I am interested in Bayesian econometric methods. My current research agenda focuses on mixed frequency VARs.

Recent work examines: unobserved component models, mixed frequency models, order invariant VARs.


  1. Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting
    Gary Koop, Stuart McIntyre, James Mitchell, Aubrey Poon and Ping Wu (2023)
    Journal of the Royal Statistical Society: Series A, forthcoming
    [ Journal Version | Working Paper]
  2. Should I open to forecast? Implications from A Multi-country Unobserved Components Model with Sparse Factor Stochastic Volatility
    Ping Wu (2023)
    International Journal of Forecasting, forthcoming
    [ Journal Version | Working Paper]
  3. A Time-Varying Phillips Curve with Global Factors: Are Global Factors Important?
    Alain Ntumba Kabundi, Aubrey Poon, and Ping Wu (2023)
    Economic Modelling, 126: 106423
    [ Journal Version | Working Paper]
  4. Estimating the Ordering of Variables in a VAR using a Plackett-Luce Prior
    Ping Wu and Gary Koop (2023)
    Economics Letters, 230: 111247
    [ Journal Version | Working Paper]

Working Papers

Work in progress