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 0 15 157
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 2 18 194
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 67 0 1 16 142
A New Model Of Trend Inflation 0 0 0 77 1 2 16 201
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 1 1 153 1 4 13 260
A New Model of Trend Inflation 0 0 0 99 0 0 15 226
A New Model of Trend Inflation 0 0 2 116 0 1 20 252
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 16 131
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 1 3 14 46
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 0 24 0 1 11 42
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 54 0 3 20 102
Asymmetric Conjugate Priors for Large Bayesian VARs 0 1 1 6 1 6 14 30
BVARs and Stochastic Volatility 0 0 1 14 1 7 18 36
Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series 0 0 5 17 1 3 30 55
Bayesian State Space Models in Macroeconometrics 0 0 2 68 0 2 16 104
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 0 97 0 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 0 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 0 2 13 81
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 0 2 10 27
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 1 1 110 1 5 19 49
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 0 1 12 71
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 1 13 115
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 2 2 18 226
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 0 0 24 263
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 109 0 0 13 231
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 0 55 1 2 15 153
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 1 2 12 52
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 2 24 32
Gibbs Samplers for VARMA and Its Extensions 1 1 1 66 2 5 13 141
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 2 16 32
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 0 2 19 116
Identifying Noise Shocks 0 0 0 54 0 1 10 109
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 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 1 2 12 19
Large Bayesian VARMAs 0 0 0 2 0 0 8 29
Large Bayesian VARMAs 0 0 0 88 2 2 20 115
Large Bayesian VARMAs 0 0 1 21 0 1 13 62
Large Bayesian VARMAs 0 0 0 44 0 3 13 100
Large Bayesian VARs for Binary, Censored and Count Variables 0 1 2 9 0 2 17 22
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 0 3 17 0 4 31 55
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 1 2 19 118
Large Bayesian Vector Autoregressions 0 1 3 110 1 2 31 216
Large Hybrid Time-Varying Parameter VARs 0 0 0 67 0 1 21 98
Large Hybrid Time-Varying Parameter VARs 0 0 1 6 1 3 11 36
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 0 2 21 65
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 0 3 24 0 2 26 43
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 0 2 23 278
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 1 24 1 4 13 132
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 0 1 8 68
Measuring the Output Gap Using Stochastic Model Specification Search 0 1 1 72 0 4 19 181
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 1 4 25 91
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 0 0 14 201
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 0 2 10 66
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 11 51
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 2 13 75
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 0 11 116
Monte Carlo Methods for Portfolio Credit Risk 0 0 3 60 1 14 29 163
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 0 1 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 0 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 1 170 0 3 25 391
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 0 0 16 71
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 0 2 11 28
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 0 36 0 0 11 106
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 21 0 4 15 113
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 0 72 0 2 14 135
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 39 0 0 10 98
Reducing Dimensions in a Large TVP-VAR 0 0 0 47 0 0 2 259
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 0 2 12 104
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 13 202
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 1 2 14 105
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 1 3 23 202
Time Varying Dimension Models 0 0 0 29 1 2 11 134
Time Varying Dimension Models 0 0 0 2 1 1 10 33
Time Varying Dimension Models 0 0 1 119 2 4 16 443
Time Varying Dimension Models 0 0 0 51 1 3 94 391
Time Varying Dimension Models 0 0 0 67 1 2 15 228
Total Working Papers 1 9 46 4,901 31 164 1,429 11,259

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 1 1 3 34 3 4 25 151
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 1 1 23 158
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 5 57 0 2 24 178
A New Model of Trend Inflation 0 0 3 132 2 5 23 455
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 0 4 14 24
An unobserved components model of total factor productivity and the relative price of investment 0 0 0 2 0 1 8 12
Asymmetric conjugate priors for large Bayesian VARs 0 0 1 6 1 3 24 47
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 2 4 7 26 3 13 39 114
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 0 1 2 35 1 3 39 183
Choosing between identification schemes in noisy-news models 0 1 2 4 0 3 17 26
Comparing hybrid time-varying parameter VARs 0 0 1 19 0 1 19 125
Comparing stochastic volatility specifications for large Bayesian VARs 1 1 1 5 5 8 23 42
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 4 0 2 20 49
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 2 6 0 2 14 24
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 2 3 12 28
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 0 43 0 1 11 169
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 5 1 3 19 34
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 1 9 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 7 24
Identifying noise shocks 0 0 0 13 0 0 9 62
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 4 0 1 19 50
Large Bayesian VARMAs 0 0 0 15 0 7 20 122
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 1 2 18 0 1 17 61
Large Bayesian matrix autoregressions 0 0 0 0 2 5 5 5
Large Hybrid Time-Varying Parameter VARs 0 0 4 7 1 2 17 31
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 1 2 10 2 8 31 56
Large structural VARs with multiple sign and ranking restrictions 0 0 0 0 0 2 2 2
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 3 28 0 0 16 143
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 0 0 13 79
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 1 8 0 3 28 65
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 1 99 0 5 28 346
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 13 46
Moving average stochastic volatility models with application to inflation forecast 0 0 0 64 0 0 13 303
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 2 0 2 27 31
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 1 15 1 2 13 64
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 0 4 14 39
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 1 2 53 0 6 26 225
Reducing the state space dimension in a large TVP-VAR 0 1 3 28 1 3 18 117
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 0 1 8 73
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 2 12 0 1 22 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 0 3 15 39
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 2 28 0 2 21 136
Time Varying Dimension Models 0 0 0 31 0 2 14 162
Total Journal Articles 4 13 57 1,080 26 122 854 4,897

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 2 20 110
Bayesian Econometric Methods 0 0 0 0 1 4 30 192
Statistical Modeling and Computation 0 0 0 0 0 0 1 1
Total Books 0 0 0 0 3 6 51 303

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 0 3 0 4 31 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 1 1 9 9
Likelihood 0 0 0 0 0 0 3 3
Mathematical Supplement 0 0 0 0 1 1 1 1
Matlab Primer 0 0 0 0 0 0 3 3
Monte Carlo Sampling 0 0 0 0 1 2 9 9
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 0 22 3 9 115 209
3 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11