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Items where Author is "Koop, G"

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Number of items: 11.

Article

Koop, G and Korobilis, D and Pettenuzzo, D (2019) 'Bayesian Compressed Vector Autoregressions.' Journal of Econometrics, 210 (1). pp. 135-154. ISSN 0304-4076

Koop, G and Korobilis, D (2016) 'Model uncertainty in panel vector autoregressive models.' European Economic Review, 81. pp. 115-131. ISSN 0014-2921

Bauwens, L and Koop, G and Korobilis, D and Rombouts, JVK (2015) 'The contribution of structural break models to forecasting macroeconomic series.' Journal of Applied Econometrics, 30 (4). pp. 596-620. ISSN 0883-7252

Koop, G and Korobilis, D (2014) 'A new index of financial conditions.' European Economic Review, 71. pp. 101-116. ISSN 0014-2921

Belmonte, MAG and Koop, G and Korobilis, D (2014) 'Hierarchical shrinkage in time-varying parameter models.' Journal of Forecasting, 33 (1). pp. 80-94. ISSN 0277-6693

Koop, G and Korobilis, D (2013) 'Large Time-Varying Parameter VARs.' Journal of Econometrics, 177 (2). pp. 185-198. ISSN 0304-4076

Koop, G and Korobilis, D (2012) 'Forecasting inflation using dynamic model averaging.' International Economic Review, 53 (3). pp. 867-886. ISSN 0020-6598

Koop, G and Korobilis, D (2011) 'UK macroeconomic forecasting with many predictors: which models forecast best and when do they do so?' Economic Modelling, 28 (5). pp. 2307-2318. ISSN 0264-9993

Koop, G and Korobilis, D (2010) 'Bayesian multivariate time series methods for empirical macroeconomics.' Foundations and Trends in Econometrics, 3 (4). pp. 267-358. ISSN 1551-3076

Monograph

Koop, G and Korobilis, D (2018) Forecasting with High-Dimensional Panel VARs. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Beckmann, J and Koop, G and Korobilis, D and Schüssler, R (2017) Exchange rate predictability and dynamic Bayesian learning. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

This list was generated on Tue Aug 9 01:47:54 2022 BST.