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 2 82 1 1 5 135
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 1 1 3 63 1 3 8 111
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 83 0 1 4 167
A New Model Of Trend Inflation 0 0 0 76 0 0 1 182
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 3 152 1 3 10 242
A New Model of Trend Inflation 0 1 2 114 0 2 3 232
A New Model of Trend Inflation 0 0 0 99 0 0 1 208
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 114 0 1 4 227
A new model of trend inflation 0 0 0 38 0 0 2 110
An automated prior robustness analysis in Bayesian model comparison 0 0 0 54 0 0 1 32
An unobserved components model of total factor productivity and the relative price of investment 0 0 0 23 0 0 1 27
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 0 0 1 12
Asymmetric conjugate priors for large Bayesian VARs 0 0 0 53 0 0 3 73
BVARs and Stochastic Volatility 0 1 12 12 0 1 10 10
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 1 2 9 94 2 5 19 215
Bayesian state space models in macroeconometrics 0 0 2 64 2 2 10 76
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 0 0 1 16
Comparing hybrid time-varying parameter VARs 0 0 0 44 0 0 0 52
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 1 27
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 57 0 0 0 63
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 1 2 30
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 1 59 0 0 2 101
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 52 1 1 1 56
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 70 2 3 9 202
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 2 4 95 2 5 9 231
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 107 0 1 10 208
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 3 54 1 1 4 133
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 0 1 6
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility 0 0 1 84 0 0 2 38
Gibbs Samplers for VARMA and Its Extensions 0 0 1 65 0 0 3 124
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 2 47 0 0 7 14
How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis 0 0 0 101 0 0 0 90
Identifying Noise Shocks 0 0 1 54 0 0 1 97
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 93 2 2 4 231
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 1 1 69 1 3 4 127
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 88 0 0 0 93
Large Bayesian VARMAs 0 0 0 19 0 0 0 45
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 1 13 0 1 2 15
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 1 2 7 96
Large Bayesian vector autoregressions 0 0 0 100 0 3 10 163
Large Hybrid Time-Varying Parameter VARs 0 0 1 5 0 1 7 18
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 65 0 1 3 42
Large hybrid time-varying parameter VARs 0 0 0 66 0 1 3 75
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 52 1 1 3 247
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 20 1 1 1 112
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 1 1 2 70 1 1 5 150
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 0 38 0 1 1 62
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 2 89 0 2 6 180
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 1 19 0 0 1 60
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 0 0 0 38
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 0 0 53
Monte Carlo Methods for Portfolio Credit Risk 0 0 0 54 1 1 2 124
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 69 0 0 4 143
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 1 1 5 311
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 33 0 0 4 128
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 1 10 163 1 2 19 339
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 4 23 0 1 8 51
Multivariate stochastic volatility with co-heteroscedasticity 0 0 0 21 0 0 3 65
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 0 0 4 16
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 0 35 0 1 1 88
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 20 0 0 2 93
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter 0 0 1 69 0 1 6 112
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 1 1 4 86
Reducing Dimensions in a Large TVP-VAR 0 1 2 41 1 2 5 241
Reducing dimensions in a large TVP-VAR 0 0 0 15 1 1 2 83
Specification tests for time-varying parameter models with stochastic volatility 0 0 2 65 0 0 6 87
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 43 0 0 1 88
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 2 187
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 0 103 0 0 6 186
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 1 94 1 1 6 177
Time Varying Dimension Models 0 0 0 51 1 4 8 290
Time Varying Dimension Models 0 0 0 117 0 0 1 426
Time Varying Dimension Models 0 0 1 67 0 0 1 208
Time Varying Dimension Models 0 0 0 29 0 0 1 121
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Total Working Papers 4 12 81 4,716 28 67 294 9,342


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 2 23 1 1 14 104
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 1 3 35 0 1 9 118
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 2 11 31 2 8 27 110
A New Model of Trend Inflation 0 1 4 122 1 3 15 415
A regime switching skew-normal model of contagion 0 0 0 25 1 1 6 117
An automated prior robustness analysis in Bayesian model comparison 0 0 1 2 0 0 1 8
An unobserved components model of total factor productivity and the relative price of investment 0 0 0 0 0 0 0 0
Asymmetric conjugate priors for large Bayesian VARs 0 1 2 3 0 2 5 11
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 2 5 7 2 6 23 28
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 4 22 2 6 32 108
Choosing between identification schemes in noisy-news models 0 0 0 1 0 0 1 7
Comparing hybrid time-varying parameter VARs 0 0 0 15 0 1 2 94
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 4 4 0 1 8 8
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 3 0 0 5 23
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 4 41 1 1 5 151
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 4 0 0 1 11
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 1 2 0 2 5 9
Fast computation of the deviance information criterion for latent variable models 0 0 2 14 0 1 6 68
High-dimensional conditionally Gaussian state space models with missing data 0 0 2 2 0 0 4 4
Identifying noise shocks 0 0 0 13 1 1 2 46
Invariant Inference and Efficient Computation in the Static Factor Model 0 1 1 3 1 2 3 25
Large Bayesian VARMAs 0 0 1 14 0 0 1 96
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 0 2 14 2 3 9 35
Large Hybrid Time-Varying Parameter VARs 0 0 2 2 0 0 5 5
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 0 0 0 0 0
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 2 20 2 2 5 110
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 1 3 11 1 6 18 57
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 1 6 0 1 4 27
Modeling energy price dynamics: GARCH versus stochastic volatility 1 3 8 90 5 10 26 294
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 0 31
Moving average stochastic volatility models with application to inflation forecast 0 1 3 59 3 5 14 270
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 2 14 0 1 4 48
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 0 13 1 2 2 66
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 0 4 56
Rare-event probability estimation with conditional Monte Carlo 1 1 1 5 1 1 2 20
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 1 47 4 5 13 181
Reducing the state space dimension in a large TVP-VAR 0 1 3 20 1 2 7 89
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 75 0 0 1 227
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 0 0 0 11
Specification tests for time-varying parameter models with stochastic volatility 1 1 5 17 3 5 14 56
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 2 7 1 1 4 22
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 3 18 0 3 6 63
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 5 0 0 1 20
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 2 6 22 1 3 18 102
Time Varying Dimension Models 0 0 1 29 0 0 1 140
Total Journal Articles 4 20 94 874 37 87 333 3,504


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 1 5 19 136
Bayesian Econometric Methods 0 0 0 0 2 3 15 66
Total Books 0 0 0 0 3 8 34 202


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 3 0 0 3 27
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 1 3 0 1 4 15
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 1 1 10 0 1 3 30
Total Chapters 0 1 2 16 0 2 10 72
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Statistics updated 2024-06-06