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Artificial intelligence (AI) and machine learning (ML) together represent a research frontier with a wide variety of discipline specific applications. At Strathclyde researchers in Computer & Information Sciences are exploring improved AI planning models to enable improved decision making by automous agents. Meanwhile, research conducted by the Aerospace Centre of Excellence is using AI and computational techniques to optimize the efficacy of certain astronautic applications. This includes 'global trajectory optimization' to aircraft and spacecraft design, from the planning and scheduling for autonomous vehicles to the synthesis of robust controllers for airplanes or satellites.

AI is also transforming the research agenda within Finance, where researchers are exploring the potential of AI and machine learning in evaluating banking risks and in new, emerging aspects of FinTech.

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Number of items: 147.

Article

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

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. 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

Huber, Florian and Koop, Gary and Onorante, Luca (2020) Inducing sparsity and shrinkage in time-varying parameter models. Journal of Business and Economic Statistics. ISSN 0735-0015

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

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

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

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)

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

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

Chan, Joshua C.C. and Eisenstat, Eric and Koop, Gary (2016) Large Bayesian VARMAs. Journal of Econometrics, 192 (2). 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

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

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

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 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 (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

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

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 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

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

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)

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 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.

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

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

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 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

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

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

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, 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 (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 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

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, 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

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

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, 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

Book Section

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, 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

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

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

Conference or Workshop Item

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.

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.

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.

Book

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

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

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

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

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

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. (2003) Bayesian econometrics. John Wiley & Sons Inc., United Kingdom. ISBN 978-0-470-84567-7

Monograph

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.

McIntyre, Stuart and Koop, Gary and Mitchell, James (2018) UK regional nowcasting using a mixed frequency vector autoregressive model. Working paper. University of Strathclyde, Glasgow.

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. Working paper. University of Strathclyde.

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.

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. Working paper. Scottish Institute for Research in Economics (SIRE).

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

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? Working paper. University of Strathclyde, Glasgow.

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

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.

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.

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.

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

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

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

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

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

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, Glasgow. (Unpublished)

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, Glasgow. (Unpublished)

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, Glasgow. (Unpublished)

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, Rimini.

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, Glasgow. (Unpublished)

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

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, Leicester.

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.

Koop, Gary and Potter, Simon M. (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, Leicester.

This list was generated on Mon Aug 3 19:57:54 2020 BST.