FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING
Koop, Gary, Korobilis, Dimitris
Published in International economic review (Philadelphia) (01.08.2012)
Published in International economic review (Philadelphia) (01.08.2012)
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Journal Article
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
CHAN, JOSHUA C.C., CLARK, TODD E., KOOP, GARY
Published in Journal of money, credit and banking (01.02.2018)
Published in Journal of money, credit and banking (01.02.2018)
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Journal Article
On the evolution of the monetary policy transmission mechanism
Koop, Gary, Leon-Gonzalez, Roberto, Strachan, Rodney W.
Published in Journal of economic dynamics & control (01.04.2009)
Published in Journal of economic dynamics & control (01.04.2009)
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Journal Article
Bayesian inference in a time varying cointegration model
Koop, Gary, Leon-Gonzalez, Roberto, Strachan, Rodney W.
Published in Journal of econometrics (01.12.2011)
Published in Journal of econometrics (01.12.2011)
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Journal Article
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
Jochmann, Markus, Koop, Gary, Strachan, Rodney W.
Published in International journal of forecasting (01.04.2010)
Published in International journal of forecasting (01.04.2010)
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Journal Article
Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks
Huber, Florian, Koop, Gary
Published in Journal of applied econometrics (Chichester, England) (07.08.2024)
Published in Journal of applied econometrics (Chichester, England) (07.08.2024)
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Journal Article
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
Koop, Gary, Korobilis, Dimitris
Published in International economic review (Philadelphia) (01.08.2023)
Published in International economic review (Philadelphia) (01.08.2023)
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Journal Article
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian, Koop, Gary
Published in Journal of applied econometrics (Chichester, England) (01.06.2023)
Published in Journal of applied econometrics (Chichester, England) (01.06.2023)
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Journal Article
Alternative efficiency measures for multiple-output production
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Journal Article
Conference Proceeding
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Huber, Florian, Koop, Gary, Onorante, Luca
Published in Journal of business & economic statistics (03.07.2021)
Published in Journal of business & economic statistics (03.07.2021)
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Journal Article
Bayesian compressed vector autoregressions
Koop, Gary, Korobilis, Dimitris, Pettenuzzo, Davide
Published in Journal of econometrics (01.05.2019)
Published in Journal of econometrics (01.05.2019)
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Journal Article
Forecasting with High‐Dimensional Panel VARs
Koop, Gary, Korobilis, Dimitris
Published in Oxford bulletin of economics and statistics (01.10.2019)
Published in Oxford bulletin of economics and statistics (01.10.2019)
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Journal Article