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Re-examining the consumption-wealth relationship : the role of model uncertainty

Koop, Gary (contributor); Potter, Simon M. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002623569

Reexamining the consumption-wealth relationship : the role of model uncertainty

Koop, Gary - 2005

Persistent link: https://www.econbiz.de/10002623580

Efficient posterior simulation for cointegrated models with priors on the cointegration space

Koop, Gary (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003054164

Real-time prediction with UK monetary aggregates in the presence of model uncertainty

Garratt, Anthony; Koop, Gary; Mise, Emi; Vahey, Shaun P. - 2007

Persistent link: https://www.econbiz.de/10003519882

Bayesian inference in a cointegrating panel data model

Koop, Gary (contributor); Leon-Gonzales, Roberto (contributor) - 2006

Persistent link: https://www.econbiz.de/10003264579

Re-examining the consumption-wealth relationship : the role of model uncertainty

Koop, Gary; Potter, Simon M.; Strachan, Rodney W. - In: Journal of money, credit and banking : JMCB 40 (2008) 2/3, pp. 341-367

Persistent link: https://www.econbiz.de/10003678895

Bayesian approaches to cointegration

Koop, Gary; Strachan, Rodney W.; Dijk, Herman K. van; … - 2005

Persistent link: https://www.econbiz.de/10002673556

Bayesian approaches to cointegration

Koop, Gary (contributor); Strachan, Rodney W. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002229038

Bayesian inference in a cointegrating panel data model

Koop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W. - In: Bayesian econometrics, (pp. 433-469). 2008

This paper develops methods of Bayesian inference in a cointegrating panel data model. This model involves each cross-sectional unit having a vector error correction representation. It is flexible in the sense that different cross-sectional units can have different cointegration ranks and...

Persistent link: https://www.econbiz.de/10015383633

Real-time prediction with UK monetary aggregates in the presence of model uncertainty

Garratt, Anthony; Koop, Gary; Vahey, Shaun P.; Mise, Emi - 2008

Persistent link: https://www.econbiz.de/10003786815