7
H index
6
i10 index
185
Citations
Aubrey Poon : Citation Profile
University of Kent | RESEARCH PRODUCTION: 19 Articles 28 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Aubrey Poon. | Is cited by:
| Cites to:
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Main data
Where Aubrey Poon has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
| Economic Modelling | 2 |
| Empirical Economics | 2 |
| International Journal of Forecasting | 2 |
| National Institute Economic Review | 2 |
Recent works citing Aubrey Poon (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593. Full description at Econpapers || Download paper |
| 2023 | Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644. Full description at Econpapers || Download paper |
| 2023 | Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices. (2022). Tavlas, George S ; Hall, Stephen G ; Gefang, Deborah. In: Papers. RePEc:arx:papers:2205.15420. Full description at Econpapers || Download paper |
| 2023 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902. Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers || Download paper |
| 2023 | Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604. Full description at Econpapers || Download paper |
| 2024 | Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior. (2023). Pruser, Jan ; Klein, Mathias ; Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2302.13066. Full description at Econpapers || Download paper |
| 2023 | Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863. Full description at Econpapers || Download paper |
| 2023 | Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856. Full description at Econpapers || Download paper |
| 2023 | Identifying spatial interdependence in panel data with large N and small T. (2023). Gefang, Deborah ; Tavlas, George S ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2309.03740. Full description at Econpapers || Download paper |
| 2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper |
| 2023 | Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45. Full description at Econpapers || Download paper |
| 2023 | BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper |
| 2023 | READ-GER: Introducing German Real-Time Regional Accounts Data for Revision Analysis and Nowcasting. (2023). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10315. Full description at Econpapers || Download paper |
| 2023 | From Shopping to Statistics: Tracking and Nowcasting Private Consumption Expenditures in Real-Time. (2023). Lehmann, Robert ; Fourne, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10764. Full description at Econpapers || Download paper |
| 2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper |
| 2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper |
| 2023 | Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264. Full description at Econpapers || Download paper |
| 2023 | Nowcasting in a pandemic using non-parametric mixed frequency VARs. (2023). onorante, luca ; Koop, Gary ; Huber, Florian ; Pfarrhofer, Michael ; Schreiner, Josef. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:52-69. Full description at Econpapers || Download paper |
| 2023 | Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446. Full description at Econpapers || Download paper |
| 2023 | Dividend suspensions and cash flows during the Covid-19 pandemic: A dynamic econometric model. (2023). Timmermann, Allan ; Sabbatucci, Riccardo ; Pettenuzzo, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1522-1541. Full description at Econpapers || Download paper |
| 2023 | Data-based priors for vector error correction models. (2023). Pruser, Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:209-227. Full description at Econpapers || Download paper |
| 2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper |
| 2023 | Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers || Download paper |
| 2023 | The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020. (2023). Caraiani, Petre ; Gupta, Rangan ; van Eyden, Renee ; Kunene, Desiree M. In: Working Papers. RePEc:pre:wpaper:202321. Full description at Econpapers || Download paper |
| 2023 | Big data forecasting of South African inflation. (2023). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Burger, Rulof ; Botha, Byron. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02329-y. Full description at Econpapers || Download paper |
| 2023 | The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5. Full description at Econpapers || Download paper |
| 2023 | Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8. Full description at Econpapers || Download paper |
| 2023 | TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES. (2023). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd E. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:979-1022. Full description at Econpapers || Download paper |
| 2023 | Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451. Full description at Econpapers || Download paper |
| 2023 | Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Discussion Papers. RePEc:zbw:bubdps:252023. Full description at Econpapers || Download paper |
Works by Aubrey Poon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP.(2023) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2023 | High-dimensional conditionally Gaussian state space models with missing data.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2023 | Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A Quantile Nelson-Siegel model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Assessing the Synchronicity and Nature of Australian State Business Cycles In: The Economic Record. [Full Text][Citation analysis] | article | 11 |
| 2018 | International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Uncertainty and the Term Structure of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | article | 11 | |
| In: . [Full Text][Citation analysis] | article | 3 | |
| 2021 | Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Inflation trends in Asia: implications for central banks In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Inflation trends in Asia: implications for central banks.(2022) In: Oxford Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | A time-varying Phillips curve with global factors: Are global factors important? In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Forecasting structural change and fat-tailed events in Australian macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 33 |
| 2020 | Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2002 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2020 | Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2023 | Large stochastic volatility in mean VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Estimating the US trend short-term interest rate In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 34 |
| 2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2018 | International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2022 | Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 1 |
| 2022 | Reconciled Estimates of Monthly GDP in the US In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | Reconciled Estimates of Monthly GDP in the US.(2020) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Trend Inflation in Sweden In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Trend Inflation in Sweden.(2023) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Trend Inflation and Inflation Compensation In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2019 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017.(2019) In: EMF Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2022 | Using hierarchical aggregation constraints to nowcast regional economic aggregates In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | On the contribution of international shocks in Australian business cycle fluctuations In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | A new Bayesian model for contagion and interdependence In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2023 | Reconciled Estimates of Monthly GDP in the United States In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
| 2020 | Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 27 |
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