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 4 15 15
A Quantile Nelson-Siegel model 0 0 4 11 1 3 17 33
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 1 4 33
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 0 2 5 65
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 0 2 5 0 2 9 17
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 1 1 2 35 1 1 3 62
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 2 2 16
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 0 1 3 19
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 4 28 2 7 18 34
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 1 1 1 29 1 3 4 114
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 2 38 0 0 6 60
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 10 0 1 5 19
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 2 3 88
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 1 4 28
Reconciled Estimates of Monthly GDP in the US 0 1 1 48 0 2 7 119
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 3 104 3 4 14 160
Trend Inflation and Inflation Compensation 0 0 0 22 0 2 3 90
Trend Inflation in Sweden 0 0 0 80 0 1 5 144
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 1 1 2 8
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 1 1 4 27
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 2 3 37
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 0 0 1 77
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 2 19 0 1 8 62
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 1 6 225
Total Working Papers 2 3 41 1,042 12 45 152 1,724
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 3 4 0 0 8 15
An international analysis of the trend five‐year government bond rate 0 2 2 2 2 4 4 4
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 1 1 59
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 0 4 0 2 6 23
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 0 3 6 60
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 4 4 4 4 8 9 10 10
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 1 5 15 21
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 0 0 2 5 0 0 6 14
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 1 2 31 0 4 7 129
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 2 4 0 1 5 14
High-dimensional conditionally Gaussian state space models with missing data 0 0 3 6 1 3 12 17
Inflation trends in Asia: implications for central banks 0 0 2 8 0 0 3 18
Large stochastic volatility in mean VARs 0 1 2 3 0 4 13 19
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 2 5 28 0 2 8 88
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 1 1 10 0 3 5 26
On the contribution of international shocks in Australian business cycle fluctuations 0 0 1 13 0 3 7 49
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 0 1 5
Reconciled Estimates of Monthly GDP in the United States 0 1 1 2 1 3 6 16
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 1 3 26 1 4 9 83
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 0 1 4 49 1 6 26 216
Trend Inflation in Sweden 0 0 0 0 1 1 2 3
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 2 2 0 0 7 7
Total Journal Articles 5 14 42 228 16 58 169 910


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 1 8 16 1 3 12 33
Total Chapters 1 1 8 16 1 3 12 33


Statistics updated 2025-10-06