Browsing byAuthorChan, JCC

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Issue DateTitleAuthor(s)
2020-03-02Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiationChan, JCC; Jacobi, L; Zhu, D
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
2017-01-02The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation ModelingChan, JCC
2016-11-25Stochastic Model Specification Search for Time-Varying Parameter VARsEisenstat, E; Chan, JCC; Strachan, RW
2016-09-01On the observed-data deviance information criterion for volatility modelingChan, JCC; Grant, AL
2016-06-01Large Bayesian VARMAsChan, JCC; Eisenstat, E; Koop, G
2016-04-01A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips CurveChan, JCC; Koop, G; Potter, SM
2016-02-01Modeling energy price dynamics: GARCH versus stochastic volatilityChan, JCC; Grant, AL
2016-01-01Fast computation of the deviance information criterion for latent variable modelsChan, JCC; Grant, AL
2015-06-01Pitfalls of estimating the marginal likelihood using the modified harmonic meanChan, JCC; Grant, AL
2015-01-01Marginal Likelihood Estimation with the Cross-Entropy MethodChan, JCC; Eisenstat, E