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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

Macroeconomic forecasting using BVARs
Hauzenberger Niko, Huber Florian, Koop Gary
Handbook of Research Methods and Applications on Macroeconomic Forecasting (2024) (2024)
Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber Florian, Koop Gary
Journal of Applied Econometrics Vol 39, pp. 1301-1320 (2024)
https://doi.org/10.1002/jae.3087
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 Vol 42, pp. 1302-1317 (2024)
https://doi.org/10.1080/07350015.2024.2310020
A discussion of 'Sparse Bayesian factor analysis when the number of factors is unknown' by Sylvia Fruhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
Hauzenberger Niko, Koop Gary
Bayesian Analysis (2024)
https://doi.org/10.1214/24-BA1423
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop Gary, McIntyre Stuart, Mitchell James, Poon Aubrey
International Journal of Forecasting Vol 40, pp. 626-640 (2024)
https://doi.org/10.1016/j.ijforecast.2022.04.002
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

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

ESRC/SGSSS Advanced Quantitative Methods (AQM) Supervisor-Led Studentship Competition: £120,000
Davidson, Sharada Nia (Principal Investigator) Wu, Ping (Principal 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-Oct-2024 - 30-Sep-2028
Macroeconomic Forecasting in Turbulent Times
Koop, Gary (Principal Investigator)
01-Oct-2010 - 30-Sep-2013
REGIME-SWITCHING AND STRUCTURAL BREAKS IN CO-INTEGRATED MACROECONOMIC MODELS
Koop, Gary (Principal Investigator)
01-Oct-2007 - 30-Sep-2010
Regime-switching and Structural Breaks in Cointegrated Macroeconomic Models
Koop, Gary (Principal Investigator)
01-Oct-2006 - 30-Sep-2008

More projects

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Contact

Professor Gary Koop
Economics

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