Gary Koop

2019

Bayesian Econometric Methods

Chan, J., Koop, G., Poirier, D. J. & Tobias, J. L., 15 Aug 2019, 2nd ed. Cambridge: Cambridge University Press. 484 p.

Research output: Book/Report › Book

Bayesian compressed vector autoregressions

Koop, G., Korobilis, D. & Pettenuzzo, D., 31 May 2019, In: Journal of Econometrics. 210, 1, p. 135-154 20 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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41 Citations (Scopus)

104 Downloads (Pure)

An empirical assessment of recent challenges in today's financial markets

Beckmann, J., Czudaj, R. L. & Koop, G., 28 Feb 2019, In: Scottish Journal of Political Economy. 66, 1, p. 1-4 4 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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12 Downloads (Pure)

2018

Regional Output Growth in the United Kingdom: More Timely And Higher Frequency Estimates,1970-2017

Koop, G., McIntyre, S., Mitchell, J. & Poon, A., 20 Nov 2018, London, p. 1-54, 54 p.

Research output: Working paper › Discussion paper

Open Access

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56 Downloads (Pure)

One size does not fit all... Panel data : Bayesian model averaging and data poolability

Desbordes, R., Koop, G. & Vicard, V., 1 Nov 2018, In: Economic Modelling. 75, p. 364-376 13 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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13 Citations (Scopus)

109 Downloads (Pure)

Regional nowcasting: an illustration using the Scottish economy

Koop, G., McIntyre, S., Allan, G. & Smith, P., 14 Oct 2018, (Accepted/In press) In: Sankhya B. p. 1-25 25 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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38 Downloads (Pure)

UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model

Koop, G., McIntyre, S. & Mitchell, J., 3 Jul 2018, Glasgow: University of Strathclyde, 37 p. (Strathclyde Discussion Papers in Economics; vol. 18-05).

Research output: Working paper

Open Access

File

60 Downloads (Pure)

A new model of inflation, trend inflation, and long-run inflation expectations

Chan, J., Clark, T. & Koop, G., 28 Feb 2018, In: Journal of Money, Credit and Banking. 41 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

56 Citations (Scopus)

22 Downloads (Pure)

2017

Projects in The ONS 'Economic Statistics Centre of Excellence'

Koop, G., McIntyre, S., Mitchell, J., Lisenkova, K. & Roy, G., 5 Sept 2017.

Research output: Contribution to conference › Poster

Bayesian methods for empirical macroeconomics with big data

Koop, G., 9 Apr 2017, In: Review of Economic Analysis. 9, p. 33-56 24 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

395 Downloads (Pure)

2016

Large Bayesian VARMAs

Chan, J. C. C., Eisenstat, E. & Koop, G., 30 Jun 2016, In: Journal of Econometrics. 192, 2, p. 374-390 17 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

18 Citations (Scopus)

29 Downloads (Pure)

A bounded model of time variation in trend inflation, NAIRU and the Phillips curve

Chan, J. C. C., Koop, G. & Potter, S. M., 1 Apr 2016, In: Journal of Applied Econometrics. 31, 3, p. 551-565 5 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

30 Citations (Scopus)

42 Downloads (Pure)

Domestic violence and football in Glasgow: are reference points relevant?

Dickson, A., Jennings, C. & Koop, G., 1 Feb 2016, In: Oxford Bulletin of Economics and Statistics. 78, 1, p. 1-21 21 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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7 Citations (Scopus)

586 Downloads (Pure)

Model uncertainty in panel vector autoregressive models

Koop, G. & Korobilis, D., 1 Jan 2016, In: European Economic Review. 81, p. 115-131 17 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

57 Citations (Scopus)

101 Downloads (Pure)

2015

Should we care about the uncertainty around measures of political-economic development?

Desbordes, R. & Koop, G., 29 Aug 2015, (E-pub ahead of print) In: Journal of Comparative Economics.

Research output: Contribution to journal › Article › peer-review

Open Access

File

9 Citations (Scopus)

51 Downloads (Pure)

Nowcasting the Scottish economy

McIntyre, S., Allan, G., Koop, G. & Smith, P., Feb 2015.

Research output: Contribution to conference › Paper

2014

Nowcasting Scottish GDP Growth

Allan, G., Koop, G., McIntyre, S. & Smith, P., 2 Dec 2014, Glasgow: University of Strathclyde, 33 p. (Strathclyde Discussion Papers in Economics; vol. 14-11).

Research output: Working paper › Discussion paper

Open Access

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44 Downloads (Pure)

Nowcasting the Scottish economy

Allan, G., Koop, G., McIntyre, S., Smith, P. & Kane, K. (Editor), 12 Nov 2014, In: Fraser of Allander Economic Commentary. 38, 2, p. 93-96 3 p.

Research output: Contribution to journal › Article

Open Access

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95 Downloads (Pure)

Nowcasting the Scottish Economy

Allan, G., Koop, G., McIntyre, S. & Smith, P., Nov 2014, University of Strathclyde, 33 p.

Research output: Working paper

Open Access

File

73 Downloads (Pure)

A new index of financial conditions

Koop, G. & Korobilis, D., 1 Oct 2014, In: European Economic Review. 71, p. 101-116 16 p.

Research output: Contribution to journal › Article › peer-review

Open Access

File

372 Citations (Scopus)

227 Downloads (Pure)

Large Bayesian VARMAs

Chan, J. C. C., Eisenstat, E. & Koop, G., 25 Sept 2014, Glasgow: University of Strathclyde, 42 p. (Strathclyde Discussion Papers in Economics; vol. 14-09).

Research output: Working paper › Discussion paper

Open Access

File

26 Downloads (Pure)

Model Uncertainty in Panel Vector Autoregressive Models

Koop, G. & Korobilis, D., 22 Aug 2014, Glasgow: University of Strathclyde, 26 p. (Strathlcyde Discussion Papers in Economics; vol. 14-08).

Research output: Working paper › Discussion paper

Open Access

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13 Downloads (Pure)

Nowcasting the Scottish Economy

Allan, G., Koop, G., McIntyre, S. & Smith, P., 21 Aug 2014.

Research output: Contribution to conference › Paper › peer-review

Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables

Chan, J. C. C. & Koop, G., 1 Aug 2014, In: Computational Statistics and Data Analysis. 76, p. 186-193 8 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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6 Citations (Scopus)

25 Downloads (Pure)

The known unknowns of governance

Desbordes, R. & Koop, G., 22 Jul 2014, 34 p. (SIRE Discussion paper).

Research output: Working paper

Open Access

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92 Downloads (Pure)

The Known Unknowns of Governance

Desbordes, R. & Koop, G., 22 Jul 2014, Glasgow: University of Strathclyde, 34 p. (Strathclyde Discussion Papers in Economics; vol. 14-07).

Research output: Working paper › Discussion paper

Open Access

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13 Downloads (Pure)

A new look at variation in employment growth in Canada: the role of industry, provincial, national and external factors

Campolieti, M., Gefang, D. & Koop, G., Apr 2014, In: Journal of Economic Dynamics and Control. 41, p. 257–275 19 p.

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Forecasting with dimension switching VARs

Koop, G., Apr 2014, In: International Journal of Forecasting. 30, 2, p. 280-290 11 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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10 Citations (Scopus)

40 Downloads (Pure)

Time variation in the dynamics of worker flows: evidence from North America and Europe

Campolieti, M., Gefang, D. & Koop, G., 31 Mar 2014, In: Journal of Applied Econometrics. 29, 2, p. 265–290 6 p.

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

The contribution of structural break models to forecasting of macroeconomic series

Bauwens, L., Koop, G., Korobilis, D. & Rombouts, J., 12 Mar 2014, (E-pub ahead of print) In: Journal of Applied Econometrics. 25 p.

Research output: Contribution to journal › Article › peer-review

41 Citations (Scopus)

Regime-switching cointegration

Jochmann, M. & Koop, G., Feb 2014, In: Studies in Nonlinear Dynamics and Econometrics. 19, 1, p. 35–48 14 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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24 Citations (Scopus)

75 Downloads (Pure)

Model switching and model averaging in time-varying parameter regression models

Belmonte, M. & Koop, G., 2014, In: Advances in Econometrics. 34, p. 45-69 25 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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11 Citations (Scopus)

99 Downloads (Pure)

2013

Large time-varying parameter VARs

Koop, G. & Korobilis, D., Dec 2013, In: Journal of Econometrics. 177, 2, p. 185-198 14 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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241 Citations (Scopus)

186 Downloads (Pure)

Forecasting the European carbon market

Koop, G. & Tole, L., Jun 2013, In: Journal of the Royal Statistical Society: Series A . 176, 3, p. 723–741 19 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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66 Citations (Scopus)

240 Downloads (Pure)

A New Index of Financial Conditions

Koop, G. & Korobilis, D., 12 Mar 2013, Glasgow: University of Strathclyde, 25 p. (Strathlcyde Discussion Papers in Economics; vol. 13-07).

Research output: Working paper › Discussion paper

Open Access

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24 Downloads (Pure)

Estimating the impact on efficiency of the adoption of a voluntary environmental standard: an empirical study of the global copper mining industry

Tole, L. & Koop, G., Feb 2013, In: Journal of Productivity Analysis. 39, 1, p. 35-45 11 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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6 Citations (Scopus)

81 Downloads (Pure)

Model Switching and Model Averaging in Time-Varying Parameter Regression Models

Belmonte, M. & Koop, G., 31 Jan 2013, Glasgow: University of Strathclyde, 26 p. (Strathlcyde Discussion Papers in Economics; vol. 13-02).

Research output: Working paper › Discussion paper

Open Access

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21 Downloads (Pure)

Using VARs and TVP-VARs with Many Macroeconomic Variables

Koop, G., 14 Jan 2013, Glasgow: University of Strathclyde, 35 p. (Strathclyde Discussion Papers in Economics; vol. 13-03).

Research output: Working paper › Discussion paper

Open Access

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17 Downloads (Pure)

A new model of trend inflation

Chan, J., Koop, G. & Potter, S. M., 2013, In: Journal of Business and Economic Statistics. 31, 1, p. 94-106 13 p.

Research output: Contribution to journal › Article › peer-review

60 Citations (Scopus)

Modeling the relationship between European carbon permits and certified emission reductions

Koop, G. & Tole, L., 2013, In: Journal of Empirical Finance. 24, p. 166–181 16 p.

Research output: Contribution to journal › Article › peer-review

Open Access

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16 Citations (Scopus)

43 Downloads (Pure)

On identification of Bayesian DSGE models

Koop, G., Pesaran, M. H. & Smith, R., 2013, In: Journal of Business and Economic Statistics. 31, 3, p. 300-314 15 p.

Research output: Contribution to journal › Article › peer-review

30 Citations (Scopus)

2012

Domestic violence and football in Glasgow: are reference points relevant?

Dickson, A., Jennings, C. & Koop, G., 19 Dec 2012, Glasgow: University of Strathclyde, 33 p. (Strathclyde Discussion Papers in Economics; vol. 13-01).

Research output: Working paper

Open Access

File

1 Downloads (Pure)

Bayesian model averaging in the instrumental variable regression model

Koop, G., Leon-Gonzalez, R. & Strachan, R., Dec 2012, In: Journal of Econometrics. 171, 2, p. 237–250 14 p.

Research output: Contribution to journal › Article › peer-review

39 Citations (Scopus)

50 Downloads (Pure)

The dynamics of UK and US inflation expectations

Gefang, D., Koop, G. & Potter, S. M., 30 Nov 2012, In: Computational Statistics and Data Analysis. 56, 11, p. 3120–3133 14 p.

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

Forecasting inflation using dynamic model averaging

Koop, G. & Korobilis, D., Aug 2012, In: International Economic Review. 53, 3, p. 867–886 20 p.

Research output: Contribution to journal › Article › peer-review

253 Citations (Scopus)

Estimating the Impact on Efficiency of the Adoption of a Voluntary Environmental Standard: an Empirical Study of the Global Copper Mining Industry

Tole, L. & Koop, G., 6 Mar 2012, Glasgow: University of Strathclyde, 29 p. (Strathclyde Discussion Papers in Economics; vol. 11-36).

Research output: Working paper › Discussion paper

Open Access

File

22 Downloads (Pure)

A New Model of Trend Inflation

Chan, J. C. C., Koop, G. & Potter, S. M., 13 Feb 2012, Glasgow: University of Strathclyde, 34 p. (Strathclyde Discussion Papers in Economics; vol. 12-02).

Research output: Working paper › Discussion paper

Open Access

File