Aubrey Poon : Citation Profile


Are you Aubrey Poon?

University of Strathclyde

2

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

6

Articles

10

Papers

RESEARCH ACTIVITY:

   4 years (2016 - 2020). See details.
   Cites by year: 4
   Journals where Aubrey Poon has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 5 (22.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo694
   Updated: 2020-08-09    RAS profile: 2020-08-07    
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Relations with other researchers


Works with:

Koop, Gary (6)

Gefang, Deborah (4)

Mitchell, James (3)

Cross, Jamie (3)

McIntyre, Stuart (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Aubrey Poon.

Is cited by:

Chan, Joshua (8)

Urtasun, Alberto (1)

Leiva-Leon, Danilo (1)

Stevens, Arnoud (1)

Legrand, Romain (1)

Wauters, Joris (1)

Cross, Jamie (1)

Pérez, Javier (1)

Eisenstat, Eric (1)

Liu, Xiaochun (1)

Baek, Jungho (1)

Cites to:

Chan, Joshua (26)

Koop, Gary (21)

Clark, Todd (15)

Korobilis, Dimitris (12)

Canova, Fabio (10)

Ciccarelli, Matteo (9)

Carriero, Andrea (7)

mumtaz, haroon (7)

Marcellino, Massimiliano (7)

Eisenstat, Eric (7)

Giannone, Domenico (5)

Main data


Where Aubrey Poon has published?


Recent works citing Aubrey Poon (2020 and 2019)


YearTitle of citing document
2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2019An application of dynamic factor models to nowcast regional economic activity in Spain. (2019). Urtasun, Alberto ; Pérez, Javier ; Leiva-Leon, Danilo ; Perez, Javier J ; Gil, Maria. In: Occasional Papers. RePEc:bde:opaper:1904.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

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2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

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2019On tail fatness of macroeconomic dynamics. (2019). Liu, Xiaochun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303367.

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2018How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis. (2018). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana . In: CAMA Working Papers. RePEc:een:camaaa:2018-25.

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2019Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19.

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2019An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45.

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2019Minnesota-type adaptive hierarchical priors for large Bayesian VARs. (2019). , Joshua . In: CAMA Working Papers. RePEc:een:camaaa:2019-61.

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2018Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925.

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2020Crude oil inventories: The two faces of Janus?. (2020). Baek, Jungho ; Heo, Eunnyeong ; Kim, Soohyeon. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01660-1.

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Works by Aubrey Poon:


YearTitleTypeCited
2018Assessing the Synchronicity and Nature of Australian State Business Cycles In: The Economic Record.
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article2
2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers.
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paper0
2019Inflation trends in Asia: implications for central banks In: Working Paper Series.
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paper0
2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables In: Economic Modelling.
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article7
2020Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters.
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article0
2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity In: International Journal of Forecasting.
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article1
2018International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach In: CAMA Working Papers.
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paper0
2019Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers.
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paper3
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics.
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This paper has another version. Agregated cites: 3
paper
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2018Trend Inflation and Inflation Compensation In: IMF Working Papers.
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paper1
2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper1
2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017.(2019) In: EMF Research Papers.
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This paper has another version. Agregated cites: 1
paper
2020Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper0
2018The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach In: Empirical Economics.
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article2
2020Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics.
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article0

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