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EconomicsApplied econometrics

Our research involves the development and use of a range of statistical methods to explore both microeconomic and macroeconomic problems. This include the development of new measures of the modern economy, development of spatial econometrics and econometric techniques, and work to develop approaches to producing more timely indicators of the macroeconomy through ‘nowcasting’.

Example publications

Bayesian compressed vector autoregressions
Koop Gary, Korobilis Dimitris, Pettenuzzo Davide
Journal of Econometrics, pp. 1-63, (2017)

Forecasting with high dimensional panel VARs
Koop Gary, Korobilis Dimitris
Oxford Bulletin of Economics and Statistics, (2018)

Political uncertainty and stock market volatility : new evidence from the 2014 Scottish Independence Referendum
Darby JuliaRoy Graeme
Scottish Journal of Political Economy, (2018)

The transmission mechanism of Malaysian monetary policy : a time-varying vector autoregression approach
Poon Aubrey
Empirical Economics, pp. 1-28, (2017)

UK regional nowcasting using a mixed frequency vector autoregressive model
McIntyre StuartKoop Gary, Mitchell James (2018)

Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross Jamie, Poon Aubrey
Economic Modelling Vol 58, pp. 34-51, (2016)


Regional Nowcasting in the UK”, Office for National Statistics, Economic Statistics Centre of Excellence,
(Gary Koop, Stuart McIntyre, and James Mitchell (Warwick)).

Improving the quality of regional economic indicators”, Office for National Statistics, Economic Statistics Centre of Excellence,
(Graeme Roy, Kim Swales, Steve Gibbons (LSE)).

Knowledge Exchange Projects

“An evaluation of Scottish Enterprise financial support” – project for Scottish Enterprise (M. Gehrsitz & S. McIntyre)