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Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo; Poon, Aubrey; Rossini, Luca; Zhu, Dan - In: Journal of economic dynamics & control 157 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
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High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua; Poon, Aubrey; Zhu, Dan - In: Journal of econometrics 236 (2023) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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Nowcasting "true" monthly U.S. GDP during the pandemic
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: National Institute economic review : journal of the … 256 (2021), pp. 44-70
Persistent link: https://www.econbiz.de/10012593671
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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
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Reconciled estimates of monthly GDP in the United States
Koop, Gary; McIntyre, Stuart; Mitchell, James; Poon, Aubrey - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
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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
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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua; Jacobi, Liana; Zhu, Dan - In: Journal of Forecasting 39 (2020) 6, pp. 934-943
Persistent link: https://www.econbiz.de/10012189061
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Target benefit versus defined contribution scheme : a multi-period framework
Chen, Ping; Yao, Haixiang; Yang, Hailiang; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 545-579
Persistent link: https://www.econbiz.de/10014342511
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The technology acceptance model and hospitality and tourism consumers' intention to use mobile technologies : meta-analysis and structural equation modeling
Li, Fangxuan; Zhu, Dan; Lin, Mao-Tang Brian; Kim, Peter … - In: The Cornell hospitality quarterly 65 (2024) 4, pp. 461-477
Persistent link: https://www.econbiz.de/10015156887
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First- and second-order Greeks in the Heston model
Chan, Jiun Hong; Joshi, Mark S.; Zhu, Dan - In: Journal of risk 17 (2014/2015) 4, pp. 19-69
Persistent link: https://www.econbiz.de/10013262933