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 15 16 16 1 7 8 8
A Quantile Nelson-Siegel model 1 3 6 11 1 5 14 24
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 0 0 29
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 30 0 0 1 61
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 0 0 17
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 1 5 5 1 5 15 15
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 1 1 34 0 2 10 61
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 1 61 0 0 1 61
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 0 1 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 1 1 4 17
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 1 2 4 26 4 5 10 23
Inflation trends in Asia: implications for central banks 0 0 0 45 0 0 1 63
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 28 0 0 4 111
International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach 0 0 1 37 0 0 4 57
Money Growth and Inflation: A Quantile Sensitivity Approach 0 1 3 10 0 1 7 18
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 0 5 86
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 2 7 26
Reconciled Estimates of Monthly GDP in the US 0 0 0 47 0 0 2 113
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 1 1 2 103 2 2 14 152
Trend Inflation and Inflation Compensation 0 0 2 22 0 1 7 88
Trend Inflation in Sweden 0 0 0 80 0 1 2 141
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 0 0 1 6
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 0 1 5 26
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 52 1 1 2 35
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 1 1 27 1 1 1 77
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 1 2 18 0 3 5 58
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage 0 0 0 101 2 2 5 223
Total Working Papers 4 26 47 1,032 15 40 136 1,640
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 13
A time-varying Phillips curve with global factors: Are global factors important? 0 0 2 2 0 0 4 8
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 0 1 58
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 1 4 0 1 11 20
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 15 0 0 2 55
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 2 2 2 3 12 12
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 0 0 0 1 1 1
Estimating the US trend short-term interest rate 0 0 2 4 2 2 7 13
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 4 29 1 1 12 124
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 1 2 3 4 1 2 7 13
High-dimensional conditionally Gaussian state space models with missing data 0 1 3 5 0 1 6 10
Inflation trends in Asia: implications for central banks 0 1 2 7 0 1 5 17
Large stochastic volatility in mean VARs 0 0 1 1 1 3 5 10
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 3 24 1 2 8 84
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 9 0 2 2 23
On the contribution of international shocks in Australian business cycle fluctuations 0 0 1 13 0 2 6 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 1 2 2 12
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 2 24 0 2 8 76
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 0 1 6 48 5 7 18 201
Trend Inflation in Sweden 0 0 0 0 0 0 1 2
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 2 2 2 4 6 7 7
Total Journal Articles 1 8 34 201 19 39 128 808


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 12 1 3 18 27
Total Chapters 1 2 10 12 1 3 18 27


Statistics updated 2025-03-03