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Aubrey Poon

Position: Affiliated Researcher School/office: Örebro University School of Business

Email: aubrey.poon@oru.se

Phone: +46 19 301383

Room: N4019

Research subject

Economics

About Aubrey Poon

Dr Aubrey Poon is a Senior Lecturer (Associate Professor) in Econometrics at the School of Economics, University of Kent. He is also an affiliated Researcher at Örebro University, Sweden, the Centre for Applied Macroeconomic Analysis (CAMA) at the Australian National University and the UK Economic Statistics Centre of Excellence (ESCoE). Aubrey completed his PhD in Economics from the Australian National University in 2017.

Dr Aubrey Poon's primary research focus is in Applied Macroeconometrics. He is particularly interested in Bayesian estimation, with a range of focus on mixed-frequency methods, non-linear state-space models, quantile regression techniques, and various other macroeconomic modelling techniques. His work has also been mentioned in the Economist and the New York Times.

Personal webpage: https://sites.google.com/view/aubreybcpoon/home

Active projects

Improving Macroeconomic Forecasts and Stabilisation Policies Using High-Frequency Data

Research groups

Macroeconomics and financial econometrics (MAFE)

Publications

Articles in journals | Chapters in books |

Articles in journals

Mitchell, J. , Poon, A. & Zhu, D. (2024). Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics. Journal of applied econometrics (Chichester, England).
Poon, A. & Zhu, D. (2024). Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach. Journal of Financial Econometrics.
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.