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 3 19 0 6 28 36
A Quantile Nelson-Siegel model 0 2 6 17 3 9 29 56
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 4 16 46
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 0 2 11 28
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 1 6 17 78
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 2 10 25
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 35 2 5 18 79
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 2 4 13 74
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 3 4 14 44
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 3 14 28
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 3 3 16 42
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 0 2 11 28
Inflation trends in Asia: implications for central banks 0 0 0 45 4 7 13 77
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 1 5 13 124
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 4 5 14 72
Money Growth and Inflation: A Quantile Sensitivity Approach 1 1 1 11 7 9 22 40
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 3 4 10 96
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 3 6 15 41
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 5 7 23 138
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 1 1 17 170
Trend Inflation and Inflation Compensation 0 0 0 22 2 3 10 98
Trend Inflation in Sweden 0 0 0 80 2 3 13 155
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 7 15 24 31
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 1 1 19 2 4 10 36
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 2 9 44
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 19 2 5 13 73
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 5 12 16 240
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 3 4 12 89
Total Working Papers 1 5 17 1,053 67 142 431 2,088
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 2 3 4 17
A time-varying Phillips curve with global factors: Are global factors important? 0 0 0 4 2 4 11 23
An international analysis of the trend five‐year government bond rate 0 0 2 2 0 7 19 19
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 2 3 5 63
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 8 13 27 47
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 0 3 15 70
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 4 20 21
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 3 6 22 36
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 1 1 3 5 7 8
Estimating the US trend short-term interest rate 0 0 0 5 2 3 13 27
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 1 31 4 5 20 145
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 3 5 13 26
High-dimensional conditionally Gaussian state space models with missing data 0 0 1 6 1 2 12 23
Inflation trends in Asia: implications for central banks 0 0 1 8 4 8 39 56
Large stochastic volatility in mean VARs 0 0 1 3 4 5 17 30
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 3 28 6 11 21 106
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 3 7 15 38
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 3 4 23 68
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 1 1 2 3 1 1 5 9
Reconciled Estimates of Monthly GDP in the United States 0 0 2 3 3 4 19 31
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 1 5 29 3 7 25 102
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 0 0 8 56 3 6 35 244
Trend Inflation in Sweden 0 0 0 0 2 3 7 9
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 1 2 10 17
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 3 3 2 3 15 15
Total Journal Articles 2 2 42 249 67 124 419 1,250


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 3 6 7 7
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 4 4 6 6
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 7 20 2 3 23 51
Total Chapters 0 0 7 20 9 13 36 64


Statistics updated 2026-05-06