Aubrey Poon
Names
Identifer
Contact
Affiliations
-
University of Kent
/ School of Economics
Research profile
author of:
- Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach (RePEc:arx:papers:2112.11315)
by Joshua C. C. Chan & Aubrey Poon & Dan Zhu - Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP (RePEc:arx:papers:2209.01910)
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu - High-Dimensional Conditionally Gaussian State Space Models with Missing Data (RePEc:arx:papers:2302.03172)
by Joshua C. C. Chan & Aubrey Poon & Dan Zhu - Money Growth and Inflation: A Quantile Sensitivity Approach (RePEc:arx:papers:2308.05486)
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu - A Quantile Nelson-Siegel model (RePEc:arx:papers:2401.09874)
by Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu - Assessing the Synchronicity and Nature of Australian State Business Cycles (RePEc:bla:ecorec:v:94:y:2018:i:307:p:372-390)
by Aubrey Poon - International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach (RePEc:bny:wpaper:0070)
by Jamie L. Cross & Chenghan Hou & Aubrey Poon - Uncertainty and the Term Structure of Interest Rates (RePEc:bny:wpaper:0123)
by Jamie L. Cross & Aubrey Poon & Dan Zhu - Reconciled Estimates And Nowcasts Of Regional Output In The Uk (RePEc:cup:nierev:v:253:y:2020:i::p:r44-r59_8)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey - Nowcasting ‘True’ Monthly U.S. Gdp During The Pandemic (RePEc:cup:nierev:v:256:y:2021:i::p:44-70_4)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey - Inflation trends in Asia: implications for central banks (RePEc:ecb:ecbwps:20192338)
by García, Juan Angel & Poon, Aubrey - Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP (RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x)
by Iacopini, Matteo & Poon, Aubrey & Rossini, Luca & Zhu, Dan - A time-varying Phillips curve with global factors: Are global factors important? (RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002353)
by Kabundi, Alain & Poon, Aubrey & Wu, Ping - Forecasting structural change and fat-tailed events in Australian macroeconomic variables (RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51)
by Cross, Jamie & Poon, Aubrey - Computationally efficient inference in large Bayesian mixed frequency VARs (RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176520301014)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey - High-dimensional conditionally Gaussian state space models with missing data (RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628)
by Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan - Large stochastic volatility in mean VARs (RePEc:eee:econom:v:236:y:2023:i:1:s030440762300163x)
by Cross, Jamie L. & Hou, Chenghan & Koop, Gary & Poon, Aubrey - Estimating the US trend short-term interest rate (RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002854)
by Beechey, Meredith & Österholm, Pär & Poon, Aubrey - Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity (RePEc:eee:intfor:v:36:y:2020:i:3:p:899-915)
by Cross, Jamie L. & Hou, Chenghan & Poon, Aubrey - Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage (RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363)
by Gefang, Deborah & Koop, Gary & Poon, Aubrey - International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach (RePEc:een:camaaa:2018-16)
by Jamie L. Cross & Chenghan Hou & Aubrey Poon - Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage (RePEc:een:camaaa:2019-08)
by Deborah Gefang & Gary Koop & Aubrey Poon - Nowcasting 'true' monthly US GDP during the pandemic (RePEc:een:camaaa:2021-14)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression (RePEc:eme:aecozz:s0731-90532021000043a004)
by James Mitchell & Aubrey Poon & Gian Luigi Mazzi - Reconciled Estimates of Monthly GDP in the US (RePEc:fip:fedcwq:93615)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates (RePEc:fip:fedcwq:93793)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics (RePEc:fip:fedcwq:94160)
by James Mitchell & Aubrey Poon & Dan Zhu - Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (RePEc:fip:fedcwq:96086)
by Gary Koop & Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu - Trend Inflation in Sweden (RePEc:hhs:oruesi:2022_002)
by Österholm, Pär & Poon, Aubrey - Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach (RePEc:hhs:oruesi:2022_011)
by Poon, Aubrey & Zhu, Dan - Trend Inflation and Inflation Compensation (RePEc:imf:imfwpa:2018/154)
by Juan Angel Garcia & Aubrey Poon - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (RePEc:lec:leecon:19/05)
by Deborah Gefang & Gary Koop & Aubrey Poon - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (RePEc:lec:leecon:20/02)
by Deborah Gefang & Gary Koop & Aubrey Poon - Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (RePEc:nsr:escoed:escoe-dp-2018-14)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (RePEc:nsr:escoed:escoe-dp-2019-07)
by Deborah Gefang & Gary Koop & Aubrey Poon - Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (RePEc:nsr:escoed:escoe-dp-2020-07)
by Deborah Gefang & Gary Koop & Aubrey Poon - Reconciled Estimates of Monthly GDP in the US (RePEc:nsr:escoed:escoe-dp-2020-16)
by James Mitchell & Gary Koop & Stuart McIntyre & Aubrey Poon - Using hierarchical aggregation constraints to nowcast regional economic aggregates (RePEc:nsr:escoed:escoe-dp-2022-04)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Inflation trends in Asia: implications for central banks
[Are Phillips curves useful for forecasting inflation?] (RePEc:oup:oxecpp:v:74:y:2022:i:3:p:671-700.)
by Juan Angel Garcia & Aubrey Poon - The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach (RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1280-z)
by Aubrey Poon - On the contribution of international shocks in Australian business cycle fluctuations (RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01752-y)
by Jamie L. Cross & Aubrey Poon - Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting (RePEc:str:wpaper:2311)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu - A new Bayesian model for contagion and interdependence (RePEc:taf:emetrv:v:41:y:2022:i:7:p:806-826)
by Aubrey Poon & Dan Zhu - Reconciled Estimates of Monthly GDP in the United States (RePEc:taf:jnlbes:v:41:y:2023:i:2:p:563-577)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Trend Inflation in Sweden (RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4707-4716)
by Pär Österholm & Aubrey Poon - Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 (RePEc:wly:japmet:v:35:y:2020:i:2:p:176-197)
by Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon - Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 (RePEc:wrk:wrkemf:20)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey - Reconciled Estimates of Monthly GDP in the US (RePEc:wrk:wrkemf:37)
by Koop, Gary & McIntyre, Stuart & Mitchell, James & Poon, Aubrey