Professor Gary Koop

Economics

Contact

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

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
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
Large order-invariant Bayesian VARs with stochastic volatility
Chan Joshua C C, Koop Gary, Yu Xuewen
Journal of Business and Economic Statistics Vol 42, pp. 825-837 (2024)
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 Rubén, Huber Florian, Koop Gary, Maheu John, Nibbering Didier, Panagiotelis Anastasios
International Journal of Forecasting Vol 40, pp. 811-839 (2024)
https://doi.org/10.1016/j.ijforecast.2023.05.002
Investigating growth-at-risk using a multicountry nonparametric quantile factor model
Clark Todd E, Huber Florian, Koop Gary, Marcellino Massimiliano, Pfarrhofer Michael
Journal of Business and Economic Statistics, pp. 1-16 (2024)
https://doi.org/10.1080/07350015.2024.2310020

More publications

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Professional Activities

International Association of Applied Econometrics
Member of programme committee
2023
ESCoE Conference on Economic Measurement
Speaker
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

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Contact

Professor Gary Koop
Economics

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