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 1 2 7 18 6 9 19 24
A Quantile Nelson-Siegel model 3 4 7 15 6 8 21 41
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 1 8 12 41
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 1 4 4 21
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 1 1 5 66
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 1 5 1 4 9 21
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 2 35 1 5 7 67
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 2 4 4 65
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 3 6 6 36
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 3 5 19
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 3 28 1 2 17 36
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 2 4 7 23
Inflation trends in Asia: implications for central banks 0 0 0 45 2 2 3 66
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 1 1 4 115
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 2 3 6 63
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 10 0 7 9 26
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 1 3 89
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 4 5 9 33
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 3 3 9 122
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 2 104 3 8 18 168
Trend Inflation and Inflation Compensation 0 0 0 22 1 3 6 93
Trend Inflation in Sweden 0 0 0 80 1 7 11 151
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 3 3 5 11
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 18 1 2 3 29
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 2 3 6 40
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 27 2 5 6 82
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 2 19 1 1 7 63
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 2 6 227
Total Working Papers 4 6 31 1,048 52 114 227 1,838
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 1 1 8 16
An international analysis of the trend five‐year government bond rate 0 0 2 2 2 2 6 6
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 1 1 2 60
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 2 2 6 4 11 15 34
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 2 2 7 62
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 2 6 6 0 3 13 13
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 0 2 13 23
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 1 1 1 0 1 2 2
Estimating the US trend short-term interest rate 0 0 1 5 3 6 9 20
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 2 31 6 10 16 139
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 4 2 5 7 19
High-dimensional conditionally Gaussian state space models with missing data 0 0 2 6 0 3 11 20
Inflation trends in Asia: implications for central banks 0 0 1 8 2 7 8 25
Large stochastic volatility in mean VARs 0 0 2 3 1 4 16 23
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 4 28 2 4 9 92
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 0 2 7 28
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 5 7 12 56
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 2 3 4 8
Reconciled Estimates of Monthly GDP in the United States 0 1 2 3 3 7 12 23
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 2 4 28 1 7 14 90
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 2 6 7 55 3 17 38 233
Trend Inflation in Sweden 0 0 0 0 0 1 2 4
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 2 4 8 11
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 3 3 1 5 11 11
Total Journal Articles 2 14 46 245 43 115 251 1,031


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 0 0 0 0
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 2 2 2 2
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 4 9 20 4 12 20 45
Total Chapters 0 4 9 20 6 14 22 47


Statistics updated 2026-01-09