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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

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

Fischer, Manfred M. and Hauzenberger, Niko and Huber, Florian and Pfarrhofer, Michael (2023) General Bayesian time-varying parameter vector autoregressions for modeling government bond yields. Journal of Applied Econometrics, 38 (1). pp. 69-87. ISSN 0883-7252

Hauzenberger, Niko and Huber, Florian and Onorante, Luca (2021) Combining shrinkage and sparsity in conjugate vector autoregressive models. Journal of Applied Econometrics, 36 (3). pp. 304-327. 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, 35 (6). pp. 692-711. ISSN 0883-7252

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

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

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

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

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