← All authors Aubrey Poon Örebro University (from arXiv:2407.02262, 2024) · ORCID · OpenAlex
31 papers in scope · 28 published · 6 on the econ.EM arXiv · 389 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Dan Zhu Anthoulla Phella Juan Jarrín Freddy García-Albán Joshua C. C. Chan Matteo Iacopini Luca Rossini Florian Huber Gary Koop Giulia Mantoan Lars Nesheim Samuel N. Cohen Lingyi Yang Gregor Kastner Anna E. C. Simoni Emily Tallman Davide Pettenuzzo Tommaso Tornese Mike West Maximilian Schröder Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (6 of 31)
Time-varying parameter MIDAS models: Application to nowcasting US Real GDP
published 2025 · Journal of Econometrics · 3 citations · first circulated 2024
Volatility shocks in markets and policies: What matters for a small open economy like Canada?
published 2025 · Economic Modelling
with Jamie Cross, Timothy Kam
An international analysis of the trend five‐year government bond rate
published 2025 · Scottish Journal of Political Economy
with Meredith Beechey, Pär Österholm
published 2025 · Journal of Economic Dynamics and Control · 2 citations · first circulated 2024
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics
published 2024 · Journal of Applied Econometrics · 7 citations · first circulated 2022
working paper 2024 · arXiv
Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach
published 2024 · Journal of Financial Econometrics · 2 citations
Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting
published 2023 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 6 citations
published 2023 · Journal of Economic Dynamics and Control · 12 citations · first circulated 2022
working paper 2023 · arXiv
A time-varying Phillips curve with global factors: Are global factors important?
published 2023 · Economic Modelling · 5 citations
with Alain Kabundi, Wu Ping
Large stochastic volatility in mean VARs
published 2023 · Journal of Econometrics · 16 citations
published 2023 · Journal of Econometrics · 20 citations
Estimating the US trend short-term interest rate
published 2023 · Finance research letters · 6 citations
with Meredith Beechey, Pär Österholm
Uncertainty and the Term Structure of Interest Rates
published 2023 · European Economic Review
Trend Inflation in Sweden
published 2022 · International Journal of Finance & Economics · 3 citations
with Pär Österholm
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
published 2022 · International Journal of Forecasting · 5 citations
A new Bayesian model for contagion and interdependence
published 2022 · Econometric Reviews · 2 citations
Reconciled Estimates of Monthly GDP in the United States
published 2022 · Journal of Business and Economic Statistics · 15 citations
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
published 2022 · International Journal of Forecasting · 32 citations · first circulated 2019
working paper 2021 · arXiv · 4 citations
NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC
published 2021 · National Institute Economic Review · 8 citations
RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK
published 2020 · National Institute Economic Review · 10 citations
Computationally efficient inference in large Bayesian mixed frequency VARs
published 2020 · Economics Letters · 20 citations
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity
published 2020 · International Journal of Forecasting · 77 citations
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970
published 2019 · Journal of Applied Econometrics · 54 citations
On the contribution of international shocks in Australian business cycle fluctuations
published 2019 · Empirical Economics · 6 citations
with Jamie Cross
Inflation Trends in Asia: Implications for Central Banks
published 2019 · Oxford Economic Papers
with Juan A. Garcia
Assessing the Synchronicity and Nature of Australian State Business Cycles
published 2018 · Economic Record · 13 citations
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach
published 2017 · Empirical Economics · 9 citations
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
published 2016 · Economic Modelling · 52 citations
with Jamie Cross
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