Access Statistics for Joshua C.C. Chan

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 Bayesian model comparison for trend-cycle decompositions of output 0 1 1 85 0 9 14 154
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 1 12 20 192
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 1 1 1 67 2 10 18 138
A New Model Of Trend Inflation 0 0 0 77 1 9 15 198
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 3 8 253
A New Model of Trend Inflation 0 0 0 99 0 5 16 224
A New Model of Trend Inflation 0 0 1 115 0 8 17 249
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 1 1 116 2 11 14 243
A new model of trend inflation 0 2 3 41 2 9 14 125
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 1 3 8 40
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 1 24 0 5 11 40
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 1 54 0 10 19 95
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 1 2 10 22
BVARs and Stochastic Volatility 1 1 2 14 3 6 12 28
Bayesian State Space Models in Macroeconometrics 0 0 2 68 1 7 18 100
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 2 97 1 8 39 259
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 2 5 8 64
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 1 12 17 34
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 0 4 13 77
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 1 3 13 40
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 0 3 9 24
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 5 11 41
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 0 4 13 69
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 1 6 7 109
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 3 5 14 219
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 3 9 19 255
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 109 1 7 12 227
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 0 55 1 6 8 145
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 2 14 19 27
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 0 2 7 46
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 3 6 132
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 8 13 27
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 3 14 20 112
Identifying Noise Shocks 0 0 0 54 1 7 9 106
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 3 4 238
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 3 73 0 5 11 145
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 2 20 1 1 7 14
Large Bayesian VARMAs 0 0 0 88 0 4 18 113
Large Bayesian VARMAs 0 0 0 2 1 2 7 26
Large Bayesian VARMAs 0 0 0 44 0 1 5 92
Large Bayesian VARMAs 0 0 0 20 1 6 9 57
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 1 5 16 16
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 0 3 16 1 11 24 43
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 5 17 114
Large Bayesian Vector Autoregressions 0 0 6 108 2 6 39 209
Large Hybrid Time-Varying Parameter VARs 0 0 1 6 0 3 11 31
Large Hybrid Time-Varying Parameter VARs 0 0 1 67 1 13 15 91
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 1 7 15 58
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 3 24 24 0 7 36 36
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 1 4 6 124
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 4 13 19 271
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 0 4 8 65
Measuring the Output Gap Using Stochastic Model Specification Search 0 0 0 71 1 8 19 174
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 0 6 16 79
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 2 7 13 198
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 2 8 11 72
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 2 4 43
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 1 4 6 61
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 6 8 113
Monte Carlo Methods for Portfolio Credit Risk 0 1 5 60 0 5 17 146
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 70 0 10 25 169
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 0 11 19 333
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 1 7 12 81
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 169 1 7 20 377
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 1 132
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 0 9 13 67
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 1 3 6 23
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 1 36 0 3 12 104
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 1 21 0 0 10 104
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 2 72 1 6 14 131
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 0 6 90
Reducing Dimensions in a Large TVP-VAR 0 0 2 47 0 1 12 259
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 1 6 10 97
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 1 2 7 96
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 0 4 8 97
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 8 10 198
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 0 8 9 56
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 104 1 5 13 202
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 3 13 19 197
Time Varying Dimension Models 0 0 0 67 0 7 15 224
Time Varying Dimension Models 0 0 0 29 0 5 11 132
Time Varying Dimension Models 0 0 0 2 0 4 4 27
Time Varying Dimension Models 0 0 1 119 0 6 10 437
Time Varying Dimension Models 0 0 0 51 0 57 85 381
Total Working Papers 2 10 83 4,869 66 562 1,183 10,757

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 0 1 4 33 1 10 20 142
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 1 14 22 154
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 1 14 57 0 6 41 168
A New Model of Trend Inflation 0 0 5 131 0 5 15 443
A regime switching skew-normal model of contagion 0 0 1 26 3 9 15 136
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 1 3 8 18
An unobserved components model of total factor productivity and the relative price of investment 0 0 2 2 0 5 7 9
Asymmetric conjugate priors for large Bayesian VARs 0 1 2 6 0 3 19 39
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 0 6 20 5 13 31 93
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 7 34 1 9 44 170
Choosing between identification schemes in noisy-news models 0 0 1 3 0 7 11 20
Comparing hybrid time-varying parameter VARs 0 1 1 19 2 12 18 121
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 1 7 15 31
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 0 3 19 43
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 0 6 19 19
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 3 9 23
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 43 0 4 9 165
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 5 0 5 14 27
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 4 12 28
Fast computation of the deviance information criterion for latent variable models 0 0 0 16 0 3 3 76
High-dimensional conditionally Gaussian state space models with missing data 0 0 1 6 1 2 12 22
Identifying noise shocks 0 0 0 13 2 3 10 59
Invariant Inference and Efficient Computation in the Static Factor Model 1 1 1 4 2 6 19 46
Large Bayesian VARMAs 0 0 1 15 0 8 16 115
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 1 2 17 0 5 18 58
Large Hybrid Time-Varying Parameter VARs 0 1 4 7 1 4 13 26
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 3 8 2 9 27 39
Marginal Likelihood Estimation with the Cross-Entropy Method 0 2 4 28 1 7 18 140
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 1 5 13 77
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 0 7 3 10 24 54
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 3 98 4 9 26 333
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 5 11 44
Moving average stochastic volatility models with application to inflation forecast 0 0 0 64 0 5 13 298
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 0 14 26 26
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 14 0 7 10 61
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 2 15 0 8 16 83
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 8 11 67
Rare-event probability estimation with conditional Monte Carlo 0 0 0 5 2 5 10 32
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 1 2 52 1 12 25 215
Reducing the state space dimension in a large TVP-VAR 0 1 3 26 1 9 13 109
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 1 76 0 3 9 239
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 1 3 7 19
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 19 0 1 8 70
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 3 12 3 9 20 49
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 23 0 4 7 77
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 6 1 2 5 28
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 6 28 0 8 25 131
Time Varying Dimension Models 0 0 2 31 2 7 15 159
Total Journal Articles 1 11 95 1,058 44 309 778 4,601

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 2 11 27 183
Bayesian Econometric Methods 0 0 0 0 1 6 26 106
Statistical Modeling and Computation 0 0 0 0 0 0 0 0
Total Books 0 0 0 0 3 17 53 289

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 0 4 0 5 8 37
BVARs and stochastic volatility 0 0 3 3 0 9 25 29
Bayesian Inference 0 0 0 0 0 0 0 0
Common Statistical Models 0 0 0 0 0 1 1 1
Dependent Data Models 0 0 0 0 0 0 0 0
Generalized Linear Models 0 0 0 0 1 2 2 2
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 1 4 12 28
Joint Distributions 0 0 0 0 1 1 1 1
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 0 0 1 3 4 4
Likelihood 0 0 0 0 0 0 0 0
Mathematical Supplement 0 0 0 0 0 0 0 0
Matlab Primer 0 0 0 0 0 1 1 1
Monte Carlo Sampling 0 0 0 0 1 4 4 4
Probability Models 0 0 0 0 0 1 1 1
Random Variables and Probability Distributions 0 0 0 0 0 5 5 5
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 12 0 3 6 38
State Space Models 0 0 0 0 0 3 3 3
Statistical Inference 0 0 0 0 0 1 1 1
Total Chapters 0 0 4 22 5 43 74 155
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Statistics updated 2026-04-09