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

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)
Approximate Bayesian inference and forecasting in huge dimensional multi-country VARs
Feldkircher Martin, Huber Florian, Koop Gary, Pfarrhofer Michael
International Economic Review Vol 63, pp. 1625-1658 (2022)
https://doi.org/10.1111/iere.12577
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 (2022)
https://doi.org/10.1016/j.jimonfin.2022.102760
Fast and flexible Bayesian inference in time-varying parameter regression models
Hauzenberger Niko, Huber Florian, Koop Gary, Onorante Luca
Journal of Business and Economic Statistics Vol 40, pp. 1904-1918 (2022)
https://doi.org/10.1080/07350015.2021.1990772
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber Florian, Koop Gary
Journal of Applied Econometrics (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