Koop, Gary and Korobilis, Dimitris (2009): Bayesian Multivariate Time Series Methods for Empirical Macroeconomics.
Chan, Joshua and Koop, Gary and Potter, Simon (2012): A new model of trend inflation.
Koop, Gary and Korobilis, Dimitris (2012): Large time-varying parameter VARs.
Koop, Gary and Korobilis, Dimitris (2013): A New Index of Financial Conditions.
Koop, Gary and Korobilis, Dimitris (2014): Model Uncertainty in Panel Vector Autoregressive Models.
Koop, Gary and Korobilis, Dimitris (2015): Forecasting with High-Dimensional Panel VARs.
Koop, Gary and Korobilis, Dimitris (2018): Variational Bayes inference in high-dimensional time-varying parameter models.
Korobilis, Dimitris and Koop, Gary (2020): Bayesian dynamic variable selection in high dimensions.
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