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G

Gary Koop

university of strathclyde

58H-index
400Paper Count
1.8WCitation Count
Published Papers 49
Publication Date
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Fast, Order-Invariant Bayesian Inference in VARs Using the Eigendecomposition of the Error Covariance Matrix
errJournal of Business & Economic Statistics
IF2.5
err2026-02-23
err0
errOAAI
errPing Wu; Gary Koop
errShare
errSave
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2024-04-01
err1
errOAAI
errKoop, Gary; Mcintyre, Stuart; Mitchell, James; Poon, Aubrey
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errSave
Bayesian forecasting in economics and finance: A modern review
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2024-04-01
err5
errOAAI
errMartin, Gael M.; Frazier, David T.; Maneesoonthorn, Worapree; Loaiza-Maya, Ruben; Huber, Florian; Koop, Gary; Maheu, John; Nibbering, Didier; Panagiotelis, Anastasios
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Large stochastic volatility in mean VARs
errJOURNAL OF ECONOMETRICS
IF4
err2023-09-01
err0
PREAI
errCross, Jamie L.; Hou, Chenghan; Koop, Gary; Poon, Aubrey
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errSave
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-01-01
err12
errOAAI
errGefang, Deborah; Koop, Gary; Poon, Aubrey
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errSave
Nowcasting in a pandemic using non-parametric mixed frequency VARs
errJOURNAL OF ECONOMETRICS
IF4
err2023-01-01
err26
errOAAI
errHuber, Florian; Koop, Gary; Onorante, Luca; Pfarrhofer, Michael; Schreiner, Josef
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errSave
Bayesian compressed vector autoregressions
errJOURNAL OF ECONOMETRICS
IF4
err2019-05-01
err45
errOAAI
errKoop, Gary; Korobilis, Dimitris; Pettenuzzo, Davide
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One size does not fit all ... panel data: Bayesian model averaging and data poolability
errECONOMIC MODELLING
IF4.7
err2018-11-01
err14
errOAAI
errDesbordes, Rodolphe; Koop, Gary; Vicard, Vincent
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Large Bayesian VARMAs
errJOURNAL OF ECONOMETRICS
IF4
err2016-06-01
err19
errOAAI
errChan, Joshua C. C.; Eisenstat, Eric; Koop, Gary
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errSave
Forecasting with dimension switching VARs
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2014-04-01
err9
PREAI
errKoop, Gary
errShare
errSave
Hierarchical Shrinkage in Time-Varying Parameter Models
errJOURNAL OF FORECASTING
IF2.7
err2013-12-19
err73
errOAAI
errBelmonte, Miguel A. G.; Koop, Gary; Korobilis, Dimitris
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errSave
Large time-varying parameter VARs
errJOURNAL OF ECONOMETRICS
IF4
err2013-12-01
err248
errOAAI
errKoop, Gary; Korobilis, Dimitris
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errSave
Introduction for the annals issue of the Journal of Econometrics on Bayesian Models, Methods and Applications
errJOURNAL OF ECONOMETRICS
IF4
err2012-12-01
err0
PREAI
errGeweke, John; Koop, Gary; Paap, Richard
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errSave
Bayesian model averaging in the instrumental variable regression model
errJOURNAL OF ECONOMETRICS
IF4
err2012-12-01
err42
errOAAI
errKoop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney
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errSave
Bayesian inference in a time varying cointegration model
errJOURNAL OF ECONOMETRICS
IF4
err2011-12-01
err40
errOAAI
errKoop, Gary; Leon-Gonzalez, Roberto; Strachan, Rodney W.
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errSave
UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?
errECONOMIC MODELLING
IF4.7
err2011-09-01
err44
errOAAI
errKoop, Gary; Korobilis, Dimitris
errShare
errSave
A Review of A First Course in Bayesian Statistical Methods
errECONOMETRICS JOURNAL
IF7
err2010-11-02
err0
PREAI
errKoop, Gary
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errSave
A flexible approach to parametric inference in nonlinear and time varying time series models
errJOURNAL OF ECONOMETRICS
IF4
err2010-11-01
err10
errOAAI
errKoop, Gary; Potter, Simon
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errSave
Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2010-04-01
err28
errOAAI
errJochmann, Markus; Koop, Gary; Strachan, Rodney W.
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errSave
Do environmental regulations affect the location decisions of multinational gold mining firms?
erreconomic geography
IF2.9
err2010-02-02
err68
errOAAI
errTole, Lise; Koop, Gary
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errSave

Research Directions

No research directions
Co-authors
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Nick Hanley
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Philip Hans Franses
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C
Christopher J. Ruhm
H-index: 59 · Papers: 328
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