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Employment (3)

University of Kent: Canterbury, GB

2023-10-04 to present | Senior Lecturer in Econometrics (School of Economics)
Employment
Source: Self-asserted source
Aubrey Poon

Örebro University: Örebro, SE

2021-12-01 to 2027-12-30 | Affiliated Researcher (Economics)
Employment
Source: Self-asserted source
Aubrey Poon

University of Strathclyde: Glasgow, Glasgow, GB

2018-01-01 to 2021-12-31 | Research Associate (Economics)
Employment
Source: Self-asserted source
Aubrey Poon

Education and qualifications (1)

Australian National University: Canberra, ACT, AU

2013-06-15 to 2017-12-14 | PhD Economics (Research School of Economics)
Education
Source: Self-asserted source
Aubrey Poon

Works (33)

Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints

Journal of Economic Dynamics and Control
2025-04 | Journal article
Part of ISSN: 0165-1889
Contributors: Joshua C.C. Chan; Davide Pettenuzzo; Aubrey Poon; Dan Zhu
Source: Self-asserted source
Aubrey Poon

Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics

Journal of Applied Econometrics
2024-08 | Journal article
Contributors: James Mitchell; Aubrey Poon; Dan Zhu
Source: check_circle
Crossref

Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach

Journal of Financial Econometrics
2024-03-29 | Journal article
Part of ISSN: 1479-8409
Part of ISSN: 1479-8417
Contributors: Aubrey Poon; Dan Zhu
Source: Self-asserted source
Aubrey Poon

Introduction to Bayesian Econometrics in MATLAB

2023 | Report
Contributors: Gary Koop; Jamie Cross; Aubrey Poon
Source: check_circle
Crossref

Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP

Journal of Economic Dynamics and Control
2023-12 | Journal article
Part of ISSN: 0165-1889
Contributors: Matteo Iacopini; Aubrey Poon; Luca Rossini; Dan Zhu
Source: Self-asserted source
Aubrey Poon

Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting

Journal of the Royal Statistical Society Series A: Statistics in Society
2023-11-22 | Journal article
Part of ISSN: 0964-1998
Part of ISSN: 1467-985X
Contributors: Gary Koop; Stuart McIntyre; James Mitchell; Aubrey Poon; Ping Wu
Source: Self-asserted source
Aubrey Poon

High-dimensional conditionally Gaussian state space models with missing data

Journal of Econometrics
2023-09 | Journal article
Part of ISSN: 0304-4076
Contributors: Joshua C.C. Chan; Aubrey Poon; Dan Zhu
Source: Self-asserted source
Aubrey Poon

Large stochastic volatility in mean VARs

Journal of Econometrics
2023-09 | Journal article
Part of ISSN: 0304-4076
Contributors: Jamie L. Cross; Chenghan Hou; Gary Koop; Aubrey Poon
Source: Self-asserted source
Aubrey Poon

A time-varying Phillips curve with global factors: Are global factors important?

Economic Modelling
2023-07 | Journal article
Part of ISSN: 0264-9993
Contributors: Alain Kabundi; Aubrey Poon; Ping Wu
Source: Self-asserted source
Aubrey Poon

Estimating the US trend short-term interest rate

Finance Research Letters
2023-07 | Journal article
Part of ISSN: 1544-6123
Contributors: Meredith Beechey; Pär Österholm; Aubrey Poon
Source: Self-asserted source
Aubrey Poon

Introduction to Bayesian Econometrics in MATLAB

2022 | Report
Contributors: Gary Koop; Jamie Cross; Aubrey Poon
Source: check_circle
Crossref

Trend Inflation in Sweden

International Journal of Finance & Economics
2022-07-12 | Journal article
Part of ISSN: 1076-9307
Part of ISSN: 1099-1158
Source: Self-asserted source
Aubrey Poon
grade
Preferred source (of 2)‎

Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates

International Journal of Forecasting
2022-05 | Journal article
Part of ISSN: 0169-2070
Source: Self-asserted source
Aubrey Poon

A new Bayesian model for contagion and interdependence

Econometric Reviews
2022-05-13 | Journal article
Part of ISSN: 0747-4938
Part of ISSN: 1532-4168
Source: Self-asserted source
Aubrey Poon

Reconciled Estimates of Monthly GDP in the US*

Journal of Business & Economic Statistics
2022-02-22 | Journal article
Part of ISSN: 0735-0015
Part of ISSN: 1537-2707
Source: Self-asserted source
Aubrey Poon
grade
Preferred source (of 2)‎

Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage

International Journal of Forecasting
2022-01 | Journal article
Part of ISSN: 0169-2070
Source: Self-asserted source
Aubrey Poon

Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression

Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling
2022-01-18 | Book chapter
Part of ISSN: 0731-9053
Source: Self-asserted source
Aubrey Poon

Inflation trends in Asia

Oxford Economic Papers
2021-08-23 | Journal article | Author
SOURCE-WORK-ID:

bfd0e9cf-b8c2-47c4-af42-1afcfd030911

EID:

2-s2.0-85133445422

Contributors: Juan Angel Garcia; Aubrey Poon
Source: check_circle
University of Strathclyde

Nowcasting 'true' monthly US GDP during the pandemic

National Institute Economic Review
2021-06-23 | Journal article | Author
SOURCE-WORK-ID:

c0c9d371-6125-412f-abf6-0dcadef1a4c1

Contributors: Gary Koop; Stuart McIntyre; James Mitchell; Aubrey Poon
Source: check_circle
University of Strathclyde

Nowcasting 'True' Monthly US GDP During the Pandemic

Strathclyde Discussion Papers in Economics
2021-01-22 | Working paper | Author
SOURCE-WORK-ID:

52deaad3-4a05-4a47-8906-a7ce6515ea4a

Contributors: Gary Koop; Stuart McIntyre; James Mitchell; Aubrey Poon
Source: check_circle
University of Strathclyde

Reconciled estimates and nowcasts of regional output in the UK

National Institute Economic Review
2020-08-30 | Journal article | Author
SOURCE-WORK-ID:

8511d15d-4088-4236-ad57-2333ef921ed4

EID:

2-s2.0-85089365331

Contributors: Gary Koop; Stuart McIntyre; James Mitchell; Aubrey Poon
Source: check_circle
University of Strathclyde

Macroeconomic forecasting with large Bayesian VARs

International Journal of Forecasting
2020-07-01 | Journal article | Author
SOURCE-WORK-ID:

8ff1ab9b-6c5d-443b-a1a3-48ef8a65c949

EID:

2-s2.0-85078789117

Contributors: Jamie L. Cross; Chenghan Hou; Aubrey Poon
Source: check_circle
University of Strathclyde

Computationally efficient inference in large Bayesian mixed frequency VARs

Economics Letters
2020-06 | Journal article
Part of ISSN: 0165-1765
Contributors: Deborah Gefang; Gary Koop; Aubrey Poon
Source: Self-asserted source
Aubrey Poon

Regional output growth in the United Kingdom

Journal of Applied Econometrics
2020-03-04 | Journal article | Author
SOURCE-WORK-ID:

b20db43b-123b-46f9-bd13-9c92e09be5aa

EID:

2-s2.0-85079139664

Contributors: Gary Koop; Stuart McIntyre; James Mitchell; Aubrey Poon
Source: check_circle
University of Strathclyde

Inflation Trends in Asia

2019-12-01 | Working paper | Author
SOURCE-WORK-ID:

934c1282-bb40-4fb0-bc64-609831a67f9a

Contributors: Juan Angel Garcia; Aubrey Poon
Source: check_circle
University of Strathclyde

On the contribution of international shocks in Australian business cycle fluctuations

Empirical Economics
2019-08-10 | Journal article | Author
SOURCE-WORK-ID:

fa753cb3-ad38-4e82-9229-b3f32d400408

EID:

2-s2.0-85070285320

Contributors: Jamie L. Cross; Aubrey Poon
Source: check_circle
University of Strathclyde

Regional Output Growth in the United Kingdom

2018-11-20 | Working paper | Author
SOURCE-WORK-ID:

a6d2cfeb-d093-44ba-a313-4d0160ca1921

Contributors: Gary Koop; Stuart McIntyre; James Mitchell; Aubrey Poon
Source: check_circle
University of Strathclyde

Assessing the synchronicity and nature of Australian state business cycles

The Economic Record
2018-10-24 | Journal article | Author
SOURCE-WORK-ID:

4faa133d-d398-449d-b65a-2007ea2071c1

EID:

2-s2.0-85055520273

Contributors: Aubrey Poon
Source: check_circle
University of Strathclyde

Monetary policy in the new normal

The ASEAN Way
2018-10-08 | Book chapter | Author
SOURCE-WORK-ID:

dc779537-cae7-4605-9830-9fefa5afbe91

Part of ISBN: 9781513558905
Contributors: Juan Angel Garcia; Ana Corbacho; Geraldine Dany-Knedlik; Aubrey Poon; Umang Rawat
Source: check_circle
University of Strathclyde
grade
Preferred source (of 2)‎

Trend Inflation and Inflation Compensation

2018-06-30 | Working paper | Author
SOURCE-WORK-ID:

925f4ca7-a1bf-4ceb-8006-987968031632

Contributors: Aubrey Poon; Juan Angel Garcia
Source: check_circle
University of Strathclyde

International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies

2018-04-18 | Working paper | Author
SOURCE-WORK-ID:

6e0f5508-22f3-4b52-8ad7-7f5ab88b5614

Contributors: Jamie L. Cross; Aubrey Poon; Chenghan Hou
Source: check_circle
University of Strathclyde

The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach

Empirical Economics
2017-07-04 | Journal article
Contributors: Aubrey Poon
Source: Self-asserted source
Aubrey Poon via Crossref Metadata Search
grade
Preferred source (of 2)‎

Forecasting structural change and fat-tailed events in Australian macroeconomic variables

Economic Modelling
2016 | Journal article
EID:

2-s2.0-84971294684

Contributors: Cross, J.; Poon, A.
Source: Self-asserted source
Aubrey Poon via Scopus - Elsevier
grade
Preferred source (of 2)‎