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Aubrey Poon

Institution: University of Kent

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/aubreybcpoon/home

First Publication: 2016

Most Recent: 2025

RePEc ID: ppo694 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 3.36 2.86 1.18 7.40 91%
Last 10 Years 0.00 3.36 4.04 2.02 9.42 87%
All Time 0.00 3.36 4.04 2.02 9.42 88%

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 9.76

Publications (15)

Year Article Journal Tier Authors
2025 Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints Journal of Economic Dynamics and Control B 4
2025 Volatility shocks in markets and policies: What matters for a small open economy like Canada? Economic Modeling C 3
2024 Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates International Journal of Forecasting B 4
2024 Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics Journal of Applied Econometrics B 3
2023 High-dimensional conditionally Gaussian state space models with missing data Journal of Econometrics A 3
2023 Large stochastic volatility in mean VARs Journal of Econometrics A 4
2023 Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage International Journal of Forecasting B 3
2023 A time-varying Phillips curve with global factors: Are global factors important? Economic Modeling C 3
2023 Reconciled Estimates of Monthly GDP in the United States Journal of Business & Economic Statistics A 4
2023 Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP Journal of Economic Dynamics and Control B 4
2022 Core inflation: a review of some conceptual issues Oxford Economic Papers C 2
2020 Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity International Journal of Forecasting B 3
2020 Computationally efficient inference in large Bayesian mixed frequency VARs Economics Letters C 3
2020 Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970 Journal of Applied Econometrics B 4
2016 Forecasting structural change and fat-tailed events in Australian macroeconomic variables Economic Modeling C 2