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 2 15 157
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 0 85 0 0 18 192
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 67 0 1 16 141
A New Model Of Trend Inflation 0 0 0 77 0 0 15 199
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 0 9 256
A New Model of Trend Inflation 0 0 2 116 0 1 19 251
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 1 20 249
A new model of trend inflation 0 0 2 41 0 1 16 129
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 0 3 11 43
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 1 24 0 1 12 41
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 1 2 13 25
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 54 0 3 20 99
BVARs and Stochastic Volatility 0 0 2 14 0 0 13 29
Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series 0 0 7 17 0 0 31 52
Bayesian State Space Models in Macroeconometrics 0 0 2 68 0 0 16 102
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 0 97 1 3 37 266
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 1 10 68
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 0 0 20 39
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 15 44
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 0 2 12 79
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 0 5 1 1 11 26
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 1 1 15 45
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 0 0 12 70
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 2 12 114
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 0 73 0 2 18 224
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 98 0 3 24 263
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 1 5 14 152
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 0 22 30
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 0 1 10 50
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 1 10 136
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 3 16 31
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 0 0 18 114
Identifying Noise Shocks 0 0 0 54 0 0 10 108
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 93 0 1 5 240
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 1 73 0 1 10 146
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 2 20 1 2 11 18
Large Bayesian VARMAs 0 0 0 2 0 0 8 29
Large Bayesian VARMAs 0 1 1 21 1 4 13 62
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 0 0 44 1 2 11 98
Large Bayesian VARs for Binary and Censored Variables 0 0 1 8 0 0 15 20
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 1 3 17 1 6 29 52
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 1 17 116
Large Bayesian Vector Autoregressions 1 2 3 110 1 3 32 215
Large Hybrid Time-Varying Parameter VARs 0 0 0 67 0 2 20 97
Large Hybrid Time-Varying Parameter VARs 0 0 1 6 0 2 8 33
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 1 2 20 64
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 0 3 24 0 3 27 41
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 0 1 10 128
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 1 3 24 277
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 0 0 9 67
Measuring the Output Gap Using Stochastic Model Specification Search 1 1 1 72 3 4 21 180
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 0 4 21 87
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 23 0 3 12 51
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 47 0 1 11 116
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 12 0 1 8 64
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 0 12 73
Monte Carlo Methods for Portfolio Credit Risk 0 0 3 60 1 2 17 150
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 70 0 0 23 170
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 0 2 26 341
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 0 12 82
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 2 16 71
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 3 170 2 8 29 390
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 0 1 9 26
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 0 1 13 109
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 0 1 72 1 1 14 134
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 11 98
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 1 8 94
Reducing Dimensions in a Large TVP-VAR 0 0 1 47 0 0 8 259
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 0 2 13 102
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 1 3 13 104
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 3 13 202
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 1 1 1 50 1 3 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 0 1 21 199
Time Varying Dimension Models 0 0 1 119 0 0 12 439
Time Varying Dimension Models 0 0 0 67 0 1 14 226
Time Varying Dimension Models 0 0 0 2 0 1 9 32
Time Varying Dimension Models 0 0 0 29 0 0 9 132
Time Varying Dimension Models 0 0 0 51 2 3 94 390
Total Working Papers 3 7 49 4,895 25 123 1,370 11,120

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 1 2 24 148
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 2 6 29 178
A New Model of Trend Inflation 0 1 4 132 0 4 19 450
A regime switching skew-normal model of contagion 0 0 0 26 1 3 19 142
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 1 1 11 21
An unobserved components model of total factor productivity and the relative price of investment 0 0 2 2 1 2 10 12
Asymmetric conjugate priors for large Bayesian VARs 0 0 1 6 0 2 21 44
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 1 3 6 23 4 9 33 105
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 0 2 34 1 5 43 181
Choosing between identification schemes in noisy-news models 0 0 1 3 2 3 16 25
Comparing hybrid time-varying parameter VARs 0 0 1 19 0 0 18 124
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 1 2 18 35
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 1 1 21 48
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 6 6 2 3 23 24
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 2 9 25
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 43 0 0 11 168
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 5 2 4 19 33
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 1 1 10 31
Fast computation of the deviance information criterion for latent variable models 0 0 0 16 0 1 4 77
High-dimensional conditionally Gaussian state space models with missing data 0 0 0 6 1 1 10 24
Identifying noise shocks 0 0 0 13 0 1 11 62
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 1 4 1 3 21 50
Large Bayesian VARMAs 0 0 1 15 7 7 22 122
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 1 1 3 18 1 2 20 61
Large Bayesian matrix autoregressions 0 0 0 0 1 1 1 1
Large Hybrid Time-Varying Parameter VARs 0 0 4 7 1 3 16 30
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 1 2 9 2 8 30 50
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 3 28 0 2 18 143
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 0 12 0 2 14 79
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 1 1 8 1 3 29 63
Modeling energy price dynamics: GARCH versus stochastic volatility 0 1 2 99 0 2 27 341
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 2 13 303
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 2 0 0 28 29
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 1 15 1 1 12 63
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 2 15 0 0 16 84
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 1 14 70
Rare-event probability estimation with conditional Monte Carlo 0 1 1 6 3 6 14 38
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 1 1 2 53 2 2 25 221
Reducing the state space dimension in a large TVP-VAR 0 1 3 27 1 2 18 115
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 1 76 0 0 9 240
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 2 8 72
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 3 12 0 1 22 52
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 0 2 10 81
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 1 1 1 7 1 4 13 37
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 0 3 28 0 1 20 134
Time Varying Dimension Models 0 0 0 31 1 1 13 161
Total Journal Articles 4 12 69 1,071 44 112 855 4,819

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 0 2 19 108
Bayesian Econometric Methods 0 0 0 0 1 3 27 189
Statistical Modeling and Computation 0 0 0 0 0 0 1 1
Total Books 0 0 0 0 1 5 47 298

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 1 3 0 4 29 36
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 1 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 11 31
Joint Distributions 0 0 0 0 0 0 2 2
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 0 0 0 1 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 0 1 7 7
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 1 12 1 1 9 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 2 22 1 8 113 201
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 2026-08-07