8
H index
7
i10 index
233
Citations
Aubrey Poon : Citation Profile
University of Kent | RESEARCH PRODUCTION: 22 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 |
|---|---|
| International Journal of Forecasting | 3 |
| Economic Modelling | 2 |
| Journal of Econometrics | 2 |
| National Institute Economic Review | 2 |
| Empirical Economics | 2 |
| Journal of Applied Econometrics | 2 |
Recent works citing Aubrey Poon (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | 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 |
| 2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2022). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2211.16121. 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 |
| 2024 | Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986. Full description at Econpapers || Download paper |
| 2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. Full description at Econpapers || Download paper |
| 2024 | A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper |
| 2024 | Works like a Sahm: Recession indicators and the Sahm rule. (2024). Nickelsburg, Jerry ; Ash, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003628. Full description at Econpapers || Download paper |
| 2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper |
| 2024 | Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957. Full description at Econpapers || Download paper |
| 2024 | Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Paparas, Dimitrios ; Ghosh, Anandita ; Gubareva, Mariya ; Vo, Xuan Vinh. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299. Full description at Econpapers || Download paper |
| 2024 | Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139. Full description at Econpapers || Download paper |
| 2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper |
| 2024 | Time-Varying effects of extreme weather shocks on output growth of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013473. Full description at Econpapers || Download paper |
| 2024 | How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2024 | The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251. Full description at Econpapers || Download paper |
| 2025 | Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework. (2025). Kapoor, Gaurav ; Zhang, Wenjun ; Li, Mengheng ; Wichitaksorn, Nuttanan. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:2-:d:1562219. Full description at Econpapers || Download paper |
| 2024 | Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1. Full description at Econpapers || Download paper |
| 2024 | Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Leon-Gonzalez, Roberto ; Majoni, Blessings. In: Working Paper series. RePEc:rim:rimwps:24-04. Full description at Econpapers || Download paper |
| 2024 | Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291. Full description at Econpapers || Download paper |
| 2024 | Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801. Full description at Econpapers || Download paper |
| 2025 | . 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 | 6 |
| 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: 6 | article | |
| 2023 | High-Dimensional Conditionally Gaussian State Space Models with Missing Data In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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 |
| 2024 | Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 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 | 14 |
| 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 |
| 2024 | A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| In: . [Full Text][Citation analysis] | article | 12 | |
| 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 | 1 |
| 2016 | Forecasting structural change and fat-tailed events in Australian macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 35 |
| 2020 | Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 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: 13 | 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: 13 | paper | |
| 2023 | Large stochastic volatility in mean VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 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 | 47 |
| 2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2024 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2022 | Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2018 | International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 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 | 9 |
| 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: 9 | paper | |
| 2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics.(2024) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 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 | 5 |
| 2022 | Using hierarchical aggregation constraints to nowcast regional economic aggregates In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2024 | Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach* In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 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 | 4 |
| 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 | 2 |
| 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 | 30 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team