Aubrey Poon : Citation Profile


Are you Aubrey Poon?

University of Kent

7

H index

6

i10 index

177

Citations

RESEARCH PRODUCTION:

19

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 8
   Journals where Aubrey Poon has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 20 (10.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo694
   Updated: 2024-01-16    RAS profile: 2023-12-30    
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Relations with other researchers


Works with:

Koop, Gary (15)

Mitchell, James (12)

McIntyre, Stuart (9)

Gefang, Deborah (6)

Österholm, Pär (3)

Chan, Joshua (3)

Cross, Jamie (2)

Rossini, Luca (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 (35)

Huber, Florian (13)

Marcellino, Massimiliano (10)

Lehmann, Robert (9)

Clark, Todd (9)

Koop, Gary (7)

Yu, Xuewen (6)

Nguyen, Hoang (6)

Pfarrhofer, Michael (6)

GUPTA, RANGAN (6)

Cross, Jamie (4)

Cites to:

Koop, Gary (58)

Chan, Joshua (48)

Clark, Todd (46)

Korobilis, Dimitris (32)

Marcellino, Massimiliano (29)

Giannone, Domenico (26)

Reichlin, Lucrezia (25)

Carriero, Andrea (22)

Canova, Fabio (20)

Ciccarelli, Matteo (19)

Primiceri, Giorgio (17)

Main data


Where Aubrey Poon has published?


Journals with more than one article published# docs
Economic Modelling2
National Institute Economic Review2
International Journal of Forecasting2
Journal of Econometrics2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)5
Papers / arXiv.org4
Working Papers / Federal Reserve Bank of Cleveland4
EMF Research Papers / Economic Modelling and Forecasting Group2
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School2
Working Papers / rebro University, School of Business2

Recent works citing Aubrey Poon (2024 and 2023)


YearTitle of citing document
2023.

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2023Inferring Economic Condition Uncertainty from Electricity Big Data. (2021). Qian, Haoqi ; Tian, Yingjie ; Wu, Libo ; Shi, Zhengyu. In: Papers. RePEc:arx:papers:2107.11593.

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2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2023Fast 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.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2023Bayesian 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.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Estimating 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.

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2023Constructing High Frequency Economic Indicators by Imputation. (2023). Scanlan, Susannah ; Ng, Serena. In: Papers. RePEc:arx:papers:2303.01863.

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2023Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2023Identifying 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.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

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2023BAYESIAN 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.

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2023.

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2023.

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2023Quarterly 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.

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2023READ-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.

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2023From 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.

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2023Vector 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.

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2023Measuring 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.

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2023Precision-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.

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2023Nowcasting 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.

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2023Comparing 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.

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2023Dividend 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.

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2023Data-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.

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2023Nowcasting 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.

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2023.

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2023Bayesian 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.

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2023The 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.

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2023Big 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.

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2023The 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.

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2023Small 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.

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2023TAIL 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.

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2023Real?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.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Discussion Papers. RePEc:zbw:bubdps:252023.

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Works by Aubrey Poon:


YearTitleTypeCited
2021Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach In: Papers.
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paper2
2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers.
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paper1
2023Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP.(2023) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 1
article
2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data In: Papers.
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paper3
2023High-dimensional conditionally Gaussian state space models with missing data.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 3
article
2023Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers.
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paper0
2018Assessing the Synchronicity and Nature of Australian State Business Cycles In: The Economic Record.
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article11
2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers.
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paper3
2023Uncertainty and the Term Structure of Interest Rates In: Working Papers.
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paper0
In: .
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article11
In: .
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article3
2021Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2019Inflation trends in Asia: implications for central banks In: Working Paper Series.
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paper1
2022Inflation trends in Asia: implications for central banks.(2022) In: Oxford Economic Papers.
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This paper has nother version. Agregated cites: 1
article
2023A time-varying Phillips curve with global factors: Are global factors important? In: Economic Modelling.
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article0
2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables In: Economic Modelling.
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article33
2020Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters.
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article8
2002Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2002) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 8
paper
2020Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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This paper has nother version. Agregated cites: 8
paper
2023Large stochastic volatility in mean VARs In: Journal of Econometrics.
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article1
2023Estimating the US trend short-term interest rate In: Finance Research 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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article34
2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting.
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article4
2018International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach In: CAMA Working Papers.
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paper3
2019Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers.
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paper10
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 10
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 nother version. Agregated cites: 10
paper
2022Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression In: Advances in Econometrics.
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chapter0
2022Reconciled Estimates of Monthly GDP in the US In: Working Papers.
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paper2
2020Reconciled Estimates of Monthly GDP in the US.(2020) In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2020Reconciled Estimates of Monthly GDP in the US.(2020) In: EMF Research Papers.
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This paper has nother version. Agregated cites: 2
paper
2022Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: Working Papers.
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paper1
2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers.
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paper0
2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting In: Working Papers.
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paper1
2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 1
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2022Trend Inflation in Sweden In: Working Papers.
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2023Trend Inflation in Sweden.(2023) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 0
article
2022Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach In: Working Papers.
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paper0
2018Trend Inflation and Inflation Compensation In: IMF Working Papers.
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paper5
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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paper7
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 nother version. Agregated cites: 7
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2022Using hierarchical aggregation constraints to nowcast regional economic aggregates In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
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paper1
2018The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach In: Empirical Economics.
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article3
2020On the contribution of international shocks in Australian business cycle fluctuations In: Empirical Economics.
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article3
2022A new Bayesian model for contagion and interdependence In: Econometric Reviews.
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article0
2023Reconciled Estimates of Monthly GDP in the United States In: Journal of Business & Economic Statistics.
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article0
2020Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics.
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article26

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