Aubrey Poon

University of Strathclyde - Centre for Applied Macroeconomic Analysis

16 Richmond Street

Glasgow 1XQ, Scotland

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

70

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (5)

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
Deborah Gefang, Gary Koop and Aubrey Poon
University 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 27 (493,866)
Citation 5

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

2.

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 19 (540,112)
Citation 2

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

3.

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 17 (552,146)

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

4.

Inflation Trends in Asia: Implications for Central Banks

ECB Working Paper No. 2338
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 7 (615,871)

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

5.

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 0 (682,176)
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