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‘Optimal’ probabilistic and directional predictions of financial returns
Jochmann, Markus; Koop, Gary; Potter, Simon M. - In: Journal of empirical finance 17 (2010) 1, pp. 102-120
Persistent link: https://www.econbiz.de/10008349676
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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; … - In: Journal of applied econometrics 28 (2013) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10010067989
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Forecasting macroeconomic time series with locally adaptive signal extraction
Jochmann, Markus; Koop, Gary; Strachan, Rodney W. - In: International journal of forecasting 26 (2010) 2, pp. 312-326
Persistent link: https://www.econbiz.de/10008391793
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Bayes factors and nonlinearity: Evidence from economic time series 9
Koop, Gary; Potter, Simon M. - In: Journal of econometrics 88 (1999) 2, pp. 251-282
Persistent link: https://www.econbiz.de/10006786619
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Impulse response analysis in nonlinear multivariate models
Koop, Gary; Pesaran, M.Hashem; Potter, Simon M. - In: Journal of econometrics 74 (1996) 1, pp. 119-148
Persistent link: https://www.econbiz.de/10006796321
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Understanding liquidity and credit risks in the financial crisis
Gefang, Deborah; Koop, Gary; Potter, Simon M. - In: Journal of empirical finance 18 (2011) 5, pp. 903-915
Persistent link: https://www.econbiz.de/10009801738
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Bayesian Analysis of Endogenous Delay Threshold Models
Koop, Gary; Potter, Simon M. - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 93-103
Persistent link: https://www.econbiz.de/10008215779
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Dynamic Asymmetries in US Unemployment
Koop, Gary; Potter, Simon M. - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 298-312
Persistent link: https://www.econbiz.de/10008218327
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10007486735
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A New Model of Trend Inflation
Chan, Joshua C. C.; Koop, Gary; Potter, Simon M. - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 94-106
Persistent link: https://www.econbiz.de/10010070373