Narrow search
Showing 1 - 9 of 9
Cover Image
Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - 2014
Persistent link: https://www.econbiz.de/10010431594
Cover Image
Forecasting with medium and large Bayesian VARs
Koop, Gary - 2011
Persistent link: https://www.econbiz.de/10009231257
Cover Image
Time varying dimension models
Chan, Joshua C. C.; Koop, Gary; Leon-Gonzalez, Roberto; … - 2011
Persistent link: https://www.econbiz.de/10009231258
Cover Image
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc; Koop, Gary; Korobilis, Dimitris; … - 2011
Persistent link: https://www.econbiz.de/10009231265
Cover Image
UK regional nowcasting using a mixed frequency Vector Autoregressive model
Koop, Gary; McIntyre, Stuart; Mitchell, James - 2018 - This version: 8 April 2018
Persistent link: https://www.econbiz.de/10011901253
Cover Image
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735892
Cover Image
Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel; Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735895
Cover Image
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
Cover Image
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian; Koop, Gary - 2023
Persistent link: https://www.econbiz.de/10014316241