Details about Gary Koop

E-mail:
Homepage:	https://sites.google.com/site/garykoop/
Postal address:	Department of Economics University of Strathclyde Sir William Duncan Building 130 Rottenrow Glasgow G4 0GE Scotland, UK
Workplace:	Economics Department, University of Strathclyde, (more information at EDIRC)

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

1. Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations
   Papers, arXiv.org View citations (3)
2. 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)
3. 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)
4. Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
   Papers, arXiv.org View citations (1)
5. Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models
   Papers, arXiv.org View citations (3)
6. Forecasting Low Frequency Macroeconomic Events with High Frequency Data
   EMF Research Papers, Economic Modelling and Forecasting Group
7. Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
   Papers, arXiv.org
8. Reconciled Estimates of Monthly GDP in the US
   EMF Research Papers, Economic Modelling and Forecasting Group

2019

9. 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)
10. 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)
11. 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

12. 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)
13. 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)
14. 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)
15. 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)
16. 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)
17. 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

18. 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

19. 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)
20. 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)
21. 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)
22. 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

23. 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)
24. 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)
25. 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

26. 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)
27. A new look at variation in employment growth in Canada
    Working Papers, Lancaster University Management School, Economics Department
28. 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)
29. 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)
30. 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)
31. Technical appendix to: a new look at variation in employment growth in Canada
    Working Papers, Lancaster University Management School, Economics Department
32. 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

33. 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)
34. 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)
35. 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)
36. 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)
37. 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)
38. 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)
39. 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

40. 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)
41. 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)
42. 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)
43. 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)
44. 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)
45. 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)
46. 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)
47. 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)
48. 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)
49. 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)
50. 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)
51. 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

52. 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)
53. Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)

2009

54. 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)
55. 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)
56. 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

57. 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)
58. 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)
59. On the Evolution of Monetary Policy
    Working Paper series, Rimini Centre for Economic Analysis
60. 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

61. A flexible approach to parametric inference in nonlinear time series models
    Staff Reports, Federal Reserve Bank of New York
62. Bayesian Econometric Methods
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (107)
    See also Book (2019)
63. 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)
64. 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)
65. 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

66. 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)
67. 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)
68. 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

69. 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)
70. 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)
71. 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

72. 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)
73. 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)
74. 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)
75. Learning About Heterogeneity in Returns to Schooling
    Staff General Research Papers Archive, Iowa State University, Department of Economics View citations (28)

2003

76. 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)
77. Bayesian Semiparametric Inference in Multiple Equation Models
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
78. 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

79. 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)
80. Parametric and Nonparametric Inference in Equilibrium Job Search Models
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester

2001

81. 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)
82. 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)
83. 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

84. 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)
85. The Vector Floor and Ceiling Model
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)

1999

86. 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)
87. 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)
88. Bayesian Analysis of Stochastic Frontier Models
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh View citations (14)
89. 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)
90. 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
91. 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

92. 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)
93. 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

94. 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)
95. 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

96. 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)
97. 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

98. 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)
99. 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)
100. 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

101. 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)
102. Bayesian efficiency analysis with a flexible cost function
     DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

1992

103. 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)
104. Posterior inference on long-run impulse responses
     UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
105. 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

106. 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

1. Composite likelihood methods for large Bayesian VARs with stochastic volatility
   Journal of Applied Econometrics, 2020, 35, (6), 692-711
   See also Working Paper (2018)
2. Computationally efficient inference in large Bayesian mixed frequency VARs
   Economics Letters, 2020, 191, (C) View citations (1)
   See also Working Paper (2020)
3. Exchange rate predictability and dynamic Bayesian learning
   Journal of Applied Econometrics, 2020, 35, (4), 410-421 View citations (4)
   See also Working Paper (2018)
4. Identifying noise shocks
   Journal of Economic Dynamics and Control, 2020, 111, (C) View citations (1)
   See also Working Paper (2018)
5. 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)
6. 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

7. An empirical assessment of recent challenges in today's financial markets
   Scottish Journal of Political Economy, 2019, 66, (1), 1-4
8. Bayesian compressed vector autoregressions
   Journal of Econometrics, 2019, 210, (1), 135-154 View citations (23)
   See also Working Paper (2017)
9. 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)
10. 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

11. 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)
12. 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

13. Bayesian Methods for Empirical Macroeconomics
    Review of Economic Analysis, 2017, 9, (1), 33-56 View citations (3)

2016

14. 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)
15. 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)
16. Large Bayesian VARMAs
    Journal of Econometrics, 2016, 192, (2), 374-390 View citations (7)
    See also Working Paper (2015)
17. Model uncertainty in Panel Vector Autoregressive models
    European Economic Review, 2016, 81, (C), 115-131 View citations (28)
    See also Working Paper (2015)
18. 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

19. Regime-switching cointegration
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (1), 35-48 View citations (6)
    See also Working Paper (2011)
20. 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

21. A new index of financial conditions
    European Economic Review, 2014, 71, (C), 101-116 View citations (86)
    See also Working Paper (2013)
22. 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)
23. Forecasting with dimension switching VARs
    International Journal of Forecasting, 2014, 30, (2), 280-290 View citations (8)
24. Hierarchical Shrinkage in Time‐Varying Parameter Models
    Journal of Forecasting, 2014, 33, (1), 80-94 View citations (60)
    See also Working Paper (2011)
25. 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)
26. 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

27. A New Model of Trend Inflation
    Journal of Business & Economic Statistics, 2013, 31, (1), 94-106 View citations (40)
    See also Working Paper (2012)
28. Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue
    Scottish Journal of Political Economy, 2013, 60, (5), 461-461
29. 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)
30. 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)
31. Forecasting with Medium and Large Bayesian VARS
    Journal of Applied Econometrics, 2013, 28, (2), 177-203 View citations (162)
    See also Working Paper (2011)
32. Large time-varying parameter VARs
    Journal of Econometrics, 2013, 177, (2), 185-198 View citations (180)
    See also Working Paper (2012)
33. Modeling the relationship between European carbon permits and certified emission reductions
    Journal of Empirical Finance, 2013, 24, (C), 166-181 View citations (5)
34. On Identification of Bayesian DSGE Models
    Journal of Business & Economic Statistics, 2013, 31, (3), 300-314 View citations (42)
    See also Working Paper (2011)
35. 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

36. 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)
37. FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING
    International Economic Review, 2012, 53, (3), 867-886 View citations (171)
    See also Working Paper (2011)
38. 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)
39. Time Varying Dimension Models
    Journal of Business & Economic Statistics, 2012, 30, (3), 358-367 View citations (44)
    See also Working Paper (2011)
40. 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

41. Bayesian inference in a time varying cointegration model
    Journal of Econometrics, 2011, 165, (2), 210-220 View citations (20)
    See also Working Paper (2011)
42. Do environmental regulations affect the location decisions of multinational gold mining firms?
    Journal of Economic Geography, 2011, 11, (1), 151-177 View citations (17)
43. Time varying VARs with inequality restrictions
    Journal of Economic Dynamics and Control, 2011, 35, (7), 1126-1138 View citations (41)
44. 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)
45. 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

46. 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)
47. 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)
48. 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)
49. 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)
50. 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)
51. Modeling the dynamics of inflation compensation
    Journal of Empirical Finance, 2010, 17, (1), 157-167 View citations (22)
    See also Working Paper (2009)

2009

52. On the evolution of the monetary policy transmission mechanism
    Journal of Economic Dynamics and Control, 2009, 33, (4), 997-1017 View citations (129)
53. PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS
    International Economic Review, 2009, 50, (3), 751-772 View citations (10)
    See also Working Paper (2007)
54. 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

55. 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)
56. 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)
57. 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

58. Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics
    Econometric Reviews, 2007, 26, (2-4), 107-112
59. Estimation and Forecasting in Models with Multiple Breaks
    Review of Economic Studies, 2007, 74, (3), 763-789 View citations (111)

2006

60. Semiparametric Bayesian inference in smooth coefficient models
    Journal of Econometrics, 2006, 134, (1), 283-315 View citations (10)
    See also Working Paper (2006)

2005

61. Alternative efficiency measures for multiple-output production
    Journal of Econometrics, 2005, 126, (2), 411-444 View citations (34)
    See also Working Paper (2003)
62. Current developments in productivity and efficiency measurement
    Journal of Econometrics, 2005, 126, (2), 233-240 View citations (15)
63. 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

64. Bayesian variants of some classical semiparametric regression techniques
    Journal of Econometrics, 2004, 123, (2), 259-282 View citations (35)
    See also Working Paper (2001)
65. Forecasting in dynamic factor models using Bayesian model averaging
    Econometrics Journal, 2004, 7, (2), 550-565 View citations (100)
66. 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)
67. 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

68. A Bayesian analysis of a variance decomposition for stock returns
    Journal of Empirical Finance, 2003, 10, (5), 583-601 View citations (7)
69. 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

70. 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)
71. Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland
    Environmental & Resource Economics, 2002, 22, (3), 449-466 View citations (77)
72. 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

73. 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)
74. 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)
75. Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing
    International Economic Review, 2001, 42, (1), 73-103 View citations (15)
76. 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)
77. Testing for optimality in job search models
    Econometrics Journal, 2001, 4, (2), 6 View citations (2)
78. The valuation of IPO and SEO firms
    Journal of Empirical Finance, 2001, 8, (4), 375-401 View citations (17)

2000

79. A Bayesian analysis of multiple-output production frontiers
    Journal of Econometrics, 2000, 98, (1), 47-79 View citations (34)
    See also Working Paper (1999)
80. 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)
81. Modeling the Sources of Output Growth in a Panel of Countries
    Journal of Business & Economic Statistics, 2000, 18, (3), 284-99 View citations (57)
82. 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

83. Bayesian Analysis, Computation and Communication Software
    Journal of Applied Econometrics, 1999, 14, (6), 677-89 View citations (2)
84. Dynamic Asymmetries in U.S. Unemployment
    Journal of Business & Economic Statistics, 1999, 17, (3), 298-312 View citations (88)
    See also Working Paper (1998)
85. Incomplete models and reweighting
    Econometric Reviews, 1999, 18, (1), 97-104
86. Is there an environmental Kuznets curve for deforestation?
    Journal of Development Economics, 1999, 58, (1), 231-244 View citations (125)
87. The Components of Output Growth: A Stochastic Frontier Analysis
    Oxford Bulletin of Economics and Statistics, 1999, 61, (4), 455-487

1998

88. Bayes factors and nonlinearity: Evidence from economic time series1
    Journal of Econometrics, 1998, 88, (2), 251-281 View citations (43)
89. Carbon dioxide emissions and economic growth: A structural approach
    Journal of Applied Statistics, 1998, 25, (4), 489-515 View citations (25)
90. On the sensitivity of unit root inference to nonlinear data transformations
    Economics Letters, 1998, 59, (1), 7-15 View citations (12)

1997

91. 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)
92. 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)
93. Learning about the across-regime correlation in switching regression models
    Journal of Econometrics, 1997, 78, (2), 217-227 View citations (26)
94. Measuring differential forest outcomes: A tale of two countries
    World Development, 1997, 25, (12), 2043-2056 View citations (2)

1996

95. Correction [Posterior Properties of Long-Run Impulse Responses]
    Journal of Business & Economic Statistics, 1996, 14, (2), 257
96. Impulse response analysis in nonlinear multivariate models
    Journal of Econometrics, 1996, 74, (1), 119-147 View citations (1840)
97. Parameter uncertainty and impulse response analysis
    Journal of Econometrics, 1996, 72, (1-2), 135-149 View citations (44)

1995

98. 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
99. 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

100. 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)
101. 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)
102. 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)
103. Bayesian Semi-nonparametric ARCH Models
     The Review of Economics and Statistics, 1994, 76, (1), 176-81 View citations (3)
104. Posterior Properties of Long-Run Impulse Responses
     Journal of Business & Economic Statistics, 1994, 12, (4), 489-92 View citations (4)
105. Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences
     Journal of Applied Econometrics, 1994, 9, (4), 369-88 View citations (8)
106. Recent Progress in Applied Bayesian Econometrics
     Journal of Economic Surveys, 1994, 8, (1), 1-34 View citations (19)
107. Stochastic frontier models: A Bayesian perspective
     Journal of Econometrics, 1994, 61, (2), 273-303 View citations (155)
     See also Working Paper (1992)

1993

108. Bayesian analysis of logit models using natural conjugate priors
     Journal of Econometrics, 1993, 56, (3), 323-340 View citations (17)
109. Do recessions permanently change output?
     Journal of Monetary Economics, 1993, 31, (2), 149-163 View citations (247)
110. Econometric estimation of proportional hazard models
     Journal of Economics and Business, 1993, 45, (5), 421-430 View citations (2)

1992

111. 'Objective' Bayesian Unit Root Tests
     Journal of Applied Econometrics, 1992, 7, (1), 65-82 View citations (14)
112. Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach
     Journal of Applied Econometrics, 1992, 7, (4), 395-411 View citations (18)
113. Review of PCBRAP
     Journal of Applied Econometrics, 1992, 7, (1), 105-07

1991

114. 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)
115. Intertemporal Properties of Real Output: A Bayesian Analysis
     Journal of Business & Economic Statistics, 1991, 9, (3), 253-65 View citations (10)
116. 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

1. Bayesian Econometric Methods
   Cambridge Books, Cambridge University Press View citations (3)
   See also Working Paper (2007)

Edited books

2013

1. The Oxford Handbook of Bayesian Econometrics
   OUP Catalogue, Oxford University Press View citations (3)

2011

2. The Oxford Handbook of Bayesian Econometrics
   OUP Catalogue, Oxford University Press View citations (8)

Chapters

2019

1. 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

2. 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

1. Advanced Studies in Theoretical and Applied Econometrics
   Springer