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 1 4 20 2 5 27 43
A Quantile Nelson-Siegel model 0 0 6 17 3 4 29 62
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 3 5 16 52
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 31 0 0 13 78
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 3 5 17 34
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 0 1 7 27
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 1 3 3 38 3 5 26 88
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 2 2 17 79
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 1 1 110 3 7 21 52
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 3 4 19 35
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 1 1 11 45
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 0 0 2 3 3
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 3 3 14 34
Inflation trends in Asia: implications for central banks 0 0 0 45 2 3 16 80
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 29 2 2 13 127
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 38 0 1 12 73
Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data 0 14 14 14 1 10 10 10
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 11 2 6 29 50
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 2 11 99
Reconciled Estimates of Monthly GDP in the US 0 1 3 51 4 6 28 147
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 4 7 20 48
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 0 1 12 176
Soft-Noncrossing Bayesian Panel Quantile Regression for Measuring Climate Tail Risk 1 7 7 7 1 3 3 3
Trend Inflation and Inflation Compensation 0 0 0 22 3 4 11 103
Trend Inflation in Sweden 0 0 0 80 3 3 10 158
Uncertainty and the Term Structure of Interest Rates 0 0 1 4 0 1 29 37
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 19 1 1 11 39
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 3 4 12 49
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 1 1 12 90
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 1 1 20 0 1 13 75
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 0 15 240
Total Working Papers 2 28 42 1,084 54 100 487 2,236
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 7 20
A time-varying Phillips curve with global factors: Are global factors important? 0 0 1 5 1 2 11 26
An international analysis of the trend five‐year government bond rate 0 0 0 2 2 3 18 22
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 0 4 63
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 1 6 2 5 32 57
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 0 1 12 72
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 0 6 1 1 12 25
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 0 3 5 6 20 42
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 0 1 1 1 7 9
Estimating the US trend short-term interest rate 0 0 0 5 3 3 16 31
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 0 31 4 4 21 151
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 1 1 14 30
High-dimensional conditionally Gaussian state space models with missing data 0 0 0 6 0 0 7 24
Inflation trends in Asia: implications for central banks 0 0 0 8 1 1 40 58
Large stochastic volatility in mean VARs 1 1 1 4 1 1 12 32
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 1 1 29 0 7 25 115
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 10 1 2 14 41
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 2 2 21 70
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 3 2 2 6 11
Reconciled Estimates of Monthly GDP in the United States 0 0 2 4 0 1 18 34
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 2 29 0 1 16 103
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 1 1 8 59 3 4 32 254
Trend Inflation in Sweden 0 0 0 0 2 2 9 12
Uncertainty and the term structure of interest rates 2 3 3 3 7 9 9 9
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 2 3 14 22
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 0 3 1 2 9 18
Total Journal Articles 4 6 21 259 43 65 406 1,351


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 0 4 11 11
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 1 3 10 10
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 3 20 2 2 17 53
Total Chapters 0 0 3 20 3 9 38 74


Statistics updated 2026-11-12