Professor Gary Koop
Economics
Back to staff profile
Area of Expertise
Bayesian time series econometrics
Bayesian shrinkage methods for macroeconomics in data-rich environments
Bayesian methods for macroeconomic forecasting with Big Data
Prize And Awards
Back to staff profile
Publications
- Measuring subregional economic activity : missing frequencies and missing data
- Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey, Wu Ping
- Recent Developments in Bayesian Econometrics and Their Applications Festschrift in Honour of Sune Karlsson (2025) (2025)
- https://doi.org/10.1007/978-3-032-00110-8_4
- Reflections on the Teaching of Bayesian Econometrics
- Koop Gary
- Teaching Econometrics - A Tribute to R. Carter Hill (2025) (2025)
- Fast, order-invariant Bayesian inference in VARs using the eigendecomposition of the error covariance matrix
- Wu Ping, Koop Gary
- Journal of Business and Economic Statistics (2025)
- https://doi.org/10.1080/07350015.2025.2560369
- Predictive density combination using Bayesian machine learning
- Chernis Tony, Hauzenberger Niko, Huber Florian, Koop Gary, Mitchell James
- International Economic Review Vol 66, pp. 1287-1315 (2025)
- https://doi.org/10.1111/iere.12759
- Investigating economic uncertainty using stochastic volatility in mean VARs : the importance of model size, order-invariance and classification
- Davidson Sharada Nia, Hou Chenghan, Koop Gary
- Journal of Business and Economic Statistics, pp. 1-16 (2025)
- https://doi.org/10.1080/07350015.2025.2455064
- Macroeconomic forecasting using BVARs
- Hauzenberger Niko, Huber Florian, Koop Gary
- Handbook of Research Methods and Applications on Macroeconomic Forecasting (2024) (2024)
Back to staff profile
Professional Activities
- Workshop on Macroeconomic Analysis and Forecasting for Policy and Practice
- Organiser
- 28/11/2024
- International Association of Applied Econometrics
- Member of programme committee
- 2023
- ESCoE Conference on Economic Measurement
- Speaker
- 2023
- Royal Economic Society Conference
- Member of programme committee
- 2022
- Computational Finance and Econometrics Annual Conference
- Member of programme committee
- 2022
- Computational Finance and Econometrics Annual Conference (CFE2021)
- Participant
- 18/12/2021
Projects
- Central Banks' Inflation Gamble: Good Luck versus Good Models
- Hauzenberger, Niko (Principal Investigator) Koop, Gary (Co-investigator) McIntyre, Stuart (Co-investigator)
- 2025 Research Excellence Award (REA) under the Strathclyde Research Studentship Scheme (SRSS): £134,525
- 01-Jan-2025 - 30-Jan-2028
- Student Excellence Award - Policymaking in Times of Tension: Modelling the Evolving Transmission of Geopolitical Risk Across Sectors and Countries
- Davidson, Sharada Nia (Principal Investigator) Wu, Ping (Co-investigator) Koop, Gary (Co-investigator)
- Student Excellence Award: £90,000
- 01-Jan-2025 - 30-Jan-2028
- ESRC/SGSSS Advanced Quantitative Methods (AQM) Supervisor-Led Studentship Competition: £120,000
- Davidson, Sharada Nia (Principal Investigator) Wu, Ping (Co-investigator) Koop, Gary (Co-investigator) Zhang, Zhoulihua (Researcher)
- Missing but not Forgotten: Modelling New Developments in the Global Economy Using Data with Missing Values
- 01-Jan-2024 - 30-Jan-2028
- Transforming Forecasting Capacity in Government
- McIntyre, Stuart (Co-investigator) De Polis, Andrea (Research Co-investigator) Hauzenberger, Niko (Research Co-investigator) Koop, Gary (Research Co-investigator) Wu, Ping (Research Co-investigator)
- 01-Jan-2023 - 31-Jan-2028
- Macroeconomic Forecasting in Turbulent Times
- Koop, Gary (Principal Investigator)
- 01-Jan-2010 - 30-Jan-2013
- REGIME-SWITCHING AND STRUCTURAL BREAKS IN CO-INTEGRATED MACROECONOMIC MODELS
- Koop, Gary (Principal Investigator)
- 01-Jan-2007 - 30-Jan-2010