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A new model of inflation, trend inflation, and long-run inflation expectations
Chan, Joshua; Clark, Todd E.; Koop, Gary - 2015
Persistent link: https://www.econbiz.de/10011386660
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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo; Chan, Joshua; Cross, Jamie - In: International journal of forecasting 36 (2020) 4, pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
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Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua - In: International journal of forecasting 37 (2021) 3, pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
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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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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
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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua; Yu, Xuewen - 2020
Persistent link: https://www.econbiz.de/10012542396