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Gary Koop

Personal Details

First Name:Gary
Middle Name:
Last Name:Koop
Suffix:
RePEc Short-ID:pko8
[This author has chosen not to make the email address public]
https://sites.google.com/site/garykoop/
Department of Economics University of Strathclyde Sir William Duncan Building 130 Rottenrow Glasgow G4 0GE Scotland, UK
Terminal Degree:1989 Department of Economics; University of Toronto (from RePEc Genealogy)

Affiliation

Economics Department
University of Strathclyde

Glasgow, United Kingdom
http://www.strath.ac.uk/Departments/Economics/
RePEc:edi:edstruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books Editorship

Working papers

  1. Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org, revised Feb 2025.
  2. Florian Huber & Gary Koop & Massimiliano Marcellino & Tobias Scheckel, 2024. "Bayesian modelling of VAR precision matrices using stochastic block networks," Papers 2407.16349, arXiv.org.
  3. Gary Koop & Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023. "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers 23-09, Federal Reserve Bank of Cleveland.
  4. Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
  5. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
  6. Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  7. Florian Huber & Gary Koop, 2023. "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers 2305.16827, arXiv.org.
  8. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Reconciled Estimates of Monthly GDP in the US," Working Papers 22-01, Federal Reserve Bank of Cleveland.
  9. Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022. "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers 17461, C.E.P.R. Discussion Papers.
  10. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022. "Forecasting US Inflation Using Bayesian Nonparametric Models," Papers 2202.13793, arXiv.org.
  11. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2022-04, Economic Statistics Centre of Excellence (ESCoE).
  12. Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022. "Bayesian Forecasting in Economics and Finance: A Modern Review," Papers 2212.03471, arXiv.org, revised Jul 2023.
  13. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022. "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers 22-06, Federal Reserve Bank of Cleveland.
  14. Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022. "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers 2209.11970, arXiv.org, revised May 2023.
  15. Ping Wu & Gary Koop, 2022. "Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix," Working Papers 2310, University of Strathclyde Business School, Department of Economics.
  16. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2021. "Nowcasting 'true' monthly US GDP during the pandemic," CAMA Working Papers 2021-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Florian Huber & Gary Koop, 2021. "Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions," Papers 2107.07804, arXiv.org.
  18. Jamie L. Cross & Chenghan Hou & Gary Koop, 2021. "Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs," Working Papers No 04/2021, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  19. Joshua C. C. Chan & Gary Koop & Xuewen Yu, 2021. "Large Order-Invariant Bayesian VARs with Stochastic Volatility," Papers 2111.07225, arXiv.org.
  20. Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2021. "Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs," Papers 2103.04944, arXiv.org, revised Feb 2022.
  21. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021. "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers 2110.03411, arXiv.org.
  22. Niko Hauzenberger & Florian Huber & Gary Koop, 2020. "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers 2005.03906, arXiv.org, revised May 2023.
  23. Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020. "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers 2008.12706, arXiv.org, revised Dec 2020.
  24. Florian Huber & Gary Koop & Michael Pfarrhofer, 2020. "Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations," Papers 2002.10274, arXiv.org.
  25. Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante, 2019. "Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models," Papers 1910.10779, arXiv.org, revised Sep 2021.
  26. Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," CAMA Working Papers 2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  27. Florian Huber & Gary Koop & Luca Onorante, 2019. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Papers 1905.10787, arXiv.org, revised Dec 2019.
  28. Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
  29. Gary Koop & Stuart McIntyre & James Mitchell, 2018. "UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-07, Economic Statistics Centre of Excellence (ESCoE).
  30. Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  31. Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop, 2018. "Identifying Noise Shocks," Working Paper Series 41, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  32. Joshua C.C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2018. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2018-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  33. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2018. "Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-14, Economic Statistics Centre of Excellence (ESCoE).
  34. Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  35. Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
  36. Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  37. BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  38. Joshua C. C. Chan & Todd E. Clark & Gary Koop, 2015. "A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations," Working Papers (Old Series) 1520, Federal Reserve Bank of Cleveland.
  39. Allan, Grant & Koop, Gary & McIntyre, Stuart & Smith, Paul, 2014. "Nowcasting Scottish GDP Growth," SIRE Discussion Papers 2015-08, Scottish Institute for Research in Economics (SIRE).
  40. Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
  41. Rodolphe Desbordes & Gary Koop, 2014. "The Known Unknowns of Governance," Working Paper series 38_14, Rimini Centre for Economic Analysis.
  42. Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014. "Large Bayesian VARMAs," SIRE Discussion Papers 2015-06, Scottish Institute for Research in Economics (SIRE).
  43. Joshua C.C. Chan & Gary Koop, 2013. "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," ANU Working Papers in Economics and Econometrics 2013-603, Australian National University, College of Business and Economics, School of Economics.
  44. Gary, Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers 2013-35, Scottish Institute for Research in Economics (SIRE).
  45. Miguel, Belmonte & Gary, Koop, 2013. "Model Switching and Model Averaging in Time- Varying Parameter Regression Models," SIRE Discussion Papers 2013-34, Scottish Institute for Research in Economics (SIRE).
  46. Dickson, Alex & Jennings, Colin & Koop, Gary, 2013. "Domestic Violence and Football in Glasgow: Are Reference Points Relevant?," SIRE Discussion Papers 2013-33, Scottish Institute for Research in Economics (SIRE).
  47. Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "A new look at variation in employment growth in Canada," Working Papers 26145565, Lancaster University Management School, Economics Department.
  48. Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  49. Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "Technical appendix to: a new look at variation in employment growth in Canada," Working Papers 26145533, Lancaster University Management School, Economics Department.
  50. Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A New Model Of Trend Inflation," SIRE Discussion Papers 2012-12, Scottish Institute for Research in Economics (SIRE).
  51. Tole, Lisa & Koop, Gary, 2012. "Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: An Empirical Study of the Global Copper Mining Industry," SIRE Discussion Papers 2012-65, Scottish Institute for Research in Economics (SIRE).
  52. Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
  53. 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.
  54. Koop, Gary & Gefang, Deborah & Campolieti, Michele, 2012. "Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada," SIRE Discussion Papers 2012-69, Scottish Institute for Research in Economics (SIRE).
  55. Onorante, Luca & Koop, Gary, 2012. "Estimating Phillips curves in turbulent times using the ECB's survey of professional forecasters," Working Paper Series 1422, European Central Bank.
  56. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," SIRE Discussion Papers 2011-23, Scottish Institute for Research in Economics (SIRE).
  57. BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  58. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," SIRE Discussion Papers 2011-26, Scottish Institute for Research in Economics (SIRE).
  59. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2011-47, Scottish Institute for Research in Economics (SIRE).
  60. Koop, Gary & Onorante, Luca, 2011. "Estimating Phillips Curves in Turbulent Times using the ECB’s Survey of Professional Forecasters," SIRE Discussion Papers 2011-19, Scottish Institute for Research in Economics (SIRE).
  61. Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
  62. Koop, Gary & Tole, Lise, 2011. "Forecasting the European Carbon Market," SIRE Discussion Papers 2011-20, Scottish Institute for Research in Economics (SIRE).
  63. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  64. Koop, G. & Pesaran, M.H. & Smith, R., 2011. "On Identification of Bayesian DSGE Models," Cambridge Working Papers in Economics 1131, Faculty of Economics, University of Cambridge.
  65. Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
  66. Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
  67. 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, Rimini Centre for Economic Analysis.
  68. Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
  69. 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.
  70. Gary Koop & Simon Potter, 2010. "A flexible approach to parametric inference in nonlinear and time varying time series models," Post-Print hal-00732535, HAL.
  71. Markus Jochmann & Gary Koop & Simon M. Potter, 2009. "Modeling the Dynamics of Inflation Compensation," Working Paper series 15_09, Rimini Centre for Economic Analysis.
  72. Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  73. Jochmann, Markus & Koop, Gary & Leon-Gonzalez & Strachan, Rodney W., 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," SIRE Discussion Papers 2009-44, Scottish Institute for Research in Economics (SIRE).
  74. Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W., 2008. "Bayesian Inference in the Time Varying Cointegration Model," SIRE Discussion Papers 2008-60, Scottish Institute for Research in Economics (SIRE).
  75. Markus Jochmann & Gary Koop & 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.
  76. 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.
  77. 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.
  78. Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2007. "Bayesian Econometric Methods," Staff General Research Papers Archive 12722, Iowa State University, Department of Economics.
  79. 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.
  80. 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.
  81. Gary Koop & Simon M. Potter, 2007. "A flexible approach to parametric inference in nonlinear time series models," Staff Reports 285, Federal Reserve Bank of New York.
  82. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0617, Birkbeck, Department of Economics, Mathematics & Statistics.
  83. Koop, Gary M & Tobias, Justin, 2006. "Semiparametric Bayesian Inference in Smooth Coefficient Models," Staff General Research Papers Archive 12202, Iowa State University, Department of Economics.
  84. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics 06/2, Division of Economics, School of Business, University of Leicester.
  85. Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005. "Reexamining the consumption-wealth relationship: the role of model uncertainty," Staff Reports 202, Federal Reserve Bank of New York.
  86. Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2005. "Semiparametric Bayesian Inference in Multiple Equation Models," Staff General Research Papers Archive 12009, Iowa State University, Department of Economics.
  87. Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005. "Bayesian approaches to cointegratrion," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  88. 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, Division of Economics, School of Business, University of Leicester, revised Apr 2006.
  89. Koop, Gary M & Tobias, Justin, 2004. "Learning About Heterogeneity in Returns to Schooling," Staff General Research Papers Archive 12008, Iowa State University, Department of Economics.
  90. Gary Koop & Lise Tole, 2004. "An Investigation of Thresholds in Air Pollution-Mortality Effects," Discussion Papers in Economics 04/20, Division of Economics, School of Business, University of Leicester.
  91. Gary Koop & Simon M. Potter, 2004. "Prior elicitation in multiple change-point models," Staff Reports 197, Federal Reserve Bank of New York.
  92. Gary Koop & Simon M. Potter, 2004. "Forecasting and estimating multiple change-point models with an unknown number of change points," Staff Reports 196, Federal Reserve Bank of New York.
  93. Gary Koop & Dale Poirier & Justin Tobias, 2003. "Bayesian Semiparametric Inference in Multiple Equation Models," Discussion Papers in Economics 04/17, Division of Economics, School of Business, University of Leicester.
  94. Gary Koop & Simon M. Potter, 2003. "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports 163, Federal Reserve Bank of New York.
  95. Carmen Fernandez & Gary Koop & Mark F J Steel, 2003. "Alternative efficiency measures for multiple-output production," Edinburgh School of Economics Discussion Paper Series 65, Edinburgh School of Economics, University of Edinburgh.
  96. Carmen Fernandez & Mark F J Steel & Gary Koop, 2002. "Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture," Edinburgh School of Economics Discussion Paper Series 34, Edinburgh School of Economics, University of Edinburgh.
  97. Gary Koop, 2002. "Parametric and Nonparametric Inference in Equilibrium Job Search Models," Discussion Papers in Economics 04/14, Division of Economics, School of Business, University of Leicester.
  98. Gary Koop & Dale J Poirer, 2001. "Bayesian Variants of Some classical Semiparametric Regression Techniques," Edinburgh School of Economics Discussion Paper Series 73, Edinburgh School of Economics, University of Edinburgh.
  99. Gary Koop, 2001. "Modeling the Evolution of Distributions: An Application to Major League Baseball," Edinburgh School of Economics Discussion Paper Series 71, Edinburgh School of Economics, University of Edinburgh.
  100. Gary Koop, 2001. "Comparing the Performance of Baseball Players: A Multiple Output Approach," Edinburgh School of Economics Discussion Paper Series 72, Edinburgh School of Economics, University of Edinburgh.
  101. Gary Koop & Simon Potter, 2000. "The Vector Floor and Ceiling Model," Discussion Papers in Economics 04/15, Division of Economics, School of Business, University of Leicester.
  102. Gary Koop & Simon M. Potter, 1999. "Bayesian Analysis of Endogenous Delay Threshold Models," Edinburgh School of Economics Discussion Paper Series 11, Edinburgh School of Economics, University of Edinburgh.
  103. Gary Koop & Mark F J Steel, 1999. "Bayesian Analysis of Stochastic Frontier Models," Edinburgh School of Economics Discussion Paper Series 19, Edinburgh School of Economics, University of Edinburgh.
  104. Koop, G. & van Dijk, H.K., 1999. "Testing for integration using evolving trend and seasonal models: A Bayesian approach," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  105. Carmen Fernandez & Gary Koop & Mark F J Steel, 1999. "A Bayesian analysis of multiple-output production frontier," Edinburgh School of Economics Discussion Paper Series 21, Edinburgh School of Economics, University of Edinburgh.
  106. Gary Koop, 1999. "Cross-sectoral patterns of efficiency and technical change in manufacturing: A stochastic frontier analysis," Edinburgh School of Economics Discussion Paper Series 14, Edinburgh School of Economics, University of Edinburgh.
  107. Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1999. "Bayesian modelling of catch in a Northwest Atlantic Fishery," Edinburgh School of Economics Discussion Paper Series 20, Edinburgh School of Economics, University of Edinburgh, revised Nov 2001.
  108. 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.
  109. Gary Koop, 1999. "Bayesian inference in models based on equilibrium search theory," Edinburgh School of Economics Discussion Paper Series 12, Edinburgh School of Economics, University of Edinburgh.
  110. Gary Koop & Kai Li, 1998. "The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach," Edinburgh School of Economics Discussion Paper Series 13, Edinburgh School of Economics, University of Edinburgh.
  111. Gary Koop & Simon M. Potter, 1998. "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series 15, Edinburgh School of Economics, University of Edinburgh.
  112. 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.
  113. KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE 1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  114. KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark, 1995. "The Components of Output Growth : A Cross-Country Analysis," LIDAM Discussion Papers CORE 1995003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  115. KOOP , Gary & OSIEWALSKI, Jacek & STEEL , Mark, 1995. "Measuring the Sources of Output Growth in a Panel of Countries," LIDAM Discussion Papers CORE 1995042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  116. KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," LIDAM Discussion Papers CORE 1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  117. 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.
  118. 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.
  119. KOOP, Gary & STEEL, Mark F. & OSIEWALSKI, Jacek, 1994. "Posterior Analysis of Stochastic Frontier Models using Gibbs Sampling," LIDAM Discussion Papers CORE 1994061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  120. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1993. "Bayesian efficiency analysis with a flexible cost function," DES - Working Papers. Statistics and Econometrics. WS 3703, Universidad Carlos III de Madrid. Departamento de Estadística.
  121. Koop, Gary & Steel, Mark F.J., 1993. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," DES - Working Papers. Statistics and Econometrics. WS 3706, Universidad Carlos III de Madrid. Departamento de Estadística.
  122. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992. "Bayesian long-run prediction in time series models," UC3M Working papers. Economics 2822, Universidad Carlos III de Madrid. Departamento de Economía.
  123. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J. & Broeck, Julien Van den, 1992. "Stochastic frontier models: a bayesian perspective," UC3M Working papers. Economics 2823, Universidad Carlos III de Madrid. Departamento de Economía.
  124. Koop, Gary & Osiewalski, Jacek & Steel, Mark F.J., 1992. "Posterior inference on long-run impulse responses," UC3M Working papers. Economics 2838, Universidad Carlos III de Madrid. Departamento de Economía.
  125. Deborah Gefang & Gary Koop & Aubrey Poon, "undated". "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics 20/02, Division of Economics, School of Business, University of Leicester.

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  126. Sharada Davidson & Chenghan Hou & Gary Koop, "undated". "Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification," Working Papers 2306, University of Strathclyde Business School, Department of Economics.

Articles

  1. Hauzenberger Niko & Huber Florian & Koop Gary, 2024. "Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 201-225, April.
  2. Koop Gary & Korobilis Dimitris & Ravazzolo Francesco, 2024. "Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 151-153, April.
  3. Joshua C. C. Chan & Gary Koop & Xuewen Yu, 2024. "Large Order-Invariant Bayesian VARs with Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 825-837, April.
  4. Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2023. "Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage," International Journal of Forecasting, Elsevier, vol. 39(1), pages 346-363.
  5. Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2023. "Tail Forecasting With Multivariate Bayesian Additive Regression Trees," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 979-1022, August.
  6. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2023. "Reconciled Estimates of Monthly GDP in the United States," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 563-577, April.
  7. Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  8. Florian Huber & Gary Koop, 2023. "Subspace shrinkage in conjugate Bayesian vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 556-576, June.
  9. Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023. "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, vol. 232(1), pages 52-69.
  10. Martin Feldkircher & Florian Huber & Gary Koop & Michael Pfarrhofer, 2022. "APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1625-1658, November.
  11. Chan Joshua C. C. & Eisenstat Eric & Koop Gary, 2022. "Choosing between identification schemes in noisy-news models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 99-136, February.
  12. Niko Hauzenberger & Florian Huber & Gary Koop & Luca Onorante, 2022. "Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1904-1918, October.
  13. Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2021. "Nowcasting ‘True’ Monthly U.S. Gdp During The Pandemic," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 44-70, April.
  14. Florian Huber & Gary Koop & Luca Onorante, 2021. "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 669-683, July.
  15. Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey, 2020. "Reconciled Estimates And Nowcasts Of Regional Output In The Uk," National Institute Economic Review, National Institute of Economic and Social Research, vol. 253, pages 44-59, August.
  16. Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020. "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
  17. Benati, Luca & Chan, Joshua & Eisenstat, Eric & Koop, Gary, 2020. "Identifying noise shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  18. Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2020. "Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(2), pages 176-197, March.
  19. Gary Koop & Stuart McIntyre & James Mitchell, 2020. "UK regional nowcasting using a mixed frequency vector auto‐regressive model with entropic tilting," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 183(1), pages 91-119, January.
  20. Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020. "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 692-711, September.
  21. Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, vol. 191(C).
  22. Gary Koop & Dimitris Korobilis, 2019. "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
  23. Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2019. "Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 12-45, September.
  24. Joscha Beckmann & Robert L. Czudaj & Gary Koop, 2019. "An empirical assessment of recent challenges in today's financial markets," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 1-4, February.
  25. Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  26. Desbordes, Rodolphe & Koop, Gary & Vicard, Vincent, 2018. "One size does not fit all… panel data: Bayesian model averaging and data poolability," Economic Modelling, Elsevier, vol. 75(C), pages 364-376.
  27. Joshua C.C. Chan & Todd E. Clark & Gary Koop, 2018. "A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 5-53, February.
  28. Gary Koop, 2017. "Bayesian Methods for Empirical Macroeconomics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 9(1), pages 33-56, June.
  29. Desbordes, Rodolphe & Koop, Gary, 2016. "Should we care about the uncertainty around measures of political-economic development?," Journal of Comparative Economics, Elsevier, vol. 44(3), pages 752-763.
  30. Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016. "Large Bayesian VARMAs," Journal of Econometrics, Elsevier, vol. 192(2), pages 374-390.
  31. Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2016. "A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 551-565, April.
  32. Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
  33. Alex Dickson & Colin Jennings & Gary Koop, 2016. "Domestic Violence and Football in Glasgow: Are Reference Points Relevant?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(1), pages 1-21, February.
  34. Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
  35. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  36. Campolieti, Michele & Gefang, Deborah & Koop, Gary, 2014. "A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 257-275.
  37. Koop, Gary, 2014. "Forecasting with dimension switching VARs," International Journal of Forecasting, Elsevier, vol. 30(2), pages 280-290.
  38. Chan, Joshua C.C. & Koop, Gary, 2014. "Modelling breaks and clusters in the steady states of macroeconomic variables," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 186-193.
  39. Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  40. Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
  41. Michele Campolieti & Deborah Gefang & Gary Koop, 2014. "Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 265-290, March.
  42. Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  43. Gary M. Koop, 2013. "Forecasting with Medium and Large Bayesian VARS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 177-203, March.
  44. Lise Tole & Gary Koop, 2013. "Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry," Journal of Productivity Analysis, Springer, vol. 39(1), pages 35-45, February.
  45. Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
  46. Gary Koop & Lise Tole, 2013. "Forecasting the European carbon market," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 723-741, June.
  47. Koop, Gary & Tole, Lise, 2013. "Modeling the relationship between European carbon permits and certified emission reductions," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 166-181.
  48. Markus Jochmann & Gary Koop & Roberto Leon‐Gonzalez & Rodney W. Strachan, 2013. "Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 62-81, January.
  49. Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2013. "On Identification of Bayesian DSGE Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 300-314, July.
  50. Tim Barmby & Martin Chalkley & Tatiana Kirsanova & Gary Koop & Catia Montagna & Fumi Nakamaru, 2013. "Editorial: The Scottish Journal of Political Economy's 60th Birthday Issue," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(5), pages 461-461, November.
  51. 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.
  52. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 358-367, January.
  53. Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  54. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The dynamics of UK and US inflation expectations," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3120-3133.
  55. Gary Koop, 2012. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 4(3), pages 143-167, September.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. 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.
  61. 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.
  62. 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.
  63. Gary Koop & Roberto León-González & Rodney W. Strachan, 2010. "Efficient Posterior Simulation for Cointegrated Models with Priors on the Cointegration Space," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 224-242, April.
  64. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  65. 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.
  66. 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.
  67. 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, August.
  68. 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.
  69. 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.
  70. 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, March.
  71. 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, July.
  72. 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.
  73. Gary Koop & Simon M. Potter, 2007. "Estimation and Forecasting in Models with Multiple Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(3), pages 763-789.
  74. Gary Koop & Herman K. van Dijk, 2007. "Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 107-112.
  75. Koop, Gary & Tobias, Justin L., 2006. "Semiparametric Bayesian inference in smooth coefficient models," Journal of Econometrics, Elsevier, vol. 134(1), pages 283-315, September.
  76. Dorfman, Jeffrey H. & Koop, Gary, 2005. "Current developments in productivity and efficiency measurement," Journal of Econometrics, Elsevier, vol. 126(2), pages 233-240, June.
  77. 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.
  78. 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.
  79. 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.
  80. 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.
  81. 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.
  82. 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, November.
  83. 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.
  84. 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.
  85. Nick Hanley & Robert Wright & Gary Koop, 2002. "Modelling Recreation Demand Using Choice Experiments: Climbing in Scotland," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 22(3), pages 449-466, July.
  86. 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.
  87. 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.
  88. 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 1-38.
  89. 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, January.
  90. Koop, Gary, 2001. "Bayesian inference in models based on equilibrium search theory," Journal of Econometrics, Elsevier, vol. 102(2), pages 311-338, June.
  91. Gary Koop & Dale J. Poirier, 2001. "Testing for optimality in job search models," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-6.
  92. Koop, Gary & Li, Kai, 2001. "The valuation of IPO and SEO firms," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 375-401, September.
  93. 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.
  94. 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.
  95. 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 284-299, July.
  96. 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.
  97. 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.
  98. Koop, Gary, 1999. "Bayesian Analysis, Computation and Communication Software," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(6), pages 677-689, Nov.-Dec..
  99. 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.
  100. G. Koop & D. J. Poirier, 1999. "Incomplete models and reweighting," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 97-104.
  101. Gary Koop & Jacek Osiewalski & Mark F. J. Steel, 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 455-487, November.
  102. 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.
  103. 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.
  104. 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.
  105. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 489-515.
  106. Koop, Gary & Tole, Lise, 1997. "Measuring differential forest outcomes: A tale of two countries," World Development, Elsevier, vol. 25(12), pages 2043-2056, December.
  107. 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.
  108. 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.
  109. 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.
  110. Koop, Gary, 1996. "Parameter uncertainty and impulse response analysis," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 135-149.
  111. 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.
  112. 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.
  113. Gary Koop & Dale J. Poirier, 1995. "An Empirical Investigation of Wagner's Hypothesis by Using a Model Occurrence Framework," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 158(1), pages 123-141, January.
  114. 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.
  115. 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.
  116. 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 339-346, July.
  117. 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 489-492, October.
  118. 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 369-388, Oct.-Dec..
  119. Koop, Gary, 1994. "Bayesian Semi-nonparametric ARCH Models," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 176-181, February.
  120. Koop, Gary, 1994. "Recent Progress in Applied Bayesian Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 8(1), pages 1-34, March.
  121. 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.
  122. Beaudry, Paul & Koop, Gary, 1993. "Do recessions permanently change output?," Journal of Monetary Economics, Elsevier, vol. 31(2), pages 149-163, April.
  123. 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.
  124. 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.
  125. Koop, Gary, 1992. "'Objective' Bayesian Unit Root Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 65-82, Jan.-Marc.
  126. 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..
  127. Koop, Gary, 1992. "Review of PCBRAP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 105-107, Jan.-Marc.
  128. 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.
  129. 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 365-370, Oct.-Dec..
  130. Koop, Gary, 1991. "Intertemporal Properties of Real Output: A Bayesian Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 253-265, July.

Chapters

  1. Gary Koop & Luca Onorante, 2019. "Macroeconomic Nowcasting Using Google Probabilities☆," Advances in Econometrics, in: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A, volume 40, pages 17-40, Emerald Group Publishing Limited.
  2. Miguel Belmonte & Gary Koop, 2014. "Model Switching and Model Averaging in Time-Varying Parameter Regression Models," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 45-69, Emerald Group Publishing Limited.
  3. Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2008. "Bayesian inference in a cointegrating panel data model," Advances in Econometrics, in: Bayesian Econometrics, pages 433-469, Emerald Group Publishing Limited.
  4. Gary Koop, 2008. "Parametric and nonparametric inference in equilibrium job search models," Advances in Econometrics, in: Bayesian Econometrics, pages 217-244, Emerald Group Publishing Limited.
  5. Gary Koop & Simon Potter, 2006. "The Vector Floor and Ceiling Model," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 97-131, Emerald Group Publishing Limited.

Books

  1. Chan,Joshua & Koop,Gary & Poirier,Dale J. & Tobias,Justin L., 2019. "Bayesian Econometric Methods," Cambridge Books, Cambridge University Press, number 9781108423380, September.
  2. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199681334, Decembrie.
  3. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199559084, Decembrie.

Editorship

  1. Advanced Studies in Theoretical and Applied Econometrics, Springer.

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  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. Euclidian citation score
  35. Closeness measure in co-authorship network
  36. Betweenness measure in co-authorship network
  37. Breadth of citations across fields
  38. Wu-Index
  39. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 163 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (87) 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 2007-09-30 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 2011-10-09 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 2013-12-29 2013-12-29 2014-09-05 2014-10-17 2014-11-07 2015-02-28 2015-02-28 2015-12-01 2015-12-08 2015-12-08 2016-04-09 2016-04-16 2016-04-23 2016-06-04 2018-02-19 2018-05-14 2018-05-14 2018-06-11 2018-07-23 2018-08-13 2018-12-17 2019-02-04 2019-06-10 2019-10-28 2020-03-23 2020-05-18 2020-05-25 2020-07-27 2020-09-14 2021-01-18 2021-03-22 2021-03-22 2021-03-29 2021-07-12 2021-07-26 2021-12-20 2022-04-04 2022-04-04 2022-10-31 2023-01-16 2023-01-30 2023-06-19 2023-06-19 2023-08-28 2024-01-29 2024-08-26. Author is listed
  2. NEP-FOR: Forecasting (71) 2006-04-08 2006-12-16 2007-05-12 2007-09-30 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 2012-06-25 2012-06-25 2012-11-11 2013-03-02 2013-03-02 2013-12-29 2013-12-29 2014-02-15 2015-11-01 2015-12-01 2016-04-09 2016-04-23 2016-06-04 2017-12-18 2018-02-19 2018-05-14 2018-05-14 2018-06-11 2018-08-27 2018-10-29 2019-06-10 2019-10-21 2019-10-28 2020-05-25 2021-01-18 2021-03-22 2021-03-22 2021-03-29 2021-04-19 2021-12-20 2022-04-04 2022-05-09 2023-01-16 2023-05-01 2023-12-18 2024-01-01 2024-01-29. Author is listed
  3. NEP-ECM: Econometrics (69) 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 2008-09-29 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 2012-03-21 2012-11-03 2013-03-02 2013-03-02 2013-04-06 2014-09-05 2014-10-17 2015-12-01 2016-04-09 2018-05-14 2018-06-11 2018-07-23 2018-08-27 2019-02-04 2019-06-10 2019-10-28 2020-03-23 2020-05-18 2020-05-25 2020-07-27 2020-09-14 2021-03-22 2021-03-29 2021-07-12 2021-07-26 2021-10-11 2021-12-20 2022-04-04 2022-04-04 2022-05-09 2022-07-18 2022-10-31 2023-05-01 2023-06-19 2023-06-19 2023-08-28 2023-12-18 2024-07-22 2024-08-26. Author is listed
  4. NEP-MAC: Macroeconomics (43) 2003-05-08 2005-01-09 2006-04-08 2006-12-16 2007-05-12 2007-09-30 2008-09-29 2009-10-10 2011-06-11 2011-06-11 2011-06-11 2011-06-11 2012-03-21 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-25 2012-06-25 2012-11-03 2012-11-11 2014-02-15 2014-10-17 2015-02-22 2015-02-22 2015-11-01 2018-08-13 2018-08-27 2018-12-17 2019-06-10 2020-12-14 2021-01-18 2021-04-19 2021-07-12 2021-07-26 2022-01-31 2022-04-04 2022-04-04 2022-05-09 2022-07-18. Author is listed
  5. NEP-ORE: Operations Research (38) 2010-01-30 2010-04-17 2011-06-11 2011-06-11 2014-09-05 2014-09-08 2014-10-17 2014-11-07 2015-11-01 2016-04-09 2016-04-16 2016-04-23 2018-02-19 2018-05-14 2018-06-11 2018-08-13 2018-08-27 2018-08-27 2018-10-29 2019-02-04 2019-04-15 2019-06-10 2019-10-21 2019-11-11 2020-05-18 2020-05-25 2020-06-08 2020-07-27 2021-01-18 2021-03-29 2021-04-19 2021-07-12 2021-10-11 2021-12-20 2022-01-31 2022-04-04 2022-04-04 2022-05-09. Author is listed
  6. NEP-CBA: Central Banking (30) 2006-04-08 2007-09-30 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 2015-11-01 2022-04-04 2024-07-22. Author is listed
  7. NEP-MON: Monetary Economics (20) 2007-09-30 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 2015-11-01 2022-04-04 2022-05-09 2024-07-22. Author is listed
  8. NEP-CMP: Computational Economics (7) 2004-06-07 2005-08-13 2009-11-14 2018-07-16 2020-05-25 2023-01-30 2023-05-01. Author is listed
  9. NEP-BAN: Banking (6) 2010-12-04 2011-06-11 2012-06-05 2013-03-30 2013-07-28 2024-07-22. Author is listed
  10. NEP-ENV: Environmental Economics (6) 2002-01-22 2004-07-18 2011-06-11 2012-03-21 2012-03-21 2012-06-05. Author is listed
  11. NEP-BIG: Big Data (5) 2018-05-14 2018-07-16 2018-12-17 2022-10-31 2023-01-30. Author is listed
  12. NEP-EEC: European Economics (5) 2007-09-30 2011-06-11 2012-06-05 2012-11-11 2021-01-18. Author is listed
  13. NEP-URE: Urban and Real Estate Economics (5) 2018-12-17 2022-04-04 2022-07-18 2023-06-19 2023-08-28. Author is listed
  14. NEP-DGE: Dynamic General Equilibrium (4) 2011-04-23 2011-06-04 2011-06-11 2012-06-05
  15. NEP-GEO: Economic Geography (4) 2018-08-13 2022-04-04 2022-07-18 2023-08-28
  16. NEP-IFN: International Finance (4) 2012-06-05 2013-03-30 2013-07-28 2013-12-29
  17. NEP-RMG: Risk Management (4) 2011-06-11 2012-06-05 2021-03-29 2021-10-11
  18. NEP-DEV: Development (3) 2004-03-22 2004-03-22 2004-03-22
  19. NEP-EFF: Efficiency and Productivity (3) 2002-01-22 2012-03-21 2012-03-21
  20. NEP-BEC: Business Economics (2) 2005-03-06 2012-03-21
  21. NEP-DCM: Discrete Choice Models (2) 2021-07-26 2023-06-19
  22. NEP-ENE: Energy Economics (2) 2011-06-11 2012-06-05
  23. NEP-EUR: Microeconomic European Issues (2) 2011-06-11 2012-06-05
  24. NEP-FDG: Financial Development and Growth (2) 2009-10-10 2021-10-11
  25. NEP-SPO: Sports and Economics (2) 2013-01-26 2013-12-29
  26. NEP-AGR: Agricultural Economics (1) 2002-01-22
  27. NEP-CBE: Cognitive and Behavioural Economics (1) 2013-01-26
  28. NEP-CSE: Economics of Strategic Management (1) 2014-08-16
  29. NEP-CWA: Central and Western Asia (1) 2022-04-04
  30. NEP-DEM: Demographic Economics (1) 2022-07-18
  31. NEP-EVO: Evolutionary Economics (1) 2013-01-26
  32. NEP-FMK: Financial Markets (1) 2011-06-11
  33. NEP-HIS: Business, Economic and Financial History (1) 2020-12-14
  34. NEP-LAB: Labour Economics (1) 2012-03-21
  35. NEP-MIC: Microeconomics (1) 2011-02-05
  36. NEP-NET: Network Economics (1) 2024-08-26
  37. NEP-PAY: Payment Systems and Financial Technology (1) 2018-07-16
  38. NEP-SOG: Sociology of Economics (1) 2014-02-15

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