Gary Koop
Personal Details
First Name: | Gary |
Middle Name: | |
Last Name: | Koop |
Suffix: | |
RePEc Short-ID: | pko8 |
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 Kingdomhttp://www.strath.ac.uk/Departments/Economics/
: +44 (0)141 548 3842
+44 (0)141 548 4445
Sir William Duncan Building, 130 Rottenrow, Glasgow G4 0GE
RePEc:edi:edstruk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters Books EditorshipWorking papers
- 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.
- Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016.
"Bayesian Compressed Vector Autoregressions,"
Working Papers
103, Brandeis University, Department of Economics and International Businesss School.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Businesss School, revised Apr 2016.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2015.
"Forecasting With High Dimensional Panel VARs,"
Working Papers
2015_25, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2015. "Forecasting with High-Dimensional Panel VARs," MPRA Paper 84275, University Library of Munich, Germany, revised 31 Jan 2018.
- Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
- Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015.
"The Contribution of Structural Break Models to Forecating Macroeconomic Series,"
CORE Discussion Papers RP
2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- 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, Rimini Centre for Economic Analysis.
- Chan, Joshua C C & Clark, Todd E. & Koop, Gary, 2015. "A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations," Working Papers (Old Series) 1520, Federal Reserve Bank of Cleveland.
- Rodolphe Desbordes & Gary Koop, 2014.
"The known unknowns of governance,"
Working Papers
1407, University of Strathclyde Business School, Department of Economics.
- Rodolphe Desbordes & Gary Koop, 2014. "The Known Unknowns of Governance," Working Paper series 38_14, Rimini Centre for Economic Analysis.
- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2014.
"Nowcasting Scottish GDP growth,"
Working Papers
1411, University of Strathclyde Business School, Department of Economics.
- Grant Allan & Gary Koop & Stuart McIntyre & Paul Smith, 2014. "Nowcasting Scottish GDP Growth," Working Paper series 41_14, Rimini Centre for Economic Analysis.
- 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).
- Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014.
"Large Bayesian VARMAs,"
Working Papers
1409, University of Strathclyde Business School, Department of Economics.
- Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016. "Large Bayesian VARMAs," Journal of Econometrics, Elsevier, vol. 192(2), pages 374-390.
- Joshua Chan & Eric Eisenstat & Gary Koop, 2015. "Large Bayesian VARMAs," Working Paper series 15-36, Rimini Centre for Economic Analysis.
- Joshua C.C. Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Paper series 40_14, Rimini Centre for Economic Analysis.
- Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014. "Large Bayesian VARMAs," SIRE Discussion Papers 2015-06, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2014.
"Model Uncertainty in Panel Vector Autoregressive Models,"
MPRA Paper
58131, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Dimitris Korobilis, 2013.
"A new index of financial conditions,"
Working Papers
1307, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
- Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
- 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.
- 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 Publishing Ltd.
- 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).
- Gary Koop, 2013.
"Using VARs and TVP-VARs with Many Macroeconomic Variables,"
Working Papers
1303, University of Strathclyde Business School, Department of Economics.
- Gary Koop, 2012. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 4(3), pages 143-167, September.
- Gary, Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers 2013-35, Scottish Institute for Research in Economics (SIRE).
- 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.
- 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.
- 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.
- 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.
- 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).
- Gary Koop & Dimitris Korobilis, 2012.
"Large Time-Varying Parameter VARs,"
Working Paper series
11_12, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
- Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
- 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.
- 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.
- Joshua C.C. Chan & Gary Koop & Simon M. Potter, 2014. "A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve," CAMA Working Papers 2014-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua Chan & Gary Koop & Simon Potter, 2012.
"A New Model of Trend Inflation,"
Working Papers
1202, University of Strathclyde Business School, Department of Economics.
- 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.
- 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).
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- 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.
- 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.
- Chan, Joshua C.C. & Koop, Gary, 2011. "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," SIRE Discussion Papers 2011-22, Scottish Institute for Research in Economics (SIRE).
- Joshua C C Chan & Gary Koop, 2012. "Modelling Breaks And Clusters In The Steady States Of Macroeconomic Variables," CAMA Working Papers 2012-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- 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.
- 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).
- 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 11-36, University of Strathclyde Business School, Department of Economics.
- 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.
- 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.
- 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).
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Papers 1112, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Paper series 09_11, Rimini Centre for Economic Analysis, revised Aug 2012.
- 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.
- 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.
- 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.
- 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).
- 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.
- 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.
- Markus Jochmann & Gary Koop, 2011.
"Regime-Switching Cointegration,"
Working Papers
1125, University of Strathclyde Business School, Department of Economics.
- Jochmann Markus & Koop Gary, 2015. "Regime-switching cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(1), pages 35-48, February.
- Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
- Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
- Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011.
"Hierarchical shrinkage in time-varying parameter models,"
MPRA Paper
31827, University Library of Munich, Germany.
- 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.
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," CORE Discussion Papers 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- 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).
- 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.
- 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.
- Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
- 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, Rimini Centre for Economic Analysis.
- 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.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," CORE Discussion Papers 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011.
"On Identification of Bayesian DSGE Models,"
CESifo Working Paper Series
3423, CESifo Group Munich.
- 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.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- 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.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute for the Study of Labor (IZA).
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Lise Tole, 2011.
"Forecasting the European Carbon Market,"
Working Papers
1110, University of Strathclyde Business School, Department of Economics.
- 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.
- Koop, Gary & Tole, Lise, 2011. "Forecasting the European Carbon Market," SIRE Discussion Papers 2011-20, Scottish Institute for Research in Economics (SIRE).
- Gary Koop, 2010.
"Forecasting with Medium and Large Bayesian VARs,"
Working Paper series
43_10, Rimini Centre for Economic Analysis.
- 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.
- Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
- Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
- 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.
- 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.
- Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Time Varying Dimension Models," CAMA Working Papers 2011-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010. "Time Varying Dimension Models," Working Paper series 44_10, Rimini Centre for Economic Analysis.
- Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Time Varying Dimension Models," Working Papers 1116, University of Strathclyde Business School, Department of Economics.
- Chan, Joshua C C & Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W, 2010. "Time Varying Dimension Models," SIRE Discussion Papers 2012-33, Scottish Institute for Research in Economics (SIRE).
- 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.
- Gary Koop & Simon Potter, 2010.
"A flexible approach to parametric inference in nonlinear and time varying time series models,"
Post-Print
hal-00732535, HAL.
- 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.
- Deborah Gefang & Gary Koop & Simon M. Potter, 2010.
"Understanding Liquidity and Credit Risks in the Financial Crisis,"
Working Paper series
45_10, Rimini Centre for Economic Analysis.
- 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.
- 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).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers 1114, University of Strathclyde Business School, Department of Economics.
- Deborah Gefang & Gary Koop & Simon M. Potter, 2009.
"The Dynamics of UK and US Inflation Expectations,"
Working Paper series
14_09, Rimini Centre for Economic Analysis.
- 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.
- 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).
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2008. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2008-59, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers 2012-46, Scottish Institute for Research in Economics (SIRE).
- 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.
- 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.
- Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
- 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).
- Gary Koop & Dimitris Korobilis, 2009.
"Forecasting Inflation Using Dynamic Model Averaging,"
Working Paper series
34_09, Rimini Centre for Economic Analysis.
- 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.
- Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
- Markus Jochmann & Gary Koop & Simon M. Potter, 2009.
"Modeling the Dynamics of Inflation Compensation,"
Working Paper series
15_09, Rimini Centre for Economic Analysis.
- 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.
- Gary Koop & Dimitris Korobilis, 2009.
"Bayesian Multivariate Time Series Methods for Empirical Macroeconomics,"
Working Paper series
47_09, Rimini Centre for Economic Analysis.
- 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.
- Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
- 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.
- 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.
- Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series 44_09, Rimini Centre for Economic Analysis.
- 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).
- Gary Koop & Roberto Leon Gonzalez & Rodney W. Strachan, 2008.
"Bayesian Inference in the Time Varying Cointegration Model,"
GRIPS Discussion Papers
08-01, National Graduate Institute for Policy Studies.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Inference in the Time Varying Cointegration Model," Working Papers 1121, University of Strathclyde Business School, Department of Economics.
- 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).
- Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper series 23_08, Rimini Centre for Economic Analysis.
- 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.
- 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.
- 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.
- 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.
- 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.
- Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2007.
"Bayesian Econometric Methods,"
Staff General Research Papers Archive
12722, Iowa State University, Department of Economics.
- Koop,Gary & Poirier,Dale J. & Tobias,Justin L., 2007. "Bayesian Econometric Methods," Cambridge Books, Cambridge University Press, number 9780521855716, December.
- Koop,Gary & Poirier,Dale J. & Tobias,Justin L., 2007. "Bayesian Econometric Methods," Cambridge Books, Cambridge University Press, number 9780521671736, December.
- 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.
- 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.
- 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.
- 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.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2007. "Bayesian Inference in a Cointegrating Panel Data Model," Working Paper series 02_07, Rimini Centre for Economic Analysis.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gary Koop & Simon M. Potter, 2007. "Prior Elicitation in Multiple Change-point Models," Working Paper series 17_07, Rimini Centre for Economic Analysis.
- Gary Koop & Simon M. Potter, 2004. "Prior elicitation in multiple change-point models," Staff Reports 197, Federal Reserve Bank of New York.
- 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.
- 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.
- 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.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 2003.
"Alternative efficiency measures for multiple-output production,"
ESE Discussion Papers
65, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Gary Koop & Justin Tobias, 2003.
"Semiparametric Bayesian inference in smooth coefficient models,"
Discussion Papers in Economics
04/18, Department of Economics, University of Leicester.
- Koop, Gary & Tobias, Justin L., 2006. "Semiparametric Bayesian inference in smooth coefficient models," Journal of Econometrics, Elsevier, vol. 134(1), pages 283-315, September.
- 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.
- Gary Koop & Simon M. Potter, 2003.
"Forecasting in large macroeconomic panels using Bayesian Model Averaging,"
Staff Reports
163, Federal Reserve Bank of New York.
- Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Department of Economics, University of Leicester.
- Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002.
"Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture,"
Econometrics
0201001, University Library of Munich, Germany, revised 06 Jan 2002.
- 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.
- Carmen Fernandez & Mark F J Steel & Gary Koop, 2002. "Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture," ESE Discussion Papers 34, Edinburgh School of Economics, University of Edinburgh.
- Gary Koop, 2002. "Parametric and Nonparametric Inference in Equilibrium Job Search Models," Discussion Papers in Economics 04/14, Department of Economics, University of Leicester.
- Gary Koop, 2001.
"Modeling the Evolution of Distributions: An Application to Major League Baseball,"
ESE Discussion Papers
71, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Gary Koop, 2001.
"Comparing the Performance of Baseball Players: A Multiple Output Approach,"
ESE Discussion Papers
72, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Gary Koop & Simon M. Potter, 2000.
"Bayesian Analysis of Endogenous Delay Threshold Models,"
ESE Discussion Papers
11, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Koop, G. & Poirier, D., 2000.
"Bayesian Variants of Some Classical Semiparametric Regression Techniques,"
Papers
00-01-22, California Irvine - School of Social Sciences.
- 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.
- Gary Koop & Dale J Poirer, 2001. "Bayesian Variants of Some classical Semiparametric Regression Techniques," ESE Discussion Papers 73, Edinburgh School of Economics, University of Edinburgh.
- Gary Koop & Simon Potter, 2000. "The Vector Floor and Ceiling Model," Discussion Papers in Economics 04/15, Department of Economics, University of Leicester.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 1999.
"A Bayesian analysis of multiple-output production frontier,"
ESE Discussion Papers
21, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Gary Koop, 1999. "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.
- 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.
- 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.
- Gary Koop & Mark F J Steel, 1999. "Bayesian Analysis of Stochastic Frontier Models," ESE Discussion Papers 19, Edinburgh School of Economics, University of Edinburgh.
- Gary Koop, 1999.
"Bayesian inference in models based on equilibrium search theory,"
ESE Discussion Papers
12, Edinburgh School of Economics, University of Edinburgh.
- Koop, Gary, 2001. "Bayesian inference in models based on equilibrium search theory," Journal of Econometrics, Elsevier, vol. 102(2), pages 311-338, June.
- 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.
- 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.
- 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.
- 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.
- Gary Koop & Kai Li, 1998. "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.
- Gary Koop & Simon M. Potter, 1998.
"Dynamic asymmetries in US unemployment,"
ESE Discussion Papers
15, Edinburgh School of Economics, University of Edinburgh.
- 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.
- 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.
- 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.
- Gary Koop, 1995.
"Bayesian Analysis of Long Memory and Persistence using ARFIMA Models,"
Working Papers
gkoop-95-01, University of Toronto, Department of Economics.
- 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.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," CORE Discussion Papers 1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," CORE Discussion Papers RP 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Koop, G. & Osiewalski, J. & Steel, M.F.J., 1995. "The components of output growth : A cross-country analysis," Discussion Paper 1995-17, Tilburg University, Center for Economic Research.
- KOOP, Gary & OSIEWALSKI, Jacek & STEEL, Mark, 1995. "The Components of Output Growth : A Cross-Country Analysis," CORE Discussion Papers 1995003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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).
- 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).
- 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.
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," CORE Discussion Papers RP 1245, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- 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.
- 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.
- 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).
- Osiewalski, Jacek & Steel, Mark F.J. & Koop, Gary, 1992. "Posterior analysis of stochastic frontier models using Gibbs sampling," DES - Working Papers. Statistics and Econometrics. WS 3677, Universidad Carlos III de Madrid. Departamento de Estadística.
- Steel, Mark F.J. & Osiewalski, Jacek & Koop, Gary, 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.
- Broeck, Julien Van den & Steel, Mark F.J. & Osiewalski, Jacek & Koop, Gary, 1992.
"Stochastic frontier models: a bayesian perspective,"
UC3M Working papers. Economics
2823, Universidad Carlos III de Madrid. Departamento de Economía.
- 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.
- Steel, Mark F.J. & Osiewalski, Jacek & Koop, Gary, 1992. "Posterior inference on long-run impulse responses," UC3M Working papers. Economics 2838, Universidad Carlos III de Madrid. Departamento de Economía.
- Steel, Mark F.J. & Osiewalski, Jacek & Koop, Gary, 1992.
"Bayesian long-run prediction in time series models,"
UC3M Working papers. Economics
2822, Universidad Carlos III de Madrid. Departamento de Economía.
- 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.
- 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.
- 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.
- Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper 1991-50, Tilburg University, Center for Economic Research.
- Steel, Mark F.J. & Koop, Gary, 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.
- Carmen Fernandez & Eduardo Ley & Mark F J Steel, "undated". "Bayesian modelling of catch in a Northwest Atlantic Fishery (first version)," ESE Discussion Papers 20, Edinburgh School of Economics, University of Edinburgh.
Articles
- Gary Koop, 2017. "Bayesian Methods for Empirical Macroeconomics," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 9(1), pages 33-56, June.
- 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.
- Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016.
"Large Bayesian VARMAs,"
Journal of Econometrics,
Elsevier, vol. 192(2), pages 374-390.
- Joshua Chan & Eric Eisenstat & Gary Koop, 2015. "Large Bayesian VARMAs," Working Paper series 15-36, Rimini Centre for Economic Analysis.
- Joshua C.C. Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Paper series 40_14, Rimini Centre for Economic Analysis.
- Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2014. "Large Bayesian VARMAs," SIRE Discussion Papers 2015-06, Scottish Institute for Research in Economics (SIRE).
- Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Papers 1409, University of Strathclyde Business School, Department of Economics.
- 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.
- 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.
- Joshua C.C. Chan & Gary Koop & Simon M. Potter, 2014. "A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve," CAMA Working Papers 2014-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review,
Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- 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.
- 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).
- 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.
- Jochmann Markus & Koop Gary, 2015.
"Regime-switching cointegration,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 19(1), pages 35-48, February.
- Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-36, Scottish Institute for Research in Economics (SIRE).
- Jochmann, Markus & Koop, Gary, 2011. "Regime-Switching Cointegration," SIRE Discussion Papers 2011-60, Scottish Institute for Research in Economics (SIRE).
- Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Paper series 40_11, Rimini Centre for Economic Analysis.
- Markus Jochmann & Gary Koop, 2011. "Regime-Switching Cointegration," Working Papers 1125, University of Strathclyde Business School, Department of Economics.
- 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.
- Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011. "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers 2011-25, Scottish Institute for Research in Economics (SIRE).
- 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, Rimini Centre for Economic Analysis.
- 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.
- Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models," Working Papers 1113, University of Strathclyde Business School, Department of Economics.
- 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.
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," CORE Discussion Papers RP 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," CORE Discussion Papers 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Koop, Gary & Korobilis, Dimitris, 2014.
"A new index of financial conditions,"
European Economic Review,
Elsevier, vol. 71(C), pages 101-116.
- Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, "undated". "A new index of financial conditions," Working Papers 2013_06, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2013. "A New Index of Financial Conditions," MPRA Paper 45463, University Library of Munich, Germany.
- Koop, Gary, 2014. "Forecasting with dimension switching VARs," International Journal of Forecasting, Elsevier, vol. 30(2), pages 280-290.
- 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.
- 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.
- 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.
- Chan, Joshua C.C. & Koop, Gary, 2011. "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," SIRE Discussion Papers 2011-22, Scottish Institute for Research in Economics (SIRE).
- Joshua C C Chan & Gary Koop, 2012. "Modelling Breaks And Clusters In The Steady States Of Macroeconomic Variables," CAMA Working Papers 2012-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- Miguel A. G. Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Paper series 35_11, Rimini Centre for Economic Analysis.
- BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," CORE Discussion Papers 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Miguel Belmonte & Gary Koop & Dimitris Korobilis, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," Working Papers 1137, University of Strathclyde Business School, Department of Economics.
- Miguel, Belmonte & Gary, Koop & Dimitris, Korobilis, 2011. "Hierarchical shrinkage in time-varying parameter models," MPRA Paper 31827, University Library of Munich, Germany.
- Belmonte, Miguel A & Koop, Gary & Korobilis, Dimitris, 2011. "Hierarchical Shrinkage in Time-Varying Parameter Models," SIRE Discussion Papers 2012-68, Scottish Institute for Research in Economics (SIRE).
- 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.
- 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.
- 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).
- Chan, Joshua & Koop, Gary & Potter, Simon, 2012. "A new model of trend inflation," MPRA Paper 39496, University Library of Munich, Germany.
- Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
- Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A New Model of Trend Inflation," CAMA Working Papers 2012-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- Gary Koop & Lise Tole, 2011. "Forecasting the European Carbon Market," Working Papers 1110, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Tole, Lise, 2011. "Forecasting the European Carbon Market," SIRE Discussion Papers 2011-20, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2013.
"Large time-varying parameter VARs,"
Journal of Econometrics,
Elsevier, vol. 177(2), pages 185-198.
- Gary Koop & Dimitris Korobilis, 2012. "Large Time-Varying Parameter VARs," Working Paper series 11_12, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2012. "Large time-varying parameter VARs," Working Papers 2012_04, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2012. "Large time-varying parameter VARs," MPRA Paper 38591, University Library of Munich, Germany.
- 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.
- 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.
- Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009. "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series 44_09, Rimini Centre for Economic Analysis.
- 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).
- 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.
- 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.
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper series 43_10, Rimini Centre for Economic Analysis.
- Koop, Gary, 2011. "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers 2011-38, Scottish Institute for Research in Economics (SIRE).
- Gary Koop, 2011. "Forecasting with Medium and Large Bayesian VARs," Working Papers 1117, University of Strathclyde Business School, Department of Economics.
- 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.
- 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.
- 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).
- 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 11-36, University of Strathclyde Business School, Department of Economics.
- 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.
- Gary Koop & M. Hashem Pesaran & Ron Smith, 2011. "On Identification of Bayesian DSGE Models," Working Papers 1108, University of Strathclyde Business School, Department of Economics.
- 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.
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," IZA Discussion Papers 5638, Institute for the Study of Labor (IZA).
- Koop, Gary & Pesaran, M. Hashem & Smith, Ron P., 2011. "On Identification of Bayesian DSGE Models," SIRE Discussion Papers 2011-18, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & M. Hashem Pesaran & Ron P. Smith, 2011. "On Identification of Bayesian DSGE Models," CESifo Working Paper Series 3423, CESifo Group Munich.
- 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.
- 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.
- 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).
- 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.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Papers 1112, University of Strathclyde Business School, Department of Economics.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Bayesian Model Averaging in the Instrumental Variable Regression Model," Working Paper series 09_11, Rimini Centre for Economic Analysis, revised Aug 2012.
- 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.
- Joshua C C Chan & Gary Koop & Roberto Leon-Gonzales & Rodney W Strachan, 2011. "Time Varying Dimension Models," CAMA Working Papers 2011-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2010. "Time Varying Dimension Models," Working Paper series 44_10, Rimini Centre for Economic Analysis.
- 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.
- Joshua Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2011. "Time Varying Dimension Models," Working Papers 1116, University of Strathclyde Business School, Department of Economics.
- Chan, Joshua C C & Koop, Gary & Leon-Gonzalez, Roberto & Strachan, Rodney W, 2010. "Time Varying Dimension Models," SIRE Discussion Papers 2012-33, Scottish Institute for Research in Economics (SIRE).
- 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.
- Koop, Gary & Korobilis, Dimitris, 2011. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2011-40, Scottish Institute for Research in Economics (SIRE).
- Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2011. "Forecasting Inflation Using Dynamic Model Averaging," Working Papers 1119, University of Strathclyde Business School, Department of Economics.
- 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.
- 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).
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2008. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2008-59, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers 2012-46, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon M. Potter, 2009. "The Dynamics of UK and US Inflation Expectations," Working Paper series 14_09, Rimini Centre for Economic Analysis.
- Gary Koop, 2012.
"Using VARs and TVP-VARs with Many Macroeconomic Variables,"
Central European Journal of Economic Modelling and Econometrics,
CEJEME, vol. 4(3), pages 143-167, September.
- Gary, Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," SIRE Discussion Papers 2013-35, Scottish Institute for Research in Economics (SIRE).
- Gary Koop, 2013. "Using VARs and TVP-VARs with Many Macroeconomic Variables," Working Papers 1303, University of Strathclyde Business School, Department of Economics.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gary Koop & Dimitris Korobilis, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," Working Papers 1118, University of Strathclyde Business School, Department of Economics.
- 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.
- Koop, Gary & Korobilis, Dimitris, 2009. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2009-40, Scottish Institute for Research in Economics (SIRE).
- 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).
- 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.
- Deborah Gefang & Gary Koop & Simon M. Potter, 2010. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper series 45_10, Rimini Centre for Economic Analysis.
- 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).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers 1114, University of Strathclyde Business School, Department of Economics.
- 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.
- Gary Koop & Simon Potter, 2010. "A flexible approach to parametric inference in nonlinear and time varying time series models," Post-Print hal-00732535, HAL.
- 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.
- 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.
- 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.
- Gary Koop & Dimitris Korobilis, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series 47_09, Rimini Centre for Economic Analysis.
- Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- Markus Jochmann & Gary Koop & Simon M. Potter, 2009. "Modeling the Dynamics of Inflation Compensation," Working Paper series 15_09, Rimini Centre for Economic Analysis.
- 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.
- 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.
- Tom Doan, "undated". "RATS program to demonstrate Gibbs sampling in a cointegrated model," Statistical Software Components RTZ00187, Boston College Department of Economics.
- 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.
- Gary Koop & Simon M. Potter, 2007. "Prior Elicitation in Multiple Change-point Models," Working Paper series 17_07, Rimini Centre for Economic Analysis.
- 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.
- Gary Koop & Simon M. Potter, 2004. "Prior elicitation in multiple change-point models," Staff Reports 197, Federal Reserve Bank of New York.
- 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.
- 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.
- 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.
- Anthony Garratt & Gary Koop & Emi Mise & Shaun Vahey, 2008. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2008/13, Reserve Bank of New Zealand.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gary Koop & Simon M. Potter, 2007. "Estimation and Forecasting in Models with Multiple Breaks," Review of Economic Studies, Oxford University Press, vol. 74(3), pages 763-789.
- 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.
- Koop, Gary & Tobias, Justin L., 2006.
"Semiparametric Bayesian inference in smooth coefficient models,"
Journal of Econometrics,
Elsevier, vol. 134(1), pages 283-315, September.
- 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.
- Gary Koop & Justin Tobias, 2003. "Semiparametric Bayesian inference in smooth coefficient models," Discussion Papers in Economics 04/18, Department of Economics, University of Leicester.
- Dorfman, Jeffrey H. & Koop, Gary, 2005. "Current developments in productivity and efficiency measurement," Journal of Econometrics, Elsevier, vol. 126(2), pages 233-240, June.
- 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.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 2003. "Alternative efficiency measures for multiple-output production," ESE Discussion Papers 65, Edinburgh School of Economics, University of Edinburgh.
- 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.
- 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.
- 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.
- 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.
- 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.
- Gary Koop & Dale J Poirer, 2001. "Bayesian Variants of Some classical Semiparametric Regression Techniques," ESE Discussion Papers 73, Edinburgh School of Economics, University of Edinburgh.
- Koop, G. & Poirier, D., 2000. "Bayesian Variants of Some Classical Semiparametric Regression Techniques," Papers 00-01-22, California Irvine - School of Social Sciences.
- 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.
- Gary Koop, 2001. "Modeling the Evolution of Distributions: An Application to Major League Baseball," ESE Discussion Papers 71, Edinburgh School of Economics, University of Edinburgh.
- 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.
- 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.
- Gary Koop & Simon M. Potter, 2000. "Bayesian Analysis of Endogenous Delay Threshold Models," ESE Discussion Papers 11, Edinburgh School of Economics, University of Edinburgh.
- 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.
- 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.
- Gary Koop, 2001. "Comparing the Performance of Baseball Players: A Multiple Output Approach," ESE Discussion Papers 72, Edinburgh School of Economics, University of Edinburgh.
- 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.
- Carmen Fernandez & Mark F J Steel & Gary Koop, 2002. "Multiple-output production with undesirable output: An application to nitrogen surplus in agriculture," ESE Discussion Papers 34, Edinburgh School of Economics, University of Edinburgh.
- Carmen Fernandez & Gary Koop & Mark F.J. Steel, 2002. "Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture," Econometrics 0201001, University Library of Munich, Germany, revised 06 Jan 2002.
- 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.
- 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.
- Gary Koop & Dale J. Poirier, 2001. "Testing for optimality in job search models," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 1-6.
- 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.
- Koop, Gary, 2001.
"Bayesian inference in models based on equilibrium search theory,"
Journal of Econometrics,
Elsevier, vol. 102(2), pages 311-338, June.
- Gary Koop, 1999. "Bayesian inference in models based on equilibrium search theory," ESE Discussion Papers 12, Edinburgh School of Economics, University of Edinburgh.
- Koop, Gary & Li, Kai, 2001. "The valuation of IPO and SEO firms," Journal of Empirical Finance, Elsevier, vol. 8(4), pages 375-401, September.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Carmen Fernandez & Gary Koop & Mark F J Steel, 1999. "A Bayesian analysis of multiple-output production frontier," ESE Discussion Papers 21, Edinburgh School of Economics, University of Edinburgh.
- 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..
- 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.
- Gary Koop & Simon M. Potter, 1998. "Dynamic asymmetries in US unemployment," ESE Discussion Papers 15, Edinburgh School of Economics, University of Edinburgh.
- G. Koop & D. J. Poirier, 1999. "Incomplete models and reweighting," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 97-104.
- 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.
- 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 455-487, November.
- 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.
- 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.
- 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.
- Koop, Gary & Tole, Lise, 1997. "Measuring differential forest outcomes: A tale of two countries," World Development, Elsevier, vol. 25(12), pages 2043-2056, December.
- 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.
- 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.
- Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics 9505001, University Library of Munich, Germany, revised 22 Jun 2004.
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," CORE Discussion Papers 1995035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian analysis of long memory and persistence using ARFIMA models," CORE Discussion Papers RP 1246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," CORE Discussion Papers RP 1245, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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).
- 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 257-257, April.
- Koop, Gary, 1996. "Parameter uncertainty and impulse response analysis," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 135-149.
- 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.
- 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.
- Steel, Mark F.J. & Osiewalski, Jacek & Koop, Gary, 1992. "Bayesian long-run prediction in time series models," UC3M Working papers. Economics 2822, Universidad Carlos III de Madrid. Departamento de Economía.
- 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.
- 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..
- 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.
- Broeck, Julien Van den & Steel, Mark F.J. & Osiewalski, Jacek & Koop, Gary, 1992. "Stochastic frontier models: a bayesian perspective," UC3M Working papers. Economics 2823, Universidad Carlos III de Madrid. Departamento de Economía.
- Koop, Gary, 1994. "Bayesian Semi-nonparametric ARCH Models," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 176-181, February.
- Koop, Gary, 1994. " Recent Progress in Applied Bayesian Econometrics," Journal of Economic Surveys, Wiley Blackwell, vol. 8(1), pages 1-34, March.
- 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.
- 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.
- 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.
- 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.
- Koop, G. & Steel, M.F.J., 1991. "A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models," Discussion Paper 1991-50, Tilburg University, Center for Economic Research.
- Steel, Mark F.J. & Koop, Gary, 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.
- 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.
- 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.
- 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.
- Beaudry, Paul & Koop, Gary, 1993. "Do recessions permanently change output?," Journal of Monetary Economics, Elsevier, vol. 31(2), pages 149-163, April.
- 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..
- Koop, Gary, 1992. "Review of PCBRAP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 105-107, Jan.-Marc.
- Koop, Gary, 1992. "'Objective' Bayesian Unit Root Tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 65-82, Jan.-Marc.
- 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.
- 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.
- 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..
Chapters
- 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 Publishing Ltd.
- 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.
- 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).
Books
- Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199681334.
- Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199559084.
- Koop,Gary & Poirier,Dale J. & Tobias,Justin L., 2007.
"Bayesian Econometric Methods,"
Cambridge Books,
Cambridge University Press, number 9780521855716, December.
- Koop,Gary & Poirier,Dale J. & Tobias,Justin L., 2007. "Bayesian Econometric Methods," Cambridge Books, Cambridge University Press, number 9780521671736, December.
- Koop, Gary M & Poirier, Dale J & Tobias, Justin, 2007. "Bayesian Econometric Methods," Staff General Research Papers Archive 12722, Iowa State University, Department of Economics.
Editorship
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 120 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.- NEP-ETS: Econometric Time Series (57) 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 2011-08-09 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. Author is listed
- NEP-FOR: Forecasting (49) 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. Author is listed
- NEP-ECM: Econometrics (40) 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 2012-03-08 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. Author is listed
- NEP-MAC: Macroeconomics (29) 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. Author is listed
- NEP-CBA: Central Banking (28) 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. Author is listed
- NEP-MON: Monetary Economics (16) 2007-09-30 2008-09-29 2009-10-10 2009-11-14 2011-06-11 2011-06-11 2011-06-11 2012-03-21 2012-06-05 2012-06-05 2012-06-05 2012-06-05 2012-06-25 2012-11-03 2012-11-11 2015-11-01. Author is listed
- NEP-ORE: Operations Research (13) 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. Author is listed
- 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
- NEP-BAN: Banking (5) 2010-12-04 2011-06-11 2012-06-05 2013-03-30 2013-07-28. Author is listed
- NEP-DGE: Dynamic General Equilibrium (4) 2011-04-23 2011-06-04 2011-06-11 2012-06-05
- NEP-EEC: European Economics (4) 2007-09-30 2011-06-11 2012-06-05 2012-11-11
- NEP-IFN: International Finance (4) 2012-06-05 2013-03-30 2013-07-28 2013-12-29
- NEP-CMP: Computational Economics (3) 2004-06-07 2005-08-13 2009-11-14
- NEP-DEV: Development (3) 2004-03-22 2004-03-22 2004-03-22
- NEP-EFF: Efficiency & Productivity (3) 2002-01-22 2012-03-21 2012-03-21
- NEP-BEC: Business Economics (2) 2005-03-06 2012-03-21
- NEP-ENE: Energy Economics (2) 2011-06-11 2012-06-05
- NEP-EUR: Microeconomic European Issues (2) 2011-06-11 2012-06-05
- NEP-RMG: Risk Management (2) 2011-06-11 2012-06-05
- NEP-SPO: Sports & Economics (2) 2013-01-26 2013-12-29
- NEP-AGR: Agricultural Economics (1) 2002-01-22
- NEP-CBE: Cognitive & Behavioural Economics (1) 2013-01-26
- NEP-CSE: Economics of Strategic Management (1) 2014-08-16
- NEP-EVO: Evolutionary Economics (1) 2013-01-26
- NEP-FDG: Financial Development & Growth (1) 2009-10-10
- NEP-FMK: Financial Markets (1) 2011-06-11
- NEP-LAB: Labour Economics (1) 2012-03-21
- NEP-MIC: Microeconomics (1) 2011-02-05
- NEP-SOG: Sociology of Economics (1) 2014-02-15
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