Poon, Aubrey

1. High-Dimensional Conditionally Gaussian State Space Models with Missing Data
   2023/02/07 by Joshua C. C. Chan, Aubrey Poon, Chan, Joshua C. C. +3 · 3 citations
   Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #Computation (stat.CO) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Statistical Methods and Bayesian Inference
2. Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP
   2022/09/05 by Matteo Iacopini, Iacopini, Matteo, Aubrey Poon +5 · 1 citation
   Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Methodology (stat.ME) #Monetary Policy and Economic Impact
3. Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
   2024/07/02 by Joshua C. C. Chan, Chan, Joshua C. C., Davide Pettenuzzo +5 · 2 citations
   Economics, Econometrics and Finance · #Econometrics (econ.EM) #FOS: Economics and business #Monetary Policy and Economic Impact
4. Money Growth and Inflation: A Quantile Sensitivity Approach
   2023/08/10 by Iacopini, Matteo, Poon, Aubrey, Rossini, Luca +1 · 1 citation
   #Econometrics (econ.EM) #FOS: Economics and business