Aubrey Poon

Dr

  • United Kingdom

20162020

Research output per year

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Personal profile

Personal Statement

I am currently a Research Associate at the Department of Economics. I am also a Research Associate at the Center for Applied Macroeconomic Analysis (CAMA) at the Australian National University. I hold a Master of Economics and a PhD in Economics from the Australian National University.

My field of research is in Applied Macroeconometrics. I am particularly interested in the application of Bayesian estimation and computation of time-series and DSGE models.

My personal website is https://sites.google.com/view/aubreybcpoon/home

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Research Output

Computationally efficient inference in large Bayesian mixed frequency VARs

Gefang, D., Koop, G. & Poon, A., 25 Mar 2020, (Accepted/In press) In : Economics Letters.

Research output: Contribution to journalArticle

  • Macroeconomic forecasting with large Bayesian VARs: global-local priors and the illusion of sparsity

    Cross, J. L., Hou, C. & Poon, A., 1 Jul 2020, In : International Journal of Forecasting. 36, 3, p. 899-915 17 p.

    Research output: Contribution to journalArticle

    1 Citation (Scopus)

    Activities

    • 6 Participation in conference
    • 1 Invited talk

    Banking & Finance seminars

    Aubrey Poon (Speaker)

    23 Oct 2019

    Activity: Talk or presentation typesInvited talk

    European Seminar on Bayesian Econometrics

    Aubrey Poon (Participant)

    2 Sep 20193 Sep 2019

    Activity: Participating in or organising an event typesParticipation in conference