Browsing by Author Chan, JCC

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Issue DateTitleAuthor(s)
1-Jun-2018Bayesian model comparison for time-varying parameter VARs with stochastic volatilityChan, JCC; Eisenstat, E
1-Mar-2017A Bayesian Model Comparison for Trend-Cycle Decompositions of OutputGrant, AL; Chan, JCC
1-Apr-2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips CurveChan, JCC; Koop, G; Potter, SM
1-Oct-2018Comparing hybrid time-varying parameter VARsChan, JCC; Eisenstat, E
1-Jan-2011A comparison of cross-entropy and variance minimization strategiesChan, JCC; Glynn, PW; Kroese, DP
1-Nov-2017Efficient estimation of Bayesian VARMAs with time-varying coefficientsChan, JCC; Eisenstat, E
29-Sep-2014Estimation of Stochastic Volatility Models with Heavy Tails and Serial DependenceChan, JCC; Hsiao, CYL
1-Jan-2016Fast computation of the deviance information criterion for latent variable modelsChan, JCC; Grant, AL
1-Dec-2011Fitting mixture importance sampling distributions via improved cross-entropyBrereton, TJ; Chan, JCC; Kroese, DP
1-Sep-2012Improved cross-entropy method for estimationChan, JCC; Kroese, DP
1-Jun-2016Large Bayesian VARMAsChan, JCC; Eisenstat, E; Koop, G
1-Jan-2015Marginal Likelihood Estimation with the Cross-Entropy MethodChan, JCC; Eisenstat, E
1-Sep-2018Measuring Inflation Expectations Uncertainty Using High-Frequency DataChan, JCC; Song, Y
1-Feb-2016Modeling energy price dynamics: GARCH versus stochastic volatilityChan, JCC; Grant, AL
1-Jan-2014Modelling breaks and clusters in the steady states of macroeconomic variablesChan, JCC; Koop, G
1-Jan-2013Moving average stochastic volatility models with application to inflation forecastChan, JCC
1-Feb-2018A New Model of Inflation, Trend Inflation, and Long-Run Inflation ExpectationsChan, JCC; Clark, TE; Koop, G
18-Apr-2013A new model of trend inflationChan, JCC; Koop, G; Potter, SM
1-Nov-2017Nonparametric estimation in economics: Bayesian and frequentist approachesChan, JCC; Henderson, DJ; Parmeter, CF; Tobias, JL
1-Sep-2016On the observed-data deviance information criterion for volatility modelingChan, JCC; Grant, AL