‪Ping Wu‬ - ‪Google Scholar‬

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Co-authors

Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
Aubrey PoonSchool of Economics, University of KentVerified email at kent.ac.uk
Stuart G. McIntyreDepartment of Economics, University of StrathclydeVerified email at strath.ac.uk
Alain KabundiInternational Monetary FundVerified email at imf.org
James MitchellFederal Reserve Bank of ClevelandVerified email at clev.frb.org

Ping Wu

Ping Wu

Lecturer, Department of Economics, University of Strathclyde

Verified email at strath.ac.uk - Homepage

Bayesian econometrics Macroeconometrics Forecasting


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
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, 2023		2023
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

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