Browsing by Author Chan, JCC

Showing results 1 to 20 of 28  next >
Issue DateTitleAuthor(s)
1-Oct-2018Comparing hybrid time-varying parameter VARsChan, JCC; Eisenstat, E
14-Sep-2018Specification tests for time-varying parameter models with stochastic volatilityChan, JCC
1-Sep-2018Measuring Inflation Expectations Uncertainty Using High-Frequency DataChan, JCC; Song, Y
1-Jun-2018Bayesian model comparison for time-varying parameter VARs with stochastic volatilityChan, JCC; Eisenstat, E
1-Feb-2018A New Model of Inflation, Trend Inflation, and Long-Run Inflation ExpectationsChan, JCC; Clark, TE; Koop, G
1-Nov-2017Efficient estimation of Bayesian VARMAs with time-varying coefficientsChan, JCC; Eisenstat, E
1-Nov-2017Nonparametric estimation in economics: Bayesian and frequentist approachesChan, JCC; Henderson, DJ; Parmeter, CF; Tobias, JL
1-Mar-2017A Bayesian Model Comparison for Trend-Cycle Decompositions of OutputGrant, AL; Chan, JCC
1-Feb-2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filterGrant, AL; Chan, JCC
2-Jan-2017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation ModelingChan, JCC
25-Nov-2016Stochastic Model Specification Search for Time-Varying Parameter VARsEisenstat, E; Chan, JCC; Strachan, RW
1-Sep-2016On the observed-data deviance information criterion for volatility modelingChan, JCC; Grant, AL
1-Jun-2016Large Bayesian VARMAsChan, JCC; Eisenstat, E; Koop, G
1-Apr-2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips CurveChan, JCC; Koop, G; Potter, SM
1-Feb-2016Modeling energy price dynamics: GARCH versus stochastic volatilityChan, JCC; Grant, AL
1-Jan-2016Fast computation of the deviance information criterion for latent variable modelsChan, JCC; Grant, AL
1-Jun-2015Pitfalls of estimating the marginal likelihood using the modified harmonic meanChan, JCC; Grant, AL
1-Jan-2015Marginal Likelihood Estimation with the Cross-Entropy MethodChan, JCC; Eisenstat, E
1-Jan-2015Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect InstrumentsChan, JCC; Tobias, JL
29-Sep-2014Estimation of Stochastic Volatility Models with Heavy Tails and Serial DependenceChan, JCC; Hsiao, CYL