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Browsing byAuthorChan, JCC

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Showing results 21 to 39 of 39< previous 
Issue DateTitleAuthor(s)
2016-02-01Modeling energy price dynamics: GARCH versus stochastic volatilityChan, JCC; Grant, AL
2014-01-01Modelling breaks and clusters in the steady states of macroeconomic variablesChan, JCC; Koop, G
2013-01-01Moving average stochastic volatility models with application to inflation forecastChan, JCC
2018-02-01A New Model of Inflation, Trend Inflation, and Long-Run Inflation ExpectationsChan, JCC; Clark, TE; Koop, G
2013-04-18A new model of trend inflationChan, JCC; Koop, G; Potter, SM
2017-11-01Nonparametric estimation in economics: Bayesian and frequentist approachesChan, JCC; Henderson, DJ; Parmeter, CF; Tobias, JL
2016-09-01On the observed-data deviance information criterion for volatility modelingChan, JCC; Grant, AL
2015-06-01Pitfalls of estimating the marginal likelihood using the modified harmonic meanChan, JCC; Grant, AL
2015-01-01Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect InstrumentsChan, JCC; Tobias, JL
2011-09-01Rare-event probability estimation with conditional Monte CarloChan, JCC; Kroese, DP
2017-02-01Reconciling output gaps: Unobserved components model and Hodrick–Prescott filterGrant, AL; Chan, JCC
2020-09-01Reducing the state space dimension in a large TVP-VARChan, JCC; Eisenstat, E; Strachan, RW
2019-02-01A regime switching skew-normal model of contagionChan, JCC; Fry-McKibbin, RA; Hsiao, CYL
2018-09-14Specification tests for time-varying parameter models with stochastic volatilityChan, JCC
2021-06-01Speculative bubbles in present-value models: A Bayesian Markov-switching state space approachChan, JCC; Santi, C
2016-11-25Stochastic Model Specification Search for Time-Varying Parameter VARsEisenstat, E; Chan, JCC; Strachan, RW
2017-01-02The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation ModelingChan, JCC
2020-01-01Stochastic volatility models with ARMA innovations: An application to G7 inflation forecastsZhang, B; Chan, JCC; Cross, JL
2012-07-30Time varying dimension modelsChan, JCC; Koop, G; Leon-Gonzalez, R; Strachan, RW
Showing results 21 to 39 of 39< previous