Gary Koop
University of Strathclyde
H-index: 67
Europe-United Kingdom
Top articles of Gary Koop
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Editorial Introduction of the Special Issue of the Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk | Dimitris Korobilis Gary Koop Francesco Ravazzolo | 2024/4/11 | |
Forecasting us inflation using bayesian nonparametric models | Massimiliano Marcellino Todd Clark Florian Huber Gary Koop | 2023/6 | |
Large order-invariant Bayesian VARs with stochastic volatility | Journal of Business & Economic Statistics | Joshua CC Chan Gary Koop Xuewen Yu | 2023/8/24 |
Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting | Journal of the Royal Statistical Society Series A: Statistics in Society | Gary Koop Stuart McIntyre James Mitchell Aubrey Poon Ping Wu | 2024/4 |
Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model | Journal of Business & Economic Statistics | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2024/1/24 |
Nowcasting in a pandemic using non-parametric mixed frequency VARs | Journal of Econometrics | Florian Huber Gary Koop Luca Onorante Michael Pfarrhofer Josef Schreiner | 2023/1 |
Tail forecasting with multivariate Bayesian additive regression trees | International Economic Review | Todd E Clark Florian Huber Gary Koop Massimiliano Marcellino Michael Pfarrhofer | 2023/8 |
BVARs and Stochastic Volatility | Papers, arXiv. org | Joshua CC Chan | 2023 |
Cross-country uncertainty spillovers: Evidence from international survey data | Journal of International Money and Finance | Joscha Beckmann Sharada Nia Davidson Gary Koop Rainer Schüssler | 2023/2/1 |
Bayesian dynamic variable selection in high dimensions | International Economic Review | Gary Koop Dimitris Korobilis | 2023 |
Forecasting inflation using Bayesian nonparametric methods | Annals of Applied Statistics | Todd E Clark Florian Huber Gary Koop Massimilano Marcellino | 2023/10/17 |
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix | Ping Wu Gary Koop | 2023 | |
Bayesian forecasting in economics and finance: a modern review | Gael M Martin David T Frazier Worapree Maneesoonthorn Ruben Loaiza-Maya Florian Huber | 2023/7/18 | |
Large stochastic volatility in mean VARs | Journal of Econometrics | Jamie L Cross Chenghan Hou Gary Koop Aubrey Poon | 2023/9/1 |
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification | Sharada Davidson Chenghan Hou Gary Koop | 2023 | |
Subspace shrinkage in conjugate Bayesian vector autoregressions | Journal of Applied Econometrics | Florian Huber Gary Koop | 2023/6 |
Estimating the ordering of variables in a VAR using a Plackett–Luce prior | Economics Letters | Ping Wu Gary Koop | 2023/9/1 |
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage | International Journal of Forecasting | Deborah Gefang Gary Koop Aubrey Poon | 2023/1/1 |
Bayesian modeling of time-varying parameters using regression trees | Niko Hauzenberger Florian Huber Gary Koop James Mitchell | 2023 | |
Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks | arXiv preprint arXiv:2305.16827 | Florian Huber Gary Koop | 2023/5/26 |
Co-Authors
M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran
University of Southern California
