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 0 0 4 142
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 2 66 0 2 11 127
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 85 1 2 9 178
A New Model Of Trend Inflation 0 0 1 77 3 4 6 188
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 3 3 5 250
A New Model of Trend Inflation 0 0 0 99 5 7 8 216
A New Model of Trend Inflation 1 1 1 115 6 7 7 239
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 0 115 1 1 3 231
A new model of trend inflation 0 0 1 39 0 1 5 115
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 2 2 2 34
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 1 24 1 3 4 33
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 2 5 7 19
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 1 54 3 3 11 85
BVARs and Stochastic Volatility 0 0 1 13 2 2 7 20
Bayesian State Space Models in Macroeconometrics 2 2 2 68 3 5 12 92
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 3 97 3 9 21 238
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 0 2 58
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 1 1 4 20
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 2 3 8 71
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 6 7 10 37
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 1 5 0 3 10 20
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 2 3 3 33
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 2 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 0 2 73 4 5 10 213
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 1 1 3 98 2 4 9 243
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 1 1 1 109 2 3 8 220
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 1 55 0 0 4 138
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 1 1 3 41
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 4 4 5 12
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 3 3 5 19
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 0 1 6 97
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 0 3 8 139
Large Bayesian Tensor VARs with Stochastic Volatility 1 2 2 20 3 4 5 11
Large Bayesian VARMAs 0 0 0 44 1 3 3 90
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Bayesian VARMAs 0 0 0 20 1 1 3 50
Large Bayesian VARMAs 0 0 0 2 0 2 4 23
Large Bayesian VARs for Binary and Censored Variables 0 1 8 8 0 2 7 7
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 2 3 16 1 6 13 29
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 1 6 8 105
Large Bayesian Vector Autoregressions 1 1 6 108 8 15 32 199
Large Hybrid Time-Varying Parameter VARs 0 0 0 5 0 0 7 25
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 2 4 5 48
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 0 21 21 3 10 24 24
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 2 3 9 257
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 2 23 0 1 5 119
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 1 1 4 61
Measuring the Output Gap Using Stochastic Model Specification Search 0 0 1 71 2 4 11 164
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 0 5 9 71
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 1 3 8 190
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 1 2 63
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 1 2 40
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 12 0 0 2 56
Monte Carlo Methods for Portfolio Credit Risk 0 1 3 58 3 6 12 140
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 3 4 8 320
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 70 6 10 15 158
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 4 4 7 74
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 0 1 2 56
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 1 1 2 132
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 3 169 2 4 18 369
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 1 1 2 18
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 1 36 2 7 12 101
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 1 21 3 5 9 103
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 2 72 0 2 6 123
Reducing Dimensions in a Large TVP-VAR 0 0 5 47 0 4 16 258
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 3 6 89
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 3 89
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 1 4 4 93
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 0 1 4 92
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 1 2 190
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 2 6 8 196
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 3 4 4 182
Time Varying Dimension Models 0 0 0 51 1 4 5 300
Time Varying Dimension Models 0 0 0 29 2 3 5 126
Time Varying Dimension Models 0 0 0 67 1 2 6 215
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 1 1 119 3 4 4 431
Total Working Papers 7 16 90 4,857 130 261 567 10,035

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 31 3 5 16 130
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 1 4 43 2 4 10 138
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 1 2 13 54 2 8 37 160
A New Model of Trend Inflation 1 3 7 131 2 5 10 436
A regime switching skew-normal model of contagion 0 0 1 26 3 3 9 126
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 3 3 4 13
An unobserved components model of total factor productivity and the relative price of investment 0 2 2 2 0 2 4 4
Asymmetric conjugate priors for large Bayesian VARs 0 0 2 5 7 10 18 33
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 2 7 19 1 5 26 78
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 2 8 34 6 16 36 157
Choosing between identification schemes in noisy-news models 1 1 1 3 2 2 2 11
Comparing hybrid time-varying parameter VARs 0 0 0 18 1 3 9 109
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 3 5 11 23
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 1 2 7 30
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 6 6 6 0 11 13 13
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 2 3 6 19
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 43 0 2 7 160
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 1 1 5 5 7 11 22
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 2 13 23
Fast computation of the deviance information criterion for latent variable models 0 0 1 16 0 0 3 73
High-dimensional conditionally Gaussian state space models with missing data 0 0 2 6 3 4 11 20
Identifying noise shocks 0 0 0 13 1 2 6 55
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 1 3 9 34
Large Bayesian VARMAs 0 1 1 15 4 5 10 106
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 0 2 16 5 8 13 51
Large Hybrid Time-Varying Parameter VARs 0 0 1 3 3 3 11 17
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 1 6 8 1 5 24 28
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 25 1 3 10 128
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 4 5 8 70
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 0 7 6 9 15 44
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 4 98 3 7 20 323
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 2 2 3 35
Moving average stochastic volatility models with application to inflation forecast 0 0 1 64 1 3 12 293
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 3 4 8 8
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 14 0 2 4 53
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 1 14 3 4 7 73
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 0 0 56
Rare-event probability estimation with conditional Monte Carlo 0 0 0 5 0 1 6 26
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 3 51 1 4 15 201
Reducing the state space dimension in a large TVP-VAR 0 0 3 25 0 1 9 100
Replication of the results in 'learning about heterogeneity in returns to schooling' 1 1 1 76 2 2 8 235
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 1 1 2 13
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 19 2 3 7 67
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 1 3 3 12 3 9 12 39
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 8 73
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 0 1 5 25
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 1 4 26 0 3 12 117
Time Varying Dimension Models 0 0 2 31 1 4 10 152
Total Journal Articles 6 27 102 1,036 94 197 517 4,200

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 3 3 21 165
Bayesian Econometric Methods 0 0 0 0 5 6 21 95
Total Books 0 0 0 0 8 9 42 260

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 1 3 31
BVARs and stochastic volatility 0 1 3 3 5 9 16 16
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 1 2 9 24
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 2 12 1 1 4 34
Total Chapters 0 1 5 22 8 13 32 105
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Statistics updated 2025-12-06