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Wu, Ping (2024) Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. International Journal of Forecasting, 40 (3). pp. 903-917. ISSN 0169-2070
Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey and Wu, Ping (2024) Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting. Journal of the Royal Statistical Society: Series A, 187 (2). pp. 477-495. qnad130. ISSN 0964-1998
Wu, Ping and Koop, Gary (2023) Estimating the ordering of variables in a VAR using a Plackett-Luce Prior. Economics Letters, 230. 111247. ISSN 0165-1765
Kabundi, Alain and Poon, Aubrey and Wu, Ping (2023) A time-varying Phillips curve with global factors : are global factors important? Economic Modelling, 126. 106423. ISSN 0264-9993
Monograph
Wu, Ping and Koop, Gary (2023) Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix. Discussion paper. University of Strathclyde, Glasgow.
Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey and Wu, Ping (2023) Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting. Discussion paper. University of Strathclyde, Glasgow.