Bayesian methods

Incorporating micro data into macro models using pseudo VARs (ESCoE DP 2026-04)

By: Gary Koop, Stuart McIntyre, James Mitchell, Ping Wu

20 February 2026

Incorporating micro data into macro models using pseudo VARs (ESCoE DP 2026-04)

Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (ESCoE DP 2023-07)

By: Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon, Ping Wu

22 May 2023

Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (ESCoE DP 2023-07)

Using hierarchical aggregation constraints to nowcast regional economic aggregates (ESCoE DP 2022-04)

By: Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon

4 March 2022

Using hierarchical aggregation constraints to nowcast regional economic aggregates (ESCoE DP 2022-04)

Reconciled Estimates of Monthly GDP in the US (ESCoE DP 2020-16)

By: Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon

26 November 2020

Reconciled Estimates of Monthly GDP in the US (ESCoE DP 2020-16)

Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (ESCoE DP 2018-14)

By: Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon

20 November 2018

Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (ESCoE DP 2018-14)