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 0 3 26 41
A Quantile Nelson-Siegel model 0 0 6 17 0 1 26 59
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 2 16 49
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 1 2 14 31
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 0 2 10 27
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 1 2 2 37 1 4 23 85
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 0 0 16 77
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 1 1 110 1 5 19 49
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 2 16 32
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 0 2 3 3 3
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 0 1 12 31
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 0 1 10 44
Inflation trends in Asia: implications for central banks 0 0 0 45 0 1 14 78
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 29 0 0 11 125
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 38 0 1 13 73
Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data 3 14 14 14 2 9 9 9
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 11 2 5 29 48
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 10 98
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 2 3 16 44
Soft-Noncrossing Bayesian Panel Quantile Regression for Measuring Climate Tail Risk 6 6 6 6 1 2 2 2
Trend Inflation and Inflation Compensation 0 0 0 22 0 1 10 100
Trend Inflation in Sweden 0 0 0 80 0 0 11 155
Uncertainty and the Term Structure of Interest Rates 0 0 1 4 1 1 29 37
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 1 9 46
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 0 15 240
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 0 12 89
Total Working Papers 10 24 35 857 13 51 381 1,672
7 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 2 6 19
A time-varying Phillips curve with global factors: Are global factors important? 0 1 1 5 0 2 10 25
An international analysis of the trend five‐year government bond rate 0 0 0 2 1 1 16 20
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 2 6 2 4 32 55
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 1 1 12 72
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 2 6 0 2 14 24
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 0 3 0 1 16 37
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 1 1 0 0 7 8
Estimating the US trend short-term interest rate 0 0 0 5 0 1 14 28
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 0 31 0 2 18 147
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 0 2 15 29
High-dimensional conditionally Gaussian state space models with missing data 0 0 0 6 0 1 7 24
Inflation trends in Asia: implications for central banks 0 0 0 8 0 0 39 57
Large stochastic volatility in mean VARs 0 0 0 3 0 0 12 31
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 1 1 29 2 8 27 115
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 10 1 2 14 40
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 0 0 19 68
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 3 0 0 4 9
Reconciled Estimates of Monthly GDP in the United States 0 0 2 4 1 2 18 34
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 3 29 0 1 20 103
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 0 1 9 58 0 4 35 251
Trend Inflation in Sweden 0 0 0 0 0 0 7 10
Uncertainty and the term structure of interest rates 1 1 1 1 2 2 2 2
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 0 2 13 20
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 0 3 1 2 11 17
Total Journal Articles 1 4 24 255 11 42 392 1,308

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 4 4 11 11
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 1 2 9 9
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 4 20 0 0 18 51
Total Chapters 0 0 4 20 5 6 38 71

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Statistics updated 2026-10-11