E-LIB Suche - Ergebnisse für: Poon, Aubrey

1

Using stochastic hierarchical aggregation constraints to no..:

Koop, Gary ; McIntyre, Stuart ; Mitchell, James.
International Journal of Forecasting. 40 (2024) 2 - p. 626-640 , 2024

Link: https://doi.org/10.1016/..

2

Constructing density forecasts from quantile regressions: M..:

Mitchell, James ; Poon, Aubrey ; Zhu, Dan
Journal of Applied Econometrics. , 2024

Link: https://doi.org/10.1002/..

3

Do Recessions and Bear Markets Occur Concurrently across Co..:

Poon, Aubrey ; Zhu, Dan
Journal of Financial Econometrics. , 2024

Link: https://doi.org/10.1093/..

4

Incorporating Short Data into Large Mixed-Frequency VARs fo..:

Koop, Gary ; McIntyre, Stuart G. ; Mitchell, James..
FRB of Cleveland Working Paper No. 23-09. , 2023

Link: https://ssrn.com/abstrac..

5

A time-varying Phillips curve with global factors: Are glob..:

Kabundi, Alain ; Poon, Aubrey ; Wu, Ping
Economic Modelling. 126 (2023) - p. 106423 , 2023

Link: https://doi.org/10.1016/..

6

High-dimensional conditionally Gaussian state space models ..:

Chan, Joshua C.C. ; Poon, Aubrey ; Zhu, Dan
Journal of Econometrics. 236 (2023) 1 - p. 105468 , 2023

Link: https://doi.org/10.1016/..

7

Estimating the US trend short-term interest rate:

Beechey, Meredith ; Österholm, Pär ; Poon, Aubrey
Finance Research Letters. 55 (2023) - p. 103913 , 2023

Link: https://doi.org/10.1016/..

8

Bayesian mixed-frequency quantile vector autoregression: El..:

Iacopini, Matteo ; Poon, Aubrey ; Rossini, Luca.
Journal of Economic Dynamics and Control. 157 (2023) - p. 104757 , 2023

Link: https://doi.org/10.1016/..

9

Large stochastic volatility in mean VARs:

Cross, Jamie L. ; Hou, Chenghan ; Koop, Gary.
Journal of Econometrics. 236 (2023) 1 - p. 105469 , 2023

Link: https://doi.org/10.1016/..

10

Forecasting using variational Bayesian inference in large v..:

Gefang, Deborah ; Koop, Gary ; Poon, Aubrey
International Journal of Forecasting. 39 (2023) 1 - p. 346-363 , 2023

Link: https://doi.org/10.1016/..

11

Incorporating short data into large mixed-frequency vector ..:

Koop, Gary ; McIntyre, Stuart ; Mitchell, James..
Journal of the Royal Statistical Society Series A: Statistics in Society. 187 (2023) 2 - p. 477-495 , 2023

Link: https://doi.org/10.1093/..

12

Trend Inflation in Sweden:

Österholm, Pär ; Poon, Aubrey
International Journal of Finance & Economics. 28 (2022) 4 - p. 4707-4716 , 2022

Link: https://doi.org/10.1002/..

13

A new Bayesian model for contagion and interdependence:

Poon, Aubrey ; Zhu, Dan
Econometric Reviews. 41 (2022) 7 - p. 806-826 , 2022

Link: https://doi.org/10.1080/..

14

Reconciled Estimates of Monthly GDP in the United States:

Koop, Gary ; McIntyre, Stuart ; Mitchell, James.
Journal of Business & Economic Statistics. 41 (2022) 2 - p. 563-577 , 2022

Link: https://doi.org/10.1080/..

15

NOWCASTING 'TRUE' MONTHLY U.S. GDP DURING THE PANDEMIC:

Koop, Gary ; McIntyre, Stuart ; Mitchell, James.
National Institute Economic Review. 256 (2021) - p. 44-70 , 2021

Link: https://doi.org/10.1017/..