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 2 6 50 7 14 23 232
A new approach for detecting shifts in forecast accuracy 0 1 2 76 3 9 10 105
Does partisan conflict impact the cash holdings of firms? A sign restrictions approach 0 0 0 39 1 5 9 97
Estimating VAR's sampled at mixed or irregular spaced frequencies: a Bayesian approach 0 0 2 187 4 7 14 494
Fat-tails in VAR Models 0 0 1 4 2 4 6 40
Financial market volatility, macroeconomic fundamentals and investor sentiment 0 0 1 53 4 9 17 156
Forecasting with VAR Models: Fat Tails and Stochastic Volatility 0 0 2 103 9 19 28 252
Forecasting with VAR models: fat tails and stochastic volatility 0 1 2 78 15 17 23 159
Macroeconomic tail events with non-linear Bayesian VARs 0 0 0 43 5 5 7 111
Nonlinearities of mortgage spreads over the business cycles 0 0 0 50 2 5 8 132
The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation 0 0 1 47 2 9 14 213
VAR Models with Non-Gaussian Shocks 0 0 5 136 2 7 21 396
VAR Models with Non-Gaussian Shocks 0 0 0 51 8 10 12 83
VAR models with non-Gaussian shocks 0 0 2 33 1 5 9 30
Total Working Papers 0 4 24 950 65 125 201 2,500


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 2 3 125
Bayesian Mixed Frequency VARs 0 1 7 122 6 13 26 363
Does US partisan conflict matter for the Euro area? 0 0 0 31 4 5 10 262
Forecasting with VAR models: Fat tails and stochastic volatility 0 1 7 68 7 12 32 210
How important are global geopolitical risks to emerging countries? 0 0 0 22 4 6 11 100
How important are global geopolitical risks to emerging countries? 0 2 17 65 6 16 54 243
Partisan conflict, policy uncertainty and aggregate corporate cash holdings 0 0 1 4 3 3 6 60
The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation 0 2 6 57 2 7 25 342
Total Journal Articles 0 6 38 389 33 64 167 1,705


Statistics updated 2026-02-12