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The elephant in the ground : managing oil and sovereign wealth
Bremer, Ton S. van den; Ploeg, Frederick van der; … - 2014
Persistent link: https://www.econbiz.de/10011341977
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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
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Comparing hybrid time-varying parameter VARs
Chan, Joshua; Eisenstat, Eric - 2018
Persistent link: https://www.econbiz.de/10012202336
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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
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Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012224001
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Asymmetric conjugate priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224053
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Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224435
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Measuring the output gap using stochastic model specification search
Chan, Joshua; Grant, Angelia L. - 2017
Persistent link: https://www.econbiz.de/10011748515
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Reconciling output gaps : unobserved components model and Hodrick-Prescott filter
Chan, Joshua; Grant, Angelia L. - 2016
Persistent link: https://www.econbiz.de/10011756222
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758150