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/

Expertise

Has expertise in:

Bayesian time series econometrics

Bayesian shrinkage methods for macroeconomics in data-rich environments

Bayesian methods for macroeconomic forecasting with Big Data

Prizes 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

More prizes and awards

Publications

Large stochastic volatility in mean VARs: Cross Jamie L, Hou Chenghan, Koop Gary, Poon Aubrey; Journal of Econometrics (2023)
Reconciled estimates of monthly GDP in the United States: Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey; Journal of Business and Economic Statistics Vol 41, pp. 563-577 (2023); https://doi.org/10.1080/07350015.2022.2044336
Cross-country uncertainty spillovers : evidence from international survey data: Beckmann Joscha, Davidson Sharada Nia, Koop Gary, Schussler Rainer; Journal of International Money and Finance Vol 130 (2023); https://doi.org/10.1016/j.jimonfin.2022.102760
Nowcasting in a pandemic using non-parametric mixed frequency VARs: Huber Florian, Koop Gary, Onorante Luca, Pfarrhofer Michael, Schreiner Josef; Journal of Econometrics Vol 232, pp. 52-69 (2023); https://doi.org/10.1016/j.jeconom.2020.11.006
Bayesian dynamic variable selection in high dimensions: Koop Gary, Korobilis Dimitris; International Economic Review (2022)
Tail forecasting with multivariate Bayesian additive regression trees: Clark Todd E, Huber Florian, Koop Gary, Marcelllino Massimiliano, Pfarrhofer Michael; International Economic Review (2022)

More publications

Professional activities

Computational Finance and Econometrics Annual Conference (CFE2021): Participant; 18/12/2021
ESCoE Conference on Economic Measurement 2022: Participant; 28/8/2021
Economic Measurement 2021: Participant; 11/5/2021
Allied Social Sciences Meeting 2021: Speaker; 5/1/2021
Exchange Rate Predictability and Dynamic Bayesian Learning: Speaker; 7/11/2020
External Examiner on PhD: Examiner; 11/11/2019

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

Address

Economics
Duncan Wing

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