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

Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey
International Journal of Forecasting (2022)
https://doi.org/10.1016/j.ijforecast.2022.04.002
Reconciled estimates of monthly GDP in the US
Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey
Journal of Business and Economic Statistics (2022)
https://doi.org/10.1080/07350015.2022.2044336
Approximate Bayesian inference and forecasting in huge dimensional multi-country VARs
Feldkircher Martin, Huber Florian, Koop Gary, Pfarrhofer Michael
International Economic Review (2022)
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang Deborah, Koop Gary, Poon Aubrey
International Journal of Forecasting (2021)
Distinguishing between macroeconomic and financial uncertainty : classification search in stochastic volatility in mean VARs
Davidson Sharada Nia, Hou Chenghan, Koop Gary
4th Annual Workshop on Financial Econometrics, pp. 1-46 (2021)
Fast and flexible inference in time-varying parameter regression models
Hauzenberger Niko, Huber Florian, Koop Gary, Onorante Luca
Journal of Business and Economic Statistics (2021)

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