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~person:"Koop, Gary"
~subject:"Schätztheorie"
~subject:"Shock"
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Search: subject_exact:"Vector autoregressive process"
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80
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80
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52
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47
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Koop, Gary
Lütkepohl, Helmut
84
Mumtaz, Haroon
60
Castelnuovo, Efrem
49
Fève, Patrick
42
Kilian, Lutz
42
Theodoridis, Konstantinos
42
Gambetti, Luca
41
Gupta, Rangan
40
Caggiano, Giovanni
38
Huber, Florian
33
Forni, Mario
30
Chudik, Alexander
27
Mohaddes, Kamiar
26
Kim, So-yŏng
25
Feldkircher, Martin
24
Inoue, Atsushi
24
Rubio-Ramírez, Juan Francisco
24
Sala, Luca
24
Peersman, Gert
23
Pesaran, M. Hashem
23
Staszewska-Bystrova, Anna
23
Winker, Peter
23
Herwartz, Helmut
22
Pellegrino, Giovanni
22
Marcellino, Massimiliano
21
Guay, Alain
20
Matheron, Julien
20
Beaudry, Paul
19
Kang, Wensheng
19
Ricco, Giovanni
19
Görtz, Christoph
18
Lanne, Markku
18
Zanetti, Francesco
18
Benati, Luca
17
Furlanetto, Francesco
17
Ratti, Ronald A.
17
Ravazzolo, Francesco
17
Rieth, Malte
17
Scharler, Johann
17
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1
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1
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ECONIS (ZBW)
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1
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
2
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
3
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
Wu, Ping
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316242
Saved in:
4
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
5
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
6
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:
7
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:
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
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
10
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
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