Strathprints Home | Open Access | Browse | Search | User area | Copyright | Help | Library Home | SUPrimo

Browse by Author or Creator

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
Group by: Item type | No Grouping
Number of items: 87.

Campolieti, Michele and Gefang, Deborah and Koop, Gary (2014) 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, 41. 257–275. ISSN 0165-1889

Bauwens, Luc and Koop, Gary and Korobilis, Dimitris and Rombouts, Jeroen (2014) The contribution of structural break models to forecasting of macroeconomic series. Journal of Applied Econometrics. ISSN 0883-7252 (In Press)

Koop, Gary and Tole, Lise (2013) Forecasting the European carbon market. Journal of the Royal Statistical Society: Series A, 176 (3). 723–741. ISSN 0964-1998

Tole, Lise and Koop, Gary (2013) 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, 39 (1). pp. 35-45. ISSN 0895-562X

Dickson, Alexander and Jennings, Colin and Koop, Gary (2013) Domestic violence and football in Glasgow : are reference points relevant? Working paper. University of Strathclyde, Glasgow.

Koop, Gary and Korobilis, Dimitris (2013) Large time-varying parameter VARs. Journal of Econometrics, 177 (2). pp. 185-198. ISSN 0304-4076

Koop, Gary and Tole, Lise (2013) Modeling the relationship between European carbon permits and certified emission reductions. Journal of Empirical Finance, 24. 166–181. ISSN 0927-5398

Koop, Gary and Pesaran, M. Hashem and Smith, Ron (2013) On identification of Bayesian DSGE models. Journal of Business and Economic Statistics, 31 (3). pp. 300-314. ISSN 0735-0015

Campolieti, Michele and Gefang, Deborah and Koop, Gary (2013) Time variation in the dynamics of worker flows : evidence from North America and Europe. Journal of Applied Econometrics. ISSN 0883-7252 (In Press)

Chan, Joshua and Koop, Gary and Potter, Simon M. (2013) A new model of trend inflation. Journal of Business and Economic Statistics, 31 (1). pp. 94-106. ISSN 0735-0015

Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney (2012) Bayesian model averaging in the instrumental variable regression model. Journal of Econometrics, 171 (2). 237–250. ISSN 0304-4076

Koop, Gary and Korobilis, Dimitris (2012) Forecasting inflation using dynamic model averaging. International Economic Review, 53 (3). 867–886. ISSN 0020-6598

Koop, Gary (2012) Forecasting with medium and large Bayesian VARs. Journal of Applied Econometrics. ISSN 0883-7252

Jochmann, Markus and Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2012) Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy. Journal of Applied Econometrics. ISSN 0883-7252

Koop, Gary and Strachan, Rodney and Leon-Gonzalez, Roberto and Chan, Joshua (2012) Time varying dimension models. Journal of Business and Economic Statistics. ISSN 0735-0015 (In Press)

Koop, Gary (2012) Using VARs and TVP-VARs with many macroeconomic variables. Central European Journal of Economic Modelling and Econometrics. ISSN 2080-0886 (In Press)

Gefang, Deborah and Koop, Gary and Potter, Simon M. (2012) The dynamics of UK and US inflation expectations. Computational Statistics and Data Analysis. ISSN 0167-9473 (In Press)

Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney (2011) Bayesian inference in a time varying cointegration model. Journal of Econometrics, 165 (2). pp. 210-220. ISSN 0304-4076

Geweke, John and Koop, Gary and van Dijk, Herman, eds. (2011) The Oxford Handbook of Bayesian Econometrics. Oxford Handbooks in Economics . Oxford University Press. ISBN 978-0-19-955908-4

Koop, Gary and Korobilis, Dimitris (2011) UK macroeconomic forecasting with many predictors : which models forecast best and when do they do so? Economic Modelling, 28 (5). pp. 2307-2318. ISSN 0264-9993

Koop, Gary and Potter, Simon M. (2011) Time varying VARs with inequality restrictions. Journal of Economic Dynamics and Control, 35 (7). pp. 1126-1138. ISSN 0165-1889

Koop, G. (2011) Comment on article by Wyse et al. Bayesian Analysis, 6 (4). pp. 533-539. ISSN 1936-0975

Tole, Lise and Koop, Gary (2011) Do environmental regulations affect the location decisions of multinational gold mining firms? Journal of Economic Geography, 11 (1). pp. 151-177. ISSN 1468-2702

Gefang, Deborah and Koop, Gary and Potter, Simon M. (2011) Understanding liquidity and credit risks in the financial crisis. Journal of Empirical Finance, 18. pp. 903-914. ISSN 0927-5398

Koop, G.M. and Potter, S. (2010) A flexible approach to parametric inference in nonlinear and time varying time series models. Journal of Econometrics, 159 (1). pp. 134-150. ISSN 0304-4076

Koop, Gary and McKitrick, Ross and Tole, Lise (2010) Air pollution, economic activity and respiratory illness : evidence from Canadian cities, 1974-1994. Environmental Modelling and Software, 25 (7). pp. 873-885. ISSN 1364-8152

Jochmann, Markus and Koop, Gary and Strachan, Rodney W. (2010) Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks. International Journal of Forecasting, 26 (2). pp. 326-347. ISSN 0169-2070

Koop, G.M. and Leon-Gonzalez, R. and Strachan, R. (2010) Efficient posterior simulation for cointegrated models with priors on the cointegration space. Econometric Reviews, 29 (2). pp. 224-242. ISSN 0747-4938

Koop, Gary and Korobilis, D. (2010) Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. Foundations and Trends in Econometrics, 3 (4). pp. 267-358. ISSN 1551-3076

Koop, G.M. and Jochmann, Markus and Potter, S. (2009) Modeling the dynamics of inflation compensation. Journal of Empirical Finance, 17 (1). pp. 157-167. ISSN 0927-5398

Garrett, Anthony and Koop, Gary and Mise, Emi and Vahey, Shaun P. (2009) Real-time prediction with UK monetary aggregates in the presence of model uncertainty. Journal of Business and Economic Statistics, 27 (4). pp. 480-491. ISSN 0735-0015

Koop, G.M. and Potter, S. (2009) Prior elicitation in multiple change-point models. International Economic Review, 50 (3). pp. 751-772. ISSN 0020-6598

Koop, G.M. and Leon-Gonzalez, R. and Strachan, R. (2009) On the evolution of the monetary policy transmission mechanism. Journal of Economic Dynamics and Control, 33 (4). pp. 997-1017. ISSN 0165-1889

Koop, G.M. (2009) Analysis of economic data. 3rd edition. John Wiley & Sons, Hoboken, NJ, USA. ISBN 978-0-470-71389-1

Koop, G.M. (2008) Parametric and nonparametric inference in equilibrium job search models. Advances in Econometrics, 23. pp. 217-244. ISSN 0731-9053

Koop, G.M. and Potter, S. (2008) Time varying VARs with inequality restrictions. Working paper. University of Strathclyde. (Unpublished)

Koop, G.M. and Tole, Lise (2008) What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry. Journal of Productivity Analysis, 30 (2). pp. 129-143. ISSN 0895-562X

Koop, G.M. and Tole, L.A. (2008) Do environmental regulations affect the location decisions of multinational gold mining firms? Working paper. University of Strathclyde. (Unpublished)

Koop, G.M. and Garratt, Anthony and Vahey, Shaun (2008) Forecasting substantial data revisions in the presence of model uncertainty. Economic Journal, 118 (530). pp. 1128-1144. ISSN 0013-0133

Garrett, Anthony and Koop, Gary and Mise, Emi and Vahey, Shaun P. (2008) Real-time prediction with UK monetary aggregates in the presence of model uncertainty. Working paper. University of Strathclyde.

Jochmann, Markus and Koop, Gary and Strachan, Rodney W. (2008) Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks. Working paper. University of Strathclyde. (Unpublished)

Koop, G.M. and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2008) Bayesian inference in a cointegrating panel data model. Advances in Econometrics, 23. pp. 433-469. ISSN 0731-9053

Koop, G.M. and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2008) Bayesian inference in the time varying cointegration model. Working paper. University of Strathclyde. (Unpublished)

Koop, G.M. and Potter, S. and Strachan, R. (2008) Re-examining the consumption-wealth relationship: the role of model uncertainty. Journal of Money, Credit and Banking, 40 (2-3). pp. 341-367. ISSN 0022-2879

Koop, G.M. (2008) An introduction to econometrics. John Wiley and Sons. ISBN 0470032707

Koop, G.M. and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2007) Dynamic probabilities of restrictions in state space models: an application to the Phillips curve. Journal of Business and Economic Statistics, 28 (3). pp. 370-379. ISSN 0735-0015

Koop, G.M. and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2007) On the evolution of monetary policy. Working paper. Rimini Centre for Economic Analysis.

Koop, G.M. and Dijk, H. (2007) Editors' introduction to the special issue of econometric reviews on Bayesian dynamic econometrics. Econometric Reviews, 26 (2-4). pp. 107-112.

Koop, G.M. and McKitrick, Ross and Tole, L.A. (2007) Does air pollution cause respiratory illness? A new look at Canadian cities. Working paper. University of Strathclyde. (Unpublished)

Koop, G.M. and Poirier, D. and Tobias, J. (2007) Bayesian econometric methods. Econometric Exercises . Cambridge University Press. ISBN 0521671736

Koop, G.M. and Potter, S. (2007) Estimation and forecasting in models with multiple breaks. Review of Economic Studies, 74 (3). pp. 763-789. ISSN 0034-6527

Koop, G.M. (2006) The dynamics of UK and US inflation expectations. Working paper. University of Strathclyde. (Unpublished)

Koop, G.M. and Strachan, Rodney W. and Van Dijk, Herman and Villani, Mattias (2006) Bayesian approaches to cointegration. In: The Palgrave Handbook of Theoretical Econometrics. Palgrave Macmillan, pp. 871-898. ISBN 1403941556

Koop, G.M. and Tobias, J. (2006) Semiparametric Bayesian inference in smooth coefficient models. Journal of Econometrics, 134. pp. 283-315. ISSN 0304-4076

Koop, G.M. and Potter, S. (2006) The vector floor and ceiling model. In: Nonlinear Time Series Analysis of the Business Cycle (Contributions to Economic Analysis series). Elsevier. ISBN 044451838X

Koop, G.M. and Potter, S. (2005) A flexible approach to parametric inference in nonlinear time series models. Working paper. University of Strathclyde. (Unpublished)

Koop, G.M. (2005) Analysis of financial data. Wiley, United Kingdom. ISBN 9780470013212

Koop, G.M. and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2005) Efficient posterior simulation in cointegration models with priors on the cointegration space. Working paper. University of Leicester.

Koop, G.M. and Poirier, D. and Tobias, J. (2005) Semiparametric Bayesian inference in multiple equation models. Journal of Applied Econometrics, 20 (6). pp. 723-748. ISSN 0883-7252

Koop, Gary and Potter, Simon M. and Strachan, Rodney W. (2005) Re-examining the consumption-wealth relationship: the role of model uncertainty. Working paper. University of Leicester.

Fernandez, C. and Koop, G.M. and Steel, M. (2005) Alternative efficiency measures for multiple-output production. Journal of Econometrics, 126 (2). pp. 411-444. ISSN 0304-4076

Dorfman, J. and Koop, G.M. (2005) Current developments in productivity and efficiency measurement. Journal of Econometrics, 126 (2). pp. 233-240. ISSN 0304-4076

Koop, G.M. and Poirier, D. (2005) Empirical Bayesian inference in a nonparametric regression model. In: State Space Models and Unobserved Components. Cambridge University Press, pp. 152-171. ISBN 052183595X

Koop, G.M. (2004) Analysis of economic data. 2nd edition. John Wiley, Hoboken, New Jersey, USA. ISBN 978-0-470-02468-3

Koop, G.M. and Poirier, D. (2004) Bayesian variants of some classical semiparametric regression techniques. Journal of Econometrics, 123 (2). pp. 259-282. ISSN 0304-4076

Koop, G.M. and Potter, S. (2004) Forecasting in dynamic factor models using Bayesian model averaging. Econometrics Journal, 7 (2). pp. 550-565. ISSN 1368-4221

Koop, G.M. and Potter, S. (2004) Forecasting and estimating multiple change-point models with an unknown number of change points. Working paper. University of Leicester.

Koop, Gary and Potter, Simon M. (2004) Prior elicitation in multiple change-point models. Working paper. University of Leicester.

Koop, G.M. and Tole, L.A. (2004) An investigation of thresholds in air pollution-mortality effects. Environmental Modelling and Software, 21 (12). pp. 1662-1673. ISSN 1364-8152

Koop, G.M. and Tobias, J. (2004) Learning about heterogeneity in returns to schooling. Journal of Applied Econometrics, 19 (7). pp. 827-849. ISSN 0883-7252

Tole, L.A. and Koop, G.M. (2004) Measuring the health effects of air pollution: to what extent can we really say people are dying from bad air? Journal of Environmental Economics and Management, 47. pp. 30-54. ISSN 0095-0696

Koop, G.M. (2004) Modelling the evolution of distributions: an application to major league baseball. Journal of the Royal Statistical Society: Series A, 167. pp. 639-656. ISSN 0964-1998

Hollifield, B. and Koop, G.M. and Li, K. (2003) A Bayesian analysis of a variance decomposition for stock returns. Journal of Empirical Finance, 10 (5). pp. 583-601. ISSN 0927-5398

Koop, G.M. (2003) Bayesian econometrics. Wiley, United Kingdom. ISBN 978-0-470-84567-7

Koop, G.M. and Potter, S. (2003) Bayesian analysis of endogenous delay threshold models. Journal of Business and Economic Statistics, 21 (1). pp. 93-103. ISSN 0735-0015

Hanley, N. and Koop, G.M. and Wright, R.E. (2002) Modelling recreation demand using choice experiments: climbing in Scotland. Environmental and Resource Economics, 22 (3). pp. 449-466. ISSN 0924-6460

Koop, G.M. and Poirier, D. (2002) Testing for optimality in job search models. Econometrics Journal, 4 (2). pp. 257-272. ISSN 1368-4221

Koop, G.M. (2002) Comparing the performance of baseball players: a multiple output approach. Journal of the American Statistical Association, 97 (459). pp. 710-720. ISSN 0162-1459

Fernandez, C. and Koop, G.M. and Steel, M. (2002) Multiple output production with undesirable outputs: an application to nitrogen surplus in agriculture. Journal of the American Statistical Association, 97. pp. 432-442. ISSN 0162-1459

Koop, G.M. and Tole, L.A. (2001) Country 'choices' or deforestation paths: a method for global change analysis of human-forest interactions. Journal of Environmental Management, 63 (2). pp. 133-148. ISSN 0301-4797

Tole, L.A. and Koop, G.M. (2001) Deforestation, distribution and development. Global Environmental Change, 11 (3). pp. 193-202. ISSN 0959-3780

Koop, G.M. and Li, K. (2001) The valuation of IPO and SEO firms. Journal of Empirical Finance, 8 (4). pp. 375-401. ISSN 0927-5398

Koop, G.M. and Potter, S. (2001) Are apparent findings of nonlinearity due to structural instability in economic time series? Econometrics Journal, 4 (1). pp. 37-55. ISSN 1368-4221

Koop, Gary and Steel, Mark F.J. (2001) Bayesian analysis of stochastic frontier models. In: A Companion to Theoretical Econometrics. Blackwell, pp. 520-537. ISBN 063121254X

Koop, G.M. (2001) Bayesian inference in models based on equilibrium search theory. Journal of Econometrics, 102. pp. 311-338. ISSN 0304-4076

Koop, G.M. (2001) Cross-sectoral patterns of efficiency and technical change in manufacturing. International Economic Review, 42 (1). pp. 73-103. ISSN 0020-6598

Hanley, N. and Koop, G.M. and Alvarez-Farizo, B. and Wright, R.E. and Nevin, C. (2001) An application of recreation demand models to rock climbing. Journal of Agricultural Economics, 52 (1). pp. 36-52. ISSN 0021-857X

This list was generated on Tue Jul 29 18:19:23 2014 BST.