Narrow search
Showing 521 - 530 of 2,097
Cover Image
Estimating the ordering of variables in a VAR using a Plackett-Luce prior
Wu, Ping; Koop, Gary - In: Economics letters 230 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014460378
Cover Image
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
Cover Image
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
Cover Image
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/10014295389
Cover Image
Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
Davidson, Sharada Nia; Hou, Chenghan; Koop, Gary - 2023
Persistent link: https://www.econbiz.de/10014316038
Cover Image
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
Cover Image
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
Cover Image
Bayesian dynamic variable selection in high dimensions
Koop, Gary; Korobilis, Dimitris - In: International economic review 64 (2023) 3, pp. 1047-1074
Persistent link: https://www.econbiz.de/10014330280
Cover Image
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
Cover Image
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua; Koop, Gary; Yu, Xuewen - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 825-837
Persistent link: https://www.econbiz.de/10015053470