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 1 1 16 17 2 3 17 18
A Quantile Nelson-Siegel model 1 1 4 12 2 3 16 35
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 4 7 11 40
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 3 3 3 20
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 0 0 4 65
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 1 5 0 3 10 20
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 1 2 35 4 5 7 66
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 1 2 2 63
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 2 3 3 33
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 3 3 5 19
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 1 2 5 21
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 4 28 1 3 17 35
Inflation trends in Asia: implications for central banks 0 0 0 45 0 0 1 64
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 1 1 29 0 1 3 114
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 0 1 4 61
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 10 5 7 9 26
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 2 88
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 1 5 29
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 0 0 6 119
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 1 8 15 165
Trend Inflation and Inflation Compensation 0 0 0 22 0 2 5 92
Trend Inflation in Sweden 0 0 0 80 2 6 10 150
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 0 1 2 8
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 2 3 28
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 2 4 38
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 2 2 6 227
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 2 19 0 0 7 62
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 2 3 4 80
Total Working Papers 2 4 38 1,044 37 74 186 1,786
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 0 1 13
A time-varying Phillips curve with global factors: Are global factors important? 0 0 2 4 0 0 7 15
An international analysis of the trend five‐year government bond rate 0 0 2 2 0 2 4 4
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 0 1 59
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 1 2 2 6 5 7 11 30
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 0 0 5 60
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 6 6 6 0 11 13 13
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 1 3 14 23
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 1 1 1 0 1 2 2
Estimating the US trend short-term interest rate 0 0 1 5 2 3 6 17
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 2 31 3 4 10 133
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 2 4 1 3 6 17
High-dimensional conditionally Gaussian state space models with missing data 0 0 2 6 3 4 11 20
Inflation trends in Asia: implications for central banks 0 0 2 8 5 5 7 23
Large stochastic volatility in mean VARs 0 0 2 3 2 3 15 22
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 4 28 0 2 8 90
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 1 2 7 28
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 2 2 8 51
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 1 1 2 6
Reconciled Estimates of Monthly GDP in the United States 1 1 2 3 4 5 10 20
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 3 5 28 2 7 15 89
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 2 4 6 53 8 15 36 230
Trend Inflation in Sweden 0 0 0 0 1 2 2 4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 2 2 1 2 8 9
Total Journal Articles 5 17 47 240 42 84 209 978


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 3 5 10 20 5 9 17 41
Total Chapters 3 5 10 20 5 9 17 41


Statistics updated 2025-12-06