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Forecasting with Medium and Large Bayesian VARS

Journal of applied econometrics (Chichester, England), 2013-03, Vol.28 (2), p.177-203

Koop, Gary M.

2013

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FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

International economic review (Philadelphia), 2012-08, Vol.53 (3), p.867-886

2012

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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

Foundations and trends in econometrics, 2009, Vol.3 (4), p.267-358

Koop, Gary

2009

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A new index of financial conditions

European economic review, 2014-10, Vol.71, p.101-116

2014

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Large time-varying parameter VARs

Journal of econometrics, 2013-12, Vol.177 (2), p.185-198

2013

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A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations

Journal of money, credit and banking, 2018-02, Vol.50 (1), p.5-54

2018

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On the evolution of the monetary policy transmission mechanism

Journal of economic dynamics & control, 2009-04, Vol.33 (4), p.997-1017

2009

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Bayesian inference in a time varying cointegration model

Journal of econometrics, 2011-12, Vol.165 (2), p.210-220

2011

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Model uncertainty in Panel Vector Autoregressive models

European economic review, 2016-01, Vol.81, p.115-131

2016

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Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks

Journal of applied econometrics (Chichester, England), 2024-08

2024

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BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS

International economic review (Philadelphia), 2023-08, Vol.64 (3), p.1047-1074

2023

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Subspace shrinkage in conjugate Bayesian vector autoregressions

Journal of applied econometrics (Chichester, England), 2023-06, Vol.38 (4), p.556-576

2023

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Estimating the ordering of variables in a VAR using a Plackett–Luce prior

Economics letters, 2023-09, Vol.230, p.111247, Article 111247

2023

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Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

Journal of business & economic statistics, 2021-07, Vol.39 (3), p.669-683

2021

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Bayesian compressed vector autoregressions

Journal of econometrics, 2019-05, Vol.210 (1), p.135-154

2019

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Forecasting with High‐Dimensional Panel VARs

Oxford bulletin of economics and statistics, 2019-10, Vol.81 (5), p.937-959

2019

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Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage

International journal of forecasting, 2023-01, Vol.39 (1), p.346-363

2023

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Forecasting the European carbon market

Journal of the Royal Statistical Society. Series A, Statistics in society, 2013-06, Vol.176 (3), p.723-741

2013

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Bayesian Methods for Empirical Macroeconomics with Big Data

Review of economic analysis, 2017-01, Vol.9 (1), p.33-56

Koop, Gary

2017

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Nowcasting in a pandemic using non-parametric mixed frequency VARs

Journal of econometrics, 2023-01, Vol.232 (1), p.52-69

2023

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PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS

International economic review (Philadelphia), 2009-08, Vol.50 (3), p.751-772

2009

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Forecasting with dimension switching VARs

International journal of forecasting, 2014-04, Vol.30 (2), p.280-290

Koop, Gary

2014

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Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve

Journal of business & economic statistics, 2010-07, Vol.28 (3), p.370-379

2010

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Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970

Journal of applied econometrics (Chichester, England), 2020-03, Vol.35 (2), p.176-197

2020

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Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks

International journal of forecasting, 2010-04, Vol.26 (2), p.326-347

2010

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Forecasting with Medium and Large Bayesian VARS

FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

A new index of financial conditions

Large time-varying parameter VARs

A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations

On the evolution of the monetary policy transmission mechanism

Bayesian inference in a time varying cointegration model

Model uncertainty in Panel Vector Autoregressive models

Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks

BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS

Subspace shrinkage in conjugate Bayesian vector autoregressions

Estimating the ordering of variables in a VAR using a Plackett–Luce prior

Inducing Sparsity and Shrinkage in Time-Varying Parameter Models

Bayesian compressed vector autoregressions

Forecasting with High‐Dimensional Panel VARs

Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage

Forecasting the European carbon market

Bayesian Methods for Empirical Macroeconomics with Big Data

Nowcasting in a pandemic using non-parametric mixed frequency VARs

PRIOR ELICITATION IN MULTIPLE CHANGE-POINT MODELS

Forecasting with dimension switching VARs

Dynamic Probabilities of Restrictions in State Space Models: An Application to the Phillips Curve

Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970

Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks

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