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 3 19 1 2 27 38
A Quantile Nelson-Siegel model 0 0 6 17 1 5 28 58
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 0 1 15 47
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 31 0 1 15 78
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 1 1 12 29
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 0 1 10 25
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 0 0 1 35 2 4 20 81
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 1 5 16 77
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 3 14 44
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 3 16 30
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 1 4 16 43
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 2 2 12 30
Inflation trends in Asia: implications for central banks 0 0 0 45 0 4 13 77
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 1 2 14 125
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 38 0 4 12 72
Money Growth and Inflation: A Quantile Sensitivity Approach 0 1 1 11 3 10 25 43
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 4 11 97
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 0 3 14 41
Reconciled Estimates of Monthly GDP in the US 0 2 3 50 0 7 23 140
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 1 5 18 174
Trend Inflation and Inflation Compensation 0 0 0 22 1 3 11 99
Trend Inflation in Sweden 0 0 0 80 0 2 12 155
Uncertainty and the Term Structure of Interest Rates 1 1 1 4 2 12 29 36
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 19 1 4 12 38
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 0 1 10 45
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 19 1 3 13 74
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 5 16 240
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 3 12 89
Total Working Papers 1 4 17 1,056 21 104 446 2,125
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 2 4 17
A time-varying Phillips curve with global factors: Are global factors important? 0 0 0 4 0 2 8 23
An international analysis of the trend five‐year government bond rate 0 0 2 2 0 0 19 19
Assessing the Synchronicity and Nature of Australian State Business Cycles 0 0 0 5 0 2 5 63
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP 0 0 2 6 1 12 30 51
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 0 1 14 71
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 0 3 21 22
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 0 3 0 3 20 36
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* 0 0 1 1 0 3 7 8
Estimating the US trend short-term interest rate 0 0 0 5 0 2 13 27
Forecasting structural change and fat-tailed events in Australian macroeconomic variables 0 0 1 31 0 4 20 145
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage 0 0 1 5 0 4 14 27
High-dimensional conditionally Gaussian state space models with missing data 0 0 0 6 0 1 9 23
Inflation trends in Asia: implications for central banks 0 0 0 8 1 5 39 57
Large stochastic volatility in mean VARs 0 0 1 3 1 5 16 31
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 0 0 2 28 0 7 21 107
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 1 10 0 3 15 38
On the contribution of international shocks in Australian business cycle fluctuations 0 0 0 13 0 3 22 68
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK 0 1 1 3 0 1 4 9
Reconciled Estimates of Monthly GDP in the United States 0 1 3 4 0 4 19 32
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 1 4 29 0 3 23 102
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 1 1 9 57 1 6 37 247
Trend Inflation in Sweden 0 0 0 0 0 3 8 10
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 0 2 11 18
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 3 3 0 2 15 15
Total Journal Articles 1 4 37 251 4 83 414 1,266


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 3 7 7
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 1 5 7 7
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 5 20 0 2 21 51
Total Chapters 0 0 5 20 1 10 35 65


Statistics updated 2026-07-10