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Showing results 24 to 39 of 39
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Issue Date
Title
Author(s)
2018-02-01
A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations
Chan, JCC
;
Clark, TE
;
Koop, G
2013-04-18
A new model of trend inflation
Chan, JCC
;
Koop, G
;
Potter, SM
2017-11-01
Nonparametric estimation in economics: Bayesian and frequentist approaches
Chan, JCC
;
Henderson, DJ
;
Parmeter, CF
;
Tobias, JL
2016-09-01
On the observed-data deviance information criterion for volatility modeling
Chan, JCC
;
Grant, AL
2015-06-01
Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, JCC
;
Grant, AL
2015-01-01
Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments
Chan, JCC
;
Tobias, JL
2011-09-01
Rare-event probability estimation with conditional Monte Carlo
Chan, JCC
;
Kroese, DP
2017-02-01
Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter
Grant, AL
;
Chan, JCC
2020-09-01
Reducing the state space dimension in a large TVP-VAR
Chan, JCC
;
Eisenstat, E
;
Strachan, RW
2019-02-01
A regime switching skew-normal model of contagion
Chan, JCC
;
Fry-McKibbin, RA
;
Hsiao, CYL
2018-09-14
Specification tests for time-varying parameter models with stochastic volatility
Chan, JCC
2021-06-01
Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach
Chan, JCC
;
Santi, C
2016-11-25
Stochastic Model Specification Search for Time-Varying Parameter VARs
Eisenstat, E
;
Chan, JCC
;
Strachan, RW
2017-01-02
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
Chan, JCC
2020-01-01
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts
Zhang, B
;
Chan, JCC
;
Cross, JL
2012-07-30
Time varying dimension models
Chan, JCC
;
Koop, G
;
Leon-Gonzalez, R
;
Strachan, RW