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 2 86 1 2 15 156
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 1 19 192
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 1 1 67 1 5 19 141
A New Model Of Trend Inflation 0 0 0 77 0 2 15 199
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 3 10 256
A New Model of Trend Inflation 0 0 0 99 0 1 16 225
A New Model of Trend Inflation 0 1 2 116 1 2 19 251
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 116 1 8 20 249
A new model of trend inflation 0 0 3 41 0 5 16 128
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 2 3 10 42
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 0 5 0 2 11 23
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 1 54 0 1 19 96
BVARs and Stochastic Volatility 0 1 2 14 0 4 13 29
Bayesian State Space Models in Macroeconometrics 0 0 2 68 0 3 17 102
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 1 97 2 7 39 265
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 1 6 11 68
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 0 6 21 39
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 1 1 12 78
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 5 16 44
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 0 1 10 25
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 3 14 44
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 0 1 13 70
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 1 5 11 113
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 1 7 17 223
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 2 10 25 262
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 109 0 5 15 231
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 0 55 2 5 11 149
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 5 22 30
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 1 4 10 50
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 1 4 10 136
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 3 15 29
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 0 5 20 114
Identifying Noise Shocks 0 0 0 54 0 3 10 108
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 1 2 5 240
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 2 73 1 1 11 146
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 2 20 1 4 10 17
Large Bayesian VARMAs 0 0 0 2 0 4 8 29
Large Bayesian VARMAs 0 0 0 44 0 4 9 96
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 0 0 20 1 3 10 59
Large Bayesian VARs for Binary and Censored Variables 0 0 8 8 0 5 20 20
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 0 2 16 4 8 30 50
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 1 17 115
Large Bayesian Vector Autoregressions 1 1 4 109 2 7 36 214
Large Hybrid Time-Varying Parameter VARs 0 0 1 6 2 2 10 33
Large Hybrid Time-Varying Parameter VARs 0 0 1 67 1 6 20 96
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 1 6 20 63
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 0 12 24 2 4 31 40
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 0 7 21 274
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 1 5 10 128
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 0 2 9 67
Measuring the Output Gap Using Stochastic Model Specification Search 0 0 0 71 0 3 19 176
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 1 5 20 84
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 0 4 13 200
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 1 4 8 64
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 1 3 11 116
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 3 12 73
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 3 8 12 51
Monte Carlo Methods for Portfolio Credit Risk 0 0 4 60 1 3 18 149
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 1 7 25 340
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 70 0 1 23 170
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 2 12 82
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 2 4 17 71
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 1 4 170 6 12 30 388
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 1 132
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 1 4 9 26
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 0 0 1 36 0 2 14 106
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 21 1 5 13 109
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 2 72 0 3 15 133
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 2 11 98
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 3 8 93
Reducing Dimensions in a Large TVP-VAR 0 0 1 47 0 0 10 259
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 2 7 13 102
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 1 5 13 102
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 2 4 12 201
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 2 3 12 59
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 104 0 2 13 203
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 4 20 198
Time Varying Dimension Models 0 0 0 67 1 2 16 226
Time Varying Dimension Models 0 0 0 29 0 0 9 132
Time Varying Dimension Models 0 0 1 119 0 2 12 439
Time Varying Dimension Models 0 0 0 51 0 6 91 387
Time Varying Dimension Models 0 0 0 2 1 5 9 32
Total Working Papers 2 6 65 4,873 63 317 1,348 11,008

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 3 33 0 5 23 146
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 1 43 0 4 24 157
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 12 57 3 7 37 175
A New Model of Trend Inflation 0 0 3 131 0 3 15 446
A regime switching skew-normal model of contagion 0 0 1 26 2 8 19 141
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 0 3 10 20
An unobserved components model of total factor productivity and the relative price of investment 0 0 2 2 1 2 9 11
Asymmetric conjugate priors for large Bayesian VARs 0 0 1 6 2 5 23 44
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 2 2 7 22 5 13 33 101
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 3 34 3 10 46 179
Choosing between identification schemes in noisy-news models 0 0 1 3 1 3 14 23
Comparing hybrid time-varying parameter VARs 0 0 1 19 0 5 20 124
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 1 4 17 34
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 0 4 22 47
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 1 3 21 22
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 2 9 24
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 43 0 3 11 168
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 5 1 3 16 30
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 2 11 30
Fast computation of the deviance information criterion for latent variable models 0 0 0 16 1 1 4 77
High-dimensional conditionally Gaussian state space models with missing data 0 0 0 6 0 2 11 23
Identifying noise shocks 0 0 0 13 0 4 11 61
Invariant Inference and Efficient Computation in the Static Factor Model 0 1 1 4 1 4 21 48
Large Bayesian VARMAs 0 0 1 15 0 0 16 115
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 0 2 17 1 2 20 60
Large Hybrid Time-Varying Parameter VARs 0 0 4 7 1 3 14 28
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 1 2 9 5 10 31 47
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 3 28 2 4 18 143
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 1 2 13 78
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 1 1 1 8 2 11 30 62
Modeling energy price dynamics: GARCH versus stochastic volatility 1 1 3 99 2 12 30 341
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 1 12 45
Moving average stochastic volatility models with application to inflation forecast 0 0 0 64 1 4 14 302
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 2 0 3 29 29
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 1 1 15 0 1 11 62
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 2 15 0 1 16 84
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 1 3 14 70
Rare-event probability estimation with conditional Monte Carlo 1 1 1 6 2 4 12 34
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 2 52 0 5 28 219
Reducing the state space dimension in a large TVP-VAR 1 1 3 27 1 6 17 114
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 1 76 0 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 1 1 8 71
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 3 12 1 6 23 52
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 2 4 10 81
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 6 0 6 10 33
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 6 28 1 3 23 134
Time Varying Dimension Models 0 0 1 31 0 3 14 160
Total Journal Articles 7 9 84 1,066 47 197 857 4,754

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 24 108
Bayesian Econometric Methods 0 0 0 0 2 7 29 188
Statistical Modeling and Computation 0 0 0 0 0 1 1 1
Total Books 0 0 0 0 4 11 54 297

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 2 3 2 5 29 34
Bayesian Inference 0 0 0 0 0 4 4 4
Common Statistical Models 0 0 0 0 0 1 2 2
Dependent Data Models 0 0 0 0 1 2 2 2
Generalized Linear Models 0 0 0 0 0 3 4 4
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 0 4 12 31
Joint Distributions 0 0 0 0 0 2 2 2
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 0 0 1 5 8 8
Likelihood 0 0 0 0 0 3 3 3
Mathematical Supplement 0 0 0 0 0 0 0 0
Matlab Primer 0 0 0 0 0 2 3 3
Monte Carlo Sampling 0 0 0 0 1 4 7 7
Probability Models 0 0 0 0 0 1 2 2
Random Variables and Probability Distributions 0 0 0 0 0 1 6 6
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 12 0 2 8 40
State Space Models 0 0 0 0 0 7 10 10
Statistical Inference 0 0 0 0 0 2 3 3
Total Chapters 0 0 3 22 5 48 113 198
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Statistics updated 2026-06-04