Aubrey Poon

University of Strathclyde - Centre for Applied Macroeconomic Analysis

16 Richmond Street

Glasgow 1XQ, Scotland

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS

351

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage

CAMA Working Paper No. 08/2019
Number of pages: 29 Posted: 24 Jan 2019
University of LeicesterUniversity of Leicester - Department of Economics, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 120 (319,748)
Citation 5

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Variational inference, Vector Autoregression, Stochastic Volatility, Hierarchical Prior, Forecasting

2.

Nowcasting ‘True’ Monthly US GDP During the Pandemic

CAMA Working Paper No. 14/2021
Number of pages: 37 Posted: 27 Jan 2021
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, affiliation not provided to SSRN and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 57 (494,387)

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Pandemic, Nowcasting, Income, Expenditure, Mixed frequency model, Vector Autoregression, Bayesian

3.

Inflation Trends in Asia: Implications for Central Banks

Number of pages: 56 Posted: 04 Dec 2019
Juan A. Garcia and Aubrey Poon
European Central Bank (ECB) and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 52 (515,099)

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Asian economies, state space model, stochastic volatility, survey inflation expectations, trend inflation

4.

International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach

CAMA Working Paper No. 16/2018
Number of pages: 33 Posted: 18 Apr 2018
Jamie Cross, Chenghan Hou and Aubrey Poon
The Australian National University, Hunan University - Center for Economics, Finance and Management Studies and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 28 (642,027)
Citation 3

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Bayesian VARs, International Spillovers, State-Space Models, Stochastic Volatility in Mean, Uncertainty

5.

Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics

FRB of Cleveland Working Paper No. 22-12, 2022
Number of pages: 46 Posted: 10 May 2022
James Mitchell, Dan Zhu and Aubrey Poon
Federal Reserve Banks - Federal Reserve Bank of Cleveland, Monash University - Department of Econometrics & Business Statistics and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 25 (662,975)

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Density Forecasts, Quantile Regressions, Financial Conditions

6.

Reconciled Estimates of Monthly GDP in the US

FRB of Cleveland Working Paper No. 22-01
Number of pages: 73 Posted: 12 Jan 2022
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 23 (677,749)

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Mixed frequency; Vector autoregressions; Bayesian methods; Nowcasting; Business cycles; National accounts.

7.

Trend Inflation and Inflation Compensation

IMF Working Paper No. 18/154
Number of pages: 46 Posted: 22 Aug 2018
Juan A. Garcia and Aubrey Poon
European Central Bank (ECB) and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 23 (677,749)

Abstract:

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trend inflation, market-based inflation expectations, state space model, stochastic volatility, Bayesian Analysis, Time-Series Models

8.

Using Stochastic Hierarchical Aggregation Constraints to Nowcast Regional Economic Aggregates

FRB of Cleveland Working Paper No. 22-06
Number of pages: 66 Posted: 07 Mar 2022
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Strathclyde, Federal Reserve Banks - Federal Reserve Bank of Cleveland and University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 20 (700,981)

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Regional data, Mixed frequency, Nowcasting, Bayesian methods, Real-time data, Vector autoregressions

9.

Assessing the Synchronicity and Nature of Australian State Business Cycles

Economic Record, Vol. 94, Issue 307, pp. 372-390, 2018
Number of pages: 19 Posted: 10 Dec 2018
Aubrey Poon
University of Strathclyde - Centre for Applied Macroeconomic Analysis
Downloads 3 (861,806)
Citation 2

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