Research output per year
Research output per year
- 1 - 50 out of 110 results
Search results
-
2024
Investigating growth-at-risk using a multicountry nonparametric quantile factor model
Clark, T. E., Huber, F., Koop, G., Marcellino, M. & Pfarrhofer, M., 11 Sept 2024, In: Journal of Business and Economic Statistics. 42, 4, p. 1302-1317 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)18 Downloads (Pure) -
Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber, F. & Koop, G., 7 Aug 2024, (E-pub ahead of print) In: Journal of Applied Econometrics. 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Downloads (Pure) -
A discussion of 'Sparse Bayesian factor analysis when the number of factors is unknown' by Sylvia Fruhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
Hauzenberger, N. & Koop, G., 4 Jul 2024, (Accepted/In press) In: Bayesian Analysis. 8 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, G., McIntyre, S., Mitchell, J. & Poon, A., 30 Jun 2024, In: International Journal of Forecasting. 40, 2, p. 626-640 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)21 Downloads (Pure) -
Forecasting U.S. inflation using Bayesian nonparametric models
Clark, T. E., Huber, F., Koop, G. & Marcellino, M., 1 Jun 2024, In: Annals of Applied Statistics. 18, 2, p. 1421-1444 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)32 Downloads (Pure) -
Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting
Koop, G., McIntyre, S., Mitchell, J., Poon, A. & Wu, P., 12 Apr 2024, In: Journal of the Royal Statistical Society: Series A . 187, 2, p. 477-495 19 p., qnad130.Research output: Contribution to journal › Article › peer-review
Open AccessFile47 Downloads (Pure) -
Large order-invariant Bayesian VARs with stochastic volatility
Chan, J. C. C., Koop, G. & Yu, X., 2 Apr 2024, In: Journal of Business and Economic Statistics. 42, 2, p. 825-837 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)2 Downloads (Pure) -
Bayesian forecasting in economics and finance: a modern review
Martin, G. M., Frazier, D. T., Maneesoonthorn, W., Loaiza-Maya, R., Huber, F., Koop, G., Maheu, J., Nibbering, D. & Panagiotelis, A., 1 Apr 2024, In: International Journal of Forecasting. 40, 2, p. 811-839 29 p.Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus) -
2023
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods
Hauzenberger, N., Huber, F. & Koop, G., 2 Nov 2023, (E-pub ahead of print) In: Studies in Nonlinear Dynamics and Econometrics. 28, 2, p. 201-225 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)26 Downloads (Pure) -
Estimating the ordering of variables in a VAR using a Plackett-Luce Prior
Wu, P. & Koop, G., 30 Sept 2023, In: Economics Letters. 230, 5 p., 111247.Research output: Contribution to journal › Article › peer-review
Open AccessFile28 Downloads (Pure) -
Large stochastic volatility in mean VARs
Cross, J. L., Hou, C., Koop, G. & Poon, A., 30 Sept 2023, In: Journal of Econometrics. 236, 1, 24 p., 105469.Research output: Contribution to journal › Article › peer-review
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Bayesian dynamic variable selection in high dimensions
Koop, G. & Korobilis, D., 7 Aug 2023, In: International Economic Review. 64, 3Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Citations (Scopus)18 Downloads (Pure) -
Tail forecasting with multivariate Bayesian additive regression trees
Clark, T. E., Huber, F., Koop, G., Marcellino, M. & Pfarrhofer, M., 7 Aug 2023, In: International Economic Review. 64, 3, p. 979-1022 44 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile13 Citations (Scopus)7 Downloads (Pure) -
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, F. & Koop, G., 31 Jul 2023, In: Journal of Applied Econometrics. 38, 4, p. 556-576 21 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)8 Downloads (Pure) -
Reconciled estimates of monthly GDP in the United States
Koop, G., McIntyre, S., Mitchell, J. & Poon, A., 3 Apr 2023, In: Journal of Business and Economic Statistics. 41, 2, p. 563-577 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)85 Downloads (Pure) -
Cross-country uncertainty spillovers: evidence from international survey data
Beckmann, J., Davidson, S. N., Koop, G. & Schussler, R., 28 Feb 2023, In: Journal of International Money and Finance. 130, 17 p., 102760.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)16 Downloads (Pure) -
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, F., Koop, G., Onorante, L., Pfarrhofer, M. & Schreiner, J., 31 Jan 2023, In: Journal of Econometrics. 232, 1, p. 52-69 18 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile27 Citations (Scopus)131 Downloads (Pure) -
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, D., Koop, G. & Poon, A., Jan 2023, In: International Journal of Forecasting. 39, 1, p. 346-363 36 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile14 Citations (Scopus)23 Downloads (Pure) -
2022
Approximate Bayesian inference and forecasting in huge dimensional multi-country VARs
Feldkircher, M., Huber, F., Koop, G. & Pfarrhofer, M., Nov 2022, In: International Economic Review. 63, 4, p. 1625-1658 34 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)40 Downloads (Pure) -
Fast and flexible Bayesian inference in time-varying parameter regression models
Hauzenberger, N., Huber, F., Koop, G. & Onorante, L., 2 Oct 2022, In: Journal of Business and Economic Statistics. 40, 4, p. 1904-1918 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile11 Citations (Scopus)76 Downloads (Pure) -
2021
Inducing sparsity and shrinkage in time-varying parameter models
Huber, F., Koop, G. & Onorante, L., 3 Jul 2021, In: Journal of Business and Economic Statistics. 39, 3, p. 669-683 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile43 Citations (Scopus)56 Downloads (Pure) -
Nowcasting 'true' monthly US GDP during the pandemic
Koop, G., McIntyre, S., Mitchell, J. & Poon, A., 23 Jun 2021, In: National Institute Economic Review. 256, p. 44-70 27 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile5 Citations (Scopus)17 Downloads (Pure) -
2020
Choosing between identification schemes in noisy-news models
Chan, J. C. C., Eisenstat, E. & Koop, G., 26 Oct 2020, In: Studies in Nonlinear Dynamics and Econometrics. 26, 1, p. 99-136 38 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile17 Downloads (Pure) -
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, J., Eisenstat, E., Hou, C. & Koop, G., 1 Sept 2020, In: Journal of Applied Econometrics. 35, 6, p. 692-711 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)9 Downloads (Pure) -
Reconciled estimates and nowcasts of regional output in the UK
Koop, G., McIntyre, S., Mitchell, J. & Poon, A., 30 Aug 2020, In: National Institute Economic Review. 253, p. R44-R59 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)71 Downloads (Pure) -
Exchange rate predictability and dynamic Bayesian learning
Beckmann, J., Koop, G., Korobilis, D. & Schüssler, R. A., 30 Jun 2020, In: Journal of Applied Econometrics. 35, 4, p. 410-421 12 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile18 Citations (Scopus)34 Downloads (Pure) -
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, D., Koop, G. & Poon, A., Jun 2020, In: Economics Letters. 191, 109120.Research output: Contribution to journal › Article › peer-review
Open AccessFile7 Citations (Scopus)31 Downloads (Pure) -
Regional output growth in the United Kingdom: more timely and higher frequency estimates from 1970
Koop, G., McIntyre, S., Mitchell, J. & Poon, A., 4 Mar 2020, In: Journal of Applied Econometrics. 35, 2, p. 176-197 22 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile24 Citations (Scopus)655 Downloads (Pure) -
Identifying noise shocks
Benati, L., Chan, J., Eisenstat, E. & Koop, G., 29 Feb 2020, In: Journal of Economic Dynamics and Control. 111, 17 p., 103780.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)11 Downloads (Pure) -
UK regional nowcasting using a mixed frequency vector autoregressive model with entropic tilting
Koop, G., McIntyre, S. & Mitchell, J., 31 Jan 2020, In: Journal of the Royal Statistical Society: Series A . 183, 1, p. 91-119 29 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile12 Citations (Scopus)178 Downloads (Pure) -
2019
Forecasting with high dimensional panel VARs
Koop, G. & Korobilis, D., 1 Oct 2019, In: Oxford Bulletin of Economics and Statistics. 81, 5, p. 937-959 23 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile22 Citations (Scopus)24 Downloads (Pure) -
Nowcasting using mixed frequency methods: an application to the Scottish economy
Allan, G., Koop, G., McIntyre, S. & Smith, P., 30 Sept 2019, In: Sankhya B. 81, Suppl 1, p. 12-45 34 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)34 Downloads (Pure) -
Bayesian compressed vector autoregressions
Koop, G., Korobilis, D. & Pettenuzzo, D., 31 May 2019, In: Journal of Econometrics. 210, 1, p. 135-154 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile41 Citations (Scopus)104 Downloads (Pure) -
An empirical assessment of recent challenges in today's financial markets
Beckmann, J., Czudaj, R. L. & Koop, G., 28 Feb 2019, In: Scottish Journal of Political Economy. 66, 1, p. 1-4 4 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile12 Downloads (Pure) -
2018
One size does not fit all... Panel data : Bayesian model averaging and data poolability
Desbordes, R., Koop, G. & Vicard, V., 1 Nov 2018, In: Economic Modelling. 75, p. 364-376 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile13 Citations (Scopus)109 Downloads (Pure) -
Regional nowcasting: an illustration using the Scottish economy
Koop, G., McIntyre, S., Allan, G. & Smith, P., 14 Oct 2018, (Accepted/In press) In: Sankhya B. p. 1-25 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile38 Downloads (Pure) -
A new model of inflation, trend inflation, and long-run inflation expectations
Chan, J., Clark, T. & Koop, G., 28 Feb 2018, In: Journal of Money, Credit and Banking. 41 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile56 Citations (Scopus)22 Downloads (Pure) -
2017
Bayesian methods for empirical macroeconomics with big data
Koop, G., 9 Apr 2017, In: Review of Economic Analysis. 9, p. 33-56 24 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile395 Downloads (Pure) -
2016
Large Bayesian VARMAs
Chan, J. C. C., Eisenstat, E. & Koop, G., 30 Jun 2016, In: Journal of Econometrics. 192, 2, p. 374-390 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile18 Citations (Scopus)29 Downloads (Pure) -
A bounded model of time variation in trend inflation, NAIRU and the Phillips curve
Chan, J. C. C., Koop, G. & Potter, S. M., 1 Apr 2016, In: Journal of Applied Econometrics. 31, 3, p. 551-565 5 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile30 Citations (Scopus)42 Downloads (Pure) -
Domestic violence and football in Glasgow: are reference points relevant?
Dickson, A., Jennings, C. & Koop, G., 1 Feb 2016, In: Oxford Bulletin of Economics and Statistics. 78, 1, p. 1-21 21 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile7 Citations (Scopus)586 Downloads (Pure) -
Model uncertainty in panel vector autoregressive models
Koop, G. & Korobilis, D., 1 Jan 2016, In: European Economic Review. 81, p. 115-131 17 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile57 Citations (Scopus)101 Downloads (Pure) -
2015
Should we care about the uncertainty around measures of political-economic development?
Desbordes, R. & Koop, G., 29 Aug 2015, (E-pub ahead of print) In: Journal of Comparative Economics.Research output: Contribution to journal › Article › peer-review
Open AccessFile9 Citations (Scopus)51 Downloads (Pure) -
2014
Nowcasting the Scottish economy
Allan, G., Koop, G., McIntyre, S., Smith, P. & Kane, K. (Editor), 12 Nov 2014, In: Fraser of Allander Economic Commentary. 38, 2, p. 93-96 3 p.Research output: Contribution to journal › Article
Open AccessFile95 Downloads (Pure) -
A new index of financial conditions
Koop, G. & Korobilis, D., 1 Oct 2014, In: European Economic Review. 71, p. 101-116 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile372 Citations (Scopus)227 Downloads (Pure) -
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables
Chan, J. C. C. & Koop, G., 1 Aug 2014, In: Computational Statistics and Data Analysis. 76, p. 186-193 8 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile6 Citations (Scopus)25 Downloads (Pure) -
A new look at variation in employment growth in Canada: the role of industry, provincial, national and external factors
Campolieti, M., Gefang, D. & Koop, G., Apr 2014, In: Journal of Economic Dynamics and Control. 41, p. 257–275 19 p.Research output: Contribution to journal › Article › peer-review
3 Citations (Scopus) -
Forecasting with dimension switching VARs
Koop, G., Apr 2014, In: International Journal of Forecasting. 30, 2, p. 280-290 11 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile10 Citations (Scopus)40 Downloads (Pure) -
Time variation in the dynamics of worker flows: evidence from North America and Europe
Campolieti, M., Gefang, D. & Koop, G., 31 Mar 2014, In: Journal of Applied Econometrics. 29, 2, p. 265–290 6 p.Research output: Contribution to journal › Article › peer-review
8 Citations (Scopus) -
The contribution of structural break models to forecasting of macroeconomic series
Bauwens, L., Koop, G., Korobilis, D. & Rombouts, J., 12 Mar 2014, (E-pub ahead of print) In: Journal of Applied Econometrics. 25 p.Research output: Contribution to journal › Article › peer-review
41 Citations (Scopus)