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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Network
Projects
- 3 Finished
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Macroeconomic Forecasting in Turbulent Times
ESRC (Economic and Social Research Council)
1/10/10 → 30/09/13
Project: Research
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REGIME-SWITCHING AND STRUCTURAL BREAKS IN CO-INTEGRATED MACROECONOMIC MODELS
1/10/07 → 30/09/10
Project: Research
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Large stochastic volatility in mean VARs
Cross, J. L., Hou, C., Koop, G. & Poon, A., 15 May 2023, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to journal › Article › peer-review
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Reconciled estimates of monthly GDP in the United States
Koop, G., McIntyre, S., Mitchell, J. & Poon, A., 3 Apr 2023, In: Journal of Business and Economic Statistics. 41, 2, p. 563-577 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)2 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, Gary (Recipient) & Jochmann, Markus (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, Gary (Recipient), 23 Mar 2016
Prize: Prize (including medals and awards)
Activities
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Computational Finance and Econometrics Annual Conference (CFE2021)
Gary Koop (Participant)
18 Dec 2021 → 20 Dec 2021Activity: Participating in or organising an event types › Key-note speaker and plenary lectures at conferences
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ESCoE Conference on Economic Measurement 2022
Gary Koop (Participant)
28 Aug 2021 → 27 May 2022Activity: 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
Stuart McIntyre (Participant) & Gary Koop (Main contact)
Impact: Impact - for External Portal › Economic and commerce, Policy and legislation
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