Aubrey Poon
Position: Postdoctoral Researcher School/office: Örebro University School of BusinessEmail: aubrey.poon@oru.se
Phone: +46 19 301383
Room: N4019
Research subject
About Aubrey Poon
I am currently a Researcher at Orebro University, Sweden. I am also a Research Associate at the Centre for Applied Macroeconomic Analysis (CAMA) at the Australian National University. I hold a Master of Economics and a PhD in Economics from the Australian National University.
My field of research is in Applied Macroeconometrics. I am particularly interested in the application of Bayesian estimation and computation of time-series and DSGE models.
My personal website is https://sites.google.com/view/aubreybcpoon/home
Research projects
Active projects
Research groups
Publications
Articles in journals |
Chapters in books |
Articles in journals
- Kabundi, A. , Poon, A. & Wu, P. (2023). A time-varying Phillips curve with global factors: Are global factors important?. Economic Modelling, 126.
- Iacopini, M. , Poon, A. , Rossini, L. & Zhu, D. (2023). Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. Journal of Economic Dynamics and Control, 157.
- Beechey, M. , Österholm, P. & Poon, A. (2023). Estimating the US trend short-term interest rate. Finance Research Letters, 55 (Part A).
- Gefang, D. , Koop, G. & Poon, A. (2023). Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. International Journal of Forecasting, 39 (1), 346-363.
- Chan, J. C. , Poon, A. & Zhu, D. (2023). High-dimensional conditionally Gaussian state space models with missing data. Journal of Econometrics, 236 (1).
- Koop, G. , McIntyre, S. , Mitchell, J. , Poon, A. & Wu, P. (2023). Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting. Journal of the Royal Statistical Society: Series A (Statistics in Society).
- Cross, J. L. , Hou, C. , Koop, G. & Poon, A. (2023). Large stochastic volatility in mean VARs. Journal of Econometrics, 236 (1).
- Koop, G. , McIntyre, S. , Mitchell, J. & Poon, A. (2023). Reconciled Estimates of Monthly GDP in the United States. Journal of business & economic statistics, 41 (2), 563-577.
- Österholm, P. & Poon, A. (2023). Trend Inflation in Sweden. International journal of finance and economics, 28 (4), 4707-4716.
- Poon, A. & Zhu, D. (2022). A new Bayesian model for contagion and interdependence. Econometric Reviews, 41 (7), 806-826.
- Garcia, J. A. & Poon, A. (2022). Inflation trends in Asia: implications for central banks. Oxford Economic Papers, 74 (3), 671-700.
- Koop, G. , McIntyre, S. , Mitchell, J. & Poon, A. (2022). Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. International Journal of Forecasting.
- Koop, G. , McIntyre, S. , Mitchell, J. & Poon, A. (2021). NOWCASTING ‘TRUE’ MONTHLY U.S. GDP DURING THE PANDEMIC. National Institute Economic Review, 256, 44-70.
- Gefang, D. , Koop, G. & Poon, A. (2020). Computationally efficient inference in large Bayesian mixed frequency VARs. Economics Letters, 191.
- Cross, J. L. , Hou, C. & Poon, A. (2020). Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity. International Journal of Forecasting, 36 (3), 899-915.
- Koop, G. , McIntyre, S. , Mitchell, J. & Poon, A. (2020). RECONCILED ESTIMATES AND NOWCASTS OF REGIONAL OUTPUT IN THE UK. National Institute Economic Review, 253, R44-R59.
- Koop, G. , McIntyre, S. , Mitchell, J. & Poon, A. (2020). Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970. Journal of applied econometrics (Chichester, England), 35 (2), 176-197.
- Cross, J. L. & Poon, A. (2019). On the contribution of international shocks in Australian business cycle fluctuations. Empirical Economics, 59 (6), 2613-2637.
- Poon, A. (2018). Assessing the Synchronicity and Nature of Australian State Business Cycles. The Economic Record, 94 (307), 372-390.
- Poon, A. (2017). The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach. Empirical Economics, 55 (2), 417-444.
- Cross, J. & Poon, A. (2016). Forecasting structural change and fat-tailed events in Australian macroeconomic variables. Economic Modelling, 58, 34-51.
Chapters in books
- Mitchell, J. , Poon, A. & Mazzi, G. L. (2022). Nowcasting Euro Area GDP Growth Using Bayesian Quantile Regression. In: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling (pp. 51-72). . Emerald Group Publishing Limited.