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 1 1 2 69 1 2 18 102
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 59 0 0 9 93
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 74 1 3 18 138
A New Model Of Trend Inflation 1 3 5 70 2 5 24 159
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 2 3 138 1 6 12 193
A New Model of Trend Inflation 0 0 1 110 0 0 10 214
A New Model of Trend Inflation 0 0 1 96 0 0 8 195
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 0 112 1 2 5 201
A new model of trend inflation 0 0 1 35 0 2 11 99
An automated prior robustness analysis in Bayesian model comparison 0 0 1 53 2 3 12 26
Asymmetric conjugate priors for large Bayesian VARs 0 0 4 49 1 1 22 48
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 1 5 67 1 5 29 153
Bayesian state space models in macroeconometrics 3 53 53 53 4 19 19 19
Comparing hybrid time-varying parameter VARs 0 0 0 42 0 2 9 43
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 18 2 3 10 24
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 6 53 1 3 20 50
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 2 52 0 3 11 89
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 47 1 1 6 42
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 2 88 1 2 15 206
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 62 0 0 10 172
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 1 7 98 1 4 20 170
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 1 50 0 1 4 123
Gibbs Samplers for VARMA and Its Extensions 0 0 1 61 0 1 7 116
How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis 1 1 6 98 1 4 20 82
Identifying Noise Shocks 1 2 11 47 3 5 25 72
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 90 0 1 4 221
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 4 63 0 1 8 111
Large Bayesian VARMAs 0 0 0 88 0 2 5 87
Large Bayesian VARMAs 0 0 4 18 0 0 8 41
Large Bayesian VARMAs 0 0 2 44 0 0 14 82
Large Bayesian VARMAs 0 0 1 2 0 0 5 18
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 1 78 1 4 11 83
Large Bayesian vector autoregressions 0 2 11 91 0 4 43 106
Large hybrid time-varying parameter VARs 0 0 5 59 1 3 22 47
MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES 0 0 0 12 0 0 0 52
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 19 0 0 3 103
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 50 0 0 0 232
Measuring inflation expectations uncertainty using high-frequency data 0 0 0 65 1 3 5 48
Measuring the output gap using stochastic model specification search 0 0 2 59 1 3 17 117
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 1 3 32 3 7 28 42
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 1 86 2 4 8 160
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 2 16 1 1 4 56
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 45 1 1 4 98
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 1 2 4 37
Monte Carlo Methods for Portfolio Credit Risk 0 1 2 50 0 3 5 113
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 64 1 2 8 120
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 105 1 3 9 289
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 26 1 2 24 94
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 21 133 3 12 73 240
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 6 7 7 0 8 13 13
Multivariate stochastic volatility with co-heteroscedasticity 0 0 3 20 0 2 16 33
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 1 1 2 33 2 3 8 78
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 17 0 1 3 64
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter 1 1 3 60 2 3 10 80
Reducing Dimensions in a Large TVP-VAR 1 1 4 34 7 23 71 195
Reducing Dimensions in a Large TVP-VAR 0 0 2 37 2 4 14 63
Reducing dimensions in a large TVP-VAR 0 0 1 14 2 4 18 63
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 55 1 4 10 65
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 111 0 0 8 177
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 38 1 1 12 69
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 46 1 1 8 36
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 3 7 96 3 8 20 146
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 8 88 0 0 23 161
Time Varying Dimension Models 0 0 0 51 2 6 14 260
Time Varying Dimension Models 0 0 1 62 2 3 5 199
Time Varying Dimension Models 0 0 0 2 1 2 4 19
Time Varying Dimension Models 0 0 1 29 1 2 11 118
Time Varying Dimension Models 0 0 3 112 1 2 15 390
Total Working Papers 10 83 226 3,931 70 212 949 7,655


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 0 5 14 0 1 17 62
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 1 4 21 0 1 15 80
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 0 4 0 4 8 35
A New Model of Trend Inflation 1 1 8 110 2 6 26 360
A regime switching skew-normal model of contagion 1 3 7 22 4 10 34 79
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 1 1 8 1 1 11 35
Comparing hybrid time-varying parameter VARs 0 0 2 10 1 4 19 69
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 1 1 6 6 6
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 0 3 9
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 0 33 1 2 4 134
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 0 0 1 2 2
Fast computation of the deviance information criterion for latent variable models 0 0 5 10 0 0 9 48
Identifying noise shocks 0 1 3 3 2 4 16 16
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 1 0 0 3 16
Large Bayesian VARMAs 0 1 1 11 1 3 8 86
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 2 8 8 0 2 13 13
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 16 1 4 11 86
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 1 6 0 1 3 29
Modeling energy price dynamics: GARCH versus stochastic volatility 2 6 20 60 3 13 58 196
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 1 4 1 1 9 28
Moving average stochastic volatility models with application to inflation forecast 2 2 7 48 2 3 16 229
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 6 0 0 4 28
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 4 11 0 1 12 54
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 1 7 40
Rare-event probability estimation with conditional Monte Carlo 0 0 1 4 0 0 1 15
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 9 35 0 4 35 117
Reducing the state space dimension in a large TVP-VAR 0 0 3 3 0 4 16 16
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 74 0 1 6 217
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 2 0 1 5 19
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 10 0 0 7 38
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 1 1 1 1 4 5 5
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 1 3 6 1 4 14 41
Time Varying Dimension Models 0 0 4 26 1 2 9 131
Total Journal Articles 7 21 101 574 23 89 412 2,339


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 6 15 49 63
Bayesian Econometric Methods 0 0 0 0 1 2 2 6
Total Books 0 0 0 0 7 17 51 69


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 1 2 6 9 10
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 1 1 2 2 2 4 7 8
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance: * 1 1 2 2 3 5 9 9
Total Chapters 2 2 4 5 7 15 25 27


Statistics updated 2021-01-03