• United Kingdom

Accepting PhD Students

PhD projects

Bayesian econometrics

20012020
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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

Fingerprint Dive into the research topics where Gary Koop is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Bayesian inference Mathematics
Econometrics Mathematics
Macroeconomics Mathematics
Model Mathematics
Time-varying Mathematics
Time-varying Parameters Mathematics
Cointegration Mathematics
Vector Autoregression Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2006 2013

Research Output 2001 2020

Exchange rate predictability and dynamic Bayesian learning

Beckmann, J., Koop, G., Korobilis, D. & Schussler, R., 24 Jan 2020, (Accepted/In press) In : Journal of Applied Econometrics.

Research output: Contribution to journalArticle

investor
learning
rate of exchange
foreign exchange
methodology
1 Citation (Scopus)

UK regional nowcasting using a mixed frequency vector autoregressive model with entropic tilting

Koop, G., McIntyre, S. & Mitchell, J., 31 Jan 2020, In : Journal of the Royal Statistical Society: Series A . 183, 1, p. 91-119 29 p.

Research output: Contribution to journalArticle

Vector Autoregressive Model
Tilting
Output
Annual
Vector Autoregression

Thesis

Real options and strategic interactions in imperfectly competitive markets

Author: Owatemi, D. S., 1 Dec 2013

Supervisor: Dickson, A. (Supervisor) & Koop, G. (Supervisor)

Student thesis: Doctoral Thesis

Prizes

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

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

Prize: Prize (including medals and awards)

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

Gary Koop (Recipient), 23 Mar 2016

Prize: Prize (including medals and awards)

Activities 2000 2020

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