Access Statistics for Joshua C.C. Chan

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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 1 2 6 140
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 1 2 4 66 1 4 12 120
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 84 1 2 5 171
A New Model Of Trend Inflation 1 1 1 77 1 1 1 183
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 0 6 245
A New Model of Trend Inflation 0 0 0 99 0 0 0 208
A New Model of Trend Inflation 0 0 1 114 0 0 2 232
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 115 0 1 3 229
A new model of trend inflation 0 0 0 38 0 1 1 111
An automated prior robustness analysis in Bayesian model comparison 0 0 0 54 0 0 0 32
An unobserved components model of total factor productivity and the relative price of investment 0 0 0 23 0 0 2 29
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 1 2 75
BVARs and Stochastic Volatility 0 0 1 12 1 3 7 16
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 2 94 0 1 8 218
Bayesian state space models in macroeconometrics 0 0 2 66 0 2 8 82
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 1 1 1 17
Comparing hybrid time-varying parameter VARs 0 0 0 44 0 0 4 56
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 0 27
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 57 1 1 1 64
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 1 5 5 1 5 15 15
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 0 1 30
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 1 1 102
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 52 0 0 1 56
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 3 96 0 1 9 235
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 2 2 3 73 2 2 6 205
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 108 1 2 7 214
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 1 1 55 1 3 5 137
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 1 2 8
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility 0 0 0 84 0 1 1 39
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 1 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 1 2 92
Identifying Noise Shocks 0 0 0 54 0 0 0 97
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 3 5 234
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 1 2 70 1 3 10 134
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 18 18 0 1 7 7
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 1 20 1 1 3 48
Large Bayesian VARMAs 0 0 0 88 0 2 2 95
Large Bayesian VARMAs 0 0 0 2 0 0 0 19
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 0 0 13 0 2 4 18
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 0 3 97
Large Bayesian vector autoregressions 0 0 2 102 0 1 8 168
Large Hybrid Time-Varying Parameter VARs 0 0 0 5 1 2 3 20
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 1 66 0 0 2 43
Large hybrid time-varying parameter VARs 0 0 0 66 1 1 2 76
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 2 22 1 3 6 117
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 1 53 1 4 6 252
Measuring inflation expectations uncertainty using high-frequency data 0 0 0 68 0 0 0 57
Measuring the output gap using stochastic model specification search 0 1 2 71 1 2 6 155
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 0 38 0 0 1 62
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 2 3 7 185
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 1 1 1 39
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 1 1 2 55
Monte Carlo Methods for Portfolio Credit Risk 0 0 1 55 0 0 5 128
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 69 0 0 0 143
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 1 1 3 313
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 34 0 1 3 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 4 166 1 3 17 354
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 4 26 0 0 4 54
Multivariate stochastic volatility with co-heteroscedasticity 0 0 1 22 1 2 4 69
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 0 1 1 17
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 0 35 3 3 5 92
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 20 0 0 1 94
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter 0 0 1 70 0 0 6 117
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 2 87
Reducing Dimensions in a Large TVP-VAR 0 3 5 45 0 4 7 246
Reducing dimensions in a large TVP-VAR 0 0 0 15 0 1 2 84
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 43 0 0 0 88
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 188
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 3 189
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 0 2 178
Time Varying Dimension Models 0 0 0 29 0 0 0 121
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 67 0 0 1 209
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Time Varying Dimension Models 0 0 0 51 0 1 10 296
Total Working Papers 4 15 78 4,782 30 87 280 9,555

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 2 6 29 2 7 18 121
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 1 3 8 42 1 4 15 132
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 1 13 42 2 3 24 126
A New Model of Trend Inflation 2 2 5 126 2 2 16 428
A regime switching skew-normal model of contagion 0 0 0 25 4 4 5 121
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 0 1 2 10
An unobserved components model of total factor productivity and the relative price of investment 0 0 0 0 1 2 2 2
Asymmetric conjugate priors for large Bayesian VARs 1 1 2 4 2 5 11 20
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 1 8 13 1 9 39 61
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 4 26 1 4 23 125
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 9 102
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 2 4 9 16
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 1 1 1 24
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 0 0 13
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 42 0 2 5 155
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 4 0 2 2 13
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 2 5 8 15
Fast computation of the deviance information criterion for latent variable models 0 0 1 15 0 2 5 72
High-dimensional conditionally Gaussian state space models with missing data 0 1 3 5 0 1 6 10
Identifying noise shocks 0 0 0 13 0 0 4 49
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 3 1 2 4 27
Large Bayesian VARMAs 0 0 0 14 0 2 2 98
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 1 1 15 1 2 8 40
Large Hybrid Time-Varying Parameter VARs 0 1 1 3 4 7 8 13
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 3 5 5 3 7 11 11
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 5 24 0 4 14 122
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 2 12 0 2 13 64
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 1 7 0 1 4 30
Modeling energy price dynamics: GARCH versus stochastic volatility 1 1 8 95 2 4 23 307
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 1 1 2 33
Moving average stochastic volatility models with application to inflation forecast 0 1 6 64 1 3 19 284
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 14 1 2 4 51
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 0 13 0 1 3 67
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 1 5 1 2 3 22
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 1 2 3 50 2 4 14 190
Reducing the state space dimension in a large TVP-VAR 0 1 4 23 0 4 8 95
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 75 0 2 2 229
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 0 1 1 12
Specification tests for time-varying parameter models with stochastic volatility 0 0 2 18 0 2 11 62
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 2 9 1 2 8 29
Stochastic Model Specification Search for Time-Varying Parameter VARs 1 1 4 21 3 4 9 69
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 5 1 2 2 22
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 2 22 0 1 7 106
Time Varying Dimension Models 0 0 0 29 1 1 3 143
Total Journal Articles 10 23 103 957 45 123 389 3,806

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 3 6 17 80
Bayesian Econometric Methods 0 0 0 0 5 11 24 155
Total Books 0 0 0 0 8 17 41 235

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 1 1 2 29
BVARs and stochastic volatility 0 0 0 0 0 4 4 4
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 0 1 2 16
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 1 2 11 0 2 3 32
Total Chapters 0 1 3 18 1 8 11 81
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