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~accessRights:"free"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"IMF working papers"
~language:"eng"
~person:"Chan, Joshua"
~subject:"Volatilität"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Chan, Joshua
Eisenstat, Eric
6
Mohaddes, Kamiar
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Bao Hoang Nguyen
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ECONIS (ZBW)
13
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1
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
2
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
3
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
4
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
5
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
6
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
7
Measuring inflation expectations uncertainty using high-frequency data
Chan, Joshua
;
Song, Yong
-
2017
Persistent link: https://www.econbiz.de/10011746886
Saved in:
8
Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342381
Saved in:
9
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua
;
Eisenstat, Eric
-
2015
Persistent link: https://www.econbiz.de/10011342411
Saved in:
10
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
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