Artikel dengan mandat akses publik - Gary KoopPelajari lebih lanjut
Tidak tersedia di mana pun: 1
Large stochastic volatility in mean VARs
JL Cross, C Hou, G Koop, A Poon
Journal of Econometrics 236 (1), 105469, 2023
Mandat: National Natural Science Foundation of China
Tersedia di suatu tempat: 34
General diagnostic tests for cross-sectional dependence in panels
MH Pesaran
Empirical economics 60 (1), 13-50, 2021
Mandat: UK Economic and Social Research Council
A new index of financial conditions
G Koop, D Korobilis
European Economic Review 71, 101-116, 2014
Mandat: UK Economic and Social Research Council
Large time-varying parameter VARs
G Koop, D Korobilis
Journal of Econometrics 177 (2), 185-198, 2013
Mandat: UK Economic and Social Research Council
Forecasting the European carbon market
G Koop, L Tole
Journal of the Royal Statistical Society Series A: Statistics in Society 176 …, 2013
Mandat: UK Economic and Social Research Council
A new model of inflation, trend inflation, and long‐run inflation expectations
JCC Chan, TE Clark, G Koop
Journal of Money, Credit and Banking 50 (1), 5-53, 2018
Mandat: Australian Research Council
Inducing sparsity and shrinkage in time-varying parameter models
F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics 39 (3), 669-683, 2021
Mandat: Austrian Science Fund
Nowcasting in a pandemic using non-parametric mixed frequency VARs
F Huber, G Koop, L Onorante, M Pfarrhofer, J Schreiner
Journal of Econometrics 232 (1), 52-69, 2023
Mandat: Austrian Science Fund
Macroeconomic Nowcasting Using Google Probabilities☆
G Koop, L Onorante
Topics in Identification, Limited Dependent Variables, Partial Observability …, 2019
Mandat: UK Economic and Social Research Council
A bounded model of time variation in trend inflation, NAIRU and the Phillips curve
JCC Chan, G Koop, SM Potter
Journal of Applied Econometrics 31 (3), 551-565, 2016
Mandat: Australian Research Council
The contribution of structural break models to forecasting macroeconomic series
L Bauwens, G Koop, D Korobilis, JVK Rombouts
Journal of Applied Econometrics 30 (4), 596-620, 2015
Mandat: UK Economic and Social Research Council
Tail forecasting with multivariate Bayesian additive regression trees
TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer
International Economic Review 64 (3), 979-1022, 2023
Mandat: Austrian Science Fund
Large Bayesian VARMAs
JCC Chan, E Eisenstat, G Koop
Journal of Econometrics 192 (2), 374-390, 2016
Mandat: Australian Research Council
Fast and flexible Bayesian inference in time-varying parameter regression models
N Hauzenberger, F Huber, G Koop, L Onorante
Journal of Business & Economic Statistics 40 (4), 1904-1918, 2022
Mandat: Austrian Science Fund
Investigating growth-at-risk using a multicountry nonparametric quantile factor model
TE Clark, F Huber, G Koop, M Marcellino, M Pfarrhofer
Journal of Business & Economic Statistics 42 (4), 1302-1317, 2024
Mandat: Austrian Science Fund
Bayesian forecasting in economics and finance: A modern review
GM Martin, DT Frazier, W Maneesoonthorn, R Loaiza-Maya, F Huber, ...
International Journal of Forecasting 40 (2), 811-839, 2024
Mandat: Austrian Science Fund
Forecasting with dimension switching VARs
G Koop
International Journal of Forecasting 30 (2), 280-290, 2014
Mandat: UK Economic and Social Research Council
Modeling the relationship between European carbon permits and certified emission reductions
G Koop, L Tole
Journal of Empirical Finance 24, 166-181, 2013
Mandat: UK Economic and Social Research Council
Approximate Bayesian inference and forecasting in huge‐dimensional multicountry VARs
M Feldkircher, F Huber, G Koop, M Pfarrhofer
International Economic Review 63 (4), 1625-1658, 2022
Mandat: Austrian Science Fund
Forecasting US inflation using Bayesian nonparametric models
TE Clark, F Huber, G Koop, M Marcellino
The Annals of Applied Statistics 18 (2), 1421-1444, 2024
Mandat: Austrian Science Fund
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