Mixed frequency functional VARs for nowcasting and structural analysis of the income distribution in the UK, with De Polis, A., Koop, G., Mitchell, J., and Wu, P., [Presentation slides]
Incorporating micro data into macro models using pseudo VARs, with Koop, G., Mitchell, J., and Wu, P., [Presentation slides]
Reconciled Estimates of Monthly GDP in the US, with Koop, G., Mitchell, J., and Poon, A., (2022), Journal of Business & Economic Statistics, Vol. 41, 2, 563–577, [Federal Reserve Bank of Cleveland Working Paper; ESCoE Discussion Paper; Latest version; ESCoE blog]
Nowcasting 'True' Monthly US GDP During the Pandemic, with Koop, G., Mitchell, J., and Poon, A., (2021), National Institute Economic Review, Spring 2021, pp. 44 - 70, [Final pre-publication version]
Monthly GDP Growth Estimates for the U.S. States, with Koop, G., Mitchell, J., and Raftapostolos, A., [ARXIV Working Paper]
Measuring sub-regional economic activity: Missing frequencies and missing data, with Koop, G., Mitchell, J., Poon, A., and Wu, P., Recent Developments in Bayesian Econometrics and its Applications, Springer [ESCoE Discussion Paper; Presentation slides]
Incorporating short data into large Mixed frequency VARs for regional nowcasting, with Koop, G., Mitchell, J., Poon, A., and Wu, P. Journal of the Royal Statistical Society: Series A, Vol 187, 2, pp. 477-495 [Federal Reserve Bank of Cleveland Working Paper]
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates, with Koop, G., Mitchell, J., and Poon, A., (2022), International Journal of Forecasting, Vol. 40, 2, pp. 626-640 [Final pre-publication version; ESCOE Discussion Paper; Federal Reserve Bank of Cleveland Working Paper]
Reconciled Estimates and Nowcasts of Regional Output in the UK, with Koop, G., Mitchell, J., and Poon, A., (2020), National Institute Economic Review, Vol. 253, R44-R59 [Final pre-publication version]
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017, with Koop, G., Mitchell, J., and Poon, A., (2020), Journal of Applied Econometrics, Vol. 35, 2, pp. 176-197 [Final pre-publication version]
UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model with Entropic Tilting, with Koop, G., and Mitchell, J., (2020), Journal of the Royal Statistical Society: Series A, Vol. 183, Part 1, pp. 91 - 119 [Final pre-publication version]
Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy, with Allan, G.J., Koop, G., and Smith, P., (2019), Sankhya B, Vol. 81-B, Supp 1, pp. S12-S45
Computable general equilibrium modelling in regional science, Allan, G.J., with Lecca P, McGregor P.G., Swales J. K, (2017), in Regional Research Frontiers Advances in Spatial Science: The Regional Science Series, Springer
Hierarchical spatial econometric models in regional science, with Lacombe D.J., (2017), in Regional Research Frontiers Advances in Spatial Science: The Regional Science Series, Springer
Local and global spatial effects in hierarchical models, with Lacombe D.J., (2016), Applied Economics Letters, Vol. 23, 16, pp. 1168-1172.
My research contributed to the following REF 2021 Impact case: Improving policy-relevant analysis in the UK, Europe and USA through novel macroeconometric methods
Summary of the impact case: Financial institutions and government bodies have used the macroeconometric methods created by Strathclyde researchers to enhance regional and national policymaking in the UK, Europe and the USA. The new methods produced more accurate and timelier estimates of macroeconomic variables, including regional economic activity and inflation. Applications of the methods have strengthened the economic analysis undertaken by the UK Office for National Statistics, Scottish Fiscal Commission, Bank of England, European Central Bank, European Commission and US Federal Reserve Banks. Decision-making within and beyond these bodies has been informed. Aspects of the research also augmented economic analysis and commentary disseminated to stakeholders and the public by global businesses (e.g. PricewaterhouseCoopers) and media outlets (e.g. Financial Times).
Office for National Statistics, Leading indicators of regional resilience, with Koop, G., and Mitchell, J., 2023
Office for National Statistics, Regional Nowcasting - Phase 3, part of the Economic Statistics Centre of Excellence, with Koop, G., and Mitchell, J., 2021
Office for National Statistics, Regional Nowcasting - Phase 2, part of the Economic Statistics Centre of Excellence, with Koop, G., and Mitchell, J., 2019
Office for National Statistics, Regional Nowcasting - Phase 1, part of the Economic Statistics Centre of Excellence, with Koop, G., and Mitchell, J., 2017