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 84 0 1 7 142
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 2 85 0 2 7 174
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 3 66 1 4 14 125
A New Model Of Trend Inflation 0 0 1 77 0 1 2 184
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 1 2 3 247
A New Model of Trend Inflation 0 0 0 99 0 0 1 209
A New Model of Trend Inflation 0 0 0 114 0 0 0 232
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 0 115 0 0 1 229
A new model of trend inflation 0 1 1 39 0 2 3 113
An Automated Prior Robustness Analysis in Bayesian Model Comparison 0 0 0 54 0 0 0 32
An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment 0 0 0 23 0 0 1 29
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 0 0 0 12
Asymmetric Conjugate Priors for Large Bayesian VARs 0 1 1 54 1 2 5 79
BVARs and Stochastic Volatility 0 0 0 12 0 0 6 16
Bayesian State Space Models in Macroeconometrics 0 0 2 66 1 1 9 86
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 2 3 97 0 5 14 229
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 1 5 58
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 1 2 3 19
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 1 1 2 29
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 1 1 4 67
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 5 5 0 0 13 15
Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach 0 0 0 109 0 0 0 30
Efficient Selection of Hyperparameters in Large Bayesian VARs Using Automatic Differentiation 0 0 0 52 1 1 2 58
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 0 1 102
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 97 2 2 6 239
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 3 73 0 0 4 206
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 108 0 1 9 217
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 2 0 0 1 8
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 84 0 1 2 40
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 0 2 126
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 1 1 1 15
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 1 3 6 96
Identifying Noise Shocks 0 0 0 54 0 1 1 98
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 2 3 72 0 2 9 136
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 18 18 0 0 7 7
Large Bayesian VARMAs 0 0 1 20 0 1 3 49
Large Bayesian VARMAs 0 0 0 2 0 1 2 21
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARs for Binary and Censored Variables 0 7 7 7 1 5 5 5
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 1 1 14 1 4 8 23
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 1 3 99
Large Bayesian Vector Autoregressions 2 5 7 107 2 10 18 183
Large Hybrid Time-Varying Parameter VARs 0 1 1 67 0 1 2 77
Large Hybrid Time-Varying Parameter VARs 0 0 0 5 1 5 7 25
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 1 66 0 1 2 44
Large Structural VARs with Multiple Sign and Ranking Restrictions 1 20 21 21 4 12 14 14
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 0 0 6 253
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 22 0 0 6 118
Measuring inflation expectations uncertainty using high-frequency data 0 0 0 68 0 0 1 58
Measuring the output gap using stochastic model specification search 0 0 1 71 1 3 9 159
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 1 2 4 66
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 0 0 7 187
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 0 0 1 39
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 19 0 0 1 61
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 3 56
Monte Carlo Methods for Portfolio Credit Risk 1 2 2 57 2 3 6 133
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 0 0 4 315
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 70 0 2 4 147
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 0 4 70
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 34 0 0 3 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 1 3 167 3 4 18 361
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 2 26 0 1 3 55
On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints 0 0 0 54 0 0 1 17
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 1 1 1 36 1 2 5 94
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 1 21 0 0 3 96
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter 1 1 2 71 2 2 6 120
Reducing Dimensions in a Large TVP-VAR 0 1 5 46 2 4 10 251
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 1 87
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 1 3 86
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 67 0 0 1 89
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 1 44 1 2 3 91
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 189
Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts 0 0 0 49 0 0 0 47
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 0 0 104 0 0 2 190
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 0 94 0 0 1 178
Time Varying Dimension Models 0 0 0 29 0 1 2 123
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 51 0 0 6 296
Time Varying Dimension Models 0 0 0 67 1 2 4 212
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Total Working Papers 7 47 113 4,836 36 107 355 9,729

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 2 6 31 1 2 16 124
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 7 42 1 2 16 134
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 3 8 20 52 6 18 37 149
A New Model of Trend Inflation 0 0 5 128 0 1 11 431
A regime switching skew-normal model of contagion 0 1 1 26 0 1 6 123
An automated prior robustness analysis in Bayesian model comparison 0 0 0 2 0 0 2 10
An unobserved components model of total factor productivity and the relative price of investment 0 0 0 0 0 0 2 2
Asymmetric conjugate priors for large Bayesian VARs 0 0 2 5 2 2 11 23
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 2 3 8 17 4 9 34 72
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 3 9 32 3 9 27 138
Choosing between identification schemes in noisy-news models 0 0 0 2 0 0 1 9
Comparing hybrid time-varying parameter VARs 0 0 2 18 2 3 10 106
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 0 1 9 17
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 1 2 4 27
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 0 0 0 0 1 1
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 1 3 16
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 1 42 0 1 6 157
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 4 0 1 3 14
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 1 4 12 21
Fast computation of the deviance information criterion for latent variable models 0 0 1 16 0 0 4 73
High-dimensional conditionally Gaussian state space models with missing data 0 1 4 6 0 3 10 14
Identifying noise shocks 0 0 0 13 1 2 4 51
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 2 2 4 29
Large Bayesian VARMAs 0 0 0 14 1 1 4 100
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 0 1 15 1 1 4 41
Large Hybrid Time-Varying Parameter VARs 0 0 1 3 0 1 9 14
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 1 7 7 0 6 20 20
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 4 25 0 1 12 125
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 1 12 0 1 8 65
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 1 7 0 2 7 34
Modeling energy price dynamics: GARCH versus stochastic volatility 1 1 6 97 2 3 17 314
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 2 33
Moving average stochastic volatility models with application to inflation forecast 0 0 5 64 2 5 15 290
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 1 1 1 1 1 1 1
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 14 0 0 2 51
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 0 13 0 1 2 68
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 1 2 4 24
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 1 4 51 1 5 15 196
Reducing the state space dimension in a large TVP-VAR 0 0 4 24 0 0 8 97
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 75 1 1 4 231
Replication of the results in ‘learning about heterogeneity in returns to schooling’ 0 0 0 3 0 0 1 12
Specification tests for time-varying parameter models with stochastic volatility 0 1 2 19 0 2 6 64
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 2 9 1 1 7 30
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 1 4 23 0 1 7 71
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 0 1 4 24
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 2 3 3 25 2 6 9 114
Time Varying Dimension Models 0 2 2 31 1 3 7 148
Total Journal Articles 11 29 115 1,002 39 109 408 3,964

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 5 22 162
Bayesian Econometric Methods 0 0 0 0 1 7 21 89
Total Books 0 0 0 0 1 12 43 251

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 1 29
BVARs and stochastic volatility 0 2 2 2 1 3 7 7
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 1 3 5 20
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 11 0 0 2 32
Total Chapters 0 2 3 20 2 6 15 88
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Statistics updated 2025-08-05