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Gary Koop

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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

Economics Department
University of Strathclyde
Location: Glasgow, United Kingdom
Homepage: http://www.strath.ac.uk/Departments/Economics/
Email:
Phone: +44 (0)141 548 3842
Fax: +44 (0)141 548 4445
Postal: Sir William Duncan Building, 130 Rottenrow, Glasgow G4 0GE
Handle: RePEc:edi:edstruk (more details at EDIRC)

Works

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Working papers

  1. Gary Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers 1303, University of Strathclyde Business School, Department of Economics.
  2. Miguel Belmonte & Gary Koop, 2013. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Working Papers 1302, University of Strathclyde Business School, Department of Economics.
  3. Alex Dickson & Colin Jennings & Gary Koop, 2013. "Domestic Violence and Football in Glasgow: Are Reference Points Relevant?," Working Papers 1301, University of Strathclyde Business School, Department of Economics.
  4. Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "Appendix for A New Look at Variation in Employment Growth in Canada: The Role of Industry, Provincial, National and External Factors," Working Papers 26145533, Lancaster University Management School, Economics Department.
  5. Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "A New Look at Variation in Employment Growth in Canada: The Role of Industry, Provincial, National and External Factors," Working Papers 26145565, Lancaster University Management School, Economics Department.
  6. Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
  7. Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper Series 11_12, The Rimini Centre for Economic Analysis.
  8. Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve," ANU Working Papers in Economics and Econometrics 2012-590, Australian National University, College of Business and Economics, School of Economics.
  9. Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
  10. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Working Paper Series 38_11, The Rimini Centre for Economic Analysis.
  11. Gary Koop & Robert Leon Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," GRIPS Discussion Papers 10-32, National Graduate Institute for Policy Studies.
  12. Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
  13. Gary Koop & Lise Tole, 2011. "Forecasting the European Carbon Market," Working Papers 1110, University of Strathclyde Business School, Department of Economics.
  14. Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Bayesian Inference in a Time Varying Cointegration Model," CAMA Working Papers 2011-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Gary Koop & Joshua Chan, 2011. "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," Working Papers 1111, University of Strathclyde Business School, Department of Economics.
  16. Michele Campolieti & Deborah Gefang & Gary Koop, 2011. "Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada," Working Papers 1138, University of Strathclyde Business School, Department of Economics.
  17. Gary Koop & Luca Onorante, 2011. "Estimating Phillips Curves in Turbulent Times using the ECBs Survey of Professional Forecasters," Working Papers 1109, University of Strathclyde Business School, Department of Economics.
  18. Lise Tole & Gary Koop, 2011. "Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry," Working Papers 1136, University of Strathclyde Business School, Department of Economics.
  19. Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo Group Munich.
  20. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2011. "A Comparison of Forecasting Procedures for Macroeconomic Series: the Contribution of Structural Break Models," Cahiers de recherche 1104, CIRPEE.
  21. Gary Koop & Simon Potter, 2010. "A flexible approach to parametric inference in nonlinear and time varying time series models," Post-Print peer-00732535, HAL.
  22. Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010. "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics 2010-523, Australian National University, College of Business and Economics, School of Economics.
  23. Deborah Gefang & Gary Koop & Simon M. Potter, 2010. "Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper Series 46_10, The Rimini Centre for Economic Analysis.
  24. Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper Series 43_10, The Rimini Centre for Economic Analysis.
  25. Deborah Gefang & Gary Koop & Simon M. Potter, 2010. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper Series 45_10, The Rimini Centre for Economic Analysis.
  26. Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Papers 0919, University of Strathclyde Business School, Department of Economics.
  27. Markus Jochmann & Gary Koop & Simon M. Potter, 2009. "Modeling the Dynamics of Inflation Compensation," Working Paper Series 15_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  28. Gary Koop & Dimitris Korompilis, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 0917, University of Strathclyde Business School, Department of Economics.
  29. Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper Series 34_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  30. Deborah Gefang & Gary Koop & Simon M. Potter, 2009. "The Dynamics of UK and US Inflation Expectations," Working Paper Series 14_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  31. Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper Series 47_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  32. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper Series 23-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  33. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  34. 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, The Rimini Centre for Economic Analysis, revised Jan 2008.
  35. 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, The Rimini Centre for Economic Analysis, revised Jan 2008.
  36. 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, Department of Economics, Mathematics & Statistics.
  37. Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2007. "Bayesian Econometric Methods," Staff General Research Papers 12722, Iowa State University, Department of Economics.
  38. 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.
  39. 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, The Rimini Centre for Economic Analysis, revised Jul 2007.
  40. 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.
  41. 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.
  42. 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.
  43. Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2005. "Semiparametric Bayesian Inference in Multiple Equation Models," Staff General Research Papers 12009, Iowa State University, Department of Economics.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. Koop, Gary M & Tobias, Justin, 2004. "Learning About Heterogeneity in Returns to Schooling," Staff General Research Papers 12008, Iowa State University, Department of Economics.
  54. Gary Koop & M. F. J. Steel, 2004. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.
  55. Gary Koop & Simon M. Potter, 2004. "Dynamic asymmetries in US unemployment," ESE Discussion Papers 15, Edinburgh School of Economics, University of Edinburgh.
  56. 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.
  57. Gary Koop, 2004. "Comparing the Performance of Baseball Players: A Multiple Output Approach," ESE Discussion Papers 72, Edinburgh School of Economics, University of Edinburgh.
  58. 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.
  59. Gary Koop & Simon M. Potter, 2004. "Bayesian analysis of endogenous delay threshold models," ESE Discussion Papers 11, Edinburgh School of Economics, University of Edinburgh.
  60. Gary Koop & Simon Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York.
  61. 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.
  62. Gary Koop & Justin Tobias, 2003. "Semiparametric Bayesian inference in smooth coefficient models," Discussion Papers in Economics 04/18, Department of Economics, University of Leicester.
  63. Gary Koop, 2002. "Parametric and Nonparametric Inference in Equilibrium Job Search Models," Discussion Papers in Economics 04/14, Department of Economics, University of Leicester.
  64. 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.
  65. Koop, G. & Poirier, D., 2000. "Bayesian Variants of Some Classical Semiparametric Regression Techniques," Papers 00-01-22, California Irvine - School of Social Sciences.
  66. Gary Koop & Simon Potter, 2000. "The Vector Floor and Ceiling Model," Discussion Papers in Economics 04/15, Department of Economics, University of Leicester.
  67. Gary Koop & Herman K. van Dijk, 1999. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.
  68. 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.
  69. Koop, G. & Dijk, H.K. van, 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Report EI 9934/A, Erasmus University Rotterdam, Econometric Institute.
  70. Gary Koop & Herman K. van Dijk & Henk Hoek, 1997. "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute.
  71. 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 1997-85, Tilburg University, Center for Economic Research.
  72. 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.
  73. KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," CORE Discussion Papers 1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  74. Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
  75. 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.
  76. KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark, 1995. "Measuring the Sources of Output Growth in a Panel of Countries," CORE Discussion Papers 1995042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  77. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Bayesian efficiency analysis with a flexible form: The aim cost function," Discussion Paper 1994-13, Tilburg University, Center for Economic Research.
  78. KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek, 1994. "Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling," CORE Discussion Papers 1994061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  79. Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994. "Hospital efficiency analysis through individual effects: A Bayesian approach," Discussion Paper 1994-47, Tilburg University, Center for Economic Research.
  80. 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.
  81. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., . "Bayesian long-run prediction in time series models," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/2822, Universidad Carlos III de Madrid.

    RePEc:acb:camaaa:2012-08 is not listed on IDEAS
  82. Gary Koop, . "Bayesian inference in models based on equilibrium search theory," ESE Discussion Papers 12, Edinburgh School of Economics, University of Edinburgh.

    RePEc:acb:camaaa:2012-07 is not listed on IDEAS
  83. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, . "Stochastic frontier models: a bayesian perspective," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/2823, Universidad Carlos III de Madrid.

    RePEc:acb:camaaa:2011-28 is not listed on IDEAS
    RePEc:acb:camaaa:2011-25 is not listed on IDEAS
  84. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., . "Posterior inference on long-run impulse responses," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/2838, Universidad Carlos III de Madrid.

Articles

  1. Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 31(1), pages 94-106, January.
  2. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2012. "Bayesian model averaging in the instrumental variable regression model," Journal of Econometrics, Elsevier, vol. 171(2), pages 237-250.
  3. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 30(3), pages 358-367, July.
  4. Lise Tole & Gary Koop, 2011. "Do environmental regulations affect the location decisions of multinational gold mining firms?," Journal of Economic Geography, Oxford University Press, vol. 11(1), pages 151-177, January.
  5. Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  6. Koop, Gary & Potter, Simon M., 2011. "Time varying VARs with inequality restrictions," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1126-1138, July.
  7. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2011. "Bayesian inference in a time varying cointegration model," Journal of Econometrics, Elsevier, vol. 165(2), pages 210-220.
  8. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "Understanding liquidity and credit risks in the financial crisis," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 903-914.
  9. Koop, Gary & Potter, Simon, 2010. "A flexible approach to parametric inference in nonlinear and time varying time series models," Journal of Econometrics, Elsevier, vol. 159(1), pages 134-150, November.
  10. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2010. "Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 370-379.
  11. Jochmann, Markus & Koop, Gary & Potter, Simon M., 2010. "Modeling the dynamics of inflation compensation," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 157-167, January.
  12. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor and Francis Journals, vol. 29(2), pages 224-242.
  13. Jochmann, Markus & Koop, Gary & Strachan, Rodney W., 2010. "Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks," International Journal of Forecasting, Elsevier, vol. 26(2), pages 326-347, April.
  14. 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.
  15. 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.
  16. Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
  17. 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.
  18. 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.
  19. 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.
  20. Gary Koop & Simon M. Potter, 2007. "Estimation and Forecasting in Models with Multiple Breaks," Review of Economic Studies, Wiley Blackwell, vol. 74(3), pages 763-789, 07.
  21. 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.
  22. Koop, Gary & Tobias, Justin L., 2006. "Semiparametric Bayesian inference in smooth coefficient models," Journal of Econometrics, Elsevier, vol. 134(1), pages 283-315, September.
  23. Dorfman, Jeffrey H. & Koop, Gary, 2005. "Current developments in productivity and efficiency measurement," Journal of Econometrics, Elsevier, vol. 126(2), pages 233-240, June.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. Koop, Gary & Li, Kai, 2001. "The valuation of IPO and SEO firms," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 375-401, September.
  37. 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.
  38. Gary Koop & Dale J. Poirier, 2001. "Testing for optimality in job search models," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 6.
  39. 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, Wiley Blackwell, vol. 52(1), pages 36-52.
  40. Koop, Gary, 2001. "Bayesian inference in models based on equilibrium search theory," Journal of Econometrics, Elsevier, vol. 102(2), pages 311-338, June.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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..
  46. 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.
  47. G. Koop & D. J. Poirier, 1999. "Incomplete models and reweighting," Econometric Reviews, Taylor and Francis Journals, vol. 18(1), pages 97-104.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. Koop, Gary & Tole, Lise, 1997. "Measuring differential forest outcomes: A tale of two countries," World Development, Elsevier, vol. 25(12), pages 2043-2056, December.
  56. 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.
  57. 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.
  58. 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.
  59. Koop, Gary, 1996. "Parameter uncertainty and impulse response analysis," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 135-149.
  60. 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.
  61. 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.
  62. 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.
  63. 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..
  64. 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.
  65. Koop, Gary, 1994. "Bayesian Semi-nonparametric ARCH Models," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 176-81, February.
  66. Koop, Gary, 1994. " Recent Progress in Applied Bayesian Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 8(1), pages 1-34, March.
  67. 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.
  68. 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.
  69. 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.
  70. 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.
  71. Beaudry, Paul & Koop, Gary, 1993. "Do recessions permanently change output?," Journal of Monetary Economics, Elsevier, vol. 31(2), pages 149-163, April.
  72. Koop, Gary, 1992. "'Objective' Bayesian Unit Root Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 65-82, Jan.-Marc.
  73. 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..
  74. Koop, Gary, 1992. "Review of PCBRAP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 105-07, Jan.-Marc.
  75. 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.
  76. 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..
  77. 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.

Books

  1. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199681334.
  2. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199559084.
  3. Koop,Gary & Poirier,Dale J. & Tobias,Justin L., 2007. "Bayesian Econometric Methods," Cambridge Books, Cambridge University Press, number 9780521855716.

NEP Fields

101 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-BAN: Banking (3) 2010-12-04 2011-06-11 2012-06-05
  3. NEP-BEC: Business Economics (2) 2005-03-06 2012-03-21
  4. NEP-CBA: Central Banking (29) 2006-04-08 2007-09-30 2008-09-13 2008-09-13 2008-09-29 2009-10-10 2009-11-14 2010-05-29 2010-12-04 2011-02-05 2011-02-12 2011-04-23 2011-05-14 2011-06-04 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-07-21 2011-07-21 2012-03-21 2012-06-05 2012-06-05 2012-06-05 2012-06-25. Author is listed
  5. NEP-CBE: Cognitive & Behavioural Economics (1) 2013-01-26
  6. NEP-CMP: Computational Economics (3) 2004-06-07 2005-08-13 2009-11-14
  7. NEP-DEV: Development (3) 2004-03-22 2004-03-22 2004-03-22
  8. NEP-DGE: Dynamic General Equilibrium (4) 2011-04-23 2011-06-04 2011-06-11 2012-06-05
  9. NEP-ECM: Econometrics (39) 1999-10-04 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 2009-10-10 2009-11-14 2010-01-30 2010-04-17 2010-05-29 2010-12-04 2011-02-05 2011-02-05 2011-04-23 2011-06-11 2011-06-11 2011-07-02 2011-07-21 2011-10-09 2012-03-08 2012-03-21 2012-11-03 2013-03-02 2013-03-02. Author is listed
  10. NEP-EEC: European Economics (4) 2007-09-30 2011-06-11 2012-06-05 2012-11-11
  11. NEP-EFF: Efficiency & Productivity (4) 2002-01-22 2007-11-10 2012-03-21 2012-03-21
  12. NEP-ENE: Energy Economics (2) 2011-06-11 2012-06-05
  13. NEP-ENV: Environmental Economics (7) 2002-01-22 2004-07-18 2007-11-10 2011-06-11 2012-03-21 2012-03-21 2012-06-05. Author is listed
  14. NEP-ETS: Econometric Time Series (46) 1999-10-04 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 2010-01-30 2010-04-17 2010-05-29 2010-12-04 2011-02-05 2011-05-14 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-07-02 2011-07-21 2011-07-21 2011-08-09 2011-10-09 2012-03-08 2012-03-21 2012-03-21 2012-03-21 2012-04-17 2012-05-15 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2013-03-02 2013-03-02. Author is listed
  15. NEP-EUR: Microeconomic European Issues (2) 2011-06-11 2012-06-05
  16. NEP-EVO: Evolutionary Economics (1) 2013-01-26
  17. NEP-FDG: Financial Development & Growth (1) 2009-10-10
  18. NEP-FMK: Financial Markets (1) 2011-06-11
  19. NEP-FOR: Forecasting (41) 2006-04-08 2006-12-16 2007-05-12 2007-09-30 2008-07-30 2008-09-29 2009-10-10 2009-11-14 2010-05-29 2010-12-04 2011-01-16 2011-02-05 2011-02-12 2011-05-14 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2011-07-02 2011-07-21 2011-07-21 2011-08-22 2012-03-21 2012-03-21 2012-03-21 2012-04-17 2012-05-15 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-25 2012-06-25 2012-11-11 2013-03-02 2013-03-02. Author is listed
  20. NEP-ICT: Information & Communication Technologies (1) 2007-09-09
  21. NEP-IFN: International Finance (1) 2012-06-05
  22. NEP-LAB: Labour Economics (1) 2012-03-21
  23. NEP-MAC: Macroeconomics (28) 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 2009-10-10 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2012-03-08 2012-03-21 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-25 2012-06-25 2012-11-03 2012-11-11. Author is listed
  24. NEP-MIC: Microeconomics (1) 2011-02-05
  25. NEP-MON: Monetary Economics (17) 2007-09-30 2008-09-13 2008-09-29 2009-10-10 2009-11-14 2011-06-11 2011-06-11 2011-06-11 2012-03-08 2012-03-21 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-25 2012-11-03 2012-11-11. Author is listed
  26. NEP-ORE: Operations Research (5) 2008-09-13 2010-01-30 2010-04-17 2011-06-11 2011-06-11. Author is listed
  27. NEP-RMG: Risk Management (2) 2011-06-11 2012-06-05
  28. NEP-SPO: Sports & Economics (1) 2013-01-26

Statistics

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
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Closeness measure in co-authorship network
  35. Betweenness measure in co-authorship network
  36. Wu-Index

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Co-authorship network on CollEc

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