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Aggregate shocks and macroeconomic fluctuations : a Bayesian approach
Koop, Gary - In: Journal of applied econometrics 7 (1992) 4, pp. 395-411
Persistent link: https://www.econbiz.de/10001131893
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Prior elicitation in multiple change-point models
Koop, Gary (contributor); Potter, Simon M. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002228601
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Bayesian semi-nonparametric arch models
Koop, Gary - In: The review of economics and statistics 76 (1994) 1, pp. 176-181
Persistent link: https://www.econbiz.de/10001167709
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Estimation and forecasting in models with multiple breaks
Koop, Gary; Potter, Simon M. - In: The review of economic studies 74 (2007) 3, pp. 763-789
Persistent link: https://www.econbiz.de/10003481351
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Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto; … - 2009
Persistent link: https://www.econbiz.de/10008696134
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Dynamic probabilities of restricitons in state space models : an application to the Phillips curve
Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 370-379
Persistent link: https://www.econbiz.de/10008736206
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A flexible approach to parametric inference in nonlinear and time varying time series models
Koop, Gary; Potter, Simon M. - In: Journal of econometrics 159 (2010) 1, pp. 134-150
Persistent link: https://www.econbiz.de/10008839935
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A flexible approach to parametric inference in nonlinear time series models
Koop, Gary (contributor); Potter, Simon M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003519806
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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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Prior elicitation in multiple change-point models
Koop, Gary; Potter, Simon M. - In: International economic review 50 (2009) 3, pp. 751-772
Persistent link: https://www.econbiz.de/10003876303