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 1 2 7 142
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 3 66 2 4 13 124
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 2 85 1 2 7 174
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 0 1 3 246
A New Model of Trend Inflation 0 0 0 99 0 1 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 1 115 0 0 2 229
A new model of trend inflation 1 1 1 39 1 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 2 29
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 0 0 0 12
Asymmetric Conjugate Priors for Large Bayesian VARs 1 1 1 54 1 2 4 78
BVARs and Stochastic Volatility 0 0 0 12 0 0 6 16
Bayesian State Space Models in Macroeconometrics 0 0 2 66 0 3 9 85
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 1 2 3 97 3 9 14 229
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 0 1 2 18
Comparing hybrid time-varying parameter VARs 0 0 0 44 1 2 6 58
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 1 1 28
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 58 0 2 3 66
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 5 5 0 0 15 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 0 1 1 57
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 3 73 0 1 4 206
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 97 0 1 4 237
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 108 1 2 9 217
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 1 55 0 1 4 138
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 0 2 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 0 0 0 14
How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis 0 0 0 101 1 3 5 95
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 1 4 235
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 1 2 3 72 1 2 9 136
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 18 18 0 0 7 7
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Bayesian VARMAs 0 0 1 20 0 1 4 49
Large Bayesian VARMAs 0 0 0 2 0 2 2 21
Large Bayesian VARs for Binary and Censored Variables 7 7 7 7 4 4 4 4
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 1 1 14 2 3 7 22
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 1 2 3 99
Large Bayesian Vector Autoregressions 0 3 5 105 3 11 16 181
Large Hybrid Time-Varying Parameter VARs 1 1 1 67 1 1 2 77
Large Hybrid Time-Varying Parameter VARs 0 0 0 5 1 4 6 24
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 1 66 1 1 2 44
Large Structural VARs with Multiple Sign and Ranking Restrictions 8 20 20 20 1 10 10 10
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 22 0 0 6 118
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 0 1 6 253
Measuring inflation expectations uncertainty using high-frequency data 0 0 0 68 0 1 1 58
Measuring the output gap using stochastic model specification search 0 0 1 71 1 3 8 158
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 1 2 3 65
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 0 89 0 2 7 187
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 23 0 0 1 39
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 1 3 56
Monte Carlo Methods for Portfolio Credit Risk 0 1 1 56 0 2 5 131
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 0 1 4 315
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 70 0 3 4 147
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 166 0 1 19 358
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 26 1 1 4 55
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 1 34 0 0 3 131
Multivariate stochastic volatility with co-heteroscedasticity 0 0 1 22 0 1 5 70
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 0 0 0 35 1 1 5 93
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 1 1 21 0 2 3 96
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter 0 0 1 70 0 1 4 118
Reducing Dimensions in a Large TVP-VAR 0 1 5 46 0 2 8 249
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 0 1 2 85
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 1 1 1 44 1 1 2 90
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 1 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 1 3 190
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 2 0 0 0 23
Time Varying Dimension Models 0 0 1 118 0 0 1 427
Time Varying Dimension Models 0 0 0 67 1 2 3 211
Time Varying Dimension Models 0 0 0 29 0 2 2 123
Time Varying Dimension Models 0 0 0 51 0 0 6 296
Total Working Papers 21 43 110 4,829 33 119 337 9,693

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 1 7 30 0 1 18 123
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 7 42 0 1 15 133
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 4 6 17 49 5 16 32 143
A New Model of Trend Inflation 0 2 6 128 0 3 14 431
A regime switching skew-normal model of contagion 1 1 1 26 1 2 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 1 2 5 0 1 9 21
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 0 1 7 15 0 6 37 68
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 4 9 31 2 9 25 135
Choosing between identification schemes in noisy-news models 0 0 1 2 0 0 2 9
Comparing hybrid time-varying parameter VARs 0 0 3 18 0 1 9 104
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 3 26
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 0 0 0 0 0 1 1 1
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 1 2 15
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 11 20
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 2 4 10 14
Identifying noise shocks 0 0 0 13 0 1 3 50
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 0 0 2 27
Large Bayesian VARMAs 0 0 0 14 0 0 3 99
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 0 1 15 0 0 3 40
Large Hybrid Time-Varying Parameter VARs 0 0 1 3 0 1 9 14
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 2 7 7 4 8 20 20
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 5 25 0 3 13 125
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 2 4 7 34
Modeling energy price dynamics: GARCH versus stochastic volatility 0 1 5 96 1 5 15 312
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 0 3 15 288
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 1 3 23
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 1 1 4 51 4 5 14 195
Reducing the state space dimension in a large TVP-VAR 0 1 4 24 0 1 8 97
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 75 0 0 3 230
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 1 1 2 19 1 2 6 64
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 0 0 2 9 0 0 7 29
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 1 1 4 24
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 1 1 1 23 1 6 7 112
Time Varying Dimension Models 1 2 2 31 1 3 7 147
Total Journal Articles 9 28 112 991 28 102 391 3,925

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 4 8 20 88
Bayesian Econometric Methods 0 0 0 0 3 6 23 162
Total Books 0 0 0 0 7 14 43 250

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 1 4 0 0 2 29
BVARs and stochastic volatility 1 2 2 2 1 2 6 6
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 0 3 4 19
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 0 1 11 0 0 2 32
Total Chapters 1 2 4 20 1 5 14 86
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

Statistics updated 2025-07-04