Items where Author, Editor or other role is "Poon, Aubrey"

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Number of items: 25.

B

Beechey, Meredith, Österholm, Pär, Poon, Aubrey (2023) Estimating the US trend short-term interest rate. Finance Research Letters, 55 (Part A). Article Number 103913. ISSN 1544-6123. (doi:10.1016/j.frl.2023.103913) (KAR id:103837)

C

Chan, Joshua, Poon, Aubrey, Zhu, Dan (2023) High-dimensional conditionally Gaussian state space models with missing data. Journal of Econometrics, 236 (1). Article Number 105468. ISSN 0304-4076. (doi:10.1016/j.jeconom.2023.05.005) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103834)

Cross, Jamie, Hou, Chenghan, Koop, Gary, Poon, Aubrey (2023) Large stochastic volatility in mean VARs. Journal of Econometrics, 236 (1). Article Number 105469. ISSN 0304-4076. (doi:10.1016/j.jeconom.2023.05.006) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103833)

Cross, Jamie, Hou, Chenghan, Poon, Aubrey (2020) Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. International Journal of Forecasting, 36 (3). pp. 899-915. ISSN 0169-2070. (doi:10.1016/j.ijforecast.2019.10.002) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103874)

Cross, Jamie, Poon, Aubrey (2019) On the contribution of international shocks in Australian business cycle fluctuations. Empirical Economics, 59 . pp. 2613-2637. ISSN 0377-7332. (doi:10.1007/s00181-019-01752-y) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103871)

Cross, Jamie, Poon, Aubrey (2016) Forecasting structural change and fat-tailed events in Australian macroeconomic variables. Economic Modelling, 58 . pp. 34-51. ISSN 0264-9993. (doi:10.1016/j.econmod.2016.04.021) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103879)

G

Gefang, Deborah, Koop, Gary, Poon, Aubrey (2023) Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. International Journal of Forecasting, 39 (1). pp. 346-363. ISSN 0169-2070. (doi:10.1016/j.ijforecast.2021.11.012) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103836)

Garcia, Juan Angel, Poon, Aubrey (2022) Inflation trends in Asia: implications for central banks. Oxford Economic Papers, 74 (3). pp. 671-700. ISSN 0030-7653. (doi:10.1093/oep/gpab050) (KAR id:103860)

Gefang, Deborah, Koop, Gary, Poon, Aubrey (2020) Computationally efficient inference in large Bayesian mixed frequency VARs. Economics Letters, 191 . Article Number 109120. ISSN 0165-1765. (doi:10.1016/j.econlet.2020.109120) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103875)

Garcia, Juan Angel and Dany-Knedlik, Geraldine and Poon, Aubrey and Rawat, Umang (2018) Monetary Policy in the New Normal. In: Corbacho, Ana and Peiris, Shanaka J., eds. The ASEAN Way: Sustaining Growth and Stability. International Monetary Fund. ISBN 978-1-5135-5890-5. (doi:10.5089/9781513558905.071) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103888)

I

Iacopini, Matteo, Poon, Aubrey, Rossini, Luca, Zhu, Dan (2023) Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. Journal of Economic Dynamics and Control, 157 . Article Number 104757. ISSN 0165-1889. E-ISSN 1879-1743. (doi:10.1016/j.jedc.2023.104757) (KAR id:103148)

K

Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey, Wu, Ping (2023) Incorporating short data into large mixed-frequency VARs for regional nowcasting. Journal of the Royal Statistical Society: Series A (Statistics in Society), 187 (2). pp. 477-495. ISSN 0964-1998. E-ISSN 1467-985X. (doi:10.1093/jrsssa/qnad130) (KAR id:103429)

Kabundi, Alain, Poon, Aubrey, Wu, Ping (2023) A time-varying Phillips curve with global factors: Are global factors important? Economic Modelling, 126 . Article Number 106423. ISSN 0264-9993. (doi:10.1016/j.econmod.2023.106423) (KAR id:103838)

Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey (2022) Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. International Journal of Forecasting, . ISSN 0169-2070. (doi:10.1016/j.ijforecast.2022.04.002) (KAR id:103858)

Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey (2022) Reconciled Estimates of Monthly GDP in the United States. Journal of Business and Economic Statistics, 41 (2). pp. 563-577. ISSN 0735-0015. (doi:10.1080/07350015.2022.2044336) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103835)

Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey (2021) Nowcasting 'true' monthly U.S. GDP during the pandemic. National Institute Economic Review, 256 . pp. 44-70. ISSN 0027-9501. (doi:10.1017/nie.2021.8) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103872)

Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey (2020) Reconciled estimates and nowcasts of regional output in the UK. National Institute Economic Review, 253 . R44-R59. ISSN 0027-9501. (doi:10.1017/nie.2020.29) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103873)

Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey (2020) Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970. Journal of Applied Econometrics, 35 (2). pp. 176-197. ISSN 0883-7252. (doi:10.1002/jae.2748) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103876)

M

Mitchell, James, Poon, Aubrey, Zhu, Dan (2024) Constructing density forecasts from quantile regressions: multimodality in macrofinancial dynamics. Journal of Applied Econometrics, 39 (5). pp. 790-812. ISSN 0883-7252. E-ISSN 1099-1255. (doi:10.1002/jae.3049) (KAR id:104737)

Mitchell, James and Poon, Aubrey and Mazzi, Gian Luigi (2022) Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression. In: Chudik, Alexander and Hsiao, Cheng and Timmermann, Allan, eds. Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling. Advances in Econometrics . Emerald, pp. 51-72. ISBN 978-1-80262-062-7. (doi:10.1108/S0731-90532021000043A004) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103870)

P

Poon, Aubrey, Zhu, Dan (2024) Do recessions and bear markets occur concurrently across countries? a multinomial logistic approach. Journal of Financial Econometrics, . Article Number nbae003. ISSN 1479-8409. E-ISSN 1479-8417. (doi:10.1093/jjfinec/nbae003) (KAR id:105077)

Poon, Aubrey, Zhu, Dan (2022) A new Bayesian model for contagion and interdependence. Econometric Reviews, 41 (7). pp. 806-826. ISSN 0747-4938. (doi:10.1080/07474938.2022.2072319) (KAR id:103856)

Poon, Aubrey (2018) Assessing the Synchronicity and Nature of Australian State Business Cycles. Economic Record, 94 (307). pp. 372-390. ISSN 0013-0249. (doi:10.1111/1475-4932.12441) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103877)

Poon, Aubrey (2017) The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach. Empirical Economics, 55 . pp. 417-444. ISSN 0377-7332. (doi:10.1007/s00181-017-1280-z) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103878)

Ö

Österholm, Pär, Poon, Aubrey (2023) Trend Inflation in Sweden. International Journal of Finance and Economics, 28 (4). pp. 4707-4716. ISSN 1076-9307. (doi:10.1002/ijfe.2672) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:103869)

This list was generated on Fri Nov 22 19:50:10 2024 GMT.