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 86 0 1 15 157
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 67 1 1 17 142
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 2 2 18 194
A New Model Of Trend Inflation 0 0 0 77 1 1 16 200
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 1 1 1 153 3 3 12 259
A New Model of Trend Inflation 0 0 2 116 1 1 20 252
A New Model of Trend Inflation 0 0 0 99 0 1 17 226
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 116 0 0 19 249
A new model of trend inflation 0 0 2 41 1 2 16 130
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 2 3 13 45
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 0 24 1 2 12 42
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 54 3 6 20 102
Asymmetric Conjugate Priors for Large Bayesian VARs 1 1 1 6 4 6 15 29
BVARs and Stochastic Volatility 0 0 1 14 6 6 17 35
Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series 0 0 7 17 2 2 31 54
Bayesian State Space Models in Macroeconometrics 0 0 2 68 2 2 17 104
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 0 97 2 3 39 268
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 0 10 68
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 1 1 21 40
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 14 44
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 2 3 13 81
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 2 10 27
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 1 1 1 110 3 4 18 48
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 1 1 12 71
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 1 2 13 115
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 0 1 24 263
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 0 1 16 224
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 109 0 0 14 231
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 0 55 0 3 14 152
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 2 2 24 32
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 1 1 11 51
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 3 3 11 139
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 3 16 32
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 2 2 20 116
Identifying Noise Shocks 0 0 0 54 1 1 10 109
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 1 1 6 241
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 1 73 0 0 10 146
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 2 20 0 1 11 18
Large Bayesian VARMAs 0 0 0 44 2 4 13 100
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 1 1 21 0 3 13 62
Large Bayesian VARMAs 0 0 0 2 0 0 8 29
Large Bayesian VARs for Binary and Censored Variables 1 1 2 9 2 2 17 22
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 1 3 17 3 5 32 55
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 1 2 18 117
Large Bayesian Vector Autoregressions 0 1 3 110 0 1 31 215
Large Hybrid Time-Varying Parameter VARs 0 0 1 6 2 2 10 35
Large Hybrid Time-Varying Parameter VARs 0 0 0 67 1 2 21 98
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 1 2 21 65
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 0 3 24 2 3 29 43
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 1 4 24 278
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 2 24 3 3 13 131
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 1 1 8 68
Measuring the Output Gap Using Stochastic Model Specification Search 0 1 1 72 1 5 21 181
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 3 6 24 90
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 0 1 14 201
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 2 2 13 75
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 12 51
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 11 116
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 2 2 10 66
Monte Carlo Methods for Portfolio Credit Risk 0 0 3 60 12 13 28 162
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 1 2 26 342
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 70 0 0 22 170
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 1 1 13 83
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 0 16 71
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 170 1 3 26 391
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 2 2 11 28
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 0 36 0 0 12 106
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 21 4 4 15 113
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 0 72 1 2 14 135
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 10 98
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 8 94
Reducing Dimensions in a Large TVP-VAR 0 0 0 47 0 0 5 259
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 2 2 15 104
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 1 13 202
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 0 2 13 104
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 1 1 50 0 1 13 60
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 104 0 0 13 203
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 2 3 23 201
Time Varying Dimension Models 0 0 0 29 1 1 10 133
Time Varying Dimension Models 0 0 0 2 0 0 9 32
Time Varying Dimension Models 0 0 1 119 2 2 14 441
Time Varying Dimension Models 0 0 0 67 1 1 14 227
Time Varying Dimension Models 0 0 0 51 0 3 94 390
Total Working Papers 5 10 49 4,900 108 168 1,431 11,228

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 33 0 2 23 148
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 0 0 23 157
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 5 57 0 3 26 178
A New Model of Trend Inflation 0 1 4 132 3 7 22 453
A regime switching skew-normal model of contagion 0 0 0 26 0 1 19 142
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 3 4 14 24
An unobserved components model of total factor productivity and the relative price of investment 0 0 2 2 0 1 10 12
Asymmetric conjugate priors for large Bayesian VARs 0 0 1 6 2 2 23 46
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 1 2 7 24 6 10 38 111
Bayesian model comparison for large Bayesian VARs after the COVID-19 pandemic 0 0 0 0 0 0 0 0
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 1 3 35 1 3 41 182
Choosing between identification schemes in noisy-news models 1 1 2 4 1 3 17 26
Comparing hybrid time-varying parameter VARs 0 0 1 19 1 1 19 125
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 2 3 19 37
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 4 1 2 21 49
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 0 2 22 24
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 2 10 26
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 0 43 1 1 11 169
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 5 0 3 18 33
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 1 10 31
Fast computation of the deviance information criterion for latent variable models 0 0 0 16 0 0 4 77
High-dimensional conditionally Gaussian state space models with missing data 0 0 0 6 0 1 8 24
Identifying noise shocks 0 0 0 13 0 1 9 62
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 4 0 2 19 50
Large Bayesian VARMAs 0 0 1 15 0 7 21 122
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 1 2 18 0 1 18 61
Large Bayesian matrix autoregressions 0 0 0 0 2 3 3 3
Large Hybrid Time-Varying Parameter VARs 0 0 4 7 0 2 16 30
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 1 3 10 4 7 31 54
Large structural VARs with multiple sign and ranking restrictions 0 0 0 0 2 2 2 2
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 3 28 0 0 18 143
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 0 1 14 79
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 1 8 2 3 30 65
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 1 99 5 5 30 346
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 1 13 46
Moving average stochastic volatility models with application to inflation forecast 0 0 0 64 0 1 13 303
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 2 2 2 27 31
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 1 15 0 1 12 63
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 1 15 0 0 15 84
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 0 14 70
Rare-event probability estimation with conditional Monte Carlo 0 0 1 6 1 5 14 39
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 1 2 53 4 6 28 225
Reducing the state space dimension in a large TVP-VAR 1 1 3 28 1 2 17 116
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 1 76 0 0 7 240
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 0 0 7 19
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 19 1 2 9 73
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 3 12 1 1 23 53
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 0 0 9 81
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 1 1 7 2 6 15 39
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 3 28 2 2 22 136
Time Varying Dimension Models 0 0 0 31 1 2 14 162
Total Journal Articles 5 10 67 1,076 52 117 868 4,871

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 3 29 191
Bayesian Econometric Methods 0 0 0 0 0 0 19 108
Statistical Modeling and Computation 0 0 0 0 0 0 1 1
Total Books 0 0 0 0 2 3 49 300

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 7 37
BVARs and stochastic volatility 0 0 1 3 4 6 33 40
Bayesian Inference 0 0 0 0 0 0 4 4
Common Statistical Models 0 0 0 0 0 0 2 2
Dependent Data Models 0 0 0 0 0 0 2 2
Generalized Linear Models 0 0 0 0 0 0 4 4
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 0 0 9 31
Joint Distributions 0 0 0 0 0 0 2 2
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 0 0 0 0 8 8
Likelihood 0 0 0 0 0 0 3 3
Mathematical Supplement 0 0 0 0 0 0 0 0
Matlab Primer 0 0 0 0 0 0 3 3
Monte Carlo Sampling 0 0 0 0 1 1 8 8
Probability Models 0 0 0 0 0 0 2 2
Random Variables and Probability Distributions 0 0 0 0 0 0 6 6
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 0 12 0 1 8 41
State Space Models 0 0 0 0 0 0 10 10
Statistical Inference 0 0 0 0 0 0 3 3
Total Chapters 0 0 1 22 5 8 114 206
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