Aubrey Poon
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints Journal of Economic Dynamics & Control | 2025-06-11 | Paper |
| Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-20 | Paper |
| Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP Journal of Economic Dynamics and Control | 2024-06-17 | Paper |
| High-dimensional conditionally Gaussian state space models with missing data Journal of Econometrics | 2023-08-18 | Paper |
| Large stochastic volatility in mean VARs Journal of Econometrics | 2023-08-18 | Paper |
| A new Bayesian model for contagion and interdependence Econometric Reviews | 2022-09-14 | Paper |
| Computationally efficient inference in large Bayesian mixed frequency VARs Economics Letters | 2020-07-07 | Paper |
Research outcomes over time
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