Projects per year
Personal profile
Biography
Bonsoo Koo is an Associate Professor at the Department of Econometrics and Business Statistics at Monash University. Associate Professor Koo received his PhD from the London School of Economics and Political Science. His research interests lie in a variety of economic modelling, estimation, inference and forecasting, particularly in the areas of Finance and macroeconometrics. He has a number of publications in the areas of Financial Econometrics, Finance, Econometric Theory and Superannuation.
He has been awarded three Australian Research Council grants through its National Competitive Grants Programme and is currently working on "Forecasting under uncertainty", "Superannuation fit for the future", and "Modelling, estimation and forecasting of the yield curve dynamics".
Research interests
Financial Econometrics, Econometric Theory, Finance, Macroeconometrics, Superannuation
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
Data61 CRP #47 - Economic Scenario Generation (ESG) and Optimal Superannuation Life-Cycle Modelling and Risks
Koo, B., Pantelous, A., Knight, K., Zhu, Z., Chen, W. (., Toscas, P. & Stephenson, A.
1/01/20 → 31/12/22
Project: Research
Research on the effective are superannuation tax concessions in encouraging additional savings
Ruthbah, U., Pham, N., Koo, B. & Kapur, D.
6/12/19 → 30/04/20
Project: Research
Research on the Relationship between voluntary savings and changes to the Superannuation Guarantee (SG)
Ruthbah, U., Pham, N., Koo, B. & Kapur, D.
6/12/19 → 30/04/20
Project: Research
Nonparametric estimation and forecasting of yield curve dynamics
Australian Research Council (ARC)
1/01/17 → 31/12/19
Project: Research
RiskLab Research - Actuarial Sciences
Pantelous, A., Koo, B., O'Hare, C. & Knight, K.
1/01/17 → 31/12/19
Project: Research
Research Output
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, B., La Vecchia, D. & Linton, O. B., 2020, (Accepted/In press) In : Journal of Econometrics. 27 p.Research output: Contribution to journal › Article › Research › peer-review
1
Citation
(Scopus)
High-dimensional predictive regression in the presence of cointegration
Koo, B., Anderson, H. M., Seo, M. H. & Yao, W., 2020, (Accepted/In press) In : Journal of Econometrics. 22 p.Research output: Contribution to journal › Article › Research › peer-review
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
Chen, W., Minney, A., Toscas, P., Koo, B., Zhu, Z. & Pantelous, A. A., 2020, (Accepted/In press) In : Finance Research Letters. 10 p., 101644.Research output: Contribution to journal › Article › Research › peer-review
Regularized regression for hierarchical forecasting without unbiasedness conditions
Ben Taieb, S. & Koo, B., 2019, KDD 2019: Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. Li, Y., Rosales, R., Terzi, E. & Karypis, G. (eds.). New York NY USA: Association for Computing Machinery (ACM), p. 1337-1347 11 p.Research output: Chapter in Book/Report/Conference proceeding › Conference Paper › Research › peer-review
1
Citation
(Scopus)
A note on the validity of cross-validation for evaluating autoregressive time series prediction
Bergmeir, C., Hyndman, R. J. & Koo, B., 1 Apr 2018, In : Computational Statistics and Data Analysis. 120, p. 70-83 14 p.Research output: Contribution to journal › Article › Research › peer-review
68
Citations
(Scopus)