Projects per year
Personal profile
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/
Expertise & Capabilities
Bayesian time series econometrics
Bayesian shrinkage methods for macroeconomics in data-rich environments
Bayesian methods for macroeconomic forecasting with Big Data
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Collaborations and top research areas from the last five years
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ESRC/SGSSS Advanced Quantitative Methods (AQM) Supervisor-Led Studentship Competition: £120,000
Davidson, S. N. (Principal Investigator), Wu, P. (Principal Investigator), Koop, G. (Co-investigator) & Zhang, Z. (Researcher)
1/10/24 → 30/09/28
Project: Research - Studentship
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Transforming Forecasting Capacity in Government
McIntyre, S. (Co-investigator), De Polis, A. (Research Co-investigator), Hauzenberger, N. (Research Co-investigator), Koop, G. (Research Co-investigator) & Wu, P. (Research Co-investigator)
ESRC (Economic and Social Research Council)
1/04/23 → 31/03/28
Project: Research - Internally Allocated
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Investigating economic uncertainty using stochastic volatility in mean VARs: the importance of model size, order-invariance and classification
Davidson, S. N., Hou, C. & Koop, G., 10 Mar 2025, (E-pub ahead of print) In: Journal of Business and Economic Statistics. p. 1-16 16 p.Research output: Contribution to journal › Article › peer-review
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Predictive density combination using Bayesian machine learning
Chernis, T., Hauzenberger, N., Huber, F., Koop, G. & Mitchell, J., 27 Feb 2025, (E-pub ahead of print) In: International Economic Review. 29 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Downloads (Pure)
Datasets
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Data for: "Reconciled Estimates of Monthly GDP in the United States"
Koop, G. (Creator), McIntyre, S. (Creator), Mitchell, J. (Creator) & Poon, A. (Creator), figshare, 22 Feb 2023
DOI: 10.6084/m9.figshare.19213732.v2, https://doi.org/10.6084/m9.figshare.19213732.v1
Dataset
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Data for: "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models"
Huber, F. (Creator), Koop, G. (Creator) & Onorante, L. (Creator), figshare, 22 Feb 2023
DOI: 10.6084/m9.figshare.11591829.v2, https://doi.org/10.6084/m9.figshare.11591829.v1
Dataset
Prizes
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Award for Best Paper in 2015 for Studies in Nonlinear Dynamics and Econometrics
Koop, G. (Recipient) & Jochmann, M. (Recipient), 2016
Prize: Prize (including medals and awards)
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Award for Best Paper in 2015 in Studies in Nonlinear Dynamics and Econometrics
Koop, G. (Recipient), 23 Mar 2016
Prize: Prize (including medals and awards)
Activities
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Workshop on Macroeconomic Analysis and Forecasting for Policy and Practice
De Polis, A. (Organiser), Hauzenberger, N. (Organiser), Koop, G. (Organiser), McIntyre, S. (Organiser) & Wu, P. (Organiser)
28 Nov 2024 → 29 Nov 2024Activity: Participating in or organising an event types › Participation in workshop, seminar, course
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International Association of Applied Econometrics
Koop, G. (Member of programme committee)
2023Activity: Participating in or organising an event types › Organiser of major conference
Impacts
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Improving policy-relevant analysis in the UK, Europe and USA through novel macroeconometric methods
McIntyre, S. (Participant) & Koop, G. (Main contact)
Impact: Economic and commerce, Policy and legislation
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