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

Group by: Creator's name | Item Type | Date | No Grouping

Number of items: 26.

Article

Chan, Joshua. C. C, Pettenuzzo, Davide, Poon, Aubrey, Zhu, Dan (2025) Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints. Journal of Economic Dynamics and Control, 173 . Article Number 105061. ISSN 0165-1889. (doi:10.1016/j.jedc.2025.105061) (KAR id:108589)

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)

Poon, Aubrey, Zhu, Dan (2024) Do recessions and bear markets occur concurrently across countries? a multinomial logistic approach. Journal of Financial Econometrics, 22 (5). pp. 1482-1502. ISSN 1479-8409. E-ISSN 1479-8417. (doi:10.1093/jjfinec/nbae003) (KAR id:105077)

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)

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)

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)

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)

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)

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)

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)

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)

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)

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)

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)

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)

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)

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)

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)

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)

Book section

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)

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)

This list was generated on Tue Apr 8 20:26:14 2025 BST.