Aubrey Poon : Citation Profile

Are you Aubrey Poon?

University of Kent

7

H index

7

i10 index

223

Citations

RESEARCH PRODUCTION:

21

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 10
   Journals where Aubrey Poon has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 22 (8.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo694
   Updated: 2024-12-03    RAS profile: 2024-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Koop, Gary (17)

Mitchell, James (14)

McIntyre, Stuart (9)

Gefang, Deborah (6)

Rossini, Luca (4)

Cross, Jamie (4)

Chan, Joshua (4)

Österholm, Pär (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 (35)

Huber, Florian (22)

Pfarrhofer, Michael (12)

Lehmann, Robert (11)

Koop, Gary (11)

Marcellino, Massimiliano (10)

Clark, Todd (9)

onorante, luca (9)

GUPTA, RANGAN (7)

Carriero, Andrea (7)

Maheu, John (6)

Cites to:

Koop, Gary (71)

Chan, Joshua (56)

Clark, Todd (48)

Korobilis, Dimitris (39)

Marcellino, Massimiliano (32)

Reichlin, Lucrezia (29)

Giannone, Domenico (29)

Carriero, Andrea (24)

Mitchell, James (22)

Lenza, Michele (21)

Canova, Fabio (20)

Main data

Where Aubrey Poon has published?

Journals with more than one article published# docs
International Journal of Forecasting3
National Institute Economic Review2
Empirical Economics2
Economic Modelling2
Journal of Applied Econometrics2
Journal of Econometrics2

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 School2
Working Papers / Örebro University, School of Business2

Recent works citing Aubrey Poon (2024 and 2023)

YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Inferring 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

2023Sparse 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

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.

Full description at Econpapers || Download paper

2024Forecasting 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

2024Bayesian 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Estimating 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

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

Full description at Econpapers || Download paper

2023Coarsened 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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Combining 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

2024.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Evaluating forecast performance with state dependence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Odendahl, Florens. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002657.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Food, 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

2023The jobless recovery after the 1980–1981 British recession. (2023). Paker, Meredith M. In: Explorations in Economic History. RePEc:eee:exehis:v:90:y:2023:i:c:s0014498323000396.

Full description at Econpapers || Download paper

2024Global 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Real-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

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.

Full description at Econpapers || Download paper

2024Bayesian 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

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Approximate 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Time?varying trend models for forecasting inflation in Australia. (2022). Cross, Jamie L ; Zhang, BO ; Guo, NA. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:316-330.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Precision-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

2023.

Full description at Econpapers || Download paper

Works by Aubrey Poon:

YearTitleTypeCited
2021Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach In: Papers.
[Full Text][Citation analysis]		paper2
2022Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP In: Papers.
[Full Text][Citation analysis]		paper6
2023Bayesian 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
2023High-Dimensional Conditionally Gaussian State Space Models with Missing Data In: Papers.
[Full Text][Citation analysis]		paper6
2023High-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: 6		article
2023Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers.
[Full Text][Citation analysis]		paper0
2024A Quantile Nelson-Siegel model In: Papers.
[Full Text][Citation analysis]		paper0
2024Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints In: Papers.
[Full Text][Citation analysis]		paper0
2018Assessing the Synchronicity and Nature of Australian State Business Cycles In: The Economic Record.
[Full Text][Citation analysis]		article13
2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers.
[Full Text][Citation analysis]		paper3
2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance In: Working Papers.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		article11
In: .
[Full Text][Citation analysis]		article3
2021Nowcasting 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
2019Inflation trends in Asia: implications for central banks In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2022Inflation 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
2023A time-varying Phillips curve with global factors: Are global factors important? In: Economic Modelling.
[Full Text][Citation analysis]		article1
2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables In: Economic Modelling.
[Full Text][Citation analysis]		article33
2020Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters.
[Full Text][Citation analysis]		article11
2002Computationally 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: 11		paper
2020Computationally 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: 11		paper
2023Large stochastic volatility in mean VARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2023Estimating the US trend short-term interest rate In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity In: International Journal of Forecasting.
[Full Text][Citation analysis]		article43
2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2022Using 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
2018International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2019Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage In: CAMA Working Papers.
[Full Text][Citation analysis]		paper10
2019Variational 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
2019Variational 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
2022Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter1
2022Reconciled Estimates of Monthly GDP in the US In: Working Papers.
[Full Text][Citation analysis]		paper6
2020Reconciled 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: 6		paper
2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Constructing 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: 1		article
2023Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Incorporating 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
2022Trend Inflation in Sweden In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Trend Inflation in Sweden.(2023) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Trend Inflation and Inflation Compensation In: IMF Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper5
2022Using hierarchical aggregation constraints to nowcast regional economic aggregates In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
[Full Text][Citation analysis]		paper2
2018The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach In: Empirical Economics.
[Full Text][Citation analysis]		article3
2020On the contribution of international shocks in Australian business cycle fluctuations In: Empirical Economics.
[Full Text][Citation analysis]		article4
2022A new Bayesian model for contagion and interdependence In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2023Reconciled Estimates of Monthly GDP in the United States In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2020Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article30
2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017 In: EMF Research Papers.
[Full Text][Citation analysis]		paper3
2020Reconciled Estimates of Monthly GDP in the US In: EMF Research Papers.
[Full Text][Citation analysis]		paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team