Gary Koop - Publications, H-index & Citations

Gary Koop

university of strathclyde

58H指数

400论文数

1.8W被引数

收录论文 49

发表时间

Fast, Order-Invariant Bayesian Inference in VARs Using the Eigendecomposition of the Error Covariance Matrix 基于误差协方差矩阵特征分解的快速、与顺序无关的VAR贝叶斯推断

Journal of Business & Economic Statistics

IF2.5

2026-02-23

OAAI

Ping Wu; Gary Koop

Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 利用随机分层聚集约束进行区域经济总量的临近预报

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2024-04-01

OAAI

Koop, Gary; Mcintyre, Stuart; Mitchell, James; Poon, Aubrey

Bayesian forecasting in economics and finance: A modern review

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2024-04-01

OAAI

Martin, Gael M.; Frazier, David T.; Maneesoonthorn, Worapree; Loaiza-Maya, Ruben; Huber, Florian; Koop, Gary; Maheu, John; Nibbering, Didier; Panagiotelis, Anastasios

Large stochastic volatility in mean VARs

JOURNAL OF ECONOMETRICS

IF4

2023-09-01

PREAI

Cross, Jamie L.; Hou, Chenghan; Koop, Gary; Poon, Aubrey

Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2023-01-01

OAAI

Gefang, Deborah; Koop, Gary; Poon, Aubrey

Nowcasting in a pandemic using non-parametric mixed frequency VARs

JOURNAL OF ECONOMETRICS

IF4

2023-01-01

OAAI

Huber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, Michael; Schreiner, Josef

Bayesian compressed vector autoregressions

JOURNAL OF ECONOMETRICS

IF4

2019-05-01

OAAI

Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide

One size does not fit all ... panel data: Bayesian model averaging and data poolability

ECONOMIC MODELLING

IF4.7

2018-11-01

OAAI

Desbordes, Rodolphe; Koop, Gary; Vicard, Vincent

Large Bayesian VARMAs 大型贝叶斯varmaas

JOURNAL OF ECONOMETRICS

IF4

2016-06-01

OAAI

Chan, Joshua C. C.; Eisenstat, Eric; Koop, Gary

Forecasting with dimension switching VARs

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2014-04-01

PREAI

Koop, Gary

Hierarchical Shrinkage in Time-Varying Parameter Models

JOURNAL OF FORECASTING

IF2.7

2013-12-19

OAAI

Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris

Large time-varying parameter VARs

JOURNAL OF ECONOMETRICS

IF4

2013-12-01

248

OAAI

Koop, Gary; Korobilis, Dimitris

Introduction for the annals issue of the Journal of Econometrics on Bayesian Models, Methods and Applications

JOURNAL OF ECONOMETRICS

IF4

2012-12-01

PREAI

Geweke, John; Koop, Gary; Paap, Richard

Bayesian model averaging in the instrumental variable regression model 工具变量回归模型中的贝叶斯模型平均

JOURNAL OF ECONOMETRICS

IF4

2012-12-01

OAAI

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney

Bayesian inference in a time varying cointegration model 时变协整模型中的贝叶斯推断

JOURNAL OF ECONOMETRICS

IF4

2011-12-01

OAAI

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W.

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

ECONOMIC MODELLING

IF4.7

2011-09-01

OAAI

Koop, Gary; Korobilis, Dimitris

A Review of A First Course in Bayesian Statistical Methods

ECONOMETRICS JOURNAL

IF7

2010-11-02

PREAI

Koop, Gary

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

JOURNAL OF ECONOMETRICS

IF4

2010-11-01

OAAI

Koop, Gary; Potter, Simon

Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks 在具有中断的VAR中使用随机搜索变量选择的贝叶斯预测

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2010-04-01

OAAI

Jochmann, Markus; Koop, Gary; Strachan, Rodney W.

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

economic geography

IF2.9

2010-02-02

OAAI

Tole, Lise; Koop, Gary

研究方向