| Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage D Gefang International Journal of Forecasting 30 (1), 1-11, 2014 | 98 | 2014 |
| Understanding liquidity and credit risks in the financial crisis D Gefang, G Koop, SM Potter Journal of Empirical Finance 18 (5), 903-914, 2011 | 93 | 2011 |
| Nonlinear Impacts of International Business Cycles on the UK--A Bayesian Smooth Transition VAR Approach D Gefang, R Strachan Studies in Nonlinear Dynamics & Econometrics 14 (1), 2009 | 52 | 2009 |
| The dynamics of UK and US inflation expectations D Gefang, G Koop, SM Potter Computational Statistics & Data Analysis 56 (11), 3120-3133, 2012 | 32 | 2012 |
| Money‐output causality revisited–a Bayesian logistic smooth transition VECM perspective D Gefang Oxford Bulletin of Economics and Statistics 74 (1), 131-151, 2012 | 28 | 2012 |
| Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage D Gefang, G Koop, A Poon CAMA Working Paper, 2019 | 21 | 2019 |
| Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage D Gefang, G Koop, A Poon International Journal of Forecasting 39 (1), 346-363, 2023 | 19 | 2023 |
| Computationally efficient inference in large Bayesian mixed frequency VARs D Gefang, G Koop, A Poon Economics Letters 191, 109120, 2020 | 19 | 2020 |
| A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors M Campolieti, D Gefang, G Koop Journal of Economic Dynamics and Control 41, 257-275, 2014 | 19 | 2014 |
| Time variation in the dynamics of worker flows: evidence from North America and Europe M Campolieti, D Gefang, G Koop Journal of Applied Econometrics 29 (2), 265-290, 2014 | 9 | 2014 |
| Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis HD Gibson, SG Hall, D GeFang, P Petroulas, GS Tavlas Oxford Economic Papers 73 (4), 1454-1470, 2021 | 4 | 2021 |
| Nonlinear Impacts of International Business Cycles on the UK—a Bayesian Smooth Transition VAR D Gefang, R Strachan Division of Economics, School of Business, University of Leicester …, 2008 | 3 | 2008 |
| Investigating nonlinear purchasing power parity during the post-Bretton Woods era–A Bayesian exponential smooth transition VECM approach D Gefang Bayesian Econometrics 23, 471-500, 2008 | 3 | 2008 |
| Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices D Gefang, SG Hall, GS Tavlas arXiv preprint arXiv:2205.15420, 2022 | 2 | 2022 |
| Revisiting money-output casuality from a Bayesian logistic smooth transition VECM perspective D Gefang University of Leicester, 2008 | 2 | 2008 |
| Hall, and George S. Tavlas (2022)‘Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices.’ D Gefang, G Stephen arXiv preprint arXiv:2205.15420, 0 | 2 | |
| A test to select between spatial weighting matrices SG Hall, GS Tavlas, D Gefang Journal of Spatial Econometrics 4 (1), 1, 2023 | 1 | 2023 |
| Identifying spatial interdependence in panel data with large N and small T D Gefang, SG Hall, GS Tavlas arXiv preprint arXiv:2309.03740, 2023 | 1 | 2023 |
| Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? HD Gibson, SG Hall, D Gefang, P Petroulas, GS Tavlas Bank of Greece Working Paper, 2020 | 1 | 2020 |
| Quantifying spillovers among regions D Gefang, SG Hall, GS Tavlas, Y Wang Journal of International Money and Finance 140, 102993, 2024 | | 2024 |
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
