Gary Koop

Search results

• 2011

  Bayesian inference in a time varying cointegration model

  Koop, G., Leon-Gonzalez, R. & Strachan, R., Dec 2011, In: Journal of Econometrics. 165, 2, p. 210-220 11 p.

  Research output: Contribution to journal › Article › peer-review

  • Bayesian 100%
  • Cointegration 100%
  • Time-Varying Parameter 50%
  36 Citations (Scopus)

• The Oxford Handbook of Bayesian Econometrics

  Geweke, J. (Editor), Koop, G. (Editor) & van Dijk, H. (Editor), 29 Sept 2011, Oxford University Press. 576 p. (Oxford Handbooks in Economics )

  Research output: Book/Report › Book

  • Guides 100%
  • Econometrics 100%
  • Bayesian 100%
  • Bayesian Method 33%
  • Macroeconomics 22%

• Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada

  Campolieti, M., Gefang, D. & Koop, G., 24 Sept 2011, Glasgow: University of Strathclyde, 38 p. (Strathclyde Discussion Papers in Economics; vol. 11-38).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Unemployment 100%
  • Vacancy 100%
  22 Downloads (Pure)

• UK macroeconomic forecasting with many predictors: which models forecast best and when do they do so?

  Koop, G. & Korobilis, D., Sept 2011, In: Economic Modelling. 28, 5, p. 2307-2318 12 p.

  Research output: Contribution to journal › Article › peer-review

  • Macroeconomics 100%
  • Forecasting Model 100%
  • Forecasting 100%
  • Model Selection 66%
  • Inflation 33%
  45 Citations (Scopus)

• Time varying VARs with inequality restrictions

  Koop, G. & Potter, S. M., Jul 2011, In: Journal of Economic Dynamics and Control. 35, 7, p. 1126-1138 13 p.

  Research output: Contribution to journal › Article › peer-review

  • Inequality 100%
  • Time-Varying Parameter 66%
  • Approximation 66%
  • Data Set 33%
  • Space Model 33%
  29 Citations (Scopus)

• Hierarchical Shrinkage in Time-varying Parameter Models

  Belmonte, M., Koop, G. & Korobilis, D., 30 Jun 2011, Glasgow: University of Strathclyde, 33 p. (Strathclyde Discussion Papers in Economics; vol. 11-37).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Time-Varying Parameter 100%
  • Parameter Model 100%
  • Bayesian 50%
  • Econometric Methodology 25%
  • Inflation 25%
  18 Downloads (Pure)

• Regime-Switching Cointegration

  Jochmann, M. & Koop, G., 16 May 2011, Glasgow: University of Strathclyde, 23 p. (Strathclyde Discussion Papers in Economics; vol. 11-25).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Bayesian 100%
  • Cointegration 100%
  • Regime Switching 100%
  • Model Selection 50%
  20 Downloads (Pure)

• Time Varying Dimension Models

  Chan, J. C. C., Koop, G., Leon-Gonzalez, R. & Strachan, R. W., 11 May 2011, Glasgow: University of Strathclyde, 34 p. (Strathclyde Discussion Papers in Economics; vol. 11-16).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Time-Varying Parameter 100%
  • Inflation 33%
  • Bayesian 33%
  • Macroeconomics 33%
  • Mixture Model 33%
  16 Downloads (Pure)

• Bayesian Inference in the Time Varying Cointegration Model

  Koop, G., Leon-Gonzalez, R. & Strachan, R. W., 1 Apr 2011, Glasgow: University of Strathclyde, 49 p. (Strathclyde Discussion Papers in Economics; vol. 11-21).

  Research output: Working paper

  Open Access

  File

  • Coin 100%
  59 Downloads (Pure)

• On Identification of Bayesian DSGE Models

  Koop, G., Pesaran, M. H. & Smith, R. P., 30 Mar 2011, Glasgow: University of Strathclyde, 38 p. (Strathlcyde Discussion Papers in Economics; vol. 11-08).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Bayesian 100%
  • Estimation Theory 20%
  • Sample Size 20%
  15 Downloads (Pure)

• Estimating Phillips Curves in Turbulent Times using the ECB's Survey of Professional Forecasters

  Koop, G. & Onorante, L., 28 Feb 2011, Glasgow: University of Strathclyde, 35 p. (Strathclyde Dicussion Papers in Economics; vol. 11-09).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Phillips Curve 100%
  • Inflation 25%
  • Inflation Expectations 25%
  • European Central Bank 25%
  • Euro 25%
  17 Downloads (Pure)

• Forecasting the European Carbon Market

  Koop, G. & Tole, L., 28 Feb 2011, Glasgow: University of Strathclyde, 40 p. (Strathclyde Discussion Papers in Economics; vol. 11-10).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Markets 100%
  • Carbon 100%
  • Greenhouse Gas Emissions 100%
  • European Union Emission Trading System 85%
  • Forecasting Model 57%
  27 Downloads (Pure)

• Bayesian Model Averaging in the Instrumental Variable Regression Model

  Koop, G., Leon-Gonzalez, R. & Strachan, R., 31 Jan 2011, Glasgow: University of Strathclyde, 49 p. (Strathclyde Discussion Papers in Economics; vol. 11-12).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Instrumental Variables 100%
  • Bayesian 100%
  • Regression Model 100%
  • Returns to Education 33%
  • Markov Chain Monte Carlo 33%
  28 Downloads (Pure)

• Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables

  Chan, J. C. C. & Koop, G., 31 Jan 2011, Glasgow: University of Strathclyde, 17 p. (Strathclyde Discussion Papers in Economics; vol. 11-11).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Econometric Methodology 100%
  • Bayesian 100%
  • Macroeconomic Variable 100%
  24 Downloads (Pure)

• A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models

  Bauwens, L., Koop, G., Korobilis, D. & Rombouts, J. V. K., 24 Jan 2011, Glasgow: University of Strathclyde, 47 p. (Strathclyde Discussion Papers in Economics; vol. 11-13).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Macroeconomics 100%
  • Serials 100%
  • Contribution 100%
  • Comparison 100%
  • Procedure 100%
  22 Downloads (Pure)

• Comment on article by Wyse et al.

  Koop, G., 2011, In: Bayesian Analysis. 6, 4, p. 533-539 7 p.

  Research output: Contribution to journal › Editorial › peer-review

  • Economics 100%
  • Contribution 100%
  • Literature 50%
  • Macroeconomics 50%
  • Buildings 25%

• Do environmental regulations affect the location decisions of multinational gold mining firms?

  Tole, L. & Koop, G., 2011, In: Journal of Economic Geography. 11, 1, p. 151-177 27 p.

  Research output: Contribution to journal › Article › peer-review

  • Location 100%
  • Gold Mining 100%
  • Corruption 20%
  • Economics 20%
  • Investment Risk 20%
  63 Citations (Scopus)

• Understanding liquidity and credit risks in the financial crisis

  Gefang, D., Koop, G. & Potter, S. M., 2011, In: Journal of Empirical Finance. 18, p. 903-914 12 p.

  Research output: Contribution to journal › Article › peer-review

  • Liquidity 100%
  • Surges 20%
  • Factor Model 20%
  43 Citations (Scopus)
• 2010

  Forecasting Inflation Using Dynamic Model Averaging

  Koop, G. & Korobilis, D., 30 Nov 2010, Glasgow: University of Strathclyde, 33 p. (Strathclyde Discussion Papers in Economics; vol. 11-19).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Inflation 100%
  • Econometrics 50%
  • Phillips Curve 50%
  • Forecasting Model 50%
  35 Downloads (Pure)

• A flexible approach to parametric inference in nonlinear and time varying time series models

  Koop, G. M. & Potter, S., Nov 2010, In: Journal of Econometrics. 159, 1, p. 134-150 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Time 100%
  • Approach 100%
  • Time Series 100%
  • Regime Switching 100%
  • Autoregressive Model 66%
  9 Citations (Scopus)

  62 Downloads (Pure)

• Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis

  Gefang, D., Koop, G. & Potter, S. M., 31 Oct 2010, Glasgow: University of Strathclyde, 45 p. (Strathclyde Discussion Papers in Economics; vol. 11-15).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Equations 100%
  • Statistical Inference 100%
  • Measurement 100%
  • Liquidity 100%
  • Analysis 100%
  10 Downloads (Pure)

• Understanding Liquidity and Credit Risks in the Financial Crisis

  Gefang, D., Koop, G. & Potter, S. M., 31 Oct 2010, Glasgow: University of Strathclyde, 27 p. (Strathclyde Discussion Papers in Economics; vol. 11-14).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Liquidity 100%
  • Surges 20%
  • Factor Model 20%
  60 Downloads (Pure)

• Air pollution, economic activity and respiratory illness: evidence from Canadian cities, 1974-1994

  Koop, G., McKitrick, R. & Tole, L., Jul 2010, In: Environmental Modelling and Software. 25, 7, p. 873-885 13 p.

  Research output: Contribution to journal › Article › peer-review

  • Air Pollution 100%
  • Model Selection 100%
  • Urban Areas 100%
  • Evidence 100%
  • Economic Activity 100%
  13 Citations (Scopus)

• Time varying dimension models

  Koop, G., Strachan, R., Leon-Gonzalez, R. & Chan, J., 11 May 2010, In: Journal of Business and Economic Statistics. 34 p.

  Research output: Contribution to journal › Article › peer-review

  File

  • Time-Varying Parameter 100%
  • Inflation 33%
  • Bayesian 33%
  • Macroeconomics 33%
  • Mixture Model 33%
  64 Downloads (Pure)

• Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks

  Jochmann, M., Koop, G. & Strachan, R. W., Apr 2010, In: International Journal of Forecasting. 26, 2, p. 326-347 21 p.

  Research output: Contribution to journal › Article › peer-review

  • Forecasting 100%
  • Subject 100%
  • Stochastics 100%
  • Search 100%
  • Bayesian 100%
  26 Citations (Scopus)

• Efficient posterior simulation for cointegrated models with priors on the cointegration space

  Koop, G. M., Leon-Gonzalez, R. & Strachan, R., 2 Mar 2010, In: Econometric Reviews. 29, 2, p. 224-242 18 p.

  Research output: Contribution to journal › Article › peer-review

  • Simulation 100%
  • Models 100%
  • Cointegration 100%
  • Sampling Algorithm 50%
  • Vectors 50%
  42 Citations (Scopus)

• Forecasting with Medium and Large Bayesian VARS

  Koop, G., 28 Feb 2010, Glasgow: University of Strathclyde, 35 p. (Strathclyde Discussion Papers in Economics; vol. 11-17).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Bayesian 100%
  • Method Factor 50%
  • Variables 25%
  • Number 25%
  • Forecasting 25%
  92 Downloads (Pure)

• Modeling the dynamics of inflation compensation

  Jochmann, M., Koop, G. & Potter, S. M., 31 Jan 2010, In: Journal of Empirical Finance. 17, 1, p. 157-167 11 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Inflation 100%
  • Econometric Model 25%
  24 Citations (Scopus)

  34 Downloads (Pure)

• Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

  Koop, G. & Korobilis, D., 2010, In: Foundations and Trends in Econometrics. 3, 4, p. 267-358 91 p.

  Research output: Contribution to journal › Article › peer-review

  • Time Series 100%
  • Macroeconomics 100%
  • Model 100%
  • Bayesian 100%
  • Series Method 100%
  291 Citations (Scopus)

• Dynamic probabilities of restrictions in state space models: an application to the Phillips curve

  Koop, G. M., Leon-Gonzalez, R. & Strachan, R. W., 2010, In: Journal of Business and Economic Statistics. 28, 3, p. 370-379 10 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • State Space Model 100%
  • Phillips Curve 100%
  23 Citations (Scopus)

  49 Downloads (Pure)
• 2009

  Real-time prediction with UK monetary aggregates in the presence of model uncertainty

  Garrett, A., Koop, G., Mise, E. & Vahey, S. P., Oct 2009, In: Journal of Business and Economic Statistics. 27, 4, p. 480-491 11 p.

  Research output: Contribution to journal › Article › peer-review

  • Aggregate 100%
  • Prediction 100%
  • United Kingdom 100%
  • Model 100%
  • Real Time 100%
  36 Citations (Scopus)

• Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy

  Jochmann, M., Koop, G., Leon-Gonzalez, R. & Strachan, R. W., 30 Sept 2009, Glasgow: University of Strathclyde, 47 p. (Strathclyde Discussion Papers in Economics; vol. 09-19).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Search 100%
  • Macroeconomic Model 50%
  • Cointegration 50%
  22 Downloads (Pure)

• UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?

  Koop, G. & Korobilis, D., 20 Aug 2009, Glasgow: University of Strathclyde, 31 p. (Strathclyde Discussion Papers in Economics; vol. 09-17).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Macroeconomics 100%
  • Forecasting Model 100%
  • Model Selection 66%
  • Inflation 33%
  • Information 33%
  39 Downloads (Pure)

• Prior elicitation in multiple change-point models

  Koop, G. M. & Potter, S., Aug 2009, In: International Economic Review. 50, 3, p. 751-772 21 p.

  Research output: Contribution to journal › Article › peer-review
  22 Citations (Scopus)

• UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?

  Koop, G. & Korobilis, D., 29 Jul 2009, Glasgow: University of Strathclyde, 31 p. (Strathclyde Discussion Papers in Economics; vol. 11-18).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Information 100%
  • Macroeconomics 100%
  • Price 100%
  • Inflation 100%
  • Time Series 100%

• On the evolution of the monetary policy transmission mechanism

  Koop, G. M., Leon-Gonzalez, R. & Strachan, R., Apr 2009, In: Journal of Economic Dynamics and Control. 33, 4, p. 997-1017 20 p.

  Research output: Contribution to journal › Article › peer-review

  • Volatility 100%
  • Transmission Mechanism 100%
  • Monetary Policy 100%
  • Innovation 33%
  • Autoregressive Model 33%
  171 Citations (Scopus)

• Analysis of economic data. 3rd edition

  Koop, G. M., Feb 2009, Hoboken, NJ, USA: John Wiley & Sons Inc. 264 p.

  Research output: Book/Report › Book

  • Economics 100%
  • Analysis 100%
  • Edition 100%
  • Econometrics 100%
  • Statistics 25%
• 2008

  The Dynamics of UK and US Inflation Expectations

  Gefang, D., Koop, G. & Potter, S. M., 31 Dec 2008, Glasgow: University of Strathclyde, 35 p. (Strathclyde Discussion Papers in Economics; vol. 11-20).

  Research output: Working paper › Discussion paper

  Open Access

  File

  • Inflation Expectations 100%
  • Inflation 50%
  • Econometric Methodology 16%
  25 Downloads (Pure)

• Parametric and nonparametric inference in equilibrium job search models

  Koop, G., Dec 2008, In: Advances in Econometrics. 23, p. 217-244 27 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Search 100%
  • Job Search 100%
  • Equilibrium 100%
  • Wages 75%
  • Bayesian 75%
  1 Citation (Scopus)

  24 Downloads (Pure)

• The dynamics of UK and US inflation expectations

  Gefang, D., Koop, G. M. & Potter, S. M., Dec 2008, (Unpublished) Glasgow: University of Strathclyde, 34 p.

  Research output: Working paper

  File

  • Inflation 100%
  • Econometric Methodology 33%
  32 Downloads (Pure)

• Time varying VARs with inequality restrictions

  Koop, G. & Potter, S., Nov 2008, (Unpublished) Glasgow: University of Strathclyde.

  Research output: Working paper

  File

  • Approximation 100%
  • Inequality 100%
  • Time-Varying Parameter 66%
  • Data Set 33%
  • Space Model 33%
  24 Downloads (Pure)

• What is the environmental performance of firms overseas? an empirical investigation of the global gold mining industry

  Koop, G. & Tole, L., Oct 2008, In: Journal of Productivity Analysis. 30, 2, p. 129-143 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Gold Mining 100%
  • Efficiency 100%
  • Mining Industry 100%
  • Location 25%
  • Econometrics 25%
  17 Citations (Scopus)

  23 Downloads (Pure)

• Do environmental regulations affect the location decisions of multinational gold mining firms?

  Koop, G. M. & Tole, L. A., Aug 2008, (Unpublished) Glasgow: University of Strathclyde, 28 p.

  Research output: Working paper

  File

  • Environmental Regulation 100%
  • Decision 100%
  • Location 100%
  • Affect Regulation 100%
  • Location Decision 100%
  47 Downloads (Pure)

• Forecasting substantial data revisions in the presence of model uncertainty

  Koop, G. M., Garratt, A. & Vahey, S., Jul 2008, In: Economic Journal. 118, 530, p. 1128-1144 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Macroeconomic Measurement 100%
  • Reporting 100%
  • Bayesian 100%
  • Yield 100%
  • Nonlinearity 100%
  16 Citations (Scopus)

  24 Downloads (Pure)

• Real-time prediction with UK monetary aggregates in the presence of model uncertainty

  Garrett, A., Koop, G., Mise, E. & Vahey, S. P., Jul 2008, University of Strathclyde, 47 p.

  Research output: Working paper

  Open Access

  File

  • Aggregate 100%
  • Prediction 100%
  • United Kingdom 100%
  • Model 100%
  • Real Time 100%
  31 Downloads (Pure)

• Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks

  Jochmann, M., Koop, G. & Strachan, R. W., Jun 2008, (Unpublished) Glasgow: University of Strathclyde, 34 p.

  Research output: Working paper

  File

  • Forecasting 100%
  • Subject 100%
  • Stochastics 100%
  • Search 100%
  • Bayesian 100%
  32 Downloads (Pure)

• Bayesian inference in a cointegrating panel data model

  Koop, G. M., Leon-Gonzalez, R. & Strachan, R. W., Jun 2008, In: Advances in Econometrics. 23, p. 433-469 36 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Panel Data 100%
  • Model 100%
  • Inference 100%
  • Cointegration 100%
  • Bayesian Inference 100%
  9 Citations (Scopus)

  32 Downloads (Pure)

• Re-examining the consumption-wealth relationship: the role of model uncertainty

  Koop, G. M., Potter, S. & Strachan, R., Mar 2008, In: Journal of Money, Credit and Banking. 40, 2-3, p. 341-367 26 p.

  Research output: Contribution to journal › Article › peer-review

  • Wealth 100%
  • Consumption 100%
  • Bayesian 14%
  14 Citations (Scopus)

• An introduction to econometrics

  Koop, G. M., Feb 2008, John Wiley & Sons Inc. 384 p.

  Research output: Book/Report › Book

  • Introduction 100%
  • Econometrics 100%
  • Students 25%
  • Theory 12%
  • Knowledge 12%
• 2007

  On the evolution of monetary policy

  Koop, G. M., Leon-Gonzalez, R. & Strachan, R. W., Aug 2007, Rimini, 44 p. (RCEA Working Papers; vol. WP 24_08).

  Research output: Working paper

  Open Access

  File

  • Volatility 100%
  • Shock 100%
  • Monetary Policy 100%
  • Transmission Mechanism 66%
  • Innovation 33%
  32 Downloads (Pure)