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 0 84 0 0 4 142
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 2 66 1 2 12 126
A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve 0 0 1 85 0 2 7 176
A New Model Of Trend Inflation 0 0 1 77 1 1 3 185
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations 0 0 0 152 0 1 2 247
A New Model of Trend Inflation 0 0 0 99 2 2 3 211
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 1 2 230
A new model of trend inflation 0 0 1 39 1 2 5 115
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 1 1 24 1 2 2 31
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 0 5 2 4 4 16
Asymmetric Conjugate Priors for Large Bayesian VARs 0 0 1 54 0 4 8 82
BVARs and Stochastic Volatility 0 1 1 13 0 2 7 18
Bayesian State Space Models in Macroeconometrics 0 0 0 66 1 3 8 88
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 3 97 0 0 13 229
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 0 4 58
Comparing Stochastic Volatility Specifications for Large Bayesian VARs 0 0 0 17 0 1 3 19
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 2 3 30
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 0 2 5 68
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints 0 0 2 5 0 2 9 17
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 2 3 59
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 73 0 2 5 208
Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods 0 0 2 97 0 2 5 239
Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence 0 0 1 108 1 1 8 218
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 84 0 0 2 40
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 0 0 1 8
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 2 3 128
High-Dimensional Conditionally Gaussian State Space Models with Missing Data 0 0 0 47 0 2 2 16
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 101 1 2 7 97
Identifying Noise Shocks 0 0 0 54 0 1 2 99
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 0 3 72 0 0 6 136
Large Bayesian Tensor VARs with Stochastic Volatility 0 0 17 18 0 0 5 7
Large Bayesian VARMAs 0 0 0 2 0 0 2 21
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 0 3 49
Large Bayesian VARs for Binary and Censored Variables 0 0 7 7 0 1 5 5
Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis 0 0 1 14 1 2 8 24
Large Bayesian VARs: A flexible Kronecker error covariance structure 0 0 0 79 0 0 2 99
Large Bayesian Vector Autoregressions 0 2 7 107 1 4 20 185
Large Hybrid Time-Varying Parameter VARs 0 0 0 5 0 1 7 25
Large Hybrid Time-Varying Parameter VARs 0 0 1 67 0 0 2 77
Large Order-Invariant Bayesian VARs with Stochastic Volatility 0 0 0 66 0 0 1 44
Large Structural VARs with Multiple Sign and Ranking Restrictions 0 1 21 21 3 7 17 17
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 1 2 7 255
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 3 23 1 1 6 119
Measuring Inflation Expectations Uncertainty Using High-Frequency Data 0 0 0 68 0 2 3 60
Measuring the Output Gap Using Stochastic Model Specification Search 0 0 1 71 2 4 12 162
Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs 0 0 0 38 0 1 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 19 0 1 1 62
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 23 1 1 2 40
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 12 0 0 2 56
Monte Carlo Methods for Portfolio Credit Risk 0 1 2 57 0 3 6 134
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 0 106 0 1 4 316
Moving Average Stochastic Volatility Models with Application to Inflation Forecast 0 0 1 70 0 1 5 148
Multivariate Stochastic Volatility with Co- Heteroscedasticity 0 0 0 22 0 0 4 70
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 34 0 0 2 131
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 0 0 26 0 0 1 55
Multivariate Stochastic Volatility with Co-Heteroscedasticity 1 3 4 169 1 8 17 366
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 1 1 36 1 2 6 95
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments 0 0 1 21 0 2 4 98
Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter 0 2 2 72 0 3 6 121
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 2 88
Reducing Dimensions in a Large TVP-VAR 0 1 5 47 3 8 15 257
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 3 86
Specification tests for time-varying parameter models with stochastic volatility 0 0 0 67 3 3 3 92
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 0 1 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 1 1 1 179
Time Varying Dimension Models 0 0 0 29 0 0 2 123
Time Varying Dimension Models 0 0 0 2 0 0 0 23
Time Varying Dimension Models 0 0 0 67 0 2 4 213
Time Varying Dimension Models 0 0 0 118 0 0 0 427
Time Varying Dimension Models 0 0 0 51 1 1 7 297
Total Working Papers 2 14 100 4,843 31 112 374 9,805

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 5 31 1 3 14 126
A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve 0 0 4 42 1 2 11 135
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations 0 3 15 52 2 11 36 154
A New Model of Trend Inflation 1 1 6 129 1 1 10 432
A regime switching skew-normal model of contagion 0 0 1 26 0 0 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 2 2 2 2 2 2 4 4
Asymmetric conjugate priors for large Bayesian VARs 0 0 2 5 0 2 9 23
BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS 2 4 8 19 2 7 29 75
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 2 9 33 3 9 29 144
Choosing between identification schemes in noisy-news models 0 0 0 2 0 0 0 9
Comparing hybrid time-varying parameter VARs 0 0 2 18 0 2 9 106
Comparing stochastic volatility specifications for large Bayesian VARs 0 0 0 4 1 2 10 19
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 4 1 3 6 29
Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints 4 4 4 4 8 9 10 10
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 1 3 16
Efficient estimation of large portfolio loss probabilities in t-copula models 0 1 2 43 0 1 7 158
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation 0 0 0 4 0 1 4 15
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility 0 0 0 2 1 2 13 22
Fast computation of the deviance information criterion for latent variable models 0 0 1 16 0 0 3 73
High-dimensional conditionally Gaussian state space models with missing data 0 0 3 6 1 3 12 17
Identifying noise shocks 0 0 0 13 0 3 4 53
Invariant Inference and Efficient Computation in the Static Factor Model 0 0 0 3 0 4 6 31
Large Bayesian VARMAs 1 1 1 15 1 3 6 102
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure 0 1 2 16 1 4 6 44
Large Hybrid Time-Varying Parameter VARs 0 0 1 3 0 0 9 14
Large Order-Invariant Bayesian VARs with Stochastic Volatility 1 1 7 8 2 5 22 25
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 4 25 2 2 12 127
Measuring Inflation Expectations Uncertainty Using High‐Frequency Data 0 0 1 12 1 1 7 66
Minnesota-type adaptive hierarchical priors for large Bayesian VARs 0 0 1 7 2 3 10 37
Modeling energy price dynamics: GARCH versus stochastic volatility 0 2 6 98 2 6 18 318
Modelling breaks and clusters in the steady states of macroeconomic variables 0 0 0 5 0 0 1 33
Moving average stochastic volatility models with application to inflation forecast 0 0 4 64 0 2 13 290
Multivariate Stochastic Volatility with Co-Heteroscedasticity 0 2 2 2 0 4 4 4
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 1 1 14 0 1 3 69
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 0 2 5 25
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter 0 0 3 51 2 4 14 199
Reducing the state space dimension in a large TVP-VAR 0 1 5 25 0 2 10 99
Replication of the results in 'learning about heterogeneity in returns to schooling' 0 0 0 75 0 3 6 233
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 0 1 19 1 1 6 65
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach 1 1 2 10 1 2 5 31
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 7 72
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts 0 0 1 6 0 0 4 24
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling 1 3 4 26 1 3 10 115
Time Varying Dimension Models 0 0 2 31 0 1 7 148
Total Journal Articles 14 32 116 1,023 40 118 425 4,043

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 1 2 21 90
Bayesian Econometric Methods 0 0 0 0 0 0 22 162
Total Books 0 0 0 0 1 2 43 252

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 1 2 30
BVARs and stochastic volatility 1 1 3 3 2 3 9 9
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis 0 0 0 3 0 3 7 22
Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance* 0 1 2 12 0 1 3 33
Total Chapters 1 2 5 22 2 8 21 94
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Statistics updated 2025-10-06