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Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014316039
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Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian; Koop, Gary; Pfarrhfer, Michael - 2023
Persistent link: https://www.econbiz.de/10014316036
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Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods
Hauzenberger, Niko; Huber, Florian; Koop, Gary - 2023
Persistent link: https://www.econbiz.de/10014316037
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Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko; Huber, Florian; Koop, Gary; … - 2023
Persistent link: https://www.econbiz.de/10014316040
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Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian; Koop, Gary - 2023
Persistent link: https://www.econbiz.de/10014316241
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Model uncertainty in panel vector autoregressive models
Koop, Gary; Korobilis, Dimitris - 2014
Persistent link: https://www.econbiz.de/10010403255
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The known unknowns of governance
Desbordes, Rodolphe; Koop, Gary - 2014
Persistent link: https://www.econbiz.de/10010403257
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Large Bayesian VARMAs
Chan, Joshua; Eisenstat, Eric; Koop, Gary - 2014
Persistent link: https://www.econbiz.de/10010431594
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Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto; … - 2009
Persistent link: https://www.econbiz.de/10008696134
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A new model of trend inflation
Chan, Joshua C. C.; Koop, Gary; Potter, Simon M. - 2012
Persistent link: https://www.econbiz.de/10009573911