Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity JL Cross, C Hou, A Poon International Journal of Forecasting 36 (3), 899-915, 2020 | 75 | 2020 |
Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 G Koop, S McIntyre, J Mitchell, A Poon Journal of Applied Econometrics 35 (2), 176-197, 2020 | 58 | 2020 |
Forecasting structural change and fat-tailed events in Australian macroeconomic variables J Cross, A Poon Economic Modelling 58, 34-51, 2016 | 46 | 2016 |
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage D Gefang, G Koop, A Poon International Journal of Forecasting 39 (1), 346-363, 2023 | 21 | 2023 |
Computationally efficient inference in large Bayesian mixed frequency VARs D Gefang, G Koop, A Poon Economics Letters 191, 109120, 2020 | 21 | 2020 |
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage D Gefang, G Koop, A Poon CAMA Working Paper, 2019 | 19 | 2019 |
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach A Poon Empirical Economics 55, 417-444, 2018 | 16 | 2018 |
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics J Mitchell, A Poon, D Zhu Journal of Applied Econometrics, 2024 | 14 | 2024 |
Assessing the synchronicity and nature of australian state business cycles A Poon Economic record 94 (307), 372-390, 2018 | 13 | 2018 |
Reconciled estimates of monthly GDP in the United States G Koop, S McIntyre, J Mitchell, A Poon Journal of Business & Economic Statistics 41 (2), 563-577, 2023 | 11 | 2023 |
High-dimensional conditionally Gaussian state space models with missing data JCC Chan, A Poon, D Zhu Journal of Econometrics 236 (1), 105468, 2023 | 10 | 2023 |
Reconciled estimates and nowcasts of regional output in the UK G Koop, S McIntyre, J Mitchell, A Poon National Institute Economic Review 253, R44-R59, 2020 | 10 | 2020 |
Nowcasting Euro area GDP growth using Bayesian quantile regression J Mitchell, A Poon, GL Mazzi Essays in honor of M. Hashem Pesaran: Prediction and macro modeling, 51-72, 2022 | 9 | 2022 |
Nowcasting ‘true’monthly US GDP during the pandemic G Koop, S McIntyre, J Mitchell, A Poon National Institute Economic Review 256, 44-70, 2021 | 9 | 2021 |
Trend inflation and inflation compensation JA Garcia, A Poon International Monetary Fund, 2018 | 9 | 2018 |
Reconciled Estimates of Monthly GDP in the US G Koop, SG McIntyre, J Mitchell, A Poon FRB of Cleveland Working Paper, 2022 | 8 | 2022 |
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP M Iacopini, A Poon, L Rossini, D Zhu Journal of Economic Dynamics and Control 157, 104757, 2023 | 6 | 2023 |
Conditional forecasts in large bayesian VARs with multiple soft and hard constraints JCC Chan, D Pettenuzzo, A Poon, D Zhu Available at SSRN 4358152, 2023 | 6 | 2023 |
Inflation trends in Asia: implications for central banks JA Garcia, A Poon Oxford Economic Papers, 2021 | 6 | 2021 |
International transmission of macroeconomic uncertainty in small open economies: An empirical approach JL Cross, C Hou, A Poon BI Norwegian Business School, 2018 | 6 | 2018 |