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 1 4 20 3 4 26 41
A Quantile Nelson-Siegel model 0 0 6 17 1 2 27 59
Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP 0 0 0 20 2 2 16 49
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 31 0 0 13 78
Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs 0 0 0 5 1 2 13 30
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 2 10 27
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics 1 1 2 36 1 5 23 84
Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach 0 0 0 61 0 1 16 77
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 1 1 1 110 3 4 18 48
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 3 16 32
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 9 0 3 12 31
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 0 0 1 1 1
Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting 0 0 0 28 0 2 12 44
Inflation trends in Asia: implications for central banks 0 0 0 45 1 1 14 78
International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 1 29 0 1 12 125
International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach 0 0 0 38 1 1 13 73
Measuring Sub-Regional Economic Activity: Missing Frequencies and Missing Data 11 11 11 11 7 7 7 7
Money Growth and Inflation: A Quantile Sensitivity Approach 0 0 1 11 2 6 27 46
Nowcasting 'true' monthly US GDP during the pandemic 0 0 0 60 1 2 11 98
Reconciled Estimates of Monthly GDP in the US 0 0 0 9 1 1 14 42
Reconciled Estimates of Monthly GDP in the US 0 0 2 50 0 1 22 141
Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 0 0 0 104 0 2 18 175
Soft-Noncrossing Bayesian Panel Quantile Regression for Measuring Climate Tail Risk 0 0 0 0 1 1 1 1
Trend Inflation and Inflation Compensation 0 0 0 22 1 2 10 100
Trend Inflation in Sweden 0 0 0 80 0 0 11 155
Uncertainty and the Term Structure of Interest Rates 0 1 1 4 0 2 29 36
Using hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 1 19 0 1 12 38
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 52 1 1 10 46
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 27 0 0 12 89
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 1 1 1 20 1 2 13 75
Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage 0 0 0 101 0 0 15 240
Total Working Papers 15 16 31 1,071 30 62 454 2,166
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 6 19
A time-varying Phillips curve with global factors: Are global factors important? 0 1 1 5 1 2 10 25
An international analysis of the trend five‐year government bond rate 0 0 0 2 0 0 17 19
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 1 3 30 53
Computationally efficient inference in large Bayesian mixed frequency VARs 0 0 0 16 0 0 11 71
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 0 2 22 24
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics 0 0 0 3 1 1 17 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 8 24
Inflation trends in Asia: implications for central banks 0 0 0 8 0 1 39 57
Large stochastic volatility in mean VARs 0 0 0 3 0 1 12 31
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity 1 1 1 29 5 6 25 113
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC 0 0 0 10 0 1 13 39
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 0 1 18 33
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 0 0 4 29 1 1 21 103
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach 0 2 9 58 1 5 36 251
Trend Inflation in Sweden 0 0 0 0 0 0 8 10
Uncertainty and the term structure of interest rates 0 0 0 0 0 0 0 0
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates 0 0 0 2 1 2 13 20
Volatility shocks in markets and policies: What matters for a small open economy like Canada? 0 0 3 3 0 1 16 16
Total Journal Articles 1 4 31 254 11 35 403 1,297


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 7 7
Measuring Subregional Economic Activity: Missing Frequencies and Missing Data 0 0 0 0 1 2 8 8
Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression 0 0 5 20 0 0 19 51
Total Chapters 0 0 5 20 1 2 34 66


Statistics updated 2026-09-10