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Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel; Koop, Gary - 2013
Persistent link: https://www.econbiz.de/10009735895
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A new model of trend inflation
Chan, Joshua C. C.; Koop, Gary; Potter, Simon M. - 2012
Persistent link: https://www.econbiz.de/10009573911
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A new model of trend inflation
Chan, Joshua C. C.; Koop, Gary; Potter, Simon M. - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 94-106
Persistent link: https://www.econbiz.de/10009715072
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A new model of trend inflation
Chan, Joshua C. C.; Koop, Gary; Potter, Simon M. - 2012
Persistent link: https://www.econbiz.de/10009561204
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A New Model of Trend Inflation
Chan, Joshua C. C. - 2012
This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which … allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation … model also allows for a time varying degree of persistence in the transitory component of inflation. The bounds placed on …
Persistent link: https://www.econbiz.de/10013110252
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398335
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Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?
Koop, Gary; Potter, Simon - 2006
Many modelling issues and policy debates in macroeconomics depend on whether macroeconomic times series are best characterized as linear or nonlinear. If departures from linearity exist, it is important to know whether these are endogenously generated (as in, e.g., a threshold autoregressive...
Persistent link: https://www.econbiz.de/10014193866
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Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?
Koop, Gary; Potter, Simon - 2001
Many modelling issues and policy debates in macroeconomics depend on whether macroeconomic time series are best characterized as linear or nonlinear. If departures from linearity exist, it is important to know whether these are endogenously generated (as in, e.g. a threshold autoregressive...
Persistent link: https://www.econbiz.de/10014125964
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Forecasting US inflation using Bayesian nonparametric models
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2022
Persistent link: https://www.econbiz.de/10013277506