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

Reconciled estimates and nowcasts of regional output in the UK
Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey
National Institute Economic Review Vol 253, pp. R44-R59 (2020)
https://doi.org/10.1017/nie.2020.29
Exchange rate predictability and dynamic Bayesian learning
Beckmann Joscha, Koop Gary, Korobilis Dimitris, Schüssler Rainer Alexander
Journal of Applied Econometrics Vol 35, pp. 410-421 (2020)
https://doi.org/10.1002/jae.2761
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan Joshua, Eisenstat Eric, Hou Chenghan, Koop Gary
Journal of Applied Econometrics (2020)
https://doi.org/10.1002/jae.2793
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang Deborah, Koop Gary, Poon Aubrey
Economics Letters (2020)
Regional output growth in the United Kingdom : more timely and higher frequency estimates from 1970
Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey
Journal of Applied Econometrics Vol 35, pp. 176-197 (2020)
https://doi.org/10.1002/jae.2748
Identifying noise shocks
Benati Luca, Chan Joshua, Eisenstat Eric, Koop Gary
Journal of Economic Dynamics and Control Vol 111 (2020)
https://doi.org/10.1016/j.jedc.2019.103780

More publications

Professional activities

Exchange Rate Predictability and Dynamic Bayesian Learning
Speaker
7/11/2020
External Examiner on PhD
Examiner
11/11/2019
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates From 1970
Speaker
16/10/2019
Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Speaker
10/10/2019
“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

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