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 0 4 48 2 3 14 220
A new approach for detecting shifts in forecast accuracy 1 1 2 76 2 2 4 98
Does partisan conflict impact the cash holdings of firms? A sign restrictions approach 0 0 0 39 3 7 7 95
Estimating VAR's sampled at mixed or irregular spaced frequencies: a Bayesian approach 0 1 4 187 1 3 11 488
Fat-tails in VAR Models 0 1 1 4 2 4 5 38
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 0 2 53 4 6 14 151
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 1 2 103 7 9 16 240
Forecasting with VAR models: fat tails and stochastic volatility 0 0 1 77 0 1 8 142
Macroeconomic tail events with non-linear Bayesian VARs 0 0 0 43 0 1 2 106
Nonlinearities of mortgage spreads over the business cycles 0 0 0 50 2 2 5 129
The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation 0 0 1 47 2 6 7 206
VAR Models with Non-Gaussian Shocks 0 0 1 51 2 4 6 75
VAR Models with Non-Gaussian Shocks 0 1 6 136 3 6 19 392
VAR models with non-Gaussian shocks 0 1 2 33 2 4 6 27
Total Working Papers 1 6 26 947 32 58 124 2,407


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 20 0 0 1 123
Bayesian Mixed Frequency VARs 1 2 8 122 5 10 21 355
Does US partisan conflict matter for the Euro area? 0 0 0 31 0 3 5 257
Forecasting with VAR models: Fat tails and stochastic volatility 0 0 6 67 2 4 23 200
How important are global geopolitical risks to emerging countries? 0 2 15 63 3 13 45 230
How important are global geopolitical risks to emerging countries? 0 0 0 22 1 2 6 95
Partisan conflict, policy uncertainty and aggregate corporate cash holdings 0 0 1 4 0 0 3 57
The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation 1 2 5 56 3 9 22 338
Total Journal Articles 2 6 35 385 14 41 126 1,655


Statistics updated 2025-12-06