Browse by Author or creator
![[up]](/style/images/multi_up.png)
Up a levelArticle
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
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
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
Monograph
Jochmann, Markus and Koop, Gary (2011) Regime-Switching Cointegration. Discussion paper. University of Strathclyde, Glasgow.
Jochmann, Markus (2010) Modeling U.S. Inflation Dynamics : A Bayesian Nonparametric Approach. Discussion paper. University of Strathclyde, Glasgow.
Jochmann, Markus (2009) What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care. 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.
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 (Unpublished)