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Forecasting with high dimensional panel VARs
Koop, Gary; Korobilis, Dimitris - 2015
Persistent link: https://www.econbiz.de/10011413079
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Bayesian compressed vector autoregressions
Pettenuzzo, Davide; Koop, Gary; Korobilis, Dimitris - 2016
Persistent link: https://www.econbiz.de/10011448989
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Bayesian compressed vector autoregressions
Koop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide - 2016
Persistent link: https://www.econbiz.de/10011450083
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A new index of financial conditions
Koop, Gary; Korobilis, Dimitris - In: European economic review : EER 71 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010512275
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Hierarchical shrinkage in time-varying parameter models
Belmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris - In: Journal of forecasting 33 (2014) 1, pp. 80-94
Persistent link: https://www.econbiz.de/10010424876
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012223665
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012115020
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Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735892
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Large time-varying parameter VARs
Koop, Gary; Korobilis, Dimitris - In: Journal of econometrics 177 (2013) 2, pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
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A new index of financial conditions
Koop, Gary; Korobilis, Dimitris - 2013
Persistent link: https://www.econbiz.de/10009722393