Browse by Author or creator

Article

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

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

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

Gilmartin, Michelle and Korobilis, Dimitris (2012) On regional unemployment : an empirical examination of the determinants of geographical differentials in the UK. Scottish Journal of Political Economy, 59 (2). pp. 179-195. ISSN 0036-9292

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

Monograph

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

Koop, Gary and Korobilis, Dimitris (2013) A New Index of Financial Conditions. 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 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.

Korobilis, Dimitris (2009) Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models. Discussion paper. University of Strathclyde, Glasgow.