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Number of items: 183.

2024

Hauzenberger, Niko and Huber, Florian and Koop, Gary; Clements, Michael P. and Galvao, Ana Beatriz, eds. (2024) Macroeconomic forecasting using BVARs. In: Handbook of Research Methods and Applications on Macroeconomic Forecasting. Handbooks of Research Methods and Applications . Edward Elgar, Cheltenham, UK, pp. 15-42. ISBN 978 1 03531 005 0

Huber, Florian and Koop, Gary (2024) Fast and order-invariant inference in Bayesian VARs with nonparametric shocks. Journal of Applied Econometrics, 39 (7). pp. 1301-1320. ISSN 0883-7252

Clark, Todd E. and Huber, Florian and Koop, Gary and Marcellino, Massimiliano and Pfarrhofer, Michael (2024) Investigating growth-at-risk using a multicountry nonparametric quantile factor model. Journal of Business and Economic Statistics, 42 (4). pp. 1302-1317. ISSN 0735-0015

Hauzenberger, Niko and Koop, Gary (2024) A discussion of 'Sparse Bayesian factor analysis when the number of factors is unknown' by Sylvia Fruhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes. Bayesian Analysis. ISSN 1936-0975 (In Press)

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2024) Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. International Journal of Forecasting, 40 (2). pp. 626-640. ISSN 0169-2070

Clark, Todd E. and Huber, Florian and Koop, Gary and Marcellino, Massimilano (2024) Forecasting U.S. inflation using Bayesian nonparametric models. Annals of Applied Statistics, 18 (2). pp. 1421-1444. ISSN 1932-6157

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

Chan, Joshua C. C. and Koop, Gary and Yu, Xuewen (2024) Large order-invariant Bayesian VARs with stochastic volatility. Journal of Business and Economic Statistics, 42 (2). pp. 825-837. ISSN 0735-0015

Martin, Gael M. and Frazier, David T. and Maneesoonthorn, Worapree and Loaiza-Maya, Rubén and Huber, Florian and Koop, Gary and Maheu, John and Nibbering, Didier and Panagiotelis, Anastasios (2024) Bayesian forecasting in economics and finance : a modern review. International Journal of Forecasting, 40 (2). pp. 811-839. ISSN 0169-2070

2023

Hauzenberger, Niko and Huber, Florian and Koop, Gary (2023) Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods. Studies in Nonlinear Dynamics and Econometrics, 28 (2). pp. 201-225. ISSN 1558-3708

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

Cross, Jamie L. and Hou, Chenghan and Koop, Gary and Poon, Aubrey (2023) Large stochastic volatility in mean VARs. Journal of Econometrics, 236 (1). 105469. ISSN 0304-4076

Koop, Gary and Korobilis, Dimitris (2023) Bayesian dynamic variable selection in high dimensions. International Economic Review, 64 (3). ISSN 0020-6598

Clark, Todd E. and Huber, Florian and Koop, Gary and Marcellino, Massimiliano and Pfarrhofer, Michael (2023) Tail forecasting with multivariate Bayesian additive regression trees. International Economic Review, 64 (3). pp. 979-1022. ISSN 0020-6598

Huber, Florian and Koop, Gary (2023) Subspace shrinkage in conjugate Bayesian vector autoregressions. Journal of Applied Econometrics, 38 (4). pp. 556-576. ISSN 0883-7252

Clark, Todd E. and Huber, Florian and Koop, Gary and Marcellino, Massimilano and Pfarrhofer, Michael (2023) Investigating Growth at Risk Using a Multicountry Non-parametric Quantile Factor Model. Discussion paper. University of Strathclyde, Glasgow.

Hauzenberger, Niko and Huber, Florian and Koop, Gary and Mitchell, James (2023) Bayesian Modelling of TVP-VARs Using Regression Trees. Discussion paper. University of Strathclyde, Glasgow.

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.

Huber, Florian and Koop, Gary and Pfarrhofer, Michael (2023) Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations. Discussion paper. University of Strathclyde, Glasgow.

Davidson, Sharada Nia and Hou, Chenghan and Koop, Gary (2023) Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs : the Importance of Model Size, Order-Invariance and Classification. Discussion paper. University of Strathclyde, Glasgow.

Huber, Florian and Koop, Gary (2023) Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. Discussion paper. University of Strathclyde, Glasgow.

Hauzenberger, Niko and Huber, Florian and Koop, Gary (2023) Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. 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.

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2023) Reconciled estimates of monthly GDP in the United States. Journal of Business and Economic Statistics, 41 (2). pp. 563-577. ISSN 0735-0015

Beckmann, Joscha and Davidson, Sharada Nia and Koop, Gary and Schussler, Rainer (2023) Cross-country uncertainty spillovers : evidence from international survey data. Journal of International Money and Finance, 130. 102760. ISSN 0261-5606

Huber, Florian and Koop, Gary and Onorante, Luca and Pfarrhofer, Michael and Schreiner, Josef (2023) Nowcasting in a pandemic using non-parametric mixed frequency VARs. Journal of Econometrics, 232 (1). pp. 52-69. ISSN 0304-4076

Gefang, Deborah and Koop, Gary and Poon, Aubrey (2023) Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. International Journal of Forecasting, 39 (1). pp. 346-363. ISSN 0169-2070

2022

Feldkircher, Martin and Huber, Florian and Koop, Gary and Pfarrhofer, Michael (2022) Approximate Bayesian inference and forecasting in huge dimensional multi-country VARs. International Economic Review, 63 (4). pp. 1625-1658. ISSN 0020-6598

Hauzenberger, Niko and Huber, Florian and Koop, Gary and Onorante, Luca (2022) Fast and flexible Bayesian inference in time-varying parameter regression models. Journal of Business and Economic Statistics, 40 (4). pp. 1904-1918. ISSN 0735-0015

2021

Davidson, Sharada Nia and Hou, Chenghan and Koop, Gary (2021) Distinguishing between macroeconomic and financial uncertainty : classification search in stochastic volatility in mean VARs. In: 4th Annual Workshop on Financial Econometrics, 2021-11-15 - 2021-11-16, Orebro University (Online).

Davidson, Sharada Nia and Koop, Gary and Hou, Chenghan (2021) Distinguishing between macroeconomic and financial uncertainty : classification search in stochastic volatility in mean VARs. In: International Conference on Economic Modeling and Data Science EcoMod 2021, 2021-07-07 - 2021-07-09, Virtual Conference.

Huber, Florian and Koop, Gary and Onorante, Luca (2021) Inducing sparsity and shrinkage in time-varying parameter models. Journal of Business and Economic Statistics, 39 (3). pp. 669-683. ISSN 0735-0015

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2021) Nowcasting 'true' monthly US GDP during the pandemic. National Institute Economic Review, 256. pp. 44-70. ISSN 0027-9501

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2021) Nowcasting 'True' Monthly US GDP During the Pandemic. Discussion paper. University of Strathclyde, Glasgow.

2020

Chan, Joshua C.C. and Eisenstat, Eric and Koop, Gary (2020) Choosing between identification schemes in noisy-news models. Studies in Nonlinear Dynamics and Econometrics, 26 (1). pp. 99-136. ISSN 1558-3708

Chan, Joshua and Eisenstat, Eric and Hou, Chenghan and Koop, Gary (2020) Composite likelihood methods for large Bayesian VARs with stochastic volatility. Journal of Applied Econometrics, 35 (6). pp. 692-711. ISSN 0883-7252

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2020) Reconciled estimates and nowcasts of regional output in the UK. National Institute Economic Review, 253. R44-R59. ISSN 0027-9501

Beckmann, Joscha and Koop, Gary and Korobilis, Dimitris and Schüssler, Rainer Alexander (2020) Exchange rate predictability and dynamic Bayesian learning. Journal of Applied Econometrics, 35 (4). pp. 410-421. ISSN 0883-7252

Gefang, Deborah and Koop, Gary and Poon, Aubrey (2020) Computationally efficient inference in large Bayesian mixed frequency VARs. Economics Letters, 191. 109120. ISSN 0165-1765

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2020) Regional output growth in the United Kingdom : more timely and higher frequency estimates from 1970. Journal of Applied Econometrics, 35 (2). pp. 176-197. ISSN 0883-7252

Benati, Luca and Chan, Joshua and Eisenstat, Eric and Koop, Gary (2020) Identifying noise shocks. Journal of Economic Dynamics and Control, 111. 103780. ISSN 0165-1889

Koop, Gary and McIntyre, Stuart and Mitchell, James (2020) UK regional nowcasting using a mixed frequency vector autoregressive model with entropic tilting. Journal of the Royal Statistical Society: Series A, 183 (1). pp. 91-119. ISSN 0964-1998

2019

Koop, Gary and Korobilis, Dimitris (2019) Forecasting with high dimensional panel VARs. Oxford Bulletin of Economics and Statistics, 81 (5). pp. 937-959. ISSN 1468-0084

Allan, Grant and Koop, Gary and McIntyre, Stuart and Smith, Paul (2019) Nowcasting using mixed frequency methods : an application to the Scottish economy. Sankhya B, 81 (Suppl). pp. 12-45. ISSN 0976-8394

Koop, Gary and Onorante, Luca; Jeliazkov, Ivan and Tobias, Justin L., eds. (2019) Macroeconomic nowcasting using Google probabilities. In: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A. Advances in Econometrics, 40A (1). Emerald Publishing Limited, pp. 17-40. ISBN 9781789732412

Chan, Joshua and Koop, Gary and Poirier, Dale J. and Tobias, Justin L. (2019) Bayesian Econometric Methods. Cambridge University Press, Cambridge. ISBN 9781108423380

Koop, Gary and Korobilis, Dimitris and Pettenuzzo, Davide (2019) Bayesian compressed vector autoregressions. Journal of Econometrics, 210 (1). pp. 135-154. ISSN 0304-4076

Beckmann, Joscha and Czudaj, Robert L. and Koop, Gary (2019) An empirical assessment of recent challenges in today's financial markets. Scottish Journal of Political Economy, 66 (1). pp. 1-4. ISSN 0036-9292

2018

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2018) Regional Output Growth in the United Kingdom : More Timely And Higher Frequency Estimates,1970-2017. Discussion paper. Economic Statistics Centre of Excellence, London.

Desbordes, Rodolphe and Koop, Gary and Vicard, Vincent (2018) One size does not fit all... : Panel data : Bayesian model averaging and data poolability. Economic Modelling, 75. pp. 364-376. ISSN 0264-9993

Koop, Gary and McIntyre, Stuart and Allan, Grant and Smith, Paul (2018) Regional nowcasting : an illustration using the Scottish economy. Sankhya B. pp. 1-25. ISSN 0976-8394 (In Press)

Koop, Gary and McIntyre, Stuart and Mitchell, James (2018) UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model. Preprint / Working Paper. University of Strathclyde, Glasgow.

Chan, Joshua and Clark, Todd and Koop, Gary (2018) A new model of inflation, trend inflation, and long-run inflation expectations. Journal of Money, Credit and Banking. ISSN 0022-2879

2017

Koop, Gary and McIntyre, Stuart and Mitchell, James and Lisenkova, Katerina and Roy, Graeme (2017) Projects in The ONS 'Economic Statistics Centre of Excellence'. In: Royal Statistical Society 2017 International Conference, 2017-09-04 - 2017-09-07, University of Strathclyde.

Koop, Gary (2017) Bayesian methods for empirical macroeconomics with big data. Review of Economic Analysis, 9. pp. 33-56. ISSN 1973-3909

2016

Chan, Joshua C.C. and Eisenstat, Eric and Koop, Gary (2016) Large Bayesian VARMAs. Journal of Econometrics, 192 (2). pp. 374-390. ISSN 0304-4076

Chan, Joshua C. C. and Koop, Gary and Potter, Simon M. (2016) A bounded model of time variation in trend inflation, NAIRU and the Phillips curve. Journal of Applied Econometrics, 31 (3). pp. 551-565. ISSN 0883-7252

Dickson, Alex and Jennings, Colin and Koop, Gary (2016) Domestic violence and football in Glasgow : are reference points relevant? Oxford Bulletin of Economics and Statistics, 78 (1). pp. 1-21. ISSN 1468-0084

Koop, Gary and Korobilis, Dimitris (2016) Model uncertainty in panel vector autoregressive models. European Economic Review, 81. pp. 115-131. ISSN 0014-2921

2015

Desbordes, Rodolphe and Koop, Gary (2015) Should we care about the uncertainty around measures of political-economic development? Journal of Comparative Economics. ISSN 0147-5967

McIntyre, Stuart and Allan, Grant and Koop, Gary and Smith, Paul (2015) Nowcasting the Scottish economy. In: Western Regional Science Association, 2015-02-15 - 2015-02-18.

2014

Allan, Grant and Koop, Gary and McIntyre, Stuart and Smith, Paul (2014) Nowcasting Scottish GDP Growth. Discussion paper. University of Strathclyde, Glasgow.

Allan, Grant and Koop, Gary and McIntyre, Stuart and Smith, Paul (2014) Nowcasting the Scottish economy. Fraser of Allander Economic Commentary, 38 (2). pp. 93-96. ISSN 2046-5378

Allan, Grant and Koop, Gary and McIntyre, Stuart and Smith, Paul (2014) Nowcasting the Scottish Economy. Preprint / Working Paper. University of Strathclyde.

Koop, Gary and Korobilis, Dimitris (2014) A new index of financial conditions. European Economic Review, 71. pp. 101-116. ISSN 0014-2921

Chan, Joshua C.C. and Eisenstat, Eric and Koop, Gary (2014) Large Bayesian VARMAs. Discussion paper. University of Strathclyde, Glasgow.

Koop, Gary and Korobilis, Dimitris (2014) Model Uncertainty in Panel Vector Autoregressive Models. Discussion paper. University of Strathclyde, Glasgow.

Allan, Grant and Koop, Gary and McIntyre, Stuart and Smith, Paul (2014) Nowcasting the Scottish Economy. In: RSAI:BIS, 2014-08-19 - 2014-08-21, Regional Science Association International: British and Irish Section.

Chan, Joshua C.C. and Koop, Gary (2014) Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables. Computational Statistics and Data Analysis, 76. pp. 186-193. ISSN 0167-9473

Desbordes, Rodolphe and Koop, Gary (2014) The Known Unknowns of Governance. Discussion paper. University of Strathclyde, Glasgow.

Desbordes, Rodolphe and Koop, Gary (2014) The known unknowns of governance. Preprint / Working Paper. Scottish Institute for Research in Economics (SIRE).

Koop, Gary (2014) Forecasting with dimension switching VARs. International Journal of Forecasting, 30 (2). pp. 280-290. ISSN 0169-2070

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

Campolieti, Michele and Gefang, Deborah and Koop, Gary (2014) Time variation in the dynamics of worker flows : evidence from North America and Europe. Journal of Applied Econometrics, 29 (2). 265–290. ISSN 0883-7252

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

Jochmann, Markus and Koop, Gary (2014) Regime-switching cointegration. Studies in Nonlinear Dynamics and Econometrics, 19 (1). 35–48. ISSN 1558-3708

Belmonte, Miguel and Koop, Gary (2014) Model switching and model averaging in time-varying parameter regression models. Advances in Econometrics, 34. pp. 45-69. ISSN 0731-9053

2013

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

Koop, Gary and Korobilis, Dimitris (2013) A New Index of Financial Conditions. Discussion paper. University of Strathclyde, Glasgow.

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

Belmonte, Miguel and Koop, Gary (2013) Model Switching and Model Averaging in Time-Varying Parameter Regression Models. Discussion paper. University of Strathclyde, Glasgow.

Koop, Gary (2013) Using VARs and TVP-VARs with Many Macroeconomic Variables. Discussion paper. University of Strathclyde, Glasgow.

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

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

2012

Dickson, Alex and Jennings, Colin and Koop, Gary (2012) Domestic violence and football in Glasgow : are reference points relevant? Preprint / Working Paper. University of Strathclyde, Glasgow.

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

Gefang, Deborah and Koop, Gary and Potter, Simon M. (2012) The dynamics of UK and US inflation expectations. Computational Statistics and Data Analysis, 56 (11). 3120–3133. ISSN 0167-9473

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

Tole, Lise and Koop, Gary (2012) Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard : an Empirical Study of the Global Copper Mining Industry. Discussion paper. University of Strathclyde, Glasgow.

Chan, Joshua C.C. and Koop, Gary and Potter, Simon M. (2012) A New Model of Trend Inflation. Discussion paper. University of Strathclyde, Glasgow.

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

2011

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

Campolieti, Michele and Gefang, Deborah and Koop, Gary (2011) Time Variation in the Dynamics of Worker Flows : Evidence from the US and Canada. Discussion paper. University of Strathclyde, Glasgow.

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

Belmonte, Miguel and Koop, Gary and Korobilis, Dimitris (2011) Hierarchical Shrinkage in Time-varying Parameter Models. Discussion paper. University of Strathclyde, Glasgow.

Jochmann, Markus and Koop, Gary (2011) Regime-Switching Cointegration. Discussion paper. University of Strathclyde, Glasgow.

Chan, Joshua C.C. and Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2011) Time Varying Dimension Models. Discussion paper. University of Strathclyde, Glasgow.

Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2011) Bayesian Inference in the Time Varying Cointegration Model. Preprint / Working Paper. University of Strathclyde, Glasgow.

Koop, Gary and Pesaran, M. Hashem and Smith, Ron P. (2011) On Identification of Bayesian DSGE Models. Discussion paper. University of Strathclyde, Glasgow.

Koop, Gary and Onorante, Luca (2011) Estimating Phillips Curves in Turbulent Times using the ECB's Survey of Professional Forecasters. Discussion paper. University of Strathclyde, Glasgow.

Koop, Gary and Tole, Lise (2011) Forecasting the European Carbon Market. Discussion paper. University of Strathclyde, Glasgow.

Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney (2011) Bayesian Model Averaging in the Instrumental Variable Regression Model. Discussion paper. University of Strathclyde, Glasgow.

Chan, Joshua C.C. and Koop, Gary (2011) Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables. Discussion paper. University of Strathclyde, Glasgow.

Bauwens, Luc and Koop, Gary and Korobilis, Dimitris and Rombouts, Jeroen V.K. (2011) A Comparison of Forecasting Procedures for Macroeconomic Series : The Contribution of Structural Break Models. Discussion paper. University of Strathclyde, Glasgow.

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

2010

Koop, Gary and Korobilis, Dimitris (2010) Forecasting Inflation Using Dynamic Model Averaging. Discussion paper. University of Strathclyde, Glasgow.

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

Gefang, Deborah and Koop, Gary and Potter, Simon M. (2010) Technical Appendix to : Understanding Liquidity and Credit Risks in the Financial Crisis. Discussion paper. University of Strathclyde, Glasgow.

Gefang, Deborah and Koop, Gary and Potter, Simon M. (2010) Understanding Liquidity and Credit Risks in the Financial Crisis. Discussion paper. University of Strathclyde, Glasgow.

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

Koop, Gary and Strachan, Rodney and Leon-Gonzalez, Roberto and Chan, Joshua (2010) Time varying dimension models. Journal of Business and Economic Statistics. ISSN 0735-0015

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.

Koop, Gary (2010) Forecasting with Medium and Large Bayesian VARS. Discussion paper. University of Strathclyde, Glasgow.

Jochmann, Markus and Koop, Gary and Potter, Simon M. (2010) Modeling the dynamics of inflation compensation. Journal of Empirical Finance, 17 (1). pp. 157-167. ISSN 0927-5398

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 Leon-Gonzalez, Roberto and Strachan, Rodney W. (2010) 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

2009

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

Jochmann, Markus and Koop, Gary and Leon-Gonzalez, Roberto and Strachan, Rodney W. (2009) Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy. Discussion paper. University of Strathclyde, Glasgow.

Koop, Gary and Korobilis, Dimitris (2009) UK Macroeconomic Forecasting with Many Predictors : Which Models Forecast Best and When Do They Do So? Discussion paper. University of Strathclyde, Glasgow.

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 Inc., Hoboken, NJ, USA. ISBN 978-0-470-71389-1

2008

Gefang, Deborah and Koop, Gary and Potter, Simon M. (2008) The Dynamics of UK and US Inflation Expectations. Discussion paper. University of Strathclyde, Glasgow.

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

Gefang, Deborah and Koop, G.M. and Potter, Simon M. (2008) The dynamics of UK and US inflation expectations. Preprint / Working Paper. University of Strathclyde, Glasgow. (Unpublished)

Koop, Gary and Potter, Simon (2008) Time varying VARs with inequality restrictions. Preprint / Working Paper. University of Strathclyde, Glasgow. (Unpublished)

Koop, Gary 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? Preprint / Working Paper. University of Strathclyde, Glasgow. (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. Preprint / 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. Preprint / Working Paper. University of Strathclyde, Glasgow. (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 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 & Sons Inc.. ISBN 0470032707

2007

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

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. Preprint / Working Paper. University of Strathclyde, Glasgow. (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

2006

Koop, Gary and Strachan, Rodney and Van Dijk, Herman and Villani, Mattias; (2006) Bayesian approaches to cointegration. In: The Palgrave Handbook of Theoretical Econometrics. Palgrave Macmillan Ltd., 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, Gary and Potter, Simon; (2006) The vector floor and ceiling model. In: Nonlinear Time Series Analysis of the Business Cycle (Contributions to Economic Analysis series). Elsevier. ISBN 044451838X

2005

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

Koop, G.M. (2005) Analysis of financial data. John Wiley & Sons Inc., 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. Preprint / Working Paper. University of Leicester, Leicester.

Koop, Gary and Poirier, Dale J. and Tobias, Justin (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. Preprint / Working Paper. University of Leicester.

Fernandez, Carmen and Koop, Gary and Steel, Mark (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.; Harvey, Andrew and Jan Koopman, Siem and Shephard, Neil, eds. (2005) Empirical Bayesian inference in a nonparametric regression model. In: State Space Models and Unobserved Components. Cambridge University Press, pp. 152-171. ISBN 052183595X