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Aubrey Poon
Aubrey Poon
School of Economics, University of Kent
Verified email at kent.ac.uk - Homepage
Title
Cited by
Cited by
Year
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity
JL Cross, C Hou, A Poon
International Journal of Forecasting 36 (3), 899-915, 2020
742020
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
G Koop, S McIntyre, J Mitchell, A Poon
Journal of Applied Econometrics 35 (2), 176-197, 2020
572020
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
J Cross, A Poon
Economic Modelling 58, 34-51, 2016
452016
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
D Gefang, G Koop, A Poon
CAMA Working Paper, 2019
212019
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
D Gefang, G Koop, A Poon
International Journal of Forecasting 39 (1), 346-363, 2023
192023
Computationally efficient inference in large Bayesian mixed frequency VARs
D Gefang, G Koop, A Poon
Economics Letters 191, 109120, 2020
192020
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach
A Poon
Empirical Economics 55, 417-444, 2018
152018
Assessing the synchronicity and nature of australian state business cycles
A Poon
Economic record 94 (307), 372-390, 2018
132018
Constructing density forecasts from quantile regressions: Multimodality in macro-financial dynamics
J Mitchell, A Poon, D Zhu
FRB of Cleveland Working Paper, 2022
122022
Reconciled estimates of monthly GDP in the United States
G Koop, S McIntyre, J Mitchell, A Poon
Journal of Business & Economic Statistics 41 (2), 563-577, 2023
102023
Reconciled estimates and nowcasts of regional output in the UK
G Koop, S McIntyre, J Mitchell, A Poon
National Institute Economic Review 253, R44-R59, 2020
102020
High-dimensional conditionally Gaussian state space models with missing data
JCC Chan, A Poon, D Zhu
Journal of Econometrics 236 (1), 105468, 2023
92023
Trend inflation and inflation compensation
JA Garcia, A Poon
International Monetary Fund, 2018
92018
Nowcasting Euro area GDP growth using Bayesian quantile regression
J Mitchell, A Poon, GL Mazzi
Essays in honor of M. Hashem Pesaran: Prediction and macro modeling, 51-72, 2022
82022
Nowcasting ‘true’monthly US GDP during the pandemic
G Koop, S McIntyre, J Mitchell, A Poon
National Institute Economic Review 256, 44-70, 2021
82021
Reconciled Estimates of Monthly GDP in the US
G Koop, SG McIntyre, J Mitchell, A Poon
FRB of Cleveland Working Paper, 2022
72022
International transmission of macroeconomic uncertainty in small open economies: An empirical approach
JL Cross, C Hou, A Poon
BI Norwegian Business School, 2018
62018
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
G Koop, S McIntyre, J Mitchell, A Poon
International Journal of Forecasting, 2022
52022
Macroeconomic forecasting with large stochastic volatility in mean VARs
JL Cross, C Hou, G Koop, A Poon
BI Norwegian Business School, 2021
52021
Inflation trends in Asia: implications for central banks
JA Garcia, A Poon
Oxford Economic Papers, 2021
52021
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