Access Statistics for Joshua C.C. Chan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian model comparison for trend-cycle decompositions of output 0 0 2 84 0 1 6 141
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 2 85 1 2 6 173
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 3 66 1 2 11 122
A New Model Of Trend Inflation 0 0 1 77 1 1 2 184
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 1 1 4 246
A New Model of Trend Inflation 0 0 0 114 0 0 0 232
A New Model of Trend Inflation 0 0 0 99 0 1 1 209
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 115 0 0 2 229
A new model of trend inflation 0 0 0 38 1 1 2 112
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 0 23 0 0 2 29
An automated prior robustness analysis in Bayesian model comparison 0 0 0 54 0 0 0 32
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 0 0 0 12
Asymmetric conjugate priors for large Bayesian VARs 0 0 0 53 0 2 4 77
BVARs and Stochastic Volatility 0 0 0 12 0 0 6 16
Bayesian State Space Models in Macroeconometrics 0 0 2 66 0 3 9 85
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 1 2 2 96 2 8 11 226
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 1 1 2 18
Comparing hybrid time-varying parameter VARs 0 0 0 44 0 1 5 57
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 1 1 28
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 58 0 2 3 66
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 5 5 0 0 15 15
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 0 0 30
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 0 1 102
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 52 0 1 1 57
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 2 97 0 2 6 237
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 3 73 0 1 4 206
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 108 0 2 8 216
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 1 55 0 1 5 138
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 0 2 8
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 1 1 2 40
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 0 2 126
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 0 0 14
How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis 0 0 0 101 1 2 4 94
Identifying Noise Shocks 0 0 0 54 1 1 1 98
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 1 4 235
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 1 1 2 71 1 1 8 135
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 18 18 0 0 7 7
Large Bayesian VARMAs 0 0 1 20 1 1 4 49
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 2 1 2 2 21
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 1 1 1 14 1 2 5 20
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 1 2 98
Large Bayesian vector autoregressions 3 3 5 105 5 10 15 178
Large Hybrid Time-Varying Parameter VARs 0 0 0 66 0 0 1 76
Large Hybrid Time-Varying Parameter VARs 0 0 0 5 3 3 5 23
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 1 66 0 0 1 43
Large Structural VARs with Multiple Sign and Ranking Restrictions 11 12 12 12 7 9 9 9
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 0 1 6 253
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 22 0 1 6 118
Measuring inflation expectations uncertainty using high-frequency data 0 0 0 68 0 1 1 58
Measuring the output gap using stochastic model specification search 0 0 1 71 1 2 7 157
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 0 2 2 64
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 0 2 7 187
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 0 1 61
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 0 105
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 1 39
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 1 3 56
Monte Carlo Methods for Portfolio Credit Risk 1 1 2 56 1 3 7 131
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 0 2 4 315
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 1 1 70 2 4 4 147
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 26 0 0 3 54
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 34 0 0 3 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 166 1 4 19 358
Multivariate stochastic volatility with co-heteroscedasticity 0 0 1 22 0 1 5 70
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 0 0 1 17
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 0 35 0 0 4 92
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 1 1 21 0 2 3 96
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter 0 0 1 70 0 1 6 118
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 1 87
Reducing Dimensions in a Large TVP-VAR 1 1 5 46 2 3 8 249
Reducing dimensions in a large TVP-VAR 0 0 0 15 0 1 2 85
Specification tests for time-varying parameter models with stochastic volatility 0 0 2 67 0 0 2 89
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 1 2 189
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 43 0 1 1 89
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 49 0 0 0 47
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 1 104 0 1 4 190
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 0 1 178
Time Varying Dimension Models 0 0 0 67 0 1 2 210
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 29 1 2 2 123
Time Varying Dimension Models 0 0 0 51 0 0 6 296
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Total Working Papers 19 26 92 4,808 38 105 318 9,660

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output 1 1 7 30 1 2 19 123
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 7 42 1 1 15 133
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 3 14 45 7 12 28 138
A New Model of Trend Inflation 0 2 6 128 1 3 16 431
A regime switching skew-normal model of contagion 0 0 0 25 0 1 5 122
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 0 0 2 10
An unobserved components model of total factor productivity and the relative price of investment 0 0 0 0 0 0 2 2
Asymmetric conjugate priors for large Bayesian VARs 0 1 2 5 0 1 10 21
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 1 2 8 15 5 7 40 68
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 2 5 9 31 4 8 25 133
Choosing between identification schemes in noisy-news models 0 0 1 2 0 0 2 9
Comparing hybrid time-varying parameter VARs 0 0 3 18 1 2 10 104
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 1 1 9 17
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 0 1 2 25
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 0 0 0 1 1 1
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 2 2 15
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 42 1 2 6 157
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 4 1 1 3 14
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 2 4 10 19
Fast computation of the deviance information criterion for latent variable models 0 1 2 16 0 1 5 73
High-dimensional conditionally Gaussian state space models with missing data 1 1 4 6 1 2 8 12
Identifying noise shocks 0 0 0 13 1 1 4 50
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 0 0 2 27
Large Bayesian VARMAs 0 0 0 14 0 1 3 99
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 0 1 15 0 0 5 40
Large Hybrid Time-Varying Parameter VARs 0 0 1 3 1 1 9 14
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 2 7 7 2 5 16 16
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 5 25 1 3 15 125
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 1 12 1 1 8 65
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 1 7 0 2 5 32
Modeling energy price dynamics: GARCH versus stochastic volatility 0 1 6 96 0 4 17 311
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 2 33
Moving average stochastic volatility models with application to inflation forecast 0 0 5 64 3 4 18 288
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 14 0 0 3 51
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 0 13 1 1 2 68
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 0 0 56
Rare-event probability estimation with conditional Monte Carlo 0 0 0 5 0 0 2 22
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 3 50 0 1 10 191
Reducing the state space dimension in a large TVP-VAR 0 1 4 24 0 2 8 97
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 75 0 1 3 230
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 0 0 1 12
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 18 1 1 7 63
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 2 9 0 0 7 29
Stochastic Model Specification Search for Time-Varying Parameter VARs 1 2 5 23 1 2 8 71
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 1 1 6 0 1 3 23
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 22 3 5 9 111
Time Varying Dimension Models 1 1 1 30 1 3 6 146
Total Journal Articles 9 25 108 982 42 91 393 3,897

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Econometric Methods 0 0 0 0 2 4 18 84
Bayesian Econometric Methods 0 0 0 0 2 4 23 159
Total Books 0 0 0 0 4 8 41 243

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternate Parameterization for Bayesian Nonparametric/Semiparametric Regression 0 0 1 4 0 0 2 29
BVARs and stochastic volatility 1 1 1 1 1 1 5 5
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 2 3 4 19
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 11 0 0 2 32
Total Chapters 1 1 3 19 3 4 13 85
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