Projects per year
Personal profile
Personal Statement
Ping Wu a Lecturer in the Department of Economics at the University of Strathclyde in Scotland. She is a Research Fellow in the Economic Statistics Centre of Excellence (ESCoE) funded by the UK's Office for National Statistics.
Ping's current research agenda focuses on mixed frequency VARs. I am interested in Bayesian econometric methods. Recent work examines: unobserved component models, mixed frequency models, order invariant VARs.
Ping is very happy to discuss possible collaborations.
Further information can be found on her website
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Collaborations and top research areas from the last five years
Projects
- 2 Active
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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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Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, P., 1 Jul 2024, In: International Journal of Forecasting. 40, 3, p. 903-917 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile20 Downloads (Pure) -
Mixed frequency functional VARs for nowcasting and structural analysis
De Polis, A., Koop, G., McIntyre, S., Mitchell, J. & Wu, P., 17 May 2024.Research output: Contribution to conference › Presentation/Speech › peer-review
Thesis
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Multivariate unobserved components models in a globalised world
Wu, P. (Author), Koop, G. (Supervisor) & Darby, J. (Supervisor), 10 Dec 2021Student thesis: Doctoral Thesis
Activities
- 1 Participation in workshop, seminar, course
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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