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 four Australian Research Council grants through its National Competitive Grants Programme. He has completed the ARC Discovery Project "Forecasting under uncertainty", and is currently working on "Superannuation fit for the future", "Modelling, estimation and forecasting of the yield curve dynamics" and "Statistical Analysis of State-Dependent Government Spending Multipliers".
Research interests
Financial Econometrics, Econometric Theory, Finance, Macroeconometrics, Superannuation
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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High-frequency Estimation of Term Structure Models at the Zero Lower Bound
Koo, B., Yao, W. & Winkelmann, L.
Monash University – Internal School Contribution
30/12/22 → 30/12/25
Project: Research
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SETAR-Tree: Global model-based forecasting with Trees and Threshold Autoregressive Models
Schmidt, D., Koo, B. & Hyndman, R.
21/10/22 → 31/12/23
Project: Research
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Statistical Analysis of State-Dependent Government Spending Multipliers
Koo, B., Lee, S. & Seo, M. H.
Australian Research Council (ARC), Monash University – Internal Faculty Contribution
1/01/21 → 31/12/23
Project: Research
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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
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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
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Novel utility-based life cycle models to optimise income in retirement
Koo, B., Pantelous, A. A. & Wang, Y., May 2022, In: European Journal of Operational Research. 299, 1, p. 346-361 16 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus) -
Using the pension multiple to measure retirement outcomes
Minney, A., Zhu, Z., Guo, Y., Li, J., Toscas, P., Koo, B. & Pantelous, A. A., Oct 2022, In: Finance Research Letters. 49, 8 p., 103149.Research output: Contribution to journal › Article › Research › peer-review
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Counterparty choice in the UK credit default swap market: an empirical matching approach
Ferrara, G., Kim, J. S., Koo, B. & Liu, Z., Jan 2021, In: Economic Modelling. 94, p. 58-74 17 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, B., La Vecchia, D. & Linton, O. B., Feb 2021, In: Journal of Econometrics. 220, 2, p. 562-588 27 p.Research output: Contribution to journal › Article › Research › peer-review
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Indirect inference for locally stationary models
Frazier, D. T. & Koo, B., Jul 2021, In: Journal of Econometrics. 223, 1, p. 1-27 27 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus)