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Search: person:"KOOP, G."
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Bayesian inference
69
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68
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55
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Koop, Gary
107
Huber, Florian
20
Korobilis, Dimitris
16
Potter, Simon M.
13
Strachan, Rodney W.
12
Mitchell, James
11
Poon, Aubrey
10
Chan, Joshua C. C.
9
Koop, G.
9
Gefang, Deborah
8
McIntyre, Stuart
8
Hauzenberger, Niko
7
Leon-Gonzalez, Roberto
7
Onorante, Luca
7
Pfarrhofer, Michael
6
Clark, Todd E.
5
Steel, M.F.J.
5
Chan, Joshua
4
Dijk, Herman K. van
4
Garratt, Anthony
4
Marcellino, Massimiliano
4
Osiewalski, J.
4
Pesaran, M. Hashem
4
Smith, Ron
4
Vahey, Shaun P.
4
Campolieti, Michele
3
Hou, Chenghan
3
Koop, G.M.
3
Wu, Ping
3
Bauwens, Luc
2
Belmonte, Miguel
2
Chernis, Tony
2
Dijk, H.K. van
2
Eisenstat, Eric
2
Jochmann, Markus
2
Koop, Koop, G.
2
Mise, Emi
2
Pettenuzzo, Davide
2
Poirier, D.
2
Rombouts, Jeroen V. K.
2
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24
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5
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2
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2
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1
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1
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37
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11
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8
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8
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5
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5
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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ECONIS (ZBW)
107
RePEc
10
BASE
4
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1
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10
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121
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1
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
2
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
4
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
5
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
6
Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia
;
Hou, Chenghan
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316038
Saved in:
7
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
8
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
9
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
10
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
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