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 3 19 6 18 28 36
A Quantile Nelson-Siegel model 1 4 5 16 3 15 26 50
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 4 6 17 46
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 1 31 5 12 16 77
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 2 8 11 28
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 4 9 24
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 35 1 9 14 75
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 1 8 10 71
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 1 8 11 41
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 7 12 26
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 2 28 0 4 16 39
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 1 9 2 7 11 28
Inflation trends in Asia: implications for central banks 0 0 0 45 3 9 10 73
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 4 9 12 123
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 38 1 7 11 68
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 0 10 1 6 14 32
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 5 7 93
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 6 9 35
Reconciled Estimates of Monthly GDP in the US 0 0 1 48 2 14 20 133
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 1 104 0 4 17 169
Trend Inflation and Inflation Compensation 0 0 0 22 0 3 7 95
Trend Inflation in Sweden 0 0 0 80 1 3 12 153
Uncertainty and the Term Structure of Interest Rates 0 0 0 3 5 13 15 21
Using hierarchical aggregation constraints to nowcast regional economic aggregates 1 1 1 19 2 6 8 34
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 2 6 9 44
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 4 5 9 232
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 5 8 85
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 1 19 2 8 12 70
Total Working Papers 3 7 19 1,051 55 215 361 2,001
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 1 1 14
A time-varying Phillips curve with global factors: Are global factors important? 0 0 2 4 2 6 13 21
An international analysis of the trend five‐year government bond rate 0 0 2 2 7 15 19 19
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 1 2 60
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 4 8 18 38
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 1 16 2 9 14 69
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 6 19 19
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 1 3 1 8 19 31
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 1 1 0 1 2 3
Estimating the US trend short-term interest rate 0 0 1 5 1 8 12 25
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 2 31 0 7 16 140
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 1 1 5 1 5 9 22
High-dimensional conditionally Gaussian state space models with missing data 0 0 1 6 0 1 11 21
Inflation trends in Asia: implications for central banks 0 0 1 8 4 29 35 52
Large stochastic volatility in mean VARs 0 0 2 3 1 4 16 26
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 4 28 3 8 14 98
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 3 6 11 34
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 1 14 20 65
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 0 1 2 0 2 4 8
Reconciled Estimates of Monthly GDP in the United States 0 0 2 3 0 7 15 27
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 4 28 4 10 23 99
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 0 3 8 56 2 10 39 240
Trend Inflation in Sweden 0 0 0 0 1 3 5 7
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 1 7 9 16
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 3 3 0 2 12 12
Total Journal Articles 0 4 46 247 40 178 358 1,166


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 4 4 4
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 0 2 2 2
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 8 20 1 8 22 49
Total Chapters 0 0 8 20 4 14 28 55


Statistics updated 2026-03-04