This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Gary Koop

Personal Details | Affiliation | Works
This is information that was supplied by Gary Koop in registering through RePEc. If you are Gary Koop , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Gary
Middle Name:
Last Name: Koop
Suffix:

RePEc Short-ID: pko8

Email:
Homepage: http://personal.strath.ac.uk/gary.koop/
Postal Address: Department of Economics University of Strathclyde Sir William Duncan Building 130 Rottenrow Glasgow G4 0GE Scotland, UK
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  20. h, where author has written h papers that have each been cited at least h times.
  21. Number of Registered Citing Authors
  22. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  23. Number of Journal Pages
  24. Number of Journal Pages, Weighted by Simple Impact Factor
  25. Number of Journal Pages, Weighted by Recursive Impact Factor
  26. Number of Journal Pages, Weighted by Number of Authors
  27. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Number of Abstract Views in RePEc Services over the past 12 months
  30. Number of Downloads through RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Books | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper Series wp34_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  2. Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers 09-19, University of Strathclyde Business School, Department of Economics. [Downloadable!]

  3. Markus Jochmann & Gary Koop & Simon M. Potter, 2009. "The Modeling the Dynamics of In‡ation Compensation," Working Paper Series 15-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  4. Gary Koop & Dimitris Korobilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 09-17, University of Strathclyde Business School, Department of Economics. [Downloadable!]

  5. Deborah Gefang & Gary Koop & Simon M. Potter, 2009. "The Dynamics of UK and US In‡ation Expectations," Working Paper Series 14-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

  6. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper Series 23-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  7. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  8. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper Series 26-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  9. Gary Koop & Markus Jochmann & Rodney W. Strachan, 2008. "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," Working Paper Series 19-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  10. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
    Other versions:

  11. Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2007. "Bayesian Econometric Methods," Staff General Research Papers 12722, Iowa State University, Department of Economics.

  12. Gary Koop & Simon Potter, 2007. "A flexible approach to parametric inference in nonlinear time series models," Staff Reports 285, Federal Reserve Bank of New York. [Downloadable!]

  13. Gary Koop & Lise Tole, 2007. "What is the Environmental Performance of Firms Overseas?: An Empirical Investigation of the Global Gold Mining Industry," Working Paper Series 26-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
    Published as:

  14. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:

  15. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand. [Downloadable!]
    Other versions:
    Published as:

  16. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Discussion Papers in Economics 05/3, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:
    Published as:

  17. Gary Koop & Roberto León-González & Rodney W. Strachan, 2005. "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics 05/13, Department of Economics, University of Leicester, revised Apr 2006. [Downloadable!]

  18. Gary M. Koop & Simon M. Potter, 2004. "Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points," Discussion Papers in Economics 04/31, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:

  19. Gary Koop & Simon M. Potter, 2004. "Prior Elicitation in Multiple Change-point Models," Discussion Papers in Economics 04/26, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:
    Published as:

  20. Gary Koop, 2004. "Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis," ESE Discussion Papers 14, Edinburgh School of Economics, University of Edinburgh.

  21. Gary Koop & Lise Tole, 2004. "An Investigation of Thresholds in Air Pollution-Mortality Effects," Discussion Papers in Economics 04/20, Department of Economics, University of Leicester. [Downloadable!]

  22. Koop, Gary & Poirier, Dale J & Tobias, Justin, 2004. "Semiparametric Bayesian Inference in Multiple Equation Models," Staff General Research Papers 12009, Iowa State University, Department of Economics.
    Published as:

  23. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "A Bayesian analysis of multiple-output production frontiers," ESE Discussion Papers 21, Edinburgh School of Economics, University of Edinburgh.
    Published as:

  24. Gary Koop, 2004. "Modeling the Evolution of Distributions: An Application to Major League Baseball," ESE Discussion Papers 71, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    Published as:

  25. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "Bayesian modeling of catch in a Northwest Atlantic Fishery (first version)," ESE Discussion Papers 20, Edinburgh School of Economics, University of Edinburgh.

  26. Gary Koop & Kai Li, 2004. "The valuation of IPO, SEO and post-Chapter 11 firms: A stochastic frontier approach," ESE Discussion Papers 13, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

  27. Koop, Gary & Tobias, Justin, 2004. "Learning about Heterogeneity in Returns to Schooling," Staff General Research Papers 12008, Iowa State University, Department of Economics.

  28. Gary Koop & M. F. J. Steel, 2004. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.

  29. Gary Koop & Simon M. Potter, 2004. "Dynamic asymmetries in US unemployment," ESE Discussion Papers 15, Edinburgh School of Economics, University of Edinburgh.
    Published as:

  30. Carmen Fernandez & Gary Koop & M. F. J. Steel, 2004. "Alternative efficiency measures for multiple-output production," ESE Discussion Papers 65, Edinburgh School of Economics, University of Edinburgh.
    Published as:

  31. Gary Koop, 2004. "Comparing the Performance of Baseball Players: A Multiple Output Approach," ESE Discussion Papers 72, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    Published as:

  32. Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004. "Bayesian Approaches to Cointegration," Discussion Papers in Economics 04/27, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:

  33. Gary Koop & Simon M. Potter, 2004. "Bayesian analysis of endogenous delay threshold models," ESE Discussion Papers 11, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
    Published as:

  34. Gary Koop & Simon Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:

  35. Gary Koop & Dale Poirier & Justin Tobias, 2003. "Bayesian Semiparametric Inference in Multiple Equation Models," Discussion Papers in Economics 04/17, Department of Economics, University of Leicester. [Downloadable!]

  36. Gary Koop & Justin Tobias, 2003. "Semiparametric Bayesian inference in smooth coefficient models," Discussion Papers in Economics 04/18, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:
    Published as:

  37. Gary Koop, 2002. "Parametric and Nonparametric Inference in Equilibrium Job Search Models," Discussion Papers in Economics 04/14, Department of Economics, University of Leicester. [Downloadable!]

  38. Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics 0201001, EconWPA, revised 06 Jan 2002. [Downloadable!]
    Other versions:
    Published as:

  39. Koop, G. & Poirier, D., 2000. "Bayesian Variants of Some Classical Semiparametric Regression Techniques," Papers 00-01-22, California Irvine - School of Social Sciences.
    Other versions:
    Published as:

  40. Gary Koop & Simon Potter, 2000. "The Vector Floor and Ceiling Model," Discussion Papers in Economics 04/15, Department of Economics, University of Leicester. [Downloadable!]

  41. Gary Koop & Simon M. Potter, 1999. "Are apparent findings of nonlinearity due to structural instability in economic time series?," Staff Reports 59, Federal Reserve Bank of New York. [Downloadable!]
    Published as:

  42. G. Koop & H.K. van Dijk, 1999. "Testing for integration using evolving trend and seasonal models A Bayesian approach," Econometric Institute Report 163, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  43. Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997. "A stochastic frontier analysis of output level and growth in Poland and western economies," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

  44. Franses, P.H. & Koop, G., 1996. "On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations," Papers 9648/a, Erasmus University of Rotterdam - Econometric Institute.
    Published as:

  45. Gary Koop & Herman K. van Dijk, 1996. "Bayesian Analysis of Stochastic Trends in Structural Time Series Models," Tinbergen Institute Discussion Papers 96-176/7, Tinbergen Institute.

  46. Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  47. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The Components of Output Growth: A Croos-Country Analysis," Papers 9517, Tilburg - Center for Economic Research.

  48. Koop, G. & Steel, M.F.J., 1991. "A Decision Theoretic Analysis of the Unit Root Hypothesis Using Mixtures of Elliptical Models," Papers 9150, Tilburg - Center for Economic Research.
    Published as:

  49. Gary Koop, . "Bayesian inference in models based on equilibrium search theory," ESE Discussion Papers 12, Edinburgh School of Economics, University of Edinburgh.
    Published as:

Articles

  1. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2009. "On the evolution of the monetary policy transmission mechanism," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 997-1017, April. [Downloadable!] (restricted)

  2. Gary Koop & Simon M. Potter, 2009. "Prior Elicitation In Multiple Change-Point Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(3), pages 751-772, 08. [Downloadable!] (restricted)
    Other versions:

  3. Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, 07. [Downloadable!] (restricted)
    Other versions:

  4. Gary Koop & Lise Tole, 2008. "What is the environmental performance of firms overseas? An empirical investigation of the global gold mining industry," Journal of Productivity Analysis, Springer, vol. 30(2), pages 129-143, October. [Downloadable!] (restricted)
    Other versions:

  5. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2008. "Re-Examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2-3), pages 341-367, 03. [Downloadable!] (restricted)
    Other versions:

  6. Gary Koop & Simon M. Potter, 2007. "Estimation and Forecasting in Models with Multiple Breaks," Review of Economic Studies, Blackwell Publishing, vol. 74(3), pages 763-789, 07. [Downloadable!] (restricted)

  7. Gary Koop & Herman K. van Dijk, 2007. "Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 107-112. [Downloadable!] (restricted)

  8. Koop, Gary & Tobias, Justin L., 2006. "Semiparametric Bayesian inference in smooth coefficient models," Journal of Econometrics, Elsevier, vol. 134(1), pages 283-315, September. [Downloadable!] (restricted)
    Other versions:

  9. Dorfman, Jeffrey H. & Koop, Gary, 2005. "Current developments in productivity and efficiency measurement," Journal of Econometrics, Elsevier, vol. 126(2), pages 233-240, June. [Downloadable!] (restricted)

  10. Fernandez, Carmen & Koop, Gary & Steel, Mark F.J., 2005. "Alternative efficiency measures for multiple-output production," Journal of Econometrics, Elsevier, vol. 126(2), pages 411-444, June. [Downloadable!] (restricted)
    Other versions:

  11. Dale J. Poirier & Gary Koop & Justin Tobias, 2005. "Semiparametric Bayesian inference in multiple equation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(6), pages 723-747. [Downloadable!]
    Other versions:

  12. Koop, Gary & Tole, Lise, 2004. "Measuring the health effects of air pollution: to what extent can we really say that people are dying from bad air?," Journal of Environmental Economics and Management, Elsevier, vol. 47(1), pages 30-54, January. [Downloadable!] (restricted)

  13. Koop, Gary & Poirier, Dale J., 2004. "Bayesian variants of some classical semiparametric regression techniques," Journal of Econometrics, Elsevier, vol. 123(2), pages 259-282, December. [Downloadable!] (restricted)
    Other versions:

  14. Gary Koop & Simon Potter, 2004. "Forecasting in dynamic factor models using Bayesian model averaging," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 550-565, December. [Downloadable!] (restricted)

  15. Gary Koop, 2004. "Modelling the evolution of distributions: an application to Major League baseball," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 167(4), pages 639-655. [Downloadable!] (restricted)
    Other versions:

  16. Koop, Gary & Potter, Simon M, 2003. "Bayesian Analysis of Endogenous Delay Threshold Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 93-103, January.
    Other versions:

  17. Hollifield, Burton & Koop, Gary & Li, Kai, 2003. "A Bayesian analysis of a variance decomposition for stock returns," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 583-601, December. [Downloadable!] (restricted)

  18. Nick Hanley & Robert Wright & Gary Koop, 2002. "Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 22(3), pages 449-466, July. [Downloadable!] (restricted)

  19. Fernandez C. & Koop G. & Steel M.F.J., 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 432-442, June. [Downloadable!] (restricted)
    Other versions:

  20. Koop G., 2002. "Comparing the Performance of Baseball Players: A Multiple-Output Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 710-720, September. [Downloadable!] (restricted)
    Other versions:

  21. Gary Koop & Simon M. Potter, 2001. "Are apparent findings of nonlinearity due to structural instability in economic time series?," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 38.
    Other versions:

  22. Koop, Gary & Li, Kai, 2001. "The valuation of IPO and SEO firms," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 375-401, September. [Downloadable!] (restricted)

  23. Koop, Gary, 2001. "Cross-Sectoral Patterns of Efficiency and Technical Change in Manufacturing," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 73-103, February.

  24. Gary Koop & Dale J. Poirier, 2001. "Testing for optimality in job search models," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 6.

  25. Nick Hanley & Gary Koop & Begoña Álvarez-Farizo & Robert E. Wright & Ceara Nevin, 2001. "Go climb a mountain: an application of recreation demand modelling to rock climbing in Scotland," Journal of Agricultural Economics, Blackwell Publishing, vol. 52(1), pages 36-52. [Downloadable!] (restricted)

  26. Koop, Gary, 2001. "Bayesian inference in models based on equilibrium search theory," Journal of Econometrics, Elsevier, vol. 102(2), pages 311-338, June. [Downloadable!] (restricted)
    Other versions:

  27. Koop, Gary & Dijk, Herman K. Van, 2000. "Testing for integration using evolving trend and seasonals models: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August. [Downloadable!] (restricted)
    Other versions:

  28. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. " A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Economic Change and Restructuring, Springer, vol. 33(3), pages 185-202. [Downloadable!] (restricted)
    Other versions:

  29. Fernandez, Carmen & Koop, Gary & Steel, Mark, 2000. "A Bayesian analysis of multiple-output production frontiers," Journal of Econometrics, Elsevier, vol. 98(1), pages 47-79, September. [Downloadable!] (restricted)
    Other versions:

  30. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 2000. "Modeling the Sources of Output Growth in a Panel of Countries," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 284-99, July.

  31. Koop, Gary, 1999. "Bayesian Analysis, Computation and Communication Software," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(6), pages 677-89, Nov.-Dec.. [Downloadable!]

  32. Koop, Gary & Potter, Simon M, 1999. "Dynamic Asymmetries in U.S. Unemployment," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 298-312, July.
    Other versions:

  33. G. Koop & D. J. Poirier, 1999. "Incomplete models and reweighting," Econometric Reviews, Taylor and Francis Journals, vol. 18(1), pages 97-104. [Downloadable!] (restricted)

  34. Koop, Gary & Tole, Lise, 1999. "Is there an environmental Kuznets curve for deforestation?," Journal of Development Economics, Elsevier, vol. 58(1), pages 231-244, February. [Downloadable!] (restricted)

  35. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1999. " The Components of Output Growth: A Stochastic Frontier Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 455-87, November. [Downloadable!] (restricted)

  36. Koop, Gary & Potter, Simon M., 1998. "Bayes factors and nonlinearity: Evidence from economic time series1," Journal of Econometrics, Elsevier, vol. 88(2), pages 251-281, November. [Downloadable!] (restricted)

  37. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor and Francis Journals, vol. 25(4), pages 489-515, August. [Downloadable!] (restricted)

  38. Franses, Philip Hans & Koop, Gary, 1998. "On the sensitivity of unit root inference to nonlinear data transformations," Economics Letters, Elsevier, vol. 59(1), pages 7-15, April. [Downloadable!] (restricted)
    Other versions:

  39. Koop, Gary & Poirier, Dale J., 1997. "Learning about the across-regime correlation in switching regression models," Journal of Econometrics, Elsevier, vol. 78(2), pages 217-227, June. [Downloadable!] (restricted)

  40. Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 149-169. [Downloadable!] (restricted)
    Other versions:

  41. Koop, Gary & Tole, Lise, 1997. "Measuring differential forest outcomes: A tale of two countries," World Development, Elsevier, vol. 25(12), pages 2043-2056, December. [Downloadable!] (restricted)

  42. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105. [Downloadable!] (restricted)

  43. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1996. "Correction [Posterior Properties of Long-Run Impulse Responses]," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(2), pages 257, April.

  44. Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September. [Downloadable!] (restricted)

  45. Koop, Gary, 1996. "Parameter uncertainty and impulse response analysis," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 135-149. [Downloadable!] (restricted)

  46. Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995. "Bayesian long-run prediction in time series models," Journal of Econometrics, Elsevier, vol. 69(1), pages 61-80, September. [Downloadable!] (restricted)

  47. Koop, Gary, 1994. "An objective Bayesian analysis of common stochastic trends in international stock prices and exchange rates," Journal of Empirical Finance, Elsevier, vol. 1(3-4), pages 343-364, July. [Downloadable!] (restricted)

  48. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Posterior Properties of Long-Run Impulse Responses," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 489-92, October.

  49. Koop, G & Poirier, D J, 1994. "Rank-Ordered Logit Models: An Empirical Analysis of Ontario Voter Preferences," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(4), pages 369-88, Oct.-Dec.. [Downloadable!] (restricted)

  50. van den Broeck, Julien & Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1994. "Stochastic frontier models : A Bayesian perspective," Journal of Econometrics, Elsevier, vol. 61(2), pages 273-303, April. [Downloadable!] (restricted)

  51. Koop, Gary, 1994. "Bayesian Semi-nonparametric ARCH Models," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 176-81, February. [Downloadable!] (restricted)

  52. Koop, Gary, 1994. " Recent Progress in Applied Bayesian Econometrics," Journal of Economic Surveys, Blackwell Publishing, vol. 8(1), pages 1-34, March.

  53. Koop, Gary & Osiewalski, Jacek & Steel, Mark F J, 1994. "Bayesian Efficiency Analysis with a Flexible Form: The AIM Cost Function," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 339-46, July.

  54. Koop, Gary & Steel, Mark F J, 1994. "A Decision-Theoretic Analysis of the Unit-Root Hypothesis Using Mixtures of Elliptical Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 95-107, January.
    Other versions:

  55. Koop, Gary & Poirier, Dale J., 1993. "Bayesian analysis of logit models using natural conjugate priors," Journal of Econometrics, Elsevier, vol. 56(3), pages 323-340, April. [Downloadable!] (restricted)

  56. Koop, Gary & Ruhm, Christopher J., 1993. "Econometric estimation of proportional hazard models," Journal of Economics and Business, Elsevier, vol. 45(5), pages 421-430, December. [Downloadable!] (restricted)

  57. Beaudry, Paul & Koop, Gary, 1993. "Do recessions permanently change output?," Journal of Monetary Economics, Elsevier, vol. 31(2), pages 149-163, April. [Downloadable!] (restricted)

  58. Koop, Gary, 1992. "'Objective' Bayesian Unit Root Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 65-82, Jan.-Marc. [Downloadable!] (restricted)

  59. Koop, G, 1992. "Aggregate Shocks and Macroeconomic Fluctuations: A Bayesian Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(4), pages 395-411, Oct.-Dec.. [Downloadable!] (restricted)

  60. Koop, Gary, 1992. "Review of PCBRAP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 105-07, Jan.-Marc. [Downloadable!] (restricted)

  61. Koop, Gary, 1991. "Intertemporal Properties of Real Output: A Bayesian Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 253-65, July.

  62. Koop, Gary & Steel, Mark F J, 1991. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends: A Comment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 365-70, Oct.-Dec.. [Downloadable!] (restricted)

  63. Koop, Gary, 1991. "Cointegration tests in present value relationships : A Bayesian look at the bivariate properties of stock prices and dividends," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 105-139. [Downloadable!] (restricted)

Books

  1. RePEc:cup:cbooks:9780521855716 is not listed on IDEAS

  2. RePEc:cup:cbooks:9780521671736 is not listed on IDEAS

NEP Fields

37 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2002-01-22
  2. NEP-BEC: Business Economics (1) 2005-03-06
  3. NEP-CBA: Central Banking (7) 2006-04-08 2007-09-30 2008-09-13 2008-09-13 2008-09-29 2009-07-28 2009-10-10 Author is listed
  4. NEP-CMP: Computational Economics (2) 2004-06-07 2005-08-13
  5. NEP-DEV: Development (3) 2004-03-22 2004-03-22 2004-03-22
  6. NEP-ECM: Econometrics (23) 1999-10-04 2000-01-31 2003-05-15 2004-03-22 2004-03-22 2004-06-10 2004-06-10 2004-06-10 2004-09-30 2004-09-30 2005-01-09 2005-03-06 2005-08-13 2006-02-05 2006-04-08 2007-09-30 2008-07-30 2008-09-13 2008-09-13 2008-09-13 2008-09-29 2009-07-28 2009-10-10 Author is listed
  7. NEP-EEC: European Economics (1) 2007-09-30
  8. NEP-EFF: Efficiency & Productivity (2) 2002-01-22 2007-11-10
  9. NEP-ENV: Environmental Economics (3) 2002-01-22 2004-07-18 2007-11-10
  10. NEP-ETS: Econometric Time Series (17) 1999-10-04 2000-01-31 2004-06-07 2004-07-11 2004-09-30 2004-09-30 2005-01-09 2005-05-23 2005-08-13 2006-02-05 2006-04-08 2006-12-16 2007-05-12 2007-09-09 2007-09-30 2008-09-13 2008-09-13 Author is listed
  11. NEP-FDG: Financial Development & Growth (1) 2009-10-10
  12. NEP-FOR: Forecasting (8) 2006-04-08 2006-12-16 2007-05-12 2007-09-30 2008-07-30 2008-09-29 2009-07-28 2009-10-10 Author is listed
  13. NEP-ICT: Information & Communication Technologies (1) 2007-09-09
  14. NEP-IFN: International Finance (1) 2008-07-30
  15. NEP-MAC: Macroeconomics (11) 2003-05-08 2005-01-09 2006-04-08 2006-12-16 2007-05-12 2007-09-30 2008-09-13 2008-09-13 2008-09-29 2009-07-28 2009-10-10 Author is listed
  16. NEP-MON: Monetary Economics (5) 2007-09-30 2008-09-13 2008-09-29 2009-07-28 2009-10-10 Author is listed
  17. NEP-ORE: Operations Research (1) 2008-09-13
Did you know? Each page is provided with a technical contact, in case something is not right with the supplied information. See under "publisher info".

This page was last updated on 2009-11-9.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.