Browse by Journal or other publication
Article
Clark, Todd E. and Huber, Florian and Koop, Gary and Marcellino, Massimiliano and Pfarrhofer, Michael (2024) Investigating growth-at-risk using a multicountry nonparametric quantile factor model. Journal of Business and Economic Statistics, 42 (4). pp. 1302-1317. ISSN 0735-0015
Chan, Joshua C. C. and Koop, Gary and Yu, Xuewen (2024) Large order-invariant Bayesian VARs with stochastic volatility. Journal of Business and Economic Statistics, 42 (2). pp. 825-837. ISSN 0735-0015
Hauzenberger, Niko and Huber, Florian and Marcellino, Massimiliano and Petz, Nico (2024) Gaussian process vector autoregressions and macroeconomic uncertainty. Journal of Business and Economic Statistics. pp. 1-17. ISSN 0735-0015
Delle Monache, Davide and De Polis, Andrea and Petrella, Ivan (2024) Modeling and forecasting macroeconomic downside risk. Journal of Business and Economic Statistics, 42 (3). pp. 1010-1025. ISSN 0735-0015
Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey (2023) Reconciled estimates of monthly GDP in the United States. Journal of Business and Economic Statistics, 41 (2). pp. 563-577. ISSN 0735-0015
Hauzenberger, Niko and Huber, Florian and Koop, Gary and Onorante, Luca (2022) Fast and flexible Bayesian inference in time-varying parameter regression models. Journal of Business and Economic Statistics, 40 (4). pp. 1904-1918. ISSN 0735-0015
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
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 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
Koop, Gary and Strachan, Rodney and Leon-Gonzalez, Roberto and Chan, Joshua (2010) Time varying dimension models. Journal of Business and Economic Statistics. ISSN 0735-0015
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, 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