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 2 2 18 6 14 23 30
A Quantile Nelson-Siegel model 0 4 5 15 6 14 24 47
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 1 6 13 42
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 6 7 11 72
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 5 9 9 26
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 2 3 9 23
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 35 7 12 13 74
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 5 8 9 70
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 4 9 10 40
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 6 9 11 25
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 3 28 3 5 20 39
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 3 6 10 26
Inflation trends in Asia: implications for central banks 0 0 0 45 4 6 7 70
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 4 5 8 119
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 4 6 10 67
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 0 10 5 10 13 31
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 3 4 6 92
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 2 7 10 35
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 9 12 18 131
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 1 5 19 169
Trend Inflation and Inflation Compensation 0 0 0 22 2 3 7 95
Trend Inflation in Sweden 0 0 0 80 1 4 11 152
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 5 8 10 16
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 3 4 6 32
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 2 5 8 42
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 3 7 9 85
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 1 3 7 228
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 19 5 6 10 68
Total Working Papers 0 6 20 1,048 108 197 321 1,946
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 1 1 2 14
A time-varying Phillips curve with global factors: Are global factors important? 0 0 2 4 3 4 11 19
An international analysis of the trend five‐year government bond rate 0 0 2 2 6 8 12 12
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 1 2 60
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 1 2 6 0 9 14 34
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 5 7 12 67
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 4 4 17 17
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 7 8 20 30
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 1 1 1 1 2 3
Estimating the US trend short-term interest rate 0 0 1 5 4 9 13 24
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 2 31 1 10 17 140
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 1 1 2 5 2 5 9 21
High-dimensional conditionally Gaussian state space models with missing data 0 0 1 6 1 4 11 21
Inflation trends in Asia: implications for central banks 0 0 1 8 23 30 31 48
Large stochastic volatility in mean VARs 0 0 2 3 2 5 16 25
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 4 28 3 5 12 95
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 3 4 8 31
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 8 15 19 64
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 3 4 8
Reconciled Estimates of Monthly GDP in the United States 0 1 2 3 4 11 16 27
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 4 28 5 8 19 95
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 1 5 8 56 5 16 42 238
Trend Inflation in Sweden 0 0 0 0 2 3 4 6
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 4 7 12 15
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 3 3 1 3 12 12
Total Journal Articles 2 9 47 247 95 181 337 1,126


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 0 1 1 1 1
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 0 2 2 2
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 3 9 20 3 12 22 48
Total Chapters 0 3 9 20 4 15 25 51


Statistics updated 2026-02-12