Items where Author is "Koop, G"
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Koop, G and Korobilis, D and Pettenuzzo, D (2019) Bayesian Compressed Vector Autoregressions. Journal of Econometrics, 210 (1). pp. 135-154. DOI https://doi.org/10.1016/j.jeconom.2018.11.009
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 (Unpublished)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 (Unpublished)
Koop, G and Korobilis, D (2016) Model uncertainty in panel vector autoregressive models. European Economic Review, 81. pp. 115-131. DOI https://doi.org/10.1016/j.euroecorev.2015.09.006
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. DOI https://doi.org/10.1002/jae.2387
Koop, G and Korobilis, D (2014) A new index of financial conditions. European Economic Review, 71. pp. 101-116. DOI https://doi.org/10.1016/j.euroecorev.2014.07.002
Belmonte, MAG and Koop, G and Korobilis, D (2014) Hierarchical shrinkage in time-varying parameter models. Journal of Forecasting, 33 (1). pp. 80-94. DOI https://doi.org/10.1002/for.2276
Koop, G and Korobilis, D (2013) Large Time-Varying Parameter VARs. Journal of Econometrics, 177 (2). pp. 185-198. DOI https://doi.org/10.1016/j.jeconom.2013.04.007
Koop, G and Korobilis, D (2012) Forecasting inflation using dynamic model averaging. International Economic Review, 53 (3). pp. 867-886. DOI https://doi.org/10.1111/j.1468-2354.2012.00704.x
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. DOI https://doi.org/10.1016/j.econmod.2011.04.008
Koop, G and Korobilis, D (2010) Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3 (4). pp. 267-358. DOI https://doi.org/10.1561/0800000013