Access Statistics for Aubrey Poon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis 0 0 16 16 0 1 8 8
A Quantile Nelson-Siegel model 0 1 6 11 1 4 14 27
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 1 1 30
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 0 0 17
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 30 0 0 1 61
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 5 5 0 1 15 15
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 34 0 0 8 61
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 0 0 0 61
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 0 0 30
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 0 0 14
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 8 0 1 4 17
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 3 6 28 1 7 12 26
Inflation trends in Asia: implications for central banks 0 0 0 45 0 1 1 64
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 28 0 0 1 111
International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach 0 0 1 37 1 1 4 58
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 2 10 0 0 5 18
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 0 3 86
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 1 5 26
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 2 2 4 115
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 1 2 3 104 1 3 13 153
Trend Inflation and Inflation Compensation 0 0 0 22 0 0 2 88
Trend Inflation in Sweden 0 0 0 80 1 1 3 142
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 1 1 2 7
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 0 4 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 0 1 2 35
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 1 1 27 0 1 1 77
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 1 3 19 2 2 7 60
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage 0 0 0 101 1 3 6 224
Total Working Papers 2 8 46 1,036 11 32 126 1,657
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new Bayesian model for contagion and interdependence 0 0 0 1 0 1 2 13
A time-varying Phillips curve with global factors: Are global factors important? 1 2 4 4 2 4 7 12
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 0 0 58
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 1 4 0 0 9 20
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 15 0 0 2 55
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 0 0 1 1 1 1
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 2 2 2 4 14 14
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 0 0 0 0 1 1
Estimating the US trend short-term interest rate 1 1 3 5 1 3 7 14
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 1 4 30 0 2 9 125
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 1 3 4 0 1 6 13
High-dimensional conditionally Gaussian state space models with missing data 0 0 3 5 1 1 7 11
Inflation trends in Asia: implications for central banks 0 0 2 7 0 0 5 17
Large stochastic volatility in mean VARs 0 1 2 2 0 4 8 13
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 1 1 4 25 1 2 9 85
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 0 0 2 23
On the contribution of international shocks in Australian business cycle fluctuations 0 0 1 13 0 0 4 45
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 0 1 0 0 1 4
Reconciled Estimates of Monthly GDP in the United States 0 0 0 1 0 1 2 12
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 2 24 1 1 5 77
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 0 0 6 48 6 13 26 209
Trend Inflation in Sweden 0 0 0 0 0 0 1 2
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 2 2 0 4 7 7
Total Journal Articles 3 7 39 207 15 42 135 831


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 1 2 10 13 1 2 17 28
Total Chapters 1 2 10 13 1 2 17 28


Statistics updated 2025-05-12