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UK inflation forecasts since the thirteenth century
Nason, James Michael; Smith, Gregor W. - 2021
Persistent link: https://www.econbiz.de/10012585992
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Estimation of stochastic volatility models with heavy tails and serial dependence
Chan, Joshua C. C.; Hsiao, Cody Y. L. - 2013
Persistent link: https://www.econbiz.de/10010211772
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Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah; Koop, Gary; Poon, Aubrey - 2019
Persistent link: https://www.econbiz.de/10012223665
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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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Large hybrid time-varying parameter VARs
Chan, Joshua - 2019
Persistent link: https://www.econbiz.de/10012224555
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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - 2020
Persistent link: https://www.econbiz.de/10012225084
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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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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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Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011758202
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Measuring inflation expectations uncertainty using high-frequency data
Chan, Joshua; Song, Yong - 2017
Persistent link: https://www.econbiz.de/10011746886