Browsing byAuthorKoop, G
Showing results 1 to 10 of 10
Issue Date | Title | Author(s) |
2020-02-01 | Identifying noise shocks | Benati, L; Chan, J; Eisenstat, E; Koop, G |
2020-01-01 | Composite likelihood methods for large Bayesian VARs with stochastic volatility | Chan, JCC; Eisenstat, E; Hou, C; Koop, G |
2018-02-01 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations | Chan, JCC; Clark, TE; Koop, G |
2016-06-01 | Large Bayesian VARMAs | Chan, JCC; Eisenstat, E; Koop, G |
2016-04-01 | A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve | Chan, JCC; Koop, G; Potter, SM |
2014-01-01 | Modelling breaks and clusters in the steady states of macroeconomic variables | Chan, JCC; Koop, G |
2013-04-18 | A new model of trend inflation | Chan, JCC; Koop, G; Potter, SM |
2012-12-01 | Introduction for the annals issue of the Journal of Econometrics on "Bayesian Models, Methods and Applications" | Geweke, J; Koop, G; Paap, R |
2012-07-30 | Time varying dimension models | Chan, JCC; Koop, G; Leon-Gonzalez, R; Strachan, RW |
2009-01 | Bayesian inference on time-varying proportions | McCausland, WJ; Lgui, B; Chib, S; Griffiths, W; Koop, G; Terrell, D |