Gary Koop

17.6k total citations · 4 hit papers
185 papers, 11.1k citations indexed

About

Gary Koop is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Gary Koop has authored 185 papers receiving a total of 11.1k indexed citations (citations by other indexed papers that have themselves been cited), including 124 papers in Economics and Econometrics, 105 papers in General Economics, Econometrics and Finance and 37 papers in Finance. Recurrent topics in Gary Koop's work include Monetary Policy and Economic Impact (104 papers), Market Dynamics and Volatility (58 papers) and Financial Risk and Volatility Modeling (27 papers). Gary Koop is often cited by papers focused on Monetary Policy and Economic Impact (104 papers), Market Dynamics and Volatility (58 papers) and Financial Risk and Volatility Modeling (27 papers). Gary Koop collaborates with scholars based in United Kingdom, United States and Canada. Gary Koop's co-authors include Simon Potter, M. Hashem Pesaran, Dimitris Korobilis, Mark F. J. Steel, Lise Tole, Jacek Osiewalski, Dale J. Poirier, Rodney W. Strachan, Paul Beaudry and Roberto León‐González and has published in prestigious journals such as Journal of the American Statistical Association, The Economic Journal and The Review of Economics and Statistics.

In The Last Decade

Gary Koop

176 papers receiving 10.3k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Impulse response analysis in nonlinear multivariate models

1996 3.5k citations Gary Koop et al. Journal of Econometrics profile →
An introduction to econometrics

2008 476 citations Gary Koop profile →
A new index of financial conditions

2014 464 citations Gary Koop, Dimitris Korobilis profile →
Large time-varying parameter VARs

2013 298 citations Gary Koop, Dimitris Korobilis Journal of Econometrics profile →

Peers

Countries citing papers authored by Gary Koop

Since Specialization

Citations

This map shows the geographic impact of Gary Koop's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gary Koop with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gary Koop more than expected).

Fields of papers citing papers by Gary Koop

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gary Koop. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gary Koop. The network helps show where Gary Koop may publish in the future.

Co-authorship network of co-authors of Gary Koop

This figure shows the co-authorship network connecting the top 25 collaborators of Gary Koop. A scholar is included among the top collaborators of Gary Koop based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Gary Koop. Gary Koop is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Fast, Order-Invariant Bayesian Inference in VARs Using the Eigendecomposition of the Error Covariance Matrix 2025 ·Journal of Business and Economic Statistics ·(unknown), Gary Koop	0
2	Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model 2024 ·Journal of Business and Economic Statistics ·Todd E. Clark, Florian Huber, Gary Koop, Massimiliano Marcellino, (unknown)	6
3	Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks 2024 ·Journal of Applied Econometrics ·Florian Huber, Gary Koop	0
4	Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods 2024 ·RePEc: Research Papers in Economics ·(unknown), Florian Huber, Gary Koop	2
5	Large Order-Invariant Bayesian VARs with Stochastic Volatility 2023 ·Journal of Business and Economic Statistics ·Joshua C. C. Chan, Gary Koop, (unknown)	16
6	Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting 2023 ·Journal of the Royal Statistical Society Series A (Statistics in Society) ·Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon, (unknown)	2
7	Predictive Density Combination Using a Tree-Based Synthesis Function 2023 ·SSRN Electronic Journal ·(unknown), (unknown), Florian Huber, Gary Koop, James Mitchell	0
8	Bayesian Modeling of Time-Varying Parameters Using Regression Trees 2023 ·SSRN Electronic Journal ·(unknown), Florian Huber, Gary Koop, James Mitchell	1
9	Large stochastic volatility in mean VARs 2023 ·Journal of Econometrics ·Jamie Cross, (unknown), Gary Koop, Aubrey Poon	6
10	Reconciled Estimates of Monthly GDP in the United States 2022 ·Journal of Business and Economic Statistics ·Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon	6
11	NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 2021 ·National Institute Economic Review ·Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon	6
12	Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models 2021 ·Journal of Business and Economic Statistics ·(unknown), Florian Huber, Gary Koop, Luca Onorante	14
13	Computationally efficient inference in large Bayesian mixed frequency VARs 2020 ·Economics Letters ·(unknown), Gary Koop, Aubrey Poon	11
14	Variational Bayes inference in high-dimensional time-varying parameter models 2018 ·Open Access at Essex (University of Essex) ·Dimitris Korobilis, Gary Koop	17
15	Regime-switching cointegration 2014 ·Studies in Nonlinear Dynamics and Econometrics ·(unknown), Gary Koop	22
16	Bayesian approaches to cointegratrion 2005 ·RePub (Erasmus University Rotterdam) ·Gary Koop, Rodney W. Strachan, Herman K. van Dijk, Mattias Villani	2
17	Country ‘choices’ or deforestation paths: A method for global change analysis of human-forest interactions 2001 ·Journal of Environmental Management ·Gary Koop, Lise Tole	5
18	Incomplete models and reweighting 1999 ·Econometric Reviews ·Gary Koop, Dale J. Poirier	1
19	Bayesian long-run prediction in time series models 1995 ·Journal of Econometrics ·Gary Koop, Jacek Osiewalski, Mark F. J. Steel	13
20	Posterior Properties of Long-Run Impulse Responses 1994 ·Journal of Business and Economic Statistics ·Gary Koop, Jacek Osiewalski, Mark F. J. Steel	5

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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