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~accessRights:"free"
~institution:"University of Strathclyde / Department of Economics"
~language:"eng"
~person:"Koop, Gary"
~subject:"Theorie"
~subject:"Volatilität"
~type:"book"
~type_genre:"Non-commercial literature"
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Koop, Gary
Swales, John Kim
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1
Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel
;
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735895
Saved in:
2
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
Saved in:
3
Bayesian inference in the time varying cointegration model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231249
Saved in:
4
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
5
The dynamics of UK and US inflation expectations
Gefang, Deborah
;
Koop, Gary
;
Potter, Simon M.
-
2011
Persistent link: https://www.econbiz.de/10009231251
Saved in:
6
Forecasting inflation using dynamic model averaging
Koop, Gary
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009231252
Saved in:
7
Forecasting the European carbon market
Koop, Gary
;
Toole, Lise
-
2011
Persistent link: https://www.econbiz.de/10009231276
Saved in:
8
Forecasting with medium and large Bayesian VARs
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231257
Saved in:
9
Instrumental variable regression model
Koop, Gary
;
Leon-Gonzalez, Roberto
;
Strachan, Rodney W.
-
2011
Persistent link: https://www.econbiz.de/10009231272
Saved in:
10
Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231274
Saved in:
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