Items where subject is "Econometrics"

Article

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

Clark, Todd E. and Huber, Florian and Koop, Gary and Marcellino, Massimiliano and Pfarrhofer, Michael (2023) Tail forecasting with multivariate Bayesian additive regression trees. International Economic Review, 64 (3). pp. 979-1022. ISSN 0020-6598

Cross, Jamie L. and Hou, Chenghan and Koop, Gary and Poon, Aubrey (2023) Large stochastic volatility in mean VARs. Journal of Econometrics, 236 (1). 105469. ISSN 0304-4076

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

Gocer, Ismet and Ongan, Serdar and Karamelikli, Huseyin (2023) The US state-level wood product-based bilateral trade balances with Canada under the protectionist US trade policy, COVID-19, and economic policy uncertainty. The International Trade Journal, 37 (5). pp. 544-568. ISSN 1521-0545

Hauzenberger, Niko (2021) Flexible mixture priors for large time-varying parameter models. Econometrics and Statistics, 20. pp. 87-108. ISSN 2468-0389

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

Hauzenberger, Niko and Pfarrhofer, Michael (2021) Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. Scandinavian Journal of Economics, 123 (4). pp. 1261-1291. ISSN 0347-0520

Hauzenberger, Niko and Pfarrhofer, Michael and Stelzer, Anna (2021) On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty. Journal of Economic Behaviour and Organization, 191. pp. 822-845. ISSN 0167-2681

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

Kabundi, Alain and Poon, Aubrey and Wu, Ping (2023) A time-varying Phillips curve with global factors : are global factors important? Economic Modelling, 126. 106423. ISSN 0264-9993

King, Elizabeth M. and Randolph, Hannah L. and Suh, Jooyeoun (2023) Care work and the demographic composition of households : two Asian cases. Philippine Review of Economics, 60 (1). pp. 158-190. ISSN 1655-1516

Koop, Gary and McIntyre, Stuart and Mitchell, James and Poon, Aubrey and Wu, Ping (2024) Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting. Journal of the Royal Statistical Society: Series A, 187 (2). pp. 477-495. qnad130. ISSN 0964-1998

Koroglu, T. and Sogut, O. S. (2017) Advanced exergoeconomic analysis of organic Rankine cycle waste heat recovery system of a marine power plant. International Journal of Thermodynamics, 20 (3). pp. 140-151. ISSN 1301-9724

Lalley, Christopher and McInally, Lauren (2023) Secondary school grades and graduate returns to education in the UK. Journal of Education and Work, 36 (3). pp. 169-185. ISSN 1363-9080

Yang, Zhengrong and Vitenu-Sackey, Prince Asare and Hao, Lizhong and Tao, Yuqi (2023) Economic freedom, inclusive growth, and financial development : a heterogeneous panel analysis of developing countries. PLOS One, 18 (7). e0288346. ISSN 1932-6203

Zhang, Ning and Konyalıoğlu, Aziz Kemal and Duan, Huabo and Feng, Haibo and Li, Huanyu (2024) The impact of innovative technologies in construction activities on concrete debris recycling in China : a system dynamics-based analysis. Environment, Development and Sustainability, 26 (6). pp. 14039-14064. ISSN 1573-2975

Conference or Workshop Item

Zhou, Long (2023) Electrifying residential heat in the UK : the importance of heat pump cost reduction and domestic supply chain development in the presence of persisting energy price shocks. In: Working for Net Zero : Ensuring Good Quality and Sustainable Jobs, 2023-05-10 - 2023-05-10, SECC Glasgow.

Report

Baum, Tom and Cardenas Rubio, Jeisson and Congreve, Emma (2023) ReWAGE Evidence Paper : Work, Wages and Employment in the UK's Hospitality Sector. University of Warwick, Coventry, UK.

Black, James and Gillan, Brodie and Spowage, Mairi (2023) The Economic Impact of Scotland’s Renewable Energy Sector – 2023 Update. University of Strathclyde, Glasgow.

Congreve, Emma and McFadyen, Chirsty (2023) Business Rates and Hospitality : Revaluation and Reliefs. University of Strathclyde, Glasgow.

Connolly, Kevin and Spowage, Mairi (2022) Scoping the Potential Use of Macroeconomic Models to Energy Policies Questions in Northern Ireland : [November 2022]. Fraser of Allander Institute, Glasgow.

Connolly, Kevin and Spowage, Mairi (2022) Scoping the Potential Use of Macroeconomic Models to Energy Policies Questions in Northern Ireland : [October 2022]. Fraser of Allander Institute, Glasgow.

Eiser, David and Congreve, Emma and Crummey, Ciara and Catalano, Allison (2022) Health Inequalities in Scotland : Trends in the Socio-economic Determinants of Health in Scotland. University of Strathclyde, Glasgow.

Jack, David and Crummey, Ciara and Congreve, Emma and McFadyen, Chirsty and Watts, Rob (2023) Data on the Lives of People with Learning Disabilities in Scotland : Short Term Actions for Change. University of Strathclyde, Glasgow.

Jack, David and Crummey, Ciara and Congreve, Emma and McFadyen, Chirsty and Watts, Rob (2023) Learning Disability Data : Looking Beyond Scotland. University of Strathclyde, Glasgow.

Fraser of Allander Institute; McGeoch, Adam and Spowage, Mairi and Fox, Calum. (2022) Supporting Economic Recovery in Inverclyde, West Dunbartonshire & Argyll & Bute. Fraser of Allander Institute, Glasgow.

Randolph, Hannah L. and Congreve, Emma and Connolly, Kevin and Crummey, Ciara (2023) Evaluation of the Commission on Social Security's Plan : Cost, Funding, and Wider Impact. University of Strathclyde, Glasgow.

Monograph

Byrne, Joseph P. and Sakemoto, Ryuta (2022) Commodity Correlation Risk. Preprint / Working Paper. Social Science Research Network (SSRN), New York.

Byrne, Joseph P. and Sakemoto, Ryuta (2022) Commodity Correlation Risk. Discussion paper. University of Strathclyde, Glasgow.