Our research involves the development and use of a range of statistical methods to explore both microeconomic and macroeconomic problems.
This includes the development of new approaches to measuring the modern economy, the development of econometric techniques (with a particular specialism in Bayesian econometrics), and work to develop approaches to producing more timely indicators of the macroeconomy through 鈥榥owcasting鈥�.
These methods and approaches have been used and adopted by a range of organisations including central banks, statistical agencies, and governments. Some recent examples of this are summarised in the following 2021 REF impact case: 鈥溾�� by Gary Koop and Stuart McIntyre.
Example publications
Huber, Florian, Gary Koop, Luca Onorante, Michael Pfarrhofer, and Josef Schreiner. "." Journal of Econometrics 232, no. 1 (2023): 52-69.
Fischer, Manfred M., Niko Hauzenberger, Florian Huber, and Michael Pfarrhofer. "." Journal of Applied Econometrics 38, no. 1 (2023): 69-87.
Beckmann, Joscha, Sharada Nia Davidson, Gary Koop, and Rainer Sch眉ssler. "" Journal of International Money and Finance 130 (2023): 102760.
Wu, Ping, and Gary Koop. "." Economics Letters (2023).
Koop, Gary., McIntyre, Stuart., Mitchell, James., and Aubrey Poon. 鈥溾��, Journal of Business & Economic Statistics, (2022), Vol. 41, 2, 563鈥�577.
Hauzenberger, Niko, Florian Huber, Gary Koop, and Luca Onorante. "" Journal of Business & Economic Statistics 40, no. 4 (2022): 1904-1918.
Koop, Gary, McIntyre, Stuart and Mitchell, James. "" Journal of the Royal Statistical Society Series A: Statistics in Society 183, no. 1 (2020): 91-119.
Koop, Gary, McIntyre, Stuart, Mitchell, James and Poon, Aubrey. 鈥溾��, with Koop, G., Mitchell, J., and Poon, A., (2020), Journal of Applied Econometrics, Vol. 35, 2, pp. 176-197
Funding
鈥溾��, Office for National Statistics, Economic Statistics Centre of Excellence, (Gary Koop, Stuart McIntyre, and James Mitchell (Warwick)).
