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

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