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 86 1 2 14 155
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 1 67 2 7 19 140
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 8 20 192
A New Model Of Trend Inflation 0 0 0 77 1 3 16 199
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 3 4 11 256
A New Model of Trend Inflation 0 0 0 99 1 2 16 225
A New Model of Trend Inflation 1 1 2 116 1 4 18 250
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 116 5 11 19 248
A new model of trend inflation 0 0 3 41 3 5 17 128
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 0 1 8 40
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 1 24 0 0 11 40
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 1 54 1 5 19 96
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 1 2 11 23
BVARs and Stochastic Volatility 0 1 2 14 1 4 13 29
Bayesian State Space Models in Macroeconometrics 0 0 2 68 2 4 17 102
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 2 97 4 5 39 263
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 3 5 10 67
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 5 8 22 39
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 4 5 16 44
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 0 0 11 77
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 2 10 25
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 3 4 14 44
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 1 3 13 70
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 3 5 10 112
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 5 11 23 260
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 3 6 16 222
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 109 4 6 15 231
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 0 55 2 5 9 147
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 3 11 22 30
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 3 3 10 49
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 3 3 9 135
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 3 14 28
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 2 10 21 114
Identifying Noise Shocks 0 0 0 54 2 6 11 108
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 1 3 4 239
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 3 73 0 2 11 145
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 2 20 2 3 9 16
Large Bayesian VARMAs 0 0 0 2 3 5 9 29
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 0 0 44 4 4 9 96
Large Bayesian VARMAs 0 0 0 20 1 2 10 58
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 4 6 20 20
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 0 3 16 3 7 27 46
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 1 1 17 115
Large Bayesian Vector Autoregressions 0 0 6 108 3 5 39 212
Large Hybrid Time-Varying Parameter VARs 0 0 1 6 0 0 11 31
Large Hybrid Time-Varying Parameter VARs 0 0 1 67 4 13 19 95
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 4 5 19 62
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 1 23 24 2 3 36 38
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 3 4 9 127
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 3 12 21 274
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 2 2 9 67
Measuring the Output Gap Using Stochastic Model Specification Search 0 0 0 71 2 7 20 176
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 4 6 19 83
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 2 4 13 200
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 5 5 9 48
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 1 6 12 73
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 2 3 7 63
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 2 5 10 115
Monte Carlo Methods for Portfolio Credit Risk 0 1 5 60 2 3 18 148
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 6 7 24 339
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 70 1 5 25 170
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 1 4 12 82
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 2 5 15 69
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 1 132
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 169 5 7 25 382
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 2 4 8 25
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 1 36 2 3 14 106
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 21 4 4 12 108
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 2 72 2 4 15 133
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 3 3 8 93
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 1 2 11 98
Reducing Dimensions in a Large TVP-VAR 0 0 2 47 0 0 12 259
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 4 5 11 100
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 4 6 12 101
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 3 10 199
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 1 3 10 57
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 104 1 2 13 203
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 1 5 20 198
Time Varying Dimension Models 0 0 0 67 1 1 15 225
Time Varying Dimension Models 0 0 0 51 6 8 91 387
Time Varying Dimension Models 0 0 0 2 4 5 8 31
Time Varying Dimension Models 0 0 1 119 2 4 12 439
Time Varying Dimension Models 0 0 0 29 0 0 10 132
Total Working Papers 2 6 82 4,871 188 369 1,323 10,945

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 4 33 4 7 24 146
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 3 6 25 157
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 1 13 57 4 6 41 172
A New Model of Trend Inflation 0 0 3 131 3 5 16 446
A regime switching skew-normal model of contagion 0 0 1 26 3 8 17 139
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 2 4 10 20
An unobserved components model of total factor productivity and the relative price of investment 0 0 2 2 1 1 8 10
Asymmetric conjugate priors for large Bayesian VARs 0 0 1 6 3 3 21 42
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 0 6 20 3 13 33 96
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 5 34 6 8 47 176
Choosing between identification schemes in noisy-news models 0 0 1 3 2 4 13 22
Comparing hybrid time-varying parameter VARs 0 0 1 19 3 10 21 124
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 2 5 17 33
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 4 4 22 47
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 4 20 21
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 1 8 23
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 43 3 3 12 168
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 5 2 4 16 29
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 2 3 13 30
Fast computation of the deviance information criterion for latent variable models 0 0 0 16 0 2 3 76
High-dimensional conditionally Gaussian state space models with missing data 0 0 1 6 1 2 12 23
Identifying noise shocks 0 0 0 13 2 4 12 61
Invariant Inference and Efficient Computation in the Static Factor Model 0 1 1 4 1 6 20 47
Large Bayesian VARMAs 0 0 1 15 0 5 16 115
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 1 2 17 1 2 19 59
Large Hybrid Time-Varying Parameter VARs 0 0 4 7 1 3 14 27
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 2 8 3 8 28 42
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 3 28 1 5 17 141
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 0 3 13 77
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 0 7 6 10 28 60
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 2 98 6 11 28 339
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 1 2 12 45
Moving average stochastic volatility models with application to inflation forecast 0 0 0 64 3 4 16 301
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 3 6 29 29
On the Observed-Data Deviance Information Criterion for Volatility Modeling 1 1 1 15 1 3 11 62
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 2 15 1 3 17 84
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 2 4 13 69
Rare-event probability estimation with conditional Monte Carlo 0 0 0 5 0 2 10 32
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 2 52 4 6 28 219
Reducing the state space dimension in a large TVP-VAR 0 0 2 26 4 7 16 113
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 1 76 1 1 10 240
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 0 1 7 19
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 19 0 0 8 70
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 3 12 2 8 22 51
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 23 2 2 9 79
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 6 5 6 10 33
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 6 28 2 5 25 133
Time Varying Dimension Models 0 0 2 31 1 5 15 160
Total Journal Articles 1 5 86 1,059 106 225 852 4,707

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 0 2 24 106
Bayesian Econometric Methods 0 0 0 0 3 9 29 186
Statistical Modeling and Computation 0 0 0 0 1 1 1 1
Total Books 0 0 0 0 4 12 54 293

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 0 8 37
BVARs and stochastic volatility 0 0 3 3 3 4 28 32
Bayesian Inference 0 0 0 0 4 4 4 4
Common Statistical Models 0 0 0 0 1 1 2 2
Dependent Data Models 0 0 0 0 1 1 1 1
Generalized Linear Models 0 0 0 0 2 3 4 4
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 3 4 14 31
Joint Distributions 0 0 0 0 1 2 2 2
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 0 0 3 4 7 7
Likelihood 0 0 0 0 3 3 3 3
Mathematical Supplement 0 0 0 0 0 0 0 0
Matlab Primer 0 0 0 0 2 2 3 3
Monte Carlo Sampling 0 0 0 0 2 4 6 6
Probability Models 0 0 0 0 1 1 2 2
Random Variables and Probability Distributions 0 0 0 0 1 2 6 6
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 12 2 2 8 40
State Space Models 0 0 0 0 7 7 10 10
Statistical Inference 0 0 0 0 2 2 3 3
Total Chapters 0 0 4 22 38 46 111 193
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Statistics updated 2026-05-06