Gary Koop

University Of Strathclyde

United Kingdom

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Articles (10)

Year:

2025

Year:

2025

Year:

2025

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Year:

2023

Year:

2022

Collaborators (8)

Aubrey Poon

SWEDEN

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Joshua Chan

Professor

Purdue University

UNITED STATES

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Florian Huber

Professor (full)

University of Salzburg

AUSTRIA

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Sharada Nia Davidson

Lecturer

University Of Strathclyde

UNITED KINGDOM

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Ping Wu

University Of Strathclyde

UNITED KINGDOM

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Massimiliano Marcellino

ITALY

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Stuart McIntyre

University Of Strathclyde

UNITED KINGDOM

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Niko Hauzenberger

University Of Strathclyde

UNITED KINGDOM

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Gary Koop

Research Interests

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Articles (10)

Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification

Fast, Order-Invariant Bayesian Inference in VARs using the Eigendecomposition of the Error Covariance Matrix

Predictive density combination using Bayesian machine learning

Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting

Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model

Fast and order-invariant inference in Bayesian VARs with nonparametric shocks

Forecasting U.S. inflation using Bayesian nonparametric models

Bayesian forecasting in economics and finance: A modern review

Large Order-Invariant Bayesian VARs with Stochastic Volatility

Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates

Collaborators (8)

Aubrey Poon

Joshua Chan

Florian Huber

Sharada Nia Davidson

Ping Wu

Massimiliano Marcellino

Stuart McIntyre

Niko Hauzenberger

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