• United Kingdom

Accepting PhD Students

PhD projects

Bayesian econometrics

20012020

Research output per year

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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

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Projects

Research Output

Composite likelihood methods for large Bayesian VARs with stochastic volatility

Chan, J., Eisenstat, E., Hou, C. & Koop, G., 25 Jun 2020, In : Journal of Applied Econometrics.

Research output: Contribution to journalArticle

Computationally efficient inference in large Bayesian mixed frequency VARs

Gefang, D., Koop, G. & Poon, A., 25 Mar 2020, (Accepted/In press) In : Economics Letters.

Research output: Contribution to journalArticle

  • Prizes

    Award for Best Paper in 2015 for Studies in Nonlinear Dynamics and Econometrics

    Koop, Gary (Recipient) & Markus Jochmann (Recipient), 2016

    Prize: Prize (including medals and awards)

    Award for Best Paper in 2015 in Studies in Nonlinear Dynamics and Econometrics

    Koop, Gary (Recipient), 23 Mar 2016

    Prize: Prize (including medals and awards)

    Activities

    Exchange Rate Predictability and Dynamic Bayesian Learning

    Gary Koop (Speaker)

    7 Nov 2020

    Activity: Talk or presentation typesInvited talk

    External Examiner on PhD

    Gary Koop (Examiner)

    11 Nov 2019

    Activity: Examination typesExamination