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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics. (2009). Koop, Gary ; Korobilis, Dimitris.
In: MPRA Paper.
RePEc:pra:mprapa:20125.

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  19. Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey.
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  22. Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance. (2019). van Dijk, Herman ; Ravazzollo, Francesco ; Grassi, Stefano ; Casarin, Roberto.
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  24. Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P.
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  25. Stock returns and real growth: A Bayesian nonparametric approach. (2019). Yang, Qiao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:53:y:2019:i:c:p:53-69.

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  26. Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary.
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    RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

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    RePEc:bno:worpap:2019_20.

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  32. Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey.
    In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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    In: CQE Working Papers.
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    In: 2018 Annual Meeting, August 5-7, Washington, D.C..
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  36. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
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    In: Bank of Lithuania Working Paper Series.
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  40. The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha.
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  45. Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris.
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  46. Identifying Demand Effects in a Large Network of Product Categories. (2016). Gelper, Sarah ; Croux, Christophe ; Wilms, Ines.
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  47. The impact of brand familiarity on online and offline media synergy. (2016). Pauwels, Koen ; Srinivasan, Shuba ; Yildirim, Gokhan ; Demirci, Ceren.
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  50. Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris.
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  55. Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald.
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  58. What drives the global interest rate. (2015). Vespignani, Joaquin ; Ratti, Ronald.
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  59. Commodity prices and BRIC and G3 liquidity: A SFAVEC approach. (2015). Vespignani, Joaquin ; Ratti, Ronald.
    In: Journal of Banking & Finance.
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  60. The transmission of foreign shocks to South Eastern European economies: A Bayesian VAR approach. (2015). Tevdovski, Dragan ; Petrevski, Goran ; Exterkate, Peter ; Bogoev, Jane.
    In: Economic Systems.
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  61. Liquidity, Government Bonds and Sovereign Debt Crises. (2015). Molteni, Francesco.
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  62. Does trend inflation make a difference?. (2015). Perricone, Chiara ; Loberto, Michele.
    In: Temi di discussione (Economic working papers).
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  63. DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS. (2014). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut.
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  64. Monetary transmission mechanism and time variation in the Euro area. (2014). Bagzibagli, Kemal.
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  65. Deviance Information Criterion for Comparing VAR Models. (2014). Yu, Jun ; Li, Yong ; Zeng, Tao.
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  66. Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide.
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    RePEc:qmw:qmwecw:wp720.

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  67. Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide.
    In: Working Papers.
    RePEc:qmw:qmwecw:720.

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    In: Working Papers.
    RePEc:qed:wpaper:1333.

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  69. Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald.
    In: MPRA Paper.
    RePEc:pra:mprapa:59407.

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  73. A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors. (2014). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
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    In: Birkbeck Working Papers in Economics and Finance.
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  77. Monetary Policy Transmission Mechanism in Romania Over the Period 2001 to 2012: A Bvar Analysis. (2013). Spulbar, Cristi ; Niţoi, Mihai ; Mihai, Nioi ; Cristi, Spulbr .
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  79. Stock returns and inflation risk: economic versus statistical evidence. (2013). Spierdijk, Laura ; Katzur, Tomek .
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  83. A new look at variation in employment growth in Canada. (2013). Koop, Gary ; Gefang, Deborah ; Campolieti, Michele.
    In: Working Papers.
    RePEc:lan:wpaper:26145565.

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  84. DSGE models in the frequency domain. (2013). Sala, Luca.
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  85. Explaining the Strength and the Efficiency of Monetary Policy Transmission: A Panel of Impulse Responses from a Time-Varying Parameter Model. (2013). Matějů, Jakub ; Mateju, Jakub .
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  86. Modeling the relationship between European carbon permits and certified emission reductions. (2013). Koop, Gary.
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  87. Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris.
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  88. Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune .
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  90. MONETARY POLICY TRANSMISSION MECHANISM AND TVP-VAR MODEL. (2013). ROSOIU, Andreea A..
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  93. Forecasting the European carbon market. (2013). Koop, Gary.
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  95. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
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  96. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2012). Koop, Gary.
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  31. Inflation-Gap Persistence in the U.S.. (2008). Sargent, Thomas ; Primiceri, Giorgio ; Cogley, Timothy.
    In: NBER Working Papers.
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  32. Forming Priors for DSGE Models (and How it Affects the Assessment of Nominal Rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: NBER Working Papers.
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  33. Structural heterogeneity or asymmetric shocks? Poland and the euro area through the lens of a two-country DSGE model. (2008). Kolasa, Marcin.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:49.

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  34. Learning about the Interdependence between the Macroeconomy and the Stock Market. (2008). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:070819.

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  35. DSGE model-based estimation of the New Keynesian Phillips curve. (2008). Schorfheide, Frank.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2008:i:fall:p:397-433:n:v.94no.4.

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  36. DSGE model-based forecasting of non-modelled variables. (2008). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
    In: Working Papers.
    RePEc:fip:fedpwp:08-17.

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  37. Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile. (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:329.

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  38. Investment shocks and business cycles. (2008). Tambalotti, Andrea ; Primiceri, Giorgio ; Justiniano, Alejandro.
    In: Staff Reports.
    RePEc:fip:fednsr:322.

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  39. Monetary policy analysis with potentially misspecified models. (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:321.

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  40. Forming priors for DSGE models (and how it affects the assessment of nominal rigidities). (2008). Schorfheide, Frank ; Del Negro, Marco.
    In: Staff Reports.
    RePEc:fip:fednsr:320.

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  41. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:948.

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  42. Exchange rates and fundamentals: a generalization. (2008). Rogers, John ; Nason, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2008-16.

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  43. Monetary Policy Under Uncertainty in an Estimated Model with Labour Market Frictions. (2008). Trigari, Antonella ; Söderström, Ulf ; Sala, Luca ; Soderstrom, Ulf .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6826.

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  44. How much structure in empirical models?. (2008). Canova, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6791.

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  45. DSGE models and central banks. (2008). Tovar, Camilo.
    In: BIS Working Papers.
    RePEc:bis:biswps:258.

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  46. Classical and Bayesian Methods for the VAR Analysis: International Comparisons. (2007). Keller, Elisa.
    In: Rivista di Politica Economica.
    RePEc:rpo:ripoec:v:97:y:2007:i:6:p:149-202.

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  47. Monetary Policy Analysis with Potentially Misspecified Models. (2007). Schorfheide, Frank ; Del Negro, Marco.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13099.

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  48. Political Business Cycles in the New Keynesian Model. (2007). Milani, Fabio.
    In: Working Papers.
    RePEc:irv:wpaper:070805.

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  49. Monetary and Fiscal Policies in a Sudden Stop: Is Tighter Brighter?. (2007). Sturzenegger, Federico ; Ottonello, Pablo ; Ortiz, Alberto ; Pablo, Ottonello ; Talvi, Ernesto .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp07-057.

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  50. Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model. (2007). Tristani, Oreste ; amisano, gianni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6373.

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