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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

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; … - In: Journal of applied econometrics 28 (2013) 1, pp. 62-81

Persistent link: https://www.econbiz.de/10009733363

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

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

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

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

On identification of Bayesian DSGE models

Koop, Gary; Pesaran, M. Hashem; Smith, Ron - 2011

In recent years there has been increasing concern about the identification of parameters in dynamic stochastic general equilibrium (DSGE) models. Given the structure of DSGE models it may be difficult to determine whether a parameter is identified. For the researcher using Bayesian methods, a...

Persistent link: https://www.econbiz.de/10009238657

Bayesian model averaging in the instrumental variable regression model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Journal of econometrics 171 (2012) 2, pp. 237-250

Persistent link: https://www.econbiz.de/10009691152

Empirical Bayesian inference in a nonparametric regression model

Koop, Gary; Poirier, Dale J. - In: State space and unobserved component models : theory …, (pp. 152-170). 2004

Persistent link: https://www.econbiz.de/10009719926

On identification of Bayesian DSGE models

Koop, Gary; Pesaran, M. Hashem; Smith, Ron - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 300-314

Persistent link: https://www.econbiz.de/10009785992