Access Statistics for Gary Koop

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A Bayesian analysis of multiple-output production frontier 0 0 1 17 0 1 9 456
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 0 18 192
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 67 0 1 16 141
A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models 0 0 0 52 0 0 9 90
A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models 0 0 0 178 0 0 10 227
A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models 0 0 0 83 0 0 8 155
A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models 0 0 0 0 0 0 12 364
A New Index of Financial Conditions 0 0 2 79 1 3 31 754
A New Index of Financial Conditions 0 1 2 145 0 2 20 752
A New Model Of Trend Inflation 0 0 0 77 0 0 15 199
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 0 9 256
A New Model of Trend Inflation 0 0 0 99 0 1 17 226
A New Model of Trend Inflation 0 0 2 116 0 1 19 251
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors 2 23 23 23 6 12 12 12
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 0 0 0 1 5
A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies 0 0 0 15 0 0 5 59
A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models 0 1 1 60 0 1 10 162
A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models 0 0 0 61 0 0 10 86
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 4 0 0 2 28
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 0 0 2 11 13
A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models 0 0 0 1 1 1 9 47
A flexible approach to parametric inference in nonlinear and time varying time series models 0 0 0 11 0 0 9 74
A flexible approach to parametric inference in nonlinear time series models 0 0 0 184 0 0 9 399
A new index of financial conditions 0 0 1 62 0 0 11 167
A new index of financial conditions 0 0 2 116 0 1 16 405
A new look at variation in employment growth in Canada 0 0 0 40 0 0 5 159
A new model of trend inflation 0 0 2 41 0 1 16 129
Alternative efficiency measures for multiple-output production 0 0 0 9 0 1 4 373
An Investigation of Thresholds in Air Pollution-Mortality Effects 0 0 1 177 1 1 14 856
Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs 0 0 0 42 0 2 18 71
Are apparent findings of nonlinearity due to structural instability in economic time series? 0 0 0 146 0 2 16 474
Bayesian Analysis of Endogenous Delay Threshold Models 0 0 1 101 0 0 14 322
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 1 1 332 0 1 16 1,404
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 1 733 0 3 17 2,338
Bayesian Analysis of Long Memory and Persistence using ARFIMA Models 0 0 0 11 0 1 17 402
Bayesian Analysis of Stochastic Frontier Models 0 0 1 43 2 3 15 1,337
Bayesian Approaches to Cointegration 0 0 1 281 0 0 17 649
Bayesian Compressed Vector Autoregressions 0 0 0 31 0 2 18 88
Bayesian Compressed Vector Autoregressions 0 0 1 233 0 1 15 444
Bayesian Compressed Vector Autoregressions 0 0 2 30 0 0 5 51
Bayesian Compressed Vector Autoregressions 0 0 0 38 0 2 13 106
Bayesian Econometric Methods 0 0 0 4 0 1 19 684
Bayesian Efficiency Analysis through Individual Effects: Hospital Cost Frontiers 0 0 0 32 0 2 12 745
Bayesian Forecasting in Economics and Finance: A Modern Review 0 1 5 84 1 2 35 114
Bayesian Forecasting in the 21st Century: A Modern Review 0 0 1 77 1 4 26 94
Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks 0 0 0 66 0 1 13 84
Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations 0 0 1 38 0 1 10 67
Bayesian Inference in a Cointegrating Panel Data Model 0 1 1 17 1 3 11 77
Bayesian Inference in a Cointegrating Panel Data Model 0 0 0 272 2 5 19 663
Bayesian Inference in a Time Varying Cointegration Model 0 0 0 59 0 0 7 165
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 6 0 0 19 57
Bayesian Inference in the Time Varying Cointegration Model 0 0 1 35 0 0 11 161
Bayesian Inference in the Time Varying Cointegration Model 0 0 0 10 3 3 15 82
Bayesian Inference in the Time Varying Cointegration Model* 0 0 0 82 0 0 12 208
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 29 0 1 12 147
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 141 0 2 9 298
Bayesian Model Averaging in the Instrumental Variable Regression Model 0 0 0 11 0 1 8 75
Bayesian Model Averaging in the Instrumental Variable Regression Model* 0 0 0 41 0 0 7 94
Bayesian Modeling of TVP-VARs Using Regression Trees 0 0 3 114 2 4 24 78
Bayesian Modeling of Time-Varying Parameters Using Regression Trees 0 0 1 90 0 1 12 53
Bayesian Modelling of TVP-VARs Using Regression Trees 0 1 1 1 0 5 25 79
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 46 2,810 3 18 163 6,645
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics 0 1 17 640 1 3 42 1,595
Bayesian Semiparametric Inference in Multiple Equation Models 0 0 0 144 0 0 8 535
Bayesian Variants of Some Classical Semiparametric Regression Techniques 0 0 0 0 1 2 13 415
Bayesian Variants of Some classical Semiparametric Regression Techniques 0 0 1 113 0 1 12 286
Bayesian analysis of long memory and persistence using ARFIMA models 0 0 0 2 0 0 16 44
Bayesian approaches to cointegratrion 0 1 3 36 0 1 18 118
Bayesian dynamic variable selection in high dimensions 0 0 0 10 0 1 12 47
Bayesian dynamic variable selection in high dimensions 0 0 0 94 1 3 16 196
Bayesian dynamic variable selection in high dimensions 0 0 0 0 0 1 13 20
Bayesian efficiency analysis through individual effects: Hospital cost frontiers 0 0 0 5 0 1 23 58
Bayesian efficiency analysis with a flexible cost function 0 0 0 2 0 1 7 23
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 0 1 0 0 4 7
Bayesian efficiency analysis with a flexible form: The aim cost function 0 0 1 9 1 1 14 64
Bayesian inference in models based on equilibrium search theory 0 0 0 6 0 0 14 210
Bayesian long-run prediction in time series models 0 0 0 8 0 1 11 49
Bayesian modelling of VAR precision matrices using stochastic block networks 0 0 0 14 1 3 17 30
Bayesian modelling of catch in a Northwest Atlantic Fishery 0 0 0 0 0 0 12 171
Comparing the Performance of Baseball Players: A Multiple Output Approach 0 0 0 145 0 2 13 460
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 15 44
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 0 2 12 79
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 1 12 29
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 31 0 0 13 78
Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis 0 0 0 0 0 0 7 191
Decision Synthesis in Monetary Policy 0 0 0 4 0 2 14 27
Decision synthesis in monetary policy 0 0 1 20 0 0 4 51
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 1 99 3 8 29 385
Domestic Violence and Football in Glasgow: Are Reference Points Relevant? 0 0 0 28 0 2 8 83
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 30 0 1 6 46
Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods 0 0 0 0 0 0 12 20
Dynamic asymmetries in US unemployment 0 0 1 46 0 0 15 418
Dynamic probabilities of restrictions in state space models: An application to the Phillips curve 0 0 0 13 0 1 8 60
Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space 0 0 1 163 0 0 18 467
Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters* 0 0 0 94 0 1 12 206
Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters 0 0 0 38 1 2 12 107
Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters 0 0 0 105 0 1 14 216
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 0 10 0 1 11 100
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 0 5 0 0 18 56
Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry 0 0 1 12 0 0 15 96
Exchange rate predictability and dynamic Bayesian learning 0 0 1 30 0 3 19 108
Exchange rate predictability and dynamic Bayesian learning 0 0 0 117 0 0 20 283
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 0 0 0 57 0 0 11 82
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 1 1 1 11 24
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks 0 0 0 29 0 0 8 28
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix 0 0 0 12 0 1 12 30
Forecasting Inflation Using Dynamic Model Averaging