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1Bayesian econometric methods“..."The past two decades have seen econometrics grow into a vast discipline. Many different branches of the subject now happily coexist with one another. These...”
Second Edition
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2by Koop, Gary“...Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended...”
23.11.2007
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3by Koop, Gary“...Analysis of Financial Data teaches the basic methods and techniques of data analysis to finance students, by showing them how to apply such techniques in the...”
2006
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5
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8“...Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work...”
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9by Gary Koop Dimitris Korobilis Published in International economic review (Philadelphia) (01.08.2012)“...We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods that incorporate dynamic model averaging. These methods...”
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10“...In this paper, we develop methods for estimation and forecasting in large time-varying parameter vector autoregressive models (TVP-VARs). To overcome...”
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11by Koop, Gary Published in International journal of forecasting (01.04.2014)“...This paper develops methods for VAR forecasting when the researcher is uncertain about which variables enter the VAR, and the dimension of the VAR may be...”
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12“...We use factor augmented vector autoregressive models with time-varying coefficients and stochastic volatility to construct a financial conditions index that...”
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13by Koop, Gary Korobilis, Dimitris Pettenuzzo, Davide Published in Journal of econometrics (01.05.2019)“...Macroeconomists are increasingly working with large Vector Autoregressions (VARs) where the number of parameters vastly exceeds the number of observations...”
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14by GARY M. KOOP Published in Journal of applied econometrics (Chichester, England) (01.03.2013)“...This paper is motivated by the recent interest in the use of Bayesian VARs for forecasting, even in cases where the number of dependent variables is large. In...”
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15“...We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or...”
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17by Koop, Gary Korobilis, Dimitris Published in Oxford bulletin of economics and statistics (01.10.2019)“...This paper develops methods for estimating and forecasting in Bayesian panel vector autoregressions of large dimensions with time‐varying parameters and...”
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18by Koop, Gary McIntyre, Stuart Mitchell, James Poon, Aubrey Published in Journal of applied econometrics (Chichester, England) (01.03.2020)“...Summary Output growth estimates for regions of the UK are currently published at an annual frequency only, released with a long delay, and offer limited...”
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19“...Mixed frequency Vector Autoregressions (MF-VARs) can be used to provide timely and high frequency estimates or nowcasts of variables for which data is...”