Narrow search
Showing 1 - 10 of 32
Cover Image
Trend inflation in Sweden
Österholm, Pär; Poon, Aubrey - 2022
In this paper, we estimate trend inflation in Sweden using an unobserved components stochastic volatility model. Using data from 1995Q4 to 2021Q4 and Bayesian estimation methods, we find that trend inflation has been well-anchored during the period - although in general at a level below the...
Persistent link: https://www.econbiz.de/10012818429
Cover Image
Reconciled estimates of monthly GDP in the US
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2022
Persistent link: https://www.econbiz.de/10012822269
Cover Image
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2021
Persistent link: https://www.econbiz.de/10012585908
Cover Image
Macroeconomic forecasting with large stochastic volatility in mean VARs
Cross, Jamie; Hou, Chenghan; Koop, Gary; Poon, Aubrey - 2021
Persistent link: https://www.econbiz.de/10012628432
Cover Image
Nowcasting Euro area GDP growth using Bayesian quantile regression
Mitchell, James; Poon, Aubrey; Mazzi, Gian Luigi - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 51-72). 2022
Persistent link: https://www.econbiz.de/10013201798
Cover Image
Nowcasting "true" monthly US GDP during the pandemic
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - 2021
Persistent link: https://www.econbiz.de/10013189780
Cover Image
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie; Hou, Chenghan; Poon, Aubrey - In: International journal of forecasting 36 (2020) 3, pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Cover Image
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012223665
Cover Image
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: National Institute economic review : journal of the … 253 (2020) 1, pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Cover Image
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028