Koop, Gary

1. Large Order-Invariant Bayesian VARs with Stochastic Volatility
   2021/11/14 by Chan, Joshua C. C., Koop, Gary, Yu, Xuewen · 5 citations
   #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
2. Forecasting US Inflation Using Bayesian Nonparametric Models
   2022/02/28 by Clark, Todd E., Huber, Florian, Koop, Gary +1 · 3 citations
   #Econometrics (econ.EM) #FOS: Economics and business
3. Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
   2019/05/26 by Florian Huber, Huber, Florian, Gary Koop +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
4. Bayesian Forecasting in Economics and Finance: A Modern Review
   2022/12/07 by Gael M. Martin, David T. Frazier, Martin, Gael M. +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)
5. Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs
   2020/08/28 by Huber, Florian, Koop, Gary, Onorante, Luca +2 · 2 citations
   #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML)
6. Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods
   2020/05/08 by Hauzenberger, Niko, Huber, Florian, Koop, Gary · 1 citation
   #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME)
7. Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model
   2021/10/07 by Clark, Todd E., Huber, Florian, Koop, Gary +2 · 1 citation
   #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business