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 0 0 84 3 3 6 145
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 66 1 2 10 128
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 85 2 4 10 180
A New Model Of Trend Inflation 0 0 1 77 1 4 7 189
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 3 5 250
A New Model of Trend Inflation 0 0 0 99 3 8 11 219
A New Model of Trend Inflation 0 1 1 115 2 9 9 241
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 0 115 1 2 4 232
A new model of trend inflation 0 0 1 39 1 1 6 116
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 3 5 5 37
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 1 24 2 4 6 35
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 1 54 0 3 11 85
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 1 4 8 20
BVARs and Stochastic Volatility 0 0 1 13 2 4 8 22
Bayesian State Space Models in Macroeconometrics 0 2 2 68 1 5 13 93
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 3 97 13 22 34 251
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 1 1 3 59
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 2 3 6 22
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 2 5 10 73
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 7 10 37
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 1 5 1 4 9 21
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 3 6 6 36
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 0 6 9 65
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 1 2 103
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 2 98 3 7 11 246
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 73 1 6 11 214
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 1 1 109 0 2 7 220
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 0 55 1 1 4 139
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 1 5 6 13
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 3 4 6 44
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 1 4 129
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 3 5 19
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 1 1 7 98
Identifying Noise Shocks 0 0 0 54 0 0 2 99
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 0 4 235
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 1 4 73 1 4 9 140
Large Bayesian Tensor VARs with Stochastic Volatility 0 2 2 20 2 6 6 13
Large Bayesian VARMAs 0 0 0 2 1 3 5 24
Large Bayesian VARMAs 0 0 0 44 1 4 4 91
Large Bayesian VARMAs 0 0 0 20 1 2 4 51
Large Bayesian VARMAs 0 0 0 88 14 14 16 109
Large Bayesian VARs for Binary and Censored Variables 0 1 8 8 4 6 11 11
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 2 3 16 3 8 15 32
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 4 10 12 109
Large Bayesian Vector Autoregressions 0 1 6 108 4 18 36 203
Large Hybrid Time-Varying Parameter VARs 1 1 1 6 3 3 9 28
Large Hybrid Time-Varying Parameter VARs 0 0 1 67 0 1 3 78
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 3 7 8 51
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 0 21 21 5 12 29 29
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 23 1 1 6 120
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 1 3 8 258
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 0 1 4 61
Measuring the Output Gap Using Stochastic Model Specification Search 0 0 1 71 2 4 13 166
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 2 7 11 73
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 1 4 9 191
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 2 2 2 107
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 1 1 3 41
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 1 2 3 64
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 1 1 3 57
Monte Carlo Methods for Portfolio Credit Risk 1 2 4 59 1 7 13 141
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 2 6 10 322
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 70 1 11 16 159
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 4 7 74
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 2 3 4 58
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 169 1 4 18 370
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 1 2 132
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 2 3 4 20
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 1 36 0 6 12 101
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 1 21 1 6 10 104
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 2 72 2 4 8 125
Reducing Dimensions in a Large TVP-VAR 0 0 3 47 0 1 14 258
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 2 3 5 91
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 4 7 90
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 1 2 5 94
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 1 2 190
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 1 2 5 93
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 0 1 1 48
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 104 1 7 8 197
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 2 5 6 184
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 29 1 4 6 127
Time Varying Dimension Models 0 0 0 51 24 27 28 324
Time Varying Dimension Models 0 1 1 119 0 4 4 431
Time Varying Dimension Models 0 0 0 67 2 4 8 217
Total Working Papers 2 16 86 4,859 160 390 707 10,195

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 1 4 32 2 6 16 132
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 1 3 43 2 5 11 140
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 2 4 15 56 2 8 38 162
A New Model of Trend Inflation 0 2 7 131 2 6 12 438
A regime switching skew-normal model of contagion 0 0 1 26 1 4 10 127
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 2 5 5 15
An unobserved components model of total factor productivity and the relative price of investment 0 0 2 2 0 0 4 4
Asymmetric conjugate priors for large Bayesian VARs 0 0 2 5 3 13 21 36
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 1 1 8 20 2 5 24 80
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 1 8 34 4 17 37 161
Choosing between identification schemes in noisy-news models 0 1 1 3 2 4 4 13
Comparing hybrid time-varying parameter VARs 0 0 0 18 0 3 9 109
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 1 5 12 24
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 10 11 17 40
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 2 6 6 0 3 13 13
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 4 7 20
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 43 1 3 8 161
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 1 1 5 0 7 11 22
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 1 2 13 24
Fast computation of the deviance information criterion for latent variable models 0 0 1 16 0 0 2 73
High-dimensional conditionally Gaussian state space models with missing data 0 0 2 6 0 3 11 20
Identifying noise shocks 0 0 0 13 1 3 7 56
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 6 9 15 40
Large Bayesian VARMAs 0 0 1 15 1 5 10 107
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 0 2 16 2 9 15 53
Large Hybrid Time-Varying Parameter VARs 3 3 3 6 5 8 14 22
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 4 8 2 5 22 30
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 3 26 5 6 13 133
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 2 6 10 72
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 0 7 0 7 15 44
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 4 98 1 6 19 324
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 4 6 7 39
Moving average stochastic volatility models with application to inflation forecast 0 0 1 64 0 3 12 293
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 4 8 12 12
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 14 1 3 4 54
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 1 1 2 15 2 6 8 75
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 3 3 3 59
Rare-event probability estimation with conditional Monte Carlo 0 0 0 5 1 2 7 27
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 2 51 2 4 16 203
Reducing the state space dimension in a large TVP-VAR 0 0 2 25 0 1 7 100
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 1 1 76 1 3 8 236
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 3 4 5 16
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 19 2 4 9 69
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 2 3 12 1 9 13 40
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 7 73
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 1 2 6 26
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 2 2 6 28 6 8 18 123
Time Varying Dimension Models 0 0 2 31 0 4 10 152
Total Journal Articles 11 24 106 1,047 92 249 577 4,292

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 7 10 26 172
Bayesian Econometric Methods 0 0 0 0 5 10 25 100
Statistical Modeling and Computation 0 0 0 0 0 0 0 0
Total Books 0 0 0 0 12 20 51 272

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 1 2 4 32
BVARs and stochastic volatility 0 0 3 3 4 11 17 20
Bayesian Inference 0 0 0 0 0 0 0 0
Common Statistical Models 0 0 0 0 0 0 0 0
Dependent Data Models 0 0 0 0 0 0 0 0
Generalized Linear Models 0 0 0 0 0 0 0 0
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 0 2 9 24
Joint Distributions 0 0 0 0 0 0 0 0
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 0 0 1 1 1 1
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 0 0 0
Monte Carlo Sampling 0 0 0 0 0 0 0 0
Probability Models 0 0 0 0 0 0 0 0
Random Variables and Probability Distributions 0 0 0 0 0 0 0 0
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 12 1 2 4 35
State Space Models 0 0 0 0 0 0 0 0
Statistical Inference 0 0 0 0 0 0 0 0
Total Chapters 0 0 4 22 7 18 35 112
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Statistics updated 2026-01-09