Professor Gary Koop

Economics

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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

More prizes and awards

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Publications

Incorporating short data into large mixed-frequency VARs for regional nowcasting
Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey, Wu Ping
Journal of the Royal Statistical Society: Series A (2023)
https://doi.org/10.1093/jrsssa/qnad130
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo methods
Hauzenberger Niko, Huber Florian, Koop Gary
Studies in Nonlinear Dynamics and Econometrics, pp. 1-25 (2023)
https://doi.org/10.1515/snde-2022-0077
Forecasting inflation using Bayesian nonparametric methods
Clark Todd E, Huber Florian, Koop Gary, Marcellino Massimilano
Annals of Applied Statistics, pp. 1-38 (2023)
Estimating the ordering of variables in a VAR using a Plackett-Luce Prior
Wu Ping, Koop Gary
Economics Letters Vol 230 (2023)
https://doi.org/10.1016/j.econlet.2023.111247
Large Bayesian order-invariant VARs with stochastic volatility
Chan Joshua C C, Koop Gary, Yu Xuewen
Journal of Business and Economic Statistics (2023)
https://doi.org/10.1080/07350015.2023.2252039
Bayesian forecasting in economics and finance : a modern review
Martin Gael M, Frazier David T, Maneesoonthorn Worapree, Loaiza-Maya Ruben, Huber Florian, Koop Gary, Maheu John, Nibbering Didier, Panagiotelis Anastasios
International Journal of Forecasting (2023)

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Professional Activities

ESCoE Conference on Economic Measurement
Speaker
2023
International Association of Applied Econometrics
Member of programme committee
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
ESCoE Conference on Economic Measurement 2022
Participant
28/8/2021

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

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Contact

Professor Gary Koop
Economics

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