Professor Gary Koop

Economics

Contact

Personal statement

Gary Koop is a Professor of Economics at the University of Strathclyde. His research speciality is Bayesian econometrics and he is willing to supervise PhD students in this field.  Information about Gary can be found on his website:

 

https://sites.google.com/site/garykoop/

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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

Award for Best Paper in 2015 in Studies in Nonlinear Dynamics and Econometrics
Recipient
23/3/2016
Award for Best Paper in 2015 for Studies in Nonlinear Dynamics and Econometrics
Recipient
2016

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Publications

Reflections on the Teaching of Bayesian Econometrics
Koop Gary
Teaching Econometrics - A Tribute to R. Carter Hill (2025) (2025)
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
Predictive density combination using Bayesian machine learning
Chernis Tony, Hauzenberger Niko, Huber Florian, Koop Gary, Mitchell James
International Economic Review (2025)
https://doi.org/10.1111/iere.12759
Macroeconomic forecasting using BVARs
Hauzenberger Niko, Huber Florian, Koop Gary
Handbook of Research Methods and Applications on Macroeconomic Forecasting (2024) (2024)
Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber Florian, Koop Gary
Journal of Applied Econometrics Vol 39, pp. 1301-1320 (2024)
https://doi.org/10.1002/jae.3087
Investigating growth-at-risk using a multicountry nonparametric quantile factor model
Clark Todd E, Huber Florian, Koop Gary, Marcellino Massimiliano, Pfarrhofer Michael
Journal of Business and Economic Statistics Vol 42, pp. 1302-1317 (2024)
https://doi.org/10.1080/07350015.2024.2310020

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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
Computational Finance and Econometrics Annual Conference
Member of programme committee
2022
Royal Economic Society Conference
Member of programme committee
2022
Computational Finance and Econometrics Annual Conference (CFE2021)
Participant
18/12/2021

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Projects

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
Regime-switching and Structural Breaks in Cointegrated Macroeconomic Models
Koop, Gary (Principal Investigator)
01-Jan-2006 - 30-Jan-2008

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Contact

Professor Gary Koop
Economics

Email: gary.koop@strath.ac.uk
Tel: 548 3862