Access Statistics for Ching-Wai (Jeremy) Chiu

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 financial stress index for the United Kingdom 0 1 6 29 4 14 59 121
A new approach for detecting shifts in forecast accuracy 0 0 1 72 3 5 15 78
Does partisan conflict impact the cash holdings of firms? A sign restrictions approach 0 0 1 36 0 0 7 74
Estimating VAR's sampled at mixed or irregular spaced frequencies: a Bayesian approach 0 0 7 167 1 3 31 392
Fat-tails in VAR Models 0 0 0 1 1 2 8 17
Financial market volatility, macroeconomic fundamentals and investor sentiment 1 3 4 46 2 6 15 99
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 1 6 88 2 4 19 186
Forecasting with VAR models: fat tails and stochastic volatility 0 1 10 68 2 4 22 109
Macroeconomic tail events with non-linear Bayesian VARs 0 0 3 38 1 3 17 81
Nonlinearities of mortgage spreads over the business cycles 0 0 5 46 2 4 19 103
The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation 1 1 7 41 1 2 16 148
VAR Models with Non-Gaussian Shocks 1 1 2 123 5 9 33 259
VAR Models with Non-Gaussian Shocks 0 0 0 48 2 2 14 58
VAR models with non-Gaussian shocks 0 0 1 31 1 1 6 17
Total Working Papers 3 8 53 834 27 59 281 1,742


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States 0 0 0 17 0 0 13 114
Bayesian Mixed Frequency VARs 2 8 17 82 7 18 48 231
Does US partisan conflict matter for the Euro area? 0 0 3 29 0 3 24 239
Forecasting with VAR models: Fat tails and stochastic volatility 1 2 5 17 3 6 29 91
How important are global geopolitical risks to emerging countries? 0 1 5 7 0 6 26 31
How important are global geopolitical risks to emerging countries? 0 0 2 6 0 2 15 30
Partisan conflict, policy uncertainty and aggregate corporate cash holdings 0 0 0 0 1 3 13 30
The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation 2 4 13 19 8 18 63 111
Total Journal Articles 5 15 45 177 19 56 231 877


Statistics updated 2020-09-04