Gary Koop
- Impulse response analysis in nonlinear multivariate models
1996/09/01 by Gary Koop, M. Hashem Pesaran, M.Hashem Pesaran +2 · 23 citations
Mathematics · Chemistry · Economics, Econometrics and Finance · #Advanced Statistical Methods and Models #Spectroscopy and Chemometric Analyses #Monetary Policy and Economic Impact
- FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
2012/07/25 by Gary Koop, Dimitris Korobilis · 8 citations
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Market Dynamics and Volatility #Financial Risk and Volatility Modeling
- Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
2019/05/26 by Florian Huber, Gary Koop, Huber, Florian +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Economics and business #Forecasting Techniques and Applications #Monetary Policy and Economic Impact #Statistical Methods and Inference
- Bayesian Forecasting in Economics and Finance: A Modern Review
2022/12/07 by Gael M. Martin, Martin, Gael M., David T. Frazier +15 · 3 citations
Decision Sciences · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Methodology (stat.ME)