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Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
Jochmann, Markus; Koop, Gary; Strachan, Rodney W. - In: International journal of forecasting 26 (2010) 2, pp. 326-347
Persistent link: https://www.econbiz.de/10003980380
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Forecasting with dimension switching VARs
Koop, Gary - In: International journal of forecasting 30 (2014) 2, pp. 280-290
Persistent link: https://www.econbiz.de/10010510910
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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
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Bayesian forecasting in economics and finance : a modern review
Martin, Gael M.; Frazier, David T.; Maneesoonthorn, Worapree - In: International journal of forecasting 40 (2024) 2, pp. 811-839
Persistent link: https://www.econbiz.de/10014547209
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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - In: International journal of forecasting 39 (2023) 1, pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
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Forecasting macroeconomic time series with locally adaptive signal extraction
Jochmann, Markus; Koop, Gary; Strachan, Rodney W. - In: International journal of forecasting 26 (2010) 2, pp. 312-326
Persistent link: https://www.econbiz.de/10008391793