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 1 1 85 1 12 14 154
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 66 3 9 16 136
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 85 7 13 20 191
A New Model Of Trend Inflation 0 0 0 77 1 9 14 197
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 1 3 8 253
A New Model of Trend Inflation 0 0 1 115 3 10 17 249
A New Model of Trend Inflation 0 0 0 99 1 8 16 224
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 1 1 116 4 10 12 241
A new model of trend inflation 0 2 3 41 0 8 12 123
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 0 5 7 39
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 1 24 0 7 11 40
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 0 2 9 21
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 1 54 4 10 20 95
BVARs and Stochastic Volatility 0 0 1 13 0 5 9 25
Bayesian State Space Models in Macroeconometrics 0 0 2 68 1 7 17 99
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 3 97 0 20 40 258
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 4 6 62
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 2 13 16 33
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 0 6 13 77
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 2 12 39
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 4 9 24
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 1 8 11 41
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 2 4 13 69
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 1 5 6 108
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 98 3 9 17 252
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 0 3 11 216
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 109 1 6 12 226
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 0 55 2 6 7 144
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 0 5 7 46
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 6 13 17 25
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 3 6 132
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 7 12 26
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 5 12 17 109
Identifying Noise Shocks 0 0 0 54 3 6 8 105
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 2 3 4 238
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 3 73 2 6 11 145
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 2 20 0 2 6 13
Large Bayesian VARMAs 0 0 0 44 0 2 5 92
Large Bayesian VARMAs 0 0 0 20 0 6 8 56
Large Bayesian VARMAs 0 0 0 88 0 18 18 113
Large Bayesian VARMAs 0 0 0 2 1 2 6 25
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 1 8 15 15
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 0 3 16 3 13 24 42
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 9 17 114
Large Bayesian Vector Autoregressions 0 0 6 108 0 8 39 207
Large Hybrid Time-Varying Parameter VARs 0 1 1 6 0 6 11 31
Large Hybrid Time-Varying Parameter VARs 0 0 1 67 8 12 14 90
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 0 9 14 57
Large Structural VARs with Multiple Sign and Ranking Restrictions 1 3 24 24 1 12 36 36
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 0 4 6 123
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 5 10 15 267
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 0 4 8 65
Measuring the Output Gap Using Stochastic Model Specification Search 0 0 0 71 4 9 18 173
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 2 8 17 79
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 0 6 11 196
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 3 8 8 113
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 3 4 43
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 3 7 9 70
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 4 5 60
Monte Carlo Methods for Portfolio Credit Risk 1 2 5 60 1 6 18 146
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 70 4 11 26 169
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 1 13 20 333
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 2 6 11 80
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 1 132
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 3 11 13 67
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 169 1 7 22 376
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 1 4 5 22
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 1 36 1 3 12 104
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 1 21 0 1 10 104
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 2 72 1 7 13 130
Reducing Dimensions in a Large TVP-VAR 0 0 2 47 0 1 13 259
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 6 90
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 7 9 96
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 0 2 6 95
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 7 9 197
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 2 5 9 97
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 2 8 9 56
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 104 0 5 12 201
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 1 12 16 194
Time Varying Dimension Models 0 0 1 119 2 6 10 437
Time Varying Dimension Models 0 0 0 67 0 9 15 224
Time Varying Dimension Models 0 0 0 29 0 6 11 132
Time Varying Dimension Models 0 0 0 2 1 4 4 27
Time Varying Dimension Models 0 0 0 51 2 81 85 381
Total Working Papers 2 10 85 4,867 115 656 1,136 10,691

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 2 4 33 2 11 20 141
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 2 15 21 153
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 3 15 57 2 8 42 168
A New Model of Trend Inflation 0 0 5 131 2 7 15 443
A regime switching skew-normal model of contagion 0 0 1 26 2 7 12 133
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 1 4 7 17
An unobserved components model of total factor productivity and the relative price of investment 0 0 2 2 0 5 7 9
Asymmetric conjugate priors for large Bayesian VARs 0 1 2 6 0 6 19 39
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 1 7 20 5 10 27 88
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 8 34 1 12 44 169
Choosing between identification schemes in noisy-news models 0 0 1 3 2 9 11 20
Comparing hybrid time-varying parameter VARs 0 1 1 19 5 10 17 119
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 2 7 14 30
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 0 13 19 43
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 6 19 19
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 3 9 22
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 43 0 5 10 165
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 5 2 5 14 27
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 1 5 13 28
Fast computation of the deviance information criterion for latent variable models 0 0 1 16 2 3 4 76
High-dimensional conditionally Gaussian state space models with missing data 0 0 1 6 0 1 11 21
Identifying noise shocks 0 0 0 13 0 2 8 57
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 3 10 17 44
Large Bayesian VARMAs 0 0 1 15 5 9 17 115
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 1 1 2 17 1 7 18 58
Large Hybrid Time-Varying Parameter VARs 0 4 4 7 1 8 12 25
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 3 8 3 9 26 37
Marginal Likelihood Estimation with the Cross-Entropy Method 1 3 4 28 3 11 17 139
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 2 6 12 76
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 0 7 1 7 21 51
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 3 98 1 6 22 329
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 1 9 11 44
Moving average stochastic volatility models with application to inflation forecast 0 0 0 64 1 5 14 298
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 3 18 26 26
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 14 2 8 10 61
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 1 2 15 2 10 16 83
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 2 11 11 67
Rare-event probability estimation with conditional Monte Carlo 0 0 0 5 0 4 8 30
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 1 2 52 1 13 24 214
Reducing the state space dimension in a large TVP-VAR 0 1 3 26 2 8 13 108
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 1 76 0 4 10 239
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 0 5 6 18
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 19 0 3 8 70
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 3 12 3 7 17 46
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 23 0 4 8 77
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 0 2 5 27
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 2 6 28 3 14 25 131
Time Varying Dimension Models 0 0 2 31 2 5 14 157
Total Journal Articles 3 21 100 1,057 75 357 751 4,557

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 4 16 26 181
Bayesian Econometric Methods 0 0 0 0 1 10 25 105
Statistical Modeling and Computation 0 0 0 0 0 0 0 0
Total Books 0 0 0 0 5 26 51 286

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 6 8 37
BVARs and stochastic volatility 0 0 3 3 1 13 25 29
Bayesian Inference 0 0 0 0 0 0 0 0
Common Statistical Models 0 0 0 0 0 1 1 1
Dependent Data Models 0 0 0 0 0 0 0 0
Generalized Linear Models 0 0 0 0 0 1 1 1
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 0 3 11 27
Joint Distributions 0 0 0 0 0 0 0 0
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 0 0 0 3 3 3
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 1 1 1
Monte Carlo Sampling 0 0 0 0 1 3 3 3
Probability Models 0 0 0 0 0 1 1 1
Random Variables and Probability Distributions 0 0 0 0 1 5 5 5
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 12 0 4 6 38
State Space Models 0 0 0 0 0 3 3 3
Statistical Inference 0 0 0 0 0 1 1 1
Total Chapters 0 0 4 22 3 45 69 150
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