Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting G Koop, S McIntyre, J Mitchell, A Poon, P Wu Journal of the Royal Statistical Society Series A: Statistics in Society 187 …, 2024 | 3 | 2024 |
Estimating the ordering of variables in a VAR using a Plackett–Luce prior P Wu, G Koop Economics Letters 230, 111247, 2023 | 2 | 2023 |
A time-varying Phillips curve with global factors: Are global factors important? A Kabundi, A Poon, P Wu Economic Modelling 126, 106423, 2023 | 1 | 2023 |
Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix P Wu, G Koop University of Strathclyde Business School, Department of Economics, 2023 | 1 | 2023 |
Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility P Wu International Journal of Forecasting 40 (3), 903-917, 2024 | | 2024 |
Permanent and Transitory shocks: Implications from A Panel Unobserved Components Model P Wu | | 2022 |
Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix P Wu, G Koop | | 2022 |