Professor Gary Koop
Economics
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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
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Publications
- Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
- Huber Florian, Koop Gary
- Journal of Applied Econometrics (2024)
- A discussion of 'Sparse Bayesian factor analysis when the number of factors is unknown' by Sylvia Fruhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
- Hauzenberger Niko, Koop Gary
- Bayesian Analysis (2024)
- Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
- Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey
- International Journal of Forecasting Vol 40, pp. 626-640 (2024)
- https://doi.org/10.1016/j.ijforecast.2022.04.002
- Forecasting U.S. inflation using Bayesian nonparametric models
- Clark Todd E, Huber Florian, Koop Gary, Marcellino Massimilano
- Annals of Applied Statistics Vol 18, pp. 1421-1444 (2024)
- https://doi.org/10.1214/23-AOAS1841
- Introduction of the special issue of the studies in nonlinear dynamics and econometrics in honor of Herman van Dijk
- Korobilis Dimitris, Koop Gary, Ravazzolo Francesco
- Studies in Nonlinear Dynamics and Econometrics Vol 28, pp. 151-153 (2024)
- https://doi.org/10.1515/snde-2024-0024
- Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting
- Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey, Wu Ping
- Journal of the Royal Statistical Society: Series A Vol 187, pp. 477-495 (2024)
- https://doi.org/10.1093/jrsssa/qnad130
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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
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