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Browsing byAuthorChan, JCC

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Issue DateTitleAuthor(s)
2022-01-01An automated prior robustness analysis in Bayesian model comparisonChan, JCC; Jacobi, L; Zhu, D
2021-07-01Minnesota-type adaptive hierarchical priors for large Bayesian VARsChan, JCC
2021-06-01Speculative bubbles in present-value models: A Bayesian Markov-switching state space approachChan, JCC; Santi, C
2021Bayesian State Space Models In MacroeconometricsChan, JCC; Strachan, RW
2020-09-01Reducing the state space dimension in a large TVP-VARChan, JCC; Eisenstat, E; Strachan, RW
2020-03-02Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiationChan, JCC; Jacobi, L; Zhu, D
2020-01-02Large Bayesian VARs: A Flexible Kronecker Error Covariance StructureChan, JCC
2020-01-01Composite likelihood methods for large Bayesian VARs with stochastic volatilityChan, JCC; Eisenstat, E; Hou, C; Koop, G
2020-01-01Stochastic volatility models with ARMA innovations: An application to G7 inflation forecastsZhang, B; Chan, JCC; Cross, JL
2020-01-01Large Bayesian Vector AutoregressionsChan, JCC
2019-02-01A regime switching skew-normal model of contagionChan, JCC; Fry-McKibbin, RA; Hsiao, CYL
2018-10-01Comparing hybrid time-varying parameter VARsChan, JCC; Eisenstat, E
2018-09-14Specification tests for time-varying parameter models with stochastic volatilityChan, JCC
2018-09-01Measuring Inflation Expectations Uncertainty Using High-Frequency DataChan, JCC; Song, Y
2018-06-01Bayesian model comparison for time-varying parameter VARs with stochastic volatilityChan, JCC; Eisenstat, E
2018-02-01A New Model of Inflation, Trend Inflation, and Long-Run Inflation ExpectationsChan, JCC; Clark, TE; Koop, G
2017-11-01Nonparametric estimation in economics: Bayesian and frequentist approachesChan, JCC; Henderson, DJ; Parmeter, CF; Tobias, JL
2017-11-01Efficient estimation of Bayesian VARMAs with time-varying coefficientsChan, JCC; Eisenstat, E
2017-03-01A Bayesian Model Comparison for Trend-Cycle Decompositions of OutputGrant, AL; Chan, JCC
2017-02-01Reconciling output gaps: Unobserved components model and Hodrick–Prescott filterGrant, AL; Chan, JCC
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