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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

Real-time prediction with UK monetary aggregates in the presence of model uncertainty

Garratt, Anthony; Koop, Gary; Vahey, Shaun P.; Mise, Emi - 2008

Persistent link: https://www.econbiz.de/10003786815

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

Real-time prediction with UK monetary aggregates in the presence of model uncertainty

Garratt, Anthony; Koop, Gary; Mise, Emi; Vahey, Shaun P. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 480-491

Persistent link: https://www.econbiz.de/10003913414

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

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

Real-time prediction with UK monetary aggregates in the presence of model uncertainty

Garratt, Anthony; Koop, Gary; Mise, Emi; Vahey, Shaun P. - 2007

Persistent link: https://www.econbiz.de/10003519882

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

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

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