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 1 3 7 51 4 16 27 236
A new approach for detecting shifts in forecast accuracy 0 0 2 76 1 8 11 106
Does partisan conflict impact the cash holdings of firms? A sign restrictions approach 0 0 0 39 0 2 9 97
Estimating VAR's sampled at mixed or irregular spaced frequencies: a Bayesian approach 0 0 2 187 0 6 14 494
Fat-tails in VAR Models 0 0 1 4 0 2 6 40
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 0 1 53 1 6 17 157
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 103 2 14 30 254
Forecasting with VAR models: fat tails and stochastic volatility 0 1 2 78 2 19 25 161
Macroeconomic tail events with non-linear Bayesian VARs 0 0 0 43 0 5 7 111
Nonlinearities of mortgage spreads over the business cycles 0 0 0 50 0 3 8 132
The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation 0 0 1 47 1 8 15 214
VAR Models with Non-Gaussian Shocks 0 0 0 51 6 14 18 89
VAR Models with Non-Gaussian Shocks 1 1 6 137 11 15 32 407
VAR models with non-Gaussian shocks 0 0 2 33 0 3 9 30
Total Working Papers 2 5 26 952 28 121 228 2,528


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 1 3 4 126
Bayesian Mixed Frequency VARs 0 0 7 122 1 9 27 364
Does US partisan conflict matter for the Euro area? 0 0 0 31 0 5 10 262
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 7 68 3 13 35 213
How important are global geopolitical risks to emerging countries? 0 0 0 22 1 6 11 101
How important are global geopolitical risks to emerging countries? 1 3 18 66 5 18 54 248
Partisan conflict, policy uncertainty and aggregate corporate cash holdings 0 0 1 4 4 7 9 64
The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation 0 1 5 57 3 7 25 345
Total Journal Articles 1 5 38 390 18 68 175 1,723


Statistics updated 2026-03-04