# Browse by Author or creator

**155**.

## 2021

Gefang, Deborah and Koop, Gary and Poon, Aubrey
(2021)
*Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage.*
International Journal of Forecasting.
ISSN 0169-2070
(In Press)

Hauzenberger, Niko and Huber, Florian and Koop, Gary and Onorante, Luca
(2021)
*Fast and flexible inference in time-varying parameter regression models.*
Journal of Business and Economic Statistics.
ISSN 0735-0015
(In Press)

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

## 2020

Huber, Florian and Koop, Gary and Onorante, Luca and Pfarrhofer, Michael and Schreiner, Josef
(2020)
*Nowcasting in a pandemic using non-parametric mixed frequency VARs.*
Journal of Econometrics, n/a.
n/a.
ISSN 0304-4076

Chan, Joshua and Eisenstat, Eric and Koop, Gary
(2020)
*Choosing between identification schemes in noisy-news models.*
Studies in Nonlinear Dynamics and Econometrics.
ISSN 1558-3708
(In Press)

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.
ISSN 0165-1765
(In Press)

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

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 0976-8386

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.

Koop, Gary and Onorante, Luca
(2018)
*Macroeconomic nowcasting using Google probabilities.*
Advances in Econometrics.
ISSN 0731-9053
(In Press)

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 0976-8386
(In Press)

Koop, Gary and Korobilis, Dimitris
(2018)
*Forecasting with high dimensional panel VARs.*
Oxford Bulletin of Economics and Statistics.
ISSN 1468-0084
(In Press)

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.
ISSN 0264-9993
(In Press)

McIntyre, Stuart and Koop, Gary 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 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 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.*
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.

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

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

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

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

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

Dickson, Alexander and Jennings, Colin and Koop, Gary
(2013)
*Domestic violence and football in Glasgow : are reference points relevant?*
Preprint / Working 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

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

Chan, Joshua and Koop, Gary and Potter, Simon
(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 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)

## 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

Koop, Gary and Gefang, Deborah and Campolieti, Michele
(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.

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 Jochmann, Markus
(2011)
*Regime-Switching Cointegration.*
Discussion 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.

Bauwens, Luc and Korobilis, Dimitris and Koop, Gary 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, 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.

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

Tole, Lise and Koop, Gary
(2011)
*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.

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

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, 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

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.

## 2008

Koop, Gary and Gefang, Deborah 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 Leon-Gonzalez, Roberto and Strachan, Rodney W.
(2008)
*Bayesian inference in the time varying cointegration model.*
Preprint / Working Paper.
University of Strathclyde, Glasgow.
(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 & 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, 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

## 2004

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

Koop, Gary and Poirier, Dale J.
(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, Gary and Potter, Simon M.
(2004)
*Forecasting and estimating multiple change-point models with an unknown number of change points.*
Preprint / Working Paper.
University of Leicester.

Koop, Gary
(2004)
*Modelling the evolution of distributions : an application to major league baseball.*
Journal of the Royal Statistical Society: Series A, 167 (4).
pp. 639-656.
ISSN 0964-1998

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

Koop, Gary and Tole, Lise
(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 Tole, L.A.
(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 (1).
pp. 30-54.
ISSN 0095-0696

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

## 2003

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.*
John Wiley & Sons Inc., United Kingdom.
ISBN 978-0-470-84567-7

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

## 2002

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, Gary
(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

## 2001

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

Hanley, Nick and Koop, G.M. and Alvarez-Farizo, B. and Wright, R.E. and Nevin, C.
(2001)
*Go climb a mountain : an application of recreation demand modelling to rock climbing in Scotland.*
Journal of Agricultural Economics, 52 (1).
pp. 36-52.
ISSN 0021-857X

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

**Fri Dec 3 13:03:12 2021 GMT**.