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Economics and Finance
UK
2024

D-Index & Metrics

Economics and Finance

D-Index
66
Citations
23698
World Ranking
564
National Ranking
66

Research.com Recognitions

  • 2024 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

Gary Koop is affiliated with the University of Strathclyde in the United Kingdom. Their research primarily focuses on Economics, Econometrics, and Finance, with notable contributions across related subfields including Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability, Management Science and Operations Research, and Finance.

The scientist's research spans several main topics such as Monetary Policy and Economic Impact, Market Dynamics and Volatility, Statistical Methods and Inference, Forecasting Techniques and Applications, Financial Risk and Volatility Modeling, Bayesian Methods and Mixture Models, and Complex Systems and Time Series Analysis.

Gary Koop has published extensively with a total publication count distributed across various venues. The most frequent publication outlets include arXiv (Cornell University), Studies in Nonlinear Dynamics and Econometrics, Working paper series, SSRN Electronic Journal, and the Journal of Business and Economic Statistics.

  • arXiv (Cornell University)
  • Studies in Nonlinear Dynamics and Econometrics
  • Working paper
  • SSRN Electronic Journal
  • Journal of Business and Economic Statistics

Among the recent papers are:

  • Inducing Sparsity and Shrinkage in Time-Varying Parameter Models, 2020, Journal of Business and Economic Statistics
  • TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES, 2022, International Economic Review
  • Exchange rate predictability and dynamic Bayesian learning, 2020, Journal of Applied Econometrics
  • BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS, 2022, International Economic Review
  • Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage, 2022, International Journal of Forecasting

The scientist frequently collaborates with the following co-authors:

  • Florian Huber
  • James Mitchell
  • Aubrey Poon
  • Michael Pfarrhofer
  • Stuart McIntyre

Best Publications

  • Impulse response analysis in nonlinear multivariate models

    Gary Koop;M.Hashem Pesaran;Simon M. Potter

  • Bayesian Econometric Methods

    Gary Koop;Dale J. Poirier;Justin L. Tobias

  • Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

    Gary Koop;Dimitris Korobilis

  • A new index of financial conditions

    Gary Koop;Dimitris Korobilis

  • Do recessions permanently change output

    Paul Beaudry;Paul Beaudry;Paul Beaudry;Gary Koop;Gary Koop

  • Large time-varying parameter VARs

    Gary Koop;Dimitris Korobilis

  • Stochastic frontier models: a bayesian perspective

    Julien van den Broeck;Gary Koop;Jacek Osiewalski;Mark F.J Steel;Mark F.J Steel

  • FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING

    Gary Koop;Dimitris Korobilis

  • Analysis of Economic Data

    Gary Koop

  • Forecasting with Medium and Large Bayesian VARs

    Gary M. Koop

  • Is there an environmental Kuznets curve for deforestation

    Gary Koop;Lise Tole

  • Bayesian efficiency analysis through individual effects: Hospital cost frontiers

    Gary Koop;Jacek Osiewalski;Mark F.J. Steel

  • On the evolution of the monetary policy transmission mechanism

    Gary Koop;Roberto Leon-Gonzalez;Rodney W. Strachan

  • Modelling recreation demand using choice experiments: Climbing in Scotland

    Nick Hanley;Robert E. Wright;Gary Koop

  • Are all Economic Hypotheses False

    J. Bradford De Long;Kevin Lang

  • Dynamic Asymmetries in U.S. Unemployment

    Gary Koop;Simon M. Potter

  • Estimation and forecasting in models with multiple breaks

    Gary Koop;Simon M. Potter

  • Posterior analysis of stochastic frontier models using Gibbs sampling

    Gary Koop;Mark F. Steel;Jacek Osiewalski

  • The components of output growth: A stochastic frontier analysis

    Gary Koop;Jacek Osiewalski;Mark F. J. Steel

  • Forecasting in dynamic factor models using Bayesian model averaging

    Gary Koop;Simon Potter

  • An introduction to econometrics

    G.M. Koop

Frequent Co-Authors

Mark F. J. Steel
Mark F. J. Steel University of Warwick
Simon M. Potter
Simon M. Potter Federal Reserve Bank of New York
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
Luc Bauwens
Luc Bauwens Université Catholique de Louvain
Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam
Andrew Harvey
Andrew Harvey University of Cambridge
Monica Billio
Monica Billio Ca Foscari University of Venice
Jean-Michel Zakoian
Jean-Michel Zakoian École Nationale de la Statistique et de l'Administration Économique
Olivier Scaillet
Olivier Scaillet University of Geneva
Kai Li
Kai Li Zhengzhou University

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