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 1 1 2 69 1 2 18 102
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 59 0 0 9 93
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 74 1 3 18 138
A New Model Of Trend Inflation 1 3 5 70 2 5 24 159
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 2 3 138 1 6 12 193
A New Model of Trend Inflation 0 0 1 110 0 0 10 214
A New Model of Trend Inflation 0 0 1 96 0 0 8 195
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 0 112 1 2 5 201
A new model of trend inflation 0 0 1 35 0 2 11 99
An automated prior robustness analysis in Bayesian model comparison 0 0 1 53 2 3 12 26
Asymmetric conjugate priors for large Bayesian VARs 0 0 4 49 1 1 22 48
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 1 5 67 1 5 29 153
Bayesian state space models in macroeconometrics 3 53 53 53 4 19 19 19
Comparing hybrid time-varying parameter VARs 0 0 0 42 0 2 9 43
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 18 2 3 10 24
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 6 53 1 3 20 50
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 2 52 0 3 11 89
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 1 47 1 1 6 42
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 1 2 88 1 2 15 206
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 1 62 0 0 10 172
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 1 7 98 1 4 20 170
Fast Computation of the Deviance Information Criterion for Latent Variable Models 0 0 1 50 0 1 4 123
Gibbs Samplers for VARMA and Its Extensions 0 0 1 61 0 1 7 116
How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis 1 1 6 98 1 4 20 82
Identifying Noise Shocks 1 2 11 47 3 5 25 72
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 90 0 1 4 221
Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion 0 0 4 63 0 1 8 111
Large Bayesian VARMAs 0 0 0 88 0 2 5 87
Large Bayesian VARMAs 0 0 4 18 0 0 8 41
Large Bayesian VARMAs 0 0 2 44 0 0 14 82
Large Bayesian VARMAs 0 0 1 2 0 0 5 18
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 1 78 1 4 11 83
Large Bayesian vector autoregressions 0 2 11 91 0 4 43 106
Large hybrid time-varying parameter VARs 0 0 5 59 1 3 22 47
MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES 0 0 0 12 0 0 0 52
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 19 0 0 3 103
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 50 0 0 0 232
Measuring inflation expectations uncertainty using high-frequency data 0 0 0 65 1 3 5 48
Measuring the output gap using stochastic model specification search 0 0 2 59 1 3 17 117
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 1 3 32 3 7 28 42
Modeling energy price dynamics: GARCH versus stochastic volatility 0 0 1 86 2 4 8 160
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 2 16 1 1 4 56
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 45 1 1 4 98
Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables 0 0 0 23 1 2 4 37
Monte Carlo Methods for Portfolio Credit Risk 0 1 2 50 0 3 5 113
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 64 1 2 8 120
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 105 1 3 9 289
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 3 26 1 2 24 94
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 1 21 133 3 12 73 240
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 6 7 7 0 8 13 13
Multivariate stochastic volatility with co-heteroscedasticity 0 0 3 20 0 2 16 33
Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean 1 1 2 33 2 3 8 78
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 17 0 1 3 64
Reconciling output gaps: unobserved components model and Hodrick-Prescott filter 1 1 3 60 2 3 10 80
Reducing Dimensions in a Large TVP-VAR 1 1 4 34 7 23 71 195
Reducing Dimensions in a Large TVP-VAR 0 0 2 37 2 4 14 63
Reducing dimensions in a large TVP-VAR 0 0 1 14 2 4 18 63
Specification tests for time-varying parameter models with stochastic volatility 0 0 1 55 1 4 10 65
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 111 0 0 8 177
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 38 1 1 12 69
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 0 46 1 1 8 36
The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling 0 3 7 96 3 8 20 146
The Zero Lower Bound: Implications for Modelling the Interest Rate 0 0 8 88 0 0 23 161
Time Varying Dimension Models 0 0 0 51 2 6 14 260
Time Varying Dimension Models 0 0 1 62 2 3 5 199
Time Varying Dimension Models 0 0 0 2 1 2 4 19
Time Varying Dimension Models 0 0 1 29 1 2 11 118
Time Varying Dimension Models 0 0 3 112 1 2 15 390
Total Working Papers 10 83 226 3,931 70 212 949 7,655

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 5 14 0 1 17 62
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 1 4 21 0 1 15 80
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 0 0 4 0 4 8 35
A New Model of Trend Inflation 1 1 8 110 2 6 26 360
A regime switching skew-normal model of contagion 1 3 7 22 4 10 34 79
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 1 1 8 1 1 11 35
Comparing hybrid time-varying parameter VARs 0 0 2 10 1 4 19 69
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 1 1 6 6 6
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 0 3 9
Efficient estimation of large portfolio loss probabilities in t-copula models 0 0 0 33 1 2 4 134
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 0 0 1 2 2
Fast computation of the deviance information criterion for latent variable models 0 0 5 10 0 0 9 48
Identifying noise shocks 0 1 3 3 2 4 16 16
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 1 0 0 3 16
Large Bayesian VARMAs 0 1 1 11 1 3 8 86
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 2 8 8 0 2 13 13
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 16 1 4 11 86
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 1 6 0 1 3 29
Modeling energy price dynamics: GARCH versus stochastic volatility 2 6 20 60 3 13 58 196
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 1 4 1 1 9 28
Moving average stochastic volatility models with application to inflation forecast 2 2 7 48 2 3 16 229
On the Observed-Data Deviance Information Criterion for Volatility Modeling 0 0 0 6 0 0 4 28
Pitfalls of estimating the marginal likelihood using the modified harmonic mean 0 0 4 11 0 1 12 54
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 0 6 0 1 7 40
Rare-event probability estimation with conditional Monte Carlo 0 0 1 4 0 0 1 15
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 9 35 0 4 35 117
Reducing the state space dimension in a large TVP-VAR 0 0 3 3 0 4 16 16
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 74 0 1 6 217
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 2 0 1 5 19
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 10 0 0 7 38
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 1 1 1 1 4 5 5
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 0 1 3 6 1 4 14 41
Time Varying Dimension Models 0 0 4 26 1 2 9 131
Total Journal Articles 7 21 101 574 23 89 412 2,339

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 6 15 49 63
Bayesian Econometric Methods 0 0 0 0 1 2 2 6
Total Books 0 0 0 0 7 17 51 69

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 1 2 6 9 10
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 1 1 2 2 2 4 7 8
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance: * 1 1 2 2 3 5 9 9
Total Chapters 2 2 4 5 7 15 25 27

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 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 2021-01-03