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~accessRights:"restricted"
~language:"eng"
~person:"Koop, Gary"
~person:"Villani, Mattias"
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Search: subject_exact:"Markov Chain Monte Carlo approach"
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Koop, Gary
Villani, Mattias
Tsionas, Efthymios G.
55
Marcellino, Massimiliano
26
Carriero, Andrea
22
Chan, Joshua
21
Gupta, Rangan
21
Schorfheide, Frank
21
Clark, Todd E.
16
Huber, Florian
16
Assaf, A. Georges
15
Ravazzolo, Francesco
14
Gallant, A. Ronald
13
Havránek, Tomáš
13
Poon, Aubrey
12
Canova, Fabio
11
Hamilton, James D.
10
Lesage, James P.
10
Zhang, Xinyu
10
Baumeister, Christiane
9
Casarin, Roberto
9
Korobilis, Dimitris
9
Matthes, Christian
9
Piribauer, Philipp
9
Rodriguez, Gabriel
9
Geweke, John
8
Kang, Kyu Ho
8
Kapetanios, George
8
Koopman, Siem Jan
8
Smith, Simon C.
8
Timmermann, Allan
8
Tu, Yiliu
8
Allenby, Greg M.
7
Han, Xiaoyi
7
Havránková, Zuzana
7
Li, Yong
7
Pettenuzzo, Davide
7
Ratto, Marco
7
Wang, Jianjun
7
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7
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4
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
National Institute economic review : journal of the National Institute of Economic and Social Research
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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ECONIS (ZBW)
19
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1
Forecasting US inflation using bayesian nonparametric models
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014326677
Saved in:
2
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
5
Cross-country uncertainty spillovers : evidence from international survey data
Beckmann, Joscha
;
Davidson, Sharada Nia
;
Koop, Gary
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248782
Saved in:
6
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
7
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2022
Persistent link: https://www.econbiz.de/10013281184
Saved in:
8
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
9
Nowcasting "true" monthly U.S. GDP during the pandemic
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
256
(
2021
),
pp. 44-70
Persistent link: https://www.econbiz.de/10012593671
Saved in:
10
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
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