Gary Koop

University of Leicester - Department of Economics

University Road

Leicester LE1 7RH

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 32,387

in Total Papers Downloads

3,267

TOTAL CITATIONS
Rank 32,316

SSRN RANKINGS

Top 32,316

in Total Papers Citations

58

Scholarly Papers (10)

1.
Downloads 1,164 (38,375)
Citation 8

The Valuation of IPO and SEO Firms

UBC Finance Division, Working Paper No. UBCFIN00-1, Sauder School of Business Working Paper
Number of pages: 37 Posted: 21 Jun 2001
Kai Li and Gary Koop
University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Downloads 1,164 (37,761)
Citation 8

Abstract:

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Misvaluation, Underpricing, Stochastic frontier, Bayesian inference, Gibbs sampling

The Valuation of IPO and SEO Firms

Forthcoming in Journal of Empirical Finance
Posted: 25 Jun 2001
Kai Li and Gary Koop
University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics

Abstract:

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Misvaluation, Underpricing, Stochastic frontier, Bayesian inference, Gibbs sampling

2.

The Valuation of IPO, Seo and Post-Chapter 11 Firms: A Stochastic Frontier Approach

UBCFIN98-9, Sauder School of Business Working Paper
Number of pages: 29 Posted: 25 Aug 1998
Kai Li and Gary Koop
University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Downloads 760 (69,333)
Citation 1

Abstract:

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3.

A Bayesian Analysis of a Variance Decomposition for Stock Returns

Sauder School of Business Working Paper
Number of pages: 26 Posted: 19 Nov 2002
Burton Hollifield, Kai Li and Gary Koop
Carnegie Mellon University - David A. Tepper School of Business, University of British Columbia (UBC) - Sauder School of Business and University of Leicester - Department of Economics
Downloads 333 (187,582)
Citation 2

Abstract:

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vector autoregression, priors, initial conditions, nonlinear functions

4.

Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging

FRB NY Staff Report No. 163
Number of pages: 41 Posted: 27 Mar 2006
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics
Downloads 284 (222,032)
Citation 27

Abstract:

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bayesian, forecasting, panel

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?

FRB of New York Staff Report No. 59
Number of pages: 24 Posted: 21 Jul 1999
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics
Downloads 234 (268,089)
Citation 3

Abstract:

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bayes factor, markov chain monte carlo, threshold autoregressive model, time varying parameter model

Are Apparent Findings of Nonlinearity Due to Structural Instability in Economic Time Series?

Posted: 27 Sep 2001
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics

Abstract:

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Bayes Factor, Markov chain Monte Carlo, Threshold autoregressive model, Time varying parameter model

6.

Forecasting and Estimating Multiple Change-Point Models with an Unknown Number of Change Points

Number of pages: 35 Posted: 10 Dec 2004
Simon Potter and Gary Koop
Peterson Institute for International Economics and University of Leicester - Department of Economics
Downloads 166 (369,787)
Citation 6

Abstract:

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Bayesian, structural breaks, Markov Chain Monte Carlo, hierarchical prior

7.

A Flexible Approach to Parametric Inference in Nonlinear Time Series Models

FRB of New York Staff Report No. 285
Number of pages: 39 Posted: 01 May 2007
Gary Koop and Simon Potter
University of Leicester - Department of Economics and Peterson Institute for International Economics
Downloads 133 (443,418)
Citation 5

Abstract:

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bayesian, structural break, threshold autogression, regime switching, state space model, nonparametric

8.

Reexamining the Consumption-Wealth Relationship: The Role of Model Uncertainty

Number of pages: 28 Posted: 08 Mar 2005
Peterson Institute for International Economics, University of Leicester - Department of Economics and University of Queensland - School of Economics
Downloads 111 (509,244)
Citation 4

Abstract:

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wealth effect, vector error correction model, Bayesian model averaging, cointegration

9.

Prior Elicitation in Multiple Change-Point Models

Number of pages: 29 Posted: 10 Dec 2004
Simon Potter and Gary Koop
Peterson Institute for International Economics and University of Leicester - Department of Economics
Downloads 82 (620,307)
Citation 2

Abstract:

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Bayesian, structural break, hierarchical prior

10.

Bayesian Analysis of Stochastic Trends in Structural Time Series Models

A1.89 WP 9663/A
Posted: 25 Feb 1998
Gary Koop and H. K. van Dijk
University of Leicester - Department of Economics and Tinbergen Institute

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