Professor Gary Koop

Economics

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/

Publications

Bayesian Econometric Methods
Chan Joshua, Koop Gary, Poirier Dale J, Tobias Justin L
(2019)
UK regional nowcasting using a mixed frequency Vector Autoregressive model with entropic tilting
Koop Gary, McIntyre Stuart, Mitchell James
Journal of the Royal Statistical Society: Series A (2019)
https://doi.org/10.1111/rssa.12491
An empirical assessment of recent challenges in today's financial markets
Beckmann Joscha, Czudaj Robert L, Koop Gary
Scottish Journal of Political Economy Vol 66, pp. 1-4 (2019)
https://doi.org/10.1111/sjpe.12204
Nowcasting using mixed frequency methods : an application to the Scottish economy
Allan Grant, Koop Gary, McIntyre Stuart, Smith Paul
Sankhya B (2019)
https://doi.org/10.1007/s13571-018-0181-2
Regional Output Growth in the United Kingdom : More Timely And Higher Frequency Estimates,1970-2017
Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey
(2018)
Macroeconomic nowcasting using Google probabilities
Koop Gary, Onorante Luca
Advances in Econometrics (2018)

more publications

Professional activities

Exchange Rate Predictability and Dynamic Bayesian Learning
Speaker
7/11/2020
“Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage"
Speaker
1/3/2019
Computation and Econometrics Workshop, Graduate Research Institute for Policy Studies
Keynote speaker
27/2/2019
Scottish Financial Risk Academy
Keynote/plenary speaker
4/2/2019
International Association for Applied Econometrics (Event)
Advisor
2019
Rimini Centre for Economic Analysis 12th Bayesian Workshop
Speaker
15/6/2018

more professional activities

Projects

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

more projects