Aubrey Poon

Dr

  • United Kingdom

20162020
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Personal profile

Personal Statement

I am currently a Research Associate at the Fraser of Allander Institute. I am also a Research Associate at the Center for Applied Macroeconomic Analysis (CAMA) at 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

Fingerprint Dive into the research topics where Aubrey Poon is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output 2016 2020

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

Cross, J. L., Hou, C. & Poon, A., 3 Feb 2020, In : International Journal of Forecasting. 35 p.

Research output: Contribution to journalArticle

Bayesian VAR
Macroeconomic forecasting
Macroeconomic variables
Optimality
Variable selection

On the contribution of international shocks in Australian business cycle fluctuations

Cross, J. L. & Poon, A., 10 Aug 2019, In : Empirical Economics. 25 p.

Research output: Contribution to journalArticle

Business Cycles
business cycle
financial crisis
fluctuation
Shock

Activities 2018 2019

  • 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