Dr Ping Wu
Lecturer
Economics
Personal statement
Personal statement
Ping Wu a Lecturer in the Department of Economics at the University of Strathclyde in Scotland. She is a Research Fellow in the Economic Statistics Centre of Excellence (ESCoE) funded by the UK's Office for National Statistics. Ping's current research agenda focuses on mixed frequency VARs. She is interested in Bayesian econometric methods. Recent work examines: unobserved component models, mixed frequency models, order invariant VARs. Ping is very happy to discuss possible collaborations.
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Publications
- Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility
- Wu Ping
- International Journal of Forecasting Vol 40, pp. 903-917 (2024)
- https://doi.org/10.1016/j.ijforecast.2023.07.005
- Mixed frequency functional VARs for nowcasting and structural analysis
- De Polis Andrea, Koop Gary, McIntyre Stuart, Mitchell James, Wu Ping
- ESCoE Conference on Economic Measurement 2024 (2024)
- 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
- A time-varying Phillips curve with global factors : are global factors important?
- Kabundi Alain, Poon Aubrey, Wu Ping
- Economic Modelling Vol 126 (2023)
- https://doi.org/10.1016/j.econmod.2023.106423
- 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
- Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting
- Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey, Wu Ping
- (2023)
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Professional Activities
- Workshop on Macroeconomic Analysis and Forecasting for Policy and Practice
- Organiser
- 28/11/2024
Projects
- ESRC/SGSSS Advanced Quantitative Methods (AQM) Supervisor-Led Studentship Competition: £120,000
- Davidson, Sharada Nia (Principal Investigator) Wu, Ping (Co-investigator) Koop, Gary (Co-investigator) Zhang, Zhoulihua (Researcher)
- Missing but not Forgotten: Modelling New Developments in the Global Economy Using Data with Missing Values
- 01-Jan-2024 - 30-Jan-2028
- Transforming Forecasting Capacity in Government
- McIntyre, Stuart (Co-investigator) De Polis, Andrea (Research Co-investigator) Hauzenberger, Niko (Research Co-investigator) Koop, Gary (Research Co-investigator) Wu, Ping (Research Co-investigator)
- 01-Jan-2023 - 31-Jan-2028