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
- 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
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