9
H index
9
i10 index
263
Citations
University of Kent | 9 H index 9 i10 index 263 Citations RESEARCH PRODUCTION: 25 Articles 28 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Economic Modelling | 3 |
| Journal of Applied Econometrics | 2 |
| National Institute Economic Review | 2 |
| Journal of Econometrics | 2 |
| Journal of Economic Dynamics and Control | 2 |
| Empirical Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Modeling 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. Full description at Econpapers || Download paper |
| 2025 | Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). 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. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper |
| 2025 | Estimating 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. Full description at Econpapers || Download paper |
| 2025 | Coarsened 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 |
| 2024 | Nowcasting 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. 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 | The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741. 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 |
| 2025 | Large Bayesian VARs for Binary and Censored Variables. (2025). Pfarrhofer, Michael ; Chan, Joshua. In: Papers. RePEc:arx:papers:2506.01422. Full description at Econpapers || Download paper |
| 2025 | Machine Learning-Based Estimation of Monthly GDP. (2025). Jung, Yonggeun. In: Papers. RePEc:arx:papers:2506.14078. Full description at Econpapers || Download paper |
| 2025 | Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450. Full description at Econpapers || Download paper |
| 2025 | Taking 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. Full description at Econpapers || Download paper |
| 2025 | Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805. Full description at Econpapers || Download paper |
| 2025 | Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609. Full description at Econpapers || Download paper |
| 2025 | Assessing 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. Full description at Econpapers || Download paper |
| 2025 | Estimating 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. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347. Full description at Econpapers || Download paper |
| 2024 | Hybrid 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. Full description at Econpapers || Download paper |
| 2024 | Future 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. Full description at Econpapers || Download paper |
| 2025 | Data-Driven Learning About Trend Productivity Growth. (2025). van Norden, Simon ; Jacobs, Jan ; Goto, Eiji. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-29. Full description at Econpapers || Download paper |
| 2024 | Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9. Full description at Econpapers || Download paper |
| 2025 | Inflation at Risk: The Czech Case. (2025). Vlcek, Jan ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2025/8. Full description at Econpapers || Download paper |
| 2024 | Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991. Full description at Econpapers || Download paper |
| 2025 | Common 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. 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). Vo, Xuan Vinh ; Gubareva, Mariya ; Paparas, Dimitrios ; Ghosh, Bikramaditya. 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 |
| 2025 | The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x. Full description at Econpapers || Download paper |
| 2024 | Global 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. Full description at Econpapers || Download paper |
| 2025 | Non-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. 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 |
| 2025 | Analytical 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. 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). 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. Full description at Econpapers || Download paper |
| 2024 | Should 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2025 | Forecasting 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. 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 |
| 2024 | Commonalities 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. Full description at Econpapers || Download paper |
| 2024 | Navigating 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. Full description at Econpapers || Download paper |
| 2025 | Time-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. Full description at Econpapers || Download paper |
| 2024 | Extreme 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. Full description at Econpapers || Download paper |
| 2025 | Forecasting US Recessions in Real-Time Using Regional Economic Sentiment. (2025). Mitchell, James ; Garciga, Christian. In: Economic Commentary. RePEc:fip:fedcec:102077. Full description at Econpapers || Download paper |
| 2025 | Forecasting 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. 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 | Bayesian 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. Full description at Econpapers || Download paper |
| 2024 | Approximate 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. Full description at Econpapers || Download paper |
| 2024 | Modelling 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. Full description at Econpapers || Download paper |
| 2024 | Forecasting 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. Full description at Econpapers || Download paper |
| 2024 | Approximate 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | A 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. Full description at Econpapers || Download paper |
| 2024 | Measuring 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. Full description at Econpapers || Download paper |
| 2024 | Agricultural 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. 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 | Expecting 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. Full description at Econpapers || Download paper |
| 2025 | Specification 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. Full description at Econpapers || Download paper |
| 2025 | Tracking 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. 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 |
| 2024 | Forecasting 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. Full description at Econpapers || Download paper |
| 2024 | Sophisticated 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. Full description at Econpapers || Download paper |
| 2025 | Macroeconomic 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. Full description at Econpapers || Download paper |
| 2024 | Frühzeitige 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. Full description at Econpapers || Download paper |
| 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 | 11 |
| 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: 11 | article | |
| 2023 | Money Growth and Inflation: A Quantile Sensitivity Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | 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 | 2 |
| 2025 | Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints.(2025) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Assessing the Synchronicity and Nature of Australian State Business Cycles In: The Economic Record. [Full Text][Citation analysis] | article | 15 |
| 2025 | An international analysis of the trend five‐year government bond rate In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2018 | International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2025 | International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach.(2025) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 3 | chapter | |
| 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 |
| 2020 | RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK In: National Institute Economic Review. [Full Text][Citation analysis] | article | 12 |
| 2021 | NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC In: National Institute Economic Review. [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 | 2 |
| 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: 2 | article | |
| 2023 | A time-varying Phillips curve with global factors: Are global factors important? In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2025 | Volatility shocks in markets and policies: What matters for a small open economy like Canada? In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2016 | Forecasting structural change and fat-tailed events in Australian macroeconomic variables In: Economic Modelling. [Full Text][Citation analysis] | article | 36 |
| 2020 | Computationally efficient inference in large Bayesian mixed frequency VARs In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 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: 14 | 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: 14 | paper | |
| 2023 | Large stochastic volatility in mean VARs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2023 | Estimating the US trend short-term interest rate In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 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 | 53 |
| 2023 | Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 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 | 5 |
| 2019 | Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | 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 | 11 |
| 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: 11 | paper | |
| 2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | 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 | 5 |
| 2025 | Measuring Subregional Economic Activity: Missing Frequencies and Missing Data In: Springer Books. [Citation analysis] | chapter | 0 |
| 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 | 6 |
| 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 | 31 |
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