Aubrey Poon : Citation Profile


University of Kent

9

H index

9

i10 index

263

Citations

RESEARCH PRODUCTION:

25

Articles

28

Papers

3

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 11
   Journals where Aubrey Poon has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 21 (7.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo694
   Updated: 2026-01-03    RAS profile: 2025-12-21    
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Relations with other researchers


Works with:

Mitchell, James (14)

Koop, Gary (14)

McIntyre, Stuart (9)

Chan, Joshua (5)

Cross, Jamie (5)

Österholm, Pär (4)

Rossini, Luca (4)

Gefang, Deborah (3)

Cross, Jamie (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 (37)

Huber, Florian (23)

Pfarrhofer, Michael (14)

Lehmann, Robert (13)

Marcellino, Massimiliano (11)

Koop, Gary (11)

Clark, Todd (10)

onorante, luca (9)

GUPTA, RANGAN (8)

Carriero, Andrea (8)

Yu, Xuewen (6)

Cites to:

Koop, Gary (61)

Chan, Joshua (50)

Clark, Todd (48)

Korobilis, Dimitris (33)

Marcellino, Massimiliano (32)

Giannone, Domenico (29)

Reichlin, Lucrezia (27)

Carriero, Andrea (24)

Canova, Fabio (21)

Ciccarelli, Matteo (20)

Lenza, Michele (18)

Main data


Where Aubrey Poon has published?


Journals with more than one article published# docs
International Journal of Forecasting3
Economic Modelling3
Journal of Applied Econometrics2
National Institute Economic Review2
Journal of Econometrics2
Journal of Economic Dynamics and Control2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)5
Working Papers / Federal Reserve Bank of Cleveland4
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School3
Working Papers / rebro University, School of Business2

Recent works citing Aubrey Poon (2025 and 2024)


YearTitle of citing document
2024Modeling of Functional Relationships of Regional Economic Systems Based on Small Samples Based on Bayesian Intelligent Measurements. (2024). Zhukov, Roman ; Zhelunitsina, Maria A ; Plinskaya, Maria A ; Prokopchina, Svetlana V. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:721-750.

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2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

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2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

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2025Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification. (2023). Marcellino, Massimiliano ; Huber, Florian. In: Papers. RePEc:arx:papers:2304.07856.

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2024Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model. (2024). Tiozzo Pezzoli, Luca ; Pfarrhofer, Michael ; onorante, luca ; Huber, Florian ; Hirschbühl, Dominik ; Barbaglia, Luca ; Hauzenberger, Niko ; Frattarolo, Lorenzo ; Hirschbuehl, Dominik. In: Papers. RePEc:arx:papers:2401.10054.

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2024Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422.

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2025Machine Learning-Based Estimation of Monthly GDP. (2025). Jung, Yonggeun. In: Papers. RePEc:arx:papers:2506.14078.

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2025Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450.

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2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

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2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

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2025Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors. (2025). Tavlas, George S ; Gefang, Deborah ; Hall, Stephen G. In: Papers. RePEc:arx:papers:2510.22399.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2025Data-Driven Learning About Trend Productivity Growth. (2025). van Norden, Simon ; Jacobs, Jan ; Goto, Eiji. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-29.

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2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

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2025Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8.

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2024Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991.

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2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2024Works 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.

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2024Advances 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.

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2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Vo, Xuan Vinh ; Gubareva, Mariya ; Paparas, Dimitrios ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299.

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2024Forecasting 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.

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2025The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2025Non-stationary financial risk factors and macroeconomic vulnerability for the UK. (2025). Szendrei, Tibor ; Varga, Katalin. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007981.

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2024Time-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.

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2025Analytical fixed income pricing in discrete time: A new family of models. (2025). Stentoft, Lars ; Escobar Anel, Marcos ; Ye, Xize ; Escobar-Anel, Marcos. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000973.

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2024How 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.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917.

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2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

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2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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2024The 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.

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2024Commonalities and heterogeneity in the Iberian business cycle. (2024). Morão, Hugo ; Afonso, Antonio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000240.

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2024Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152.

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2025Time-varying impacts of monetary policies on state-level housing markets: Evidence from the Covid-19 period. (2025). Huang, Meichi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s106297692500002x.

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2024Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. (2024). Mishra, Sibanjan ; Kang, Sang Hoon ; Bhattacherjee, Purba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1176-1197.

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2025Forecasting US Recessions in Real-Time Using Regional Economic Sentiment. (2025). Mitchell, James ; Garciga, Christian. In: Economic Commentary. RePEc:fip:fedcec:102077.

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2025Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework. (2025). Li, Mengheng ; Kapoor, Gaurav ; Zhang, Wenjun ; Wichitaksorn, Nuttanan. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:2-:d:1562219.

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2024Economic 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.

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2024Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series. (2024). Wang, Wenshan ; Hu, Qian ; Zhao, Luan ; Yang, Kai. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10498-w.

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2024Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Leon-Gonzalez, Roberto ; Majon, Blessings. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:24-02.

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2024Modelling the GDP of KSA using linear and non-linear NNAR and hybrid stochastic time series models. (2024). Daniyal, Muhammad ; Almarashi, Abdullah M ; Jamal, Farrukh. In: PLOS ONE. RePEc:plo:pone00:0297180.

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2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202401.

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2024Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility. (2024). Majoni, Blessings ; Leon-Gonzalez, Roberto. In: Working Paper series. RePEc:rim:rimwps:24-04.

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2024A multidimensional Bayesian model to test the impact of investor sentiment on equity premium. (2024). Teulon, Frédéric ; Hikkerova, Lubica ; Sahut, Jean Michel ; Mili, Mehdi. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-023-05165-0.

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2024The role of cross-border E-commerce on the export of goods and services. (2024). Luo, Yane ; Atif, Rahim ; Rizwanullah, Muhammad ; Han, Bing. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:2:d:10.1007_s10660-024-09818-5.

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2024A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting. (2024). Lehmann, Robert. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:2:d:10.1007_s00181-024-02566-3.

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2024Measuring Swiss Employment Growth: A Measurement-Error Approach. (2024). Stucki, Yannic. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00104-9.

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2024Agricultural fluctuations and global economic conditions. (2024). Ginn, William. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00522-4.

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2024Nonlinearities 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.

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2024Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

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2025Specification Choices in Quantile Regression for Empirical Macroeconomics. (2025). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:57-73.

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2025Tracking Economic Activity With Alternative High‐Frequency Data. (2025). Kronenberg, Philipp ; Eckert, Florian ; Mikosch, Heiner ; Neuwirth, Stefan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:270-290.

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2024Forecasts 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.

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2024Forecasting regional industrial production with novel high‐frequency electricity consumption data. (2024). Lehmann, Robert ; Mohrle, Sascha. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1918-1935.

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2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin ; Gruber, Luis. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2126-2145.

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2025Macroeconomic real‐time forecasts of univariate models with flexible error structures. (2025). Hou, Chenghan ; Zhang, BO ; Trinh, Kelly. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:59-78.

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2024Frühzeitige Ermittlung stabiler Ergebnisse zum Bruttoinlandsprodukt bzw. realen Wirtschaftswachstum und der Bruttowertschöpfung auf Länderebene. Endbericht. (2024). Krause, Clara ; Blagov, Boris ; Schmidt, Torsten ; Holtemoller, Oliver ; Heinisch, Katja ; Exss, Franziska. In: RWI Projektberichte. RePEc:zbw:rwipro:296879.

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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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paper6
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: 6
article
2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data In: Papers.
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paper11
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: 11
article
2023Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers.
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paper0
2025A Quantile Nelson-Siegel model In: Papers.
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paper0
2024Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints In: Papers.
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paper2
2025Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints.(2025) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 2
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2018Assessing the Synchronicity and Nature of Australian State Business Cycles In: The Economic Record.
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article15
2025An international analysis of the trend five‐year government bond rate In: Scottish Journal of Political Economy.
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article0
2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers.
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paper3
2025International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach.(2025) In: Springer Books.
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This paper has nother version. Agregated cites: 3
chapter
2023Uncertainty and the Term Structure of Interest Rates In: Working Papers.
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2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis In: Working Papers.
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2020RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK In: National Institute Economic Review.
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article12
2021NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC In: National Institute Economic Review.
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article3
2021Nowcasting true monthly US GDP during the pandemic.(2021) In: CAMA Working Papers.
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2019Inflation trends in Asia: implications for central banks In: Working Paper Series.
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2022Inflation trends in Asia: implications for central banks.(2022) In: Oxford Economic Papers.
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This paper has nother version. Agregated cites: 2
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2023A time-varying Phillips curve with global factors: Are global factors important? In: Economic Modelling.
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article1
2025Volatility shocks in markets and policies: What matters for a small open economy like Canada? 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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article36
2020Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters.
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article14
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: 14
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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: 14
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2023Large stochastic volatility in mean VARs In: Journal of Econometrics.
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article3
2023Estimating the US trend short-term interest rate In: Finance Research Letters.
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article1
2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity In: International Journal of Forecasting.
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article53
2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting.
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article7
2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: International Journal of Forecasting.
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article1
2022Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates.(2022) In: Working Papers.
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This paper has nother version. Agregated cites: 1
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2018International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: CAMA Working Papers.
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paper5
2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage In: CAMA Working Papers.
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2019Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage.(2019) In: Discussion Papers in Economics.
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paper
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