Papers, University of Strathclyde Business School, Department of Economics (2009) View citations (1) Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (42)
See also Journal Article in Economic Modelling (2011)
- Understanding Liquidity and Credit Risks in the Financial Crisis
SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (25)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2011) View citations (25) Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (6)
See also Journal Article in Journal of Empirical Finance (2011)
2010
- A flexible approach to parametric inference in nonlinear and time varying time series models
Post-Print, HAL View citations (7)
See also Journal Article in Journal of Econometrics (2010)
- Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis
Working Paper series, Rimini Centre for Economic Analysis View citations (2)
2009
- Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Working Paper series, Rimini Centre for Economic Analysis View citations (135)
Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (74)
See also Journal Article in Foundations and Trends(R) in Econometrics (2010)
- Modeling the Dynamics of Inflation Compensation
Working Paper series, Rimini Centre for Economic Analysis View citations (14)
See also Journal Article in Journal of Empirical Finance (2010)
- Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Working Paper series, Rimini Centre for Economic Analysis View citations (4)
Also in Working Papers, University of Strathclyde Business School, Department of Economics (2009) View citations (4) SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) 
See also Journal Article in Journal of Applied Econometrics (2013)
2008
- Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks
Working Paper series, Rimini Centre for Economic Analysis View citations (6)
See also Journal Article in International Journal of Forecasting (2010)
- Dynamic probabilities of restrictions in state space models: An application to the Phillips curve
Working Paper series, Rimini Centre for Economic Analysis 
See also Journal Article in Journal of Business & Economic Statistics (2010)
- On the Evolution of Monetary Policy
Working Paper series, Rimini Centre for Economic Analysis
- Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (3)
Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2007) View citations (17)
See also Journal Article in Journal of Business & Economic Statistics (2009)
2007
- A flexible approach to parametric inference in nonlinear time series models
Staff Reports, Federal Reserve Bank of New York
- Bayesian Econometric Methods
Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (107)
See also Book (2019)
- Bayesian Inference in a Cointegrating Panel Data Model
Working Paper series, Rimini Centre for Economic Analysis 
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2006) View citations (1)
- Prior Elicitation in Multiple Change-point Models
Working Paper series, Rimini Centre for Economic Analysis 
Also in Staff Reports, Federal Reserve Bank of New York (2004) View citations (7) Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) View citations (4)
See also Journal Article in International Economic Review (2009)
- What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry
Working Paper series, Rimini Centre for Economic Analysis 
See also Journal Article in Journal of Productivity Analysis (2008)
2006
- Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (5)
See also Journal Article in Econometric Reviews (2010)
- Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (5)
Also in Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2006) View citations (5)
See also Journal Article in Economic Journal (2008)
- Semiparametric Bayesian Inference in Smooth Coefficient Models
Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (11)
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2003) 
See also Journal Article in Journal of Econometrics (2006)
2005
- Bayesian approaches to cointegratrion
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2004) View citations (6)
- Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (4)
Also in Staff Reports, Federal Reserve Bank of New York (2005) View citations (3)
See also Journal Article in Journal of Money, Credit and Banking (2008)
- Semiparametric Bayesian Inference in Multiple Equation Models
Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (11)
See also Journal Article in Journal of Applied Econometrics (2005)
2004
- An Investigation of Thresholds in Air Pollution-Mortality Effects
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)
- Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
Econometrics, University Library of Munich, Germany View citations (4)
Also in Working Papers, University of Toronto, Department of Economics (1995)  LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1997) View citations (7) LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (2)
See also Journal Article in Journal of Econometrics (1997)
- Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (10)
Also in Staff Reports, Federal Reserve Bank of New York (2004) View citations (8)
- Learning About Heterogeneity in Returns to Schooling
Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (28)
2003
- Alternative efficiency measures for multiple-output production
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (1)
See also Journal Article in Journal of Econometrics (2005)
- Bayesian Semiparametric Inference in Multiple Equation Models
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
- Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (39)
Also in Staff Reports, Federal Reserve Bank of New York (2003) View citations (36)
2002
- Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
Econometrics, University Library of Munich, Germany View citations (52)
Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2002) View citations (24)
See also Journal Article in Journal of the American Statistical Association (2002)
- Parametric and Nonparametric Inference in Equilibrium Job Search Models
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
2001
- Bayesian Variants of Some classical Semiparametric Regression Techniques
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (21)
Also in Working Papers, California Irvine - School of Social Sciences (2000) View citations (1)
See also Journal Article in Journal of Econometrics (2004)
- Comparing the Performance of Baseball Players: A Multiple Output Approach
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh 
See also Journal Article in Journal of the American Statistical Association (2002)
- Modeling the Evolution of Distributions: An Application to Major League Baseball
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh 
See also Journal Article in Journal of the Royal Statistical Society Series A (2004)
2000
- Bayesian Analysis of Endogenous Delay Threshold Models
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (1)
See also Journal Article in Journal of Business & Economic Statistics (2003)
- The Vector Floor and Ceiling Model
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)
1999
- A Bayesian analysis of multiple-output production frontier
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (2)
See also Journal Article in Journal of Econometrics (2000)
- Are apparent findings of nonlinearity due to structural instability in economic time series?
Staff Reports, Federal Reserve Bank of New York 
See also Journal Article in Econometrics Journal (2001)
- Bayesian Analysis of Stochastic Frontier Models
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (14)
- Bayesian inference in models based on equilibrium search theory
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh 
See also Journal Article in Journal of Econometrics (2001)
- Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh
- Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (1997) View citations (2) Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999) View citations (7)
See also Journal Article in Journal of Econometrics (2000)
1998
- Dynamic asymmetries in US unemployment
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (4)
See also Journal Article in Journal of Business & Economic Statistics (1999)
- The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh
1997
- A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
Other publications TiSEM, Tilburg University, School of Economics and Management 
Also in Discussion Paper, Tilburg University, Center for Economic Research (1997) View citations (1)
See also Journal Article in Economic Change and Restructuring (2000)
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (31)
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) 
See also Journal Article in Journal of Econometrics (1997)
1995
- Measuring the Sources of Output Growth in a Panel of Countries
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (6)
- The Components of Output Growth: A Croos-Country Analysis
Working Papers, Tilburg - Center for Economic Research View citations (6)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1995) View citations (1) Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (6) LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1995) View citations (7)
1994
- Bayesian efficiency analysis with a flexible form: The aim cost function
Discussion Paper, Tilburg University, Center for Economic Research View citations (28)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994) 
See also Journal Article in Journal of Business & Economic Statistics (1994)
- Hospital efficiency analysis through individual effects: A Bayesian approach
Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1994)
- Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (16)
Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (1992) View citations (1)
1993
- A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística 
Also in Other publications TiSEM, Tilburg University, School of Economics and Management (1991)  Working Papers, Tilburg - Center for Economic Research (1991) View citations (1) Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (1)
See also Journal Article in Journal of Business & Economic Statistics (1994)
- Bayesian efficiency analysis with a flexible cost function
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
1992
- Bayesian long-run prediction in time series models
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)
See also Journal Article in Journal of Econometrics (1995)
- Posterior inference on long-run impulse responses
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
- Stochastic frontier models: a bayesian perspective
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (2)
See also Journal Article in Journal of Econometrics (1994)
Undated
- Bayesian modelling of catch in a Northwest Atlantic Fishery (first version)
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh
Journal Articles
2020
- Composite likelihood methods for large Bayesian VARs with stochastic volatility
Journal of Applied Econometrics, 2020, 35, (6), 692-711 
See also Working Paper (2018)
- Computationally efficient inference in large Bayesian mixed frequency VARs
Economics Letters, 2020, 191, (C) View citations (1)
See also Working Paper (2020)
- Exchange rate predictability and dynamic Bayesian learning
Journal of Applied Econometrics, 2020, 35, (4), 410-421 View citations (4)
See also Working Paper (2018)
- Identifying noise shocks
Journal of Economic Dynamics and Control, 2020, 111, (C) View citations (1)
See also Working Paper (2018)
- Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
Journal of Applied Econometrics, 2020, 35, (2), 176-197 View citations (7)
- UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting
Journal of the Royal Statistical Society Series A, 2020, 183, (1), 91-119 View citations (3)
2019
- An empirical assessment of recent challenges in today's financial markets
Scottish Journal of Political Economy, 2019, 66, (1), 1-4
- Bayesian compressed vector autoregressions
Journal of Econometrics, 2019, 210, (1), 135-154 View citations (23)
See also Working Paper (2017)
- Forecasting with High‐Dimensional Panel VARs
Oxford Bulletin of Economics and Statistics, 2019, 81, (5), 937-959 View citations (2)
See also Working Paper (2018)
- Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy
Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 12-45 View citations (1)
2018
- A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
Journal of Money, Credit and Banking, 2018, 50, (1), 5-53 View citations (18)
See also Working Paper (2015)
- One size does not fit all… panel data: Bayesian model averaging and data poolability
Economic Modelling, 2018, 75, (C), 364-376 View citations (10)
2017
- Bayesian Methods for Empirical Macroeconomics
Review of Economic Analysis, 2017, 9, (1), 33-56 View citations (3)
2016
- A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve
Journal of Applied Econometrics, 2016, 31, (3), 551-565 View citations (27)
See also Working Paper (2014)
- Domestic Violence and Football in Glasgow: Are Reference Points Relevant?
Oxford Bulletin of Economics and Statistics, 2016, 78, (1), 1-21 
See also Working Paper (2013)
- Large Bayesian VARMAs
Journal of Econometrics, 2016, 192, (2), 374-390 View citations (7)
See also Working Paper (2015)
- Model uncertainty in Panel Vector Autoregressive models
European Economic Review, 2016, 81, (C), 115-131 View citations (28)
See also Working Paper (2015)
- Should we care about the uncertainty around measures of political-economic development?
Journal of Comparative Economics, 2016, 44, (3), 752-763 View citations (6)
2015
- Regime-switching cointegration
Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (1), 35-48 View citations (6)
See also Working Paper (2011)
- The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Journal of Applied Econometrics, 2015, 30, (4), 596-620 View citations (37)
See also Working Paper (2015) Working Paper (2011)
2014
- A new index of financial conditions
European Economic Review, 2014, 71, (C), 101-116 View citations (86)
See also Working Paper (2013)
- A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors
Journal of Economic Dynamics and Control, 2014, 41, (C), 257-275 View citations (1)
- Forecasting with dimension switching VARs
International Journal of Forecasting, 2014, 30, (2), 280-290 View citations (8)
- Hierarchical Shrinkage in Time‐Varying Parameter Models
Journal of Forecasting, 2014, 33, (1), 80-94 View citations (60)
See also Working Paper (2011)
- Modelling breaks and clusters in the steady states of macroeconomic variables
Computational Statistics & Data Analysis, 2014, 76, (C), 186-193 View citations (8)
See also Working Paper (2013)
- TIME VARIATION IN THE DYNAMICS OF WORKER FLOWS: EVIDENCE FROM NORTH AMERICA AND EUROPE
Journal of Applied Econometrics, 2014, 29, (2), 265-290 View citations (4)
2013
- A New Model of Trend Inflation
Journal of Business & Economic Statistics, 2013, 31, (1), 94-106 View citations (40)
See also Working Paper (2012)
- Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue
Scottish Journal of Political Economy, 2013, 60, (5), 461-461
- Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry
Journal of Productivity Analysis, 2013, 39, (1), 35-45 
See also Working Paper (2012)
- Forecasting the European carbon market
Journal of the Royal Statistical Society Series A, 2013, 176, (3), 723-741 View citations (21)
See also Working Paper (2011)
- Forecasting with Medium and Large Bayesian VARS
Journal of Applied Econometrics, 2013, 28, (2), 177-203 View citations (162)
See also Working Paper (2011)
- Large time-varying parameter VARs
Journal of Econometrics, 2013, 177, (2), 185-198 View citations (180)
See also Working Paper (2012)
- Modeling the relationship between European carbon permits and certified emission reductions
Journal of Empirical Finance, 2013, 24, (C), 166-181 View citations (5)
- On Identification of Bayesian DSGE Models
Journal of Business & Economic Statistics, 2013, 31, (3), 300-314 View citations (42)
See also Working Paper (2011)
- Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Journal of Applied Econometrics, 2013, 28, (1), 62-81 View citations (5)
See also Working Paper (2009)
2012
- Bayesian model averaging in the instrumental variable regression model
Journal of Econometrics, 2012, 171, (2), 237-250 View citations (28)
See also Working Paper (2012)
- FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING
International Economic Review, 2012, 53, (3), 867-886 View citations (171)
See also Working Paper (2011)
- The dynamics of UK and US inflation expectations
Computational Statistics & Data Analysis, 2012, 56, (11), 3120-3133 View citations (6)
See also Working Paper (2012)
- Time Varying Dimension Models
Journal of Business & Economic Statistics, 2012, 30, (3), 358-367 View citations (44)
See also Working Paper (2011)
- Using VARs and TVP-VARs with Many Macroeconomic Variables
Central European Journal of Economic Modelling and Econometrics, 2012, 4, (3), 143-167 View citations (1)
See also Working Paper (2013)
2011
- Bayesian inference in a time varying cointegration model
Journal of Econometrics, 2011, 165, (2), 210-220 View citations (20)
See also Working Paper (2011)
- Do environmental regulations affect the location decisions of multinational gold mining firms?
Journal of Economic Geography, 2011, 11, (1), 151-177 View citations (17)
- Time varying VARs with inequality restrictions
Journal of Economic Dynamics and Control, 2011, 35, (7), 1126-1138 View citations (41)
- UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
Economic Modelling, 2011, 28, (5), 2307-2318 View citations (40)
See also Working Paper (2011)
- Understanding liquidity and credit risks in the financial crisis
Journal of Empirical Finance, 2011, 18, (5), 903-914 View citations (25)
See also Working Paper (2011)
2010
- A flexible approach to parametric inference in nonlinear and time varying time series models
Journal of Econometrics, 2010, 159, (1), 134-150 View citations (10)
See also Working Paper (2010)
- Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Foundations and Trends(R) in Econometrics, 2010, 3, (4), 267-358 View citations (301)
See also Working Paper (2009)
- Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
International Journal of Forecasting, 2010, 26, (2), 326-347 View citations (36)
See also Working Paper (2008)
- Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve
Journal of Business & Economic Statistics, 2010, 28, (3), 370-379 View citations (20)
See also Working Paper (2008)
- Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space
Econometric Reviews, 2010, 29, (2), 224-242 View citations (21)
See also Working Paper (2006)
- Modeling the dynamics of inflation compensation
Journal of Empirical Finance, 2010, 17, (1), 157-167 View citations (22)
See also Working Paper (2009)
2009
- On the evolution of the monetary policy transmission mechanism
Journal of Economic Dynamics and Control, 2009, 33, (4), 997-1017 View citations (129)
- PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS
International Economic Review, 2009, 50, (3), 751-772 View citations (10)
See also Working Paper (2007)
- Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty
Journal of Business & Economic Statistics, 2009, 27, (4), 480-491 View citations (50)
See also Working Paper (2008)
2008
- Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
Economic Journal, 2008, 118, (530), 1128-1144 View citations (20)
See also Working Paper (2006)
- Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty
Journal of Money, Credit and Banking, 2008, 40, (2-3), 341-367 View citations (13)
Also in Journal of Money, Credit and Banking, 2008, 40, (2‐3), 341-367 (2008) 
See also Working Paper (2005)
- What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry
Journal of Productivity Analysis, 2008, 30, (2), 129-143 View citations (6)
See also Working Paper (2007)
2007
- Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics
Econometric Reviews, 2007, 26, (2-4), 107-112
- Estimation and Forecasting in Models with Multiple Breaks
Review of Economic Studies, 2007, 74, (3), 763-789 View citations (111)
2006
- Semiparametric Bayesian inference in smooth coefficient models
Journal of Econometrics, 2006, 134, (1), 283-315 View citations (10)
See also Working Paper (2006)
2005
- Alternative efficiency measures for multiple-output production
Journal of Econometrics, 2005, 126, (2), 411-444 View citations (34)
See also Working Paper (2003)
- Current developments in productivity and efficiency measurement
Journal of Econometrics, 2005, 126, (2), 233-240 View citations (15)
- Semiparametric Bayesian inference in multiple equation models
Journal of Applied Econometrics, 2005, 20, (6), 723-747 View citations (11)
See also Working Paper (2005)
2004
- Bayesian variants of some classical semiparametric regression techniques
Journal of Econometrics, 2004, 123, (2), 259-282 View citations (35)
See also Working Paper (2001)
- Forecasting in dynamic factor models using Bayesian model averaging
Econometrics Journal, 2004, 7, (2), 550-565 View citations (100)
- Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air?
Journal of Environmental Economics and Management, 2004, 47, (1), 30-54 View citations (24)
- Modelling the evolution of distributions: an application to Major League baseball
Journal of the Royal Statistical Society Series A, 2004, 167, (4), 639-655 
See also Working Paper (2001)
2003
- A Bayesian analysis of a variance decomposition for stock returns
Journal of Empirical Finance, 2003, 10, (5), 583-601 View citations (7)
- Bayesian Analysis of Endogenous Delay Threshold Models
Journal of Business & Economic Statistics, 2003, 21, (1), 93-103 View citations (17)
See also Working Paper (2000)
2002
- Comparing the Performance of Baseball Players: A Multiple-Output Approach
Journal of the American Statistical Association, 2002, 97, 710-720 View citations (2)
See also Working Paper (2001)
- Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland
Environmental & Resource Economics, 2002, 22, (3), 449-466 View citations (77)
- Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
Journal of the American Statistical Association, 2002, 97, 432-442 View citations (53)
See also Working Paper (2002)
2001
- Are apparent findings of nonlinearity due to structural instability in economic time series?
Econometrics Journal, 2001, 4, (1), 38 View citations (40)
See also Working Paper (1999)
- Bayesian inference in models based on equilibrium search theory
Journal of Econometrics, 2001, 102, (2), 311-338 View citations (3)
See also Working Paper (1999)
- Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing
International Economic Review, 2001, 42, (1), 73-103 View citations (15)
- Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland
Journal of Agricultural Economics, 2001, 52, (1), 36-52 View citations (12)
- Testing for optimality in job search models
Econometrics Journal, 2001, 4, (2), 6 View citations (2)
- The valuation of IPO and SEO firms
Journal of Empirical Finance, 2001, 8, (4), 375-401 View citations (17)
2000
- A Bayesian analysis of multiple-output production frontiers
Journal of Econometrics, 2000, 98, (1), 47-79 View citations (34)
See also Working Paper (1999)
- A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies
Economic Change and Restructuring, 2000, 33, (3), 185-202 View citations (22)
See also Working Paper (1997)
- Modeling the Sources of Output Growth in a Panel of Countries
Journal of Business & Economic Statistics, 2000, 18, (3), 284-99 View citations (57)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach
Journal of Econometrics, 2000, 97, (2), 261-291 View citations (21)
See also Working Paper (1999)
1999
- Bayesian Analysis, Computation and Communication Software
Journal of Applied Econometrics, 1999, 14, (6), 677-89 View citations (2)
- Dynamic Asymmetries in U.S. Unemployment
Journal of Business & Economic Statistics, 1999, 17, (3), 298-312 View citations (88)
See also Working Paper (1998)
- Incomplete models and reweighting
Econometric Reviews, 1999, 18, (1), 97-104
- Is there an environmental Kuznets curve for deforestation?
Journal of Development Economics, 1999, 58, (1), 231-244 View citations (125)
- The Components of Output Growth: A Stochastic Frontier Analysis
Oxford Bulletin of Economics and Statistics, 1999, 61, (4), 455-487
1998
- Bayes factors and nonlinearity: Evidence from economic time series1
Journal of Econometrics, 1998, 88, (2), 251-281 View citations (43)
- Carbon dioxide emissions and economic growth: A structural approach
Journal of Applied Statistics, 1998, 25, (4), 489-515 View citations (25)
- On the sensitivity of unit root inference to nonlinear data transformations
Economics Letters, 1998, 59, (1), 7-15 View citations (12)
1997
- Bayesian analysis of long memory and persistence using ARFIMA models
Journal of Econometrics, 1997, 76, (1-2), 149-169 View citations (25)
See also Working Paper (2004)
- Bayesian efficiency analysis through individual effects: Hospital cost frontiers
Journal of Econometrics, 1997, 76, (1-2), 77-105 View citations (125)
See also Working Paper (1997)
- Learning about the across-regime correlation in switching regression models
Journal of Econometrics, 1997, 78, (2), 217-227 View citations (26)
- Measuring differential forest outcomes: A tale of two countries
World Development, 1997, 25, (12), 2043-2056 View citations (2)
1996
- Correction [Posterior Properties of Long-Run Impulse Responses]
Journal of Business & Economic Statistics, 1996, 14, (2), 257
- Impulse response analysis in nonlinear multivariate models
Journal of Econometrics, 1996, 74, (1), 119-147 View citations (1840)
- Parameter uncertainty and impulse response analysis
Journal of Econometrics, 1996, 72, (1-2), 135-149 View citations (44)
1995
- An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework
Journal of the Royal Statistical Society Series A, 1995, 158, (1), 123-141
- Bayesian long-run prediction in time series models
Journal of Econometrics, 1995, 69, (1), 61-80 View citations (10)
See also Working Paper (1992)
1994
- A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models
Journal of Business & Economic Statistics, 1994, 12, (1), 95-107 View citations (4)
See also Working Paper (1993)
- An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates
Journal of Empirical Finance, 1994, 1, (3-4), 343-364 View citations (10)
- Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function
Journal of Business & Economic Statistics, 1994, 12, (3), 339-46 View citations (30)
See also Working Paper (1994)
- Bayesian Semi-nonparametric ARCH Models
The Review of Economics and Statistics, 1994, 76, (1), 176-81 View citations (3)
- Posterior Properties of Long-Run Impulse Responses
Journal of Business & Economic Statistics, 1994, 12, (4), 489-92 View citations (4)
- Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences
Journal of Applied Econometrics, 1994, 9, (4), 369-88 View citations (8)
- Recent Progress in Applied Bayesian Econometrics
Journal of Economic Surveys, 1994, 8, (1), 1-34 View citations (19)
- Stochastic frontier models: A Bayesian perspective
Journal of Econometrics, 1994, 61, (2), 273-303 View citations (155)
See also Working Paper (1992)
1993
- Bayesian analysis of logit models using natural conjugate priors
Journal of Econometrics, 1993, 56, (3), 323-340 View citations (17)
- Do recessions permanently change output?
Journal of Monetary Economics, 1993, 31, (2), 149-163 View citations (247)
- Econometric estimation of proportional hazard models
Journal of Economics and Business, 1993, 45, (5), 421-430 View citations (2)
1992
- 'Objective' Bayesian Unit Root Tests
Journal of Applied Econometrics, 1992, 7, (1), 65-82 View citations (14)
- Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach
Journal of Applied Econometrics, 1992, 7, (4), 395-411 View citations (18)
- Review of PCBRAP
Journal of Applied Econometrics, 1992, 7, (1), 105-07
1991
- Cointegration tests in present value relationships: A Bayesian look at the bivariate properties of stock prices and dividends
Journal of Econometrics, 1991, 49, (1-2), 105-139 View citations (10)
- Intertemporal Properties of Real Output: A Bayesian Analysis
Journal of Business & Economic Statistics, 1991, 9, (3), 253-65 View citations (10)
- To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment
Journal of Applied Econometrics, 1991, 6, (4), 365-70 View citations (6)
Books
2019
- Bayesian Econometric Methods
Cambridge Books, Cambridge University Press View citations (3)
See also Working Paper (2007)
Edited books
2013
- The Oxford Handbook of Bayesian Econometrics
OUP Catalogue, Oxford University Press View citations (3)
2011
- The Oxford Handbook of Bayesian Econometrics
OUP Catalogue, Oxford University Press View citations (8)
Chapters
2019
- Macroeconomic Nowcasting Using Google Probabilities
A chapter in Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, 2019, vol. 40A, pp 17-40
2014
- Model Switching and Model Averaging in Time-Varying Parameter Regression Models
A chapter in Bayesian Model Comparison, 2014, vol. 34, pp 45-69 View citations (2)
See also Working Paper (2013)
Software Items
Editor
- Advanced Studies in Theoretical and Applied Econometrics
Springer
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