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 1 2 16 16
A Quantile Nelson-Siegel model 0 0 3 11 0 2 15 33
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 3 3 7 36
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 0 0 4 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 1 5 3 5 11 20
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 1 2 35 0 1 3 62
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 1 1 1 62
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 1 1 1 31
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 1 2 16
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 1 2 4 20
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 4 28 0 6 16 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 0 1 1 29 0 1 4 114
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 1 1 6 61
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 10 2 3 6 21
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 0 1 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 6 119
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 4 8 15 164
Trend Inflation and Inflation Compensation 0 0 0 22 2 4 5 92
Trend Inflation in Sweden 0 0 0 80 4 5 9 148
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 1 2 4 28
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 1 3 37
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 1 1 2 78
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 0 5 225
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 2 19 0 0 7 62
Total Working Papers 0 3 37 1,042 25 55 162 1,749
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 1 2 2 0 3 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 1 1 5 2 4 7 25
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 2 6 6 6 3 12 13 13
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 1 4 13 22
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 1 1 1 1 1 1 2 2
Estimating the US trend short-term interest rate 0 0 2 5 1 1 7 15
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 2 31 1 2 7 130
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 2 4 2 3 6 16
High-dimensional conditionally Gaussian state space models with missing data 0 0 2 6 0 3 10 17
Inflation trends in Asia: implications for central banks 0 0 2 8 0 0 3 18
Large stochastic volatility in mean VARs 0 0 2 3 1 3 13 20
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 5 28 2 2 9 90
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 1 1 10 1 2 6 27
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 0 1 6 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 0 3 6 16
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 1 2 4 27 4 6 13 87
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 2 2 5 51 6 8 29 222
Trend Inflation in Sweden 0 0 0 0 0 1 2 3
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 2 2 1 1 7 8
Total Journal Articles 7 15 45 235 26 60 178 936


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 7 17 3 5 13 36
Total Chapters 1 2 7 17 3 5 13 36


Statistics updated 2025-11-08