Professor Gary Koop

Professor of Economics at the University of Leicester

Working Papers

Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty with Simon M. Potter and Rodney W. Strachan (NEW)

Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points with Simon M. Potter

Bayesian Approaches to Cointegration with Rodney Strachan, Herman van Dijk and Mattias Villani

Prior Elicitation in Multiple Change-point Models with Simon M. Potter

"An Investigation of Thresholds in Air Pollution-Mortality Effects" with Lise Tole

“The Vector Floor and Ceiling Model” with Simon Potter.

“Parametric and Nonparametric Inference in Equilibrium Job Search Models”

Published Papers

Published papers are protected by copyright and they should be accessed through the journals where they are published (see my CV for a complete list of my publications, www.econometriclinks.com provides a complete list of relevant journals including their web addresses). However, I attach here working papers of a few of my recent publications which are sufficiently different from the published version.

“Semiparametric Bayesian inference in smooth coefficient models” with Justin Tobias, forthcoming in Journal of Econometrics, working paper version.

“Bayesian Semiparametric Inference in Multiple Equation Models” with Dale Poirier and Justin Tobias, forthcoming in Journal of Applied Econometrics, working paper version.

“Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging” with Simon Potter, forthcoming in the Econometrics Journal, working paper version.

“Alternative Efficiency Measures for Multiple Output Production” with Carmen Fernandez and Mark Steel, forthcoming in Journal of Econometrics, working paper version

“Bayesian Analysis of Endogenous Delay Threshold Models,” Journal of Business and Economic Statistics, 2003. (Simon Potter, coauthor), working paper version

“Multiple Output Production with Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture,” Journal of the American Statistical Association, 2002,. (Carmen Fernandez and Mark Steel, coauthors), working paper version

“Comparing the Performance of Baseball Players: A Multiple Output Approach,” Journal of the American Statistical Association, 2002, working paper version

“Bayesian Variants of Some Classical Semiparametric Regression Techniques,” Journal of Econometrics, 2003. (Dale Poirier, coauthor), working paper version

“Learning About Heterogeneity in Returns to Schooling,” Journal of Applied Econometrics, 2003. (Justin Tobias, coauthor), working paper version

“Measuring the Health Effects of Air Pollution: To What Extent Can We Really Say that People are Dying from Bad Air?” Journal of Environmental Economics and Management, 2003 (Lise Tole, coauthor), working paper version

"Modelling the Evolution of Distributions: An Application to Major League Baseball," Journal of the Royal Statistical Society (Series A), forthcoming, working paper version

Last updated: 17 June 2005
Gary Koop
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