Projects per year
Personal profile
Biography
Bonsoo Koo is a Professor at the Department of Econometrics and Business Statistics at Monash University. 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):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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High-frequency Estimation of Term Structure Models at the Zero Lower Bound
Koo, B. (Primary Chief Investigator (PCI)), Yao, W. (Chief Investigator (CI)) & Winkelmann, L. (Partner Investigator (PI))
Monash University – Internal School Contribution
30/12/22 → 30/12/26
Project: Research
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Statistical Analysis of State-Dependent Government Spending Multipliers
Koo, B. (Primary Chief Investigator (PCI)), Lee, S. (Partner Investigator (PI)) & Seo, M. H. (Partner Investigator (PI))
ARC - Australian Research Council, Monash University – Internal Faculty Contribution
2/06/22 → 1/06/26
Project: Research
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SETAR-Tree: Global model-based forecasting with Trees and Threshold Autoregressive Models
Schmidt, D. (Primary Chief Investigator (PCI)), Koo, B. (Chief Investigator (CI)) & Hyndman, R. (Chief Investigator (CI))
21/10/22 → 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. (Primary Chief Investigator (PCI)), Pantelous, A. (Chief Investigator (CI)), Knight, K. (Project Manager), Zhu, Z. (Chief Investigator (CI)), Chen, W. (Chief Investigator (CI)), Toscas, P. (Chief Investigator (CI)) & Stephenson, A. (Chief Investigator (CI))
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. (Primary Chief Investigator (PCI)), Pham, N. (Chief Investigator (CI)), Koo, B. (Chief Investigator (CI)) & Kapur, D. (Chief Investigator (CI))
6/12/19 → 30/04/20
Project: Research
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Competitive insurance pricing in a duopoly
Boonen, T. J., Koo, B., Mourdoukoutas, F. & Pantelous, A. A., 2025, (Accepted/In press) In: European Journal of Operational Research. 23 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Disentangling structural breaks in factor models for macroeconomic data
Koo, B., Wong, B. & Zhong, Z.-Y., 2025, (Accepted/In press) In: Journal of Business and Economic Statistics. 31 p.Research output: Contribution to journal › Article › Research › peer-review
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Loss-based variational Bayes prediction
Frazier, D. T., Loaiza-Maya, R., Martin, G. M. & Koo, B., 2025, In: Journal of Computational and Graphical Statistics. 34, 1, p. 84-95 12 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile3 Citations (Scopus) -
Nonlinear dynamics of Kimchi premium
Seo, M. H., Koo, B. & Yang, Y. F., Jun 2024, In: Economic Modelling. 135, 11 p., 106726.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile3 Citations (Scopus) -
Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach
Mourdoukoutas, F., Boonen, T. J., Koo, B. & Pantelous, A. A., Nov 2024, In: Insurance: Mathematics and Economics. 119, p. 32-47 16 p.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus)