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Joshua C.C. Chan

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This is information that was supplied by Joshua Chan in registering through RePEc. If you are Joshua C.C. Chan , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Joshua
Middle Name: C.C.
Last Name: Chan
Suffix:

RePEc Short-ID: pch840

Email: [This author has chosen not to make the email address public]
Homepage: http://people.anu.edu.au/joshua.chan/
Postal Address:
Phone:

Affiliation

(95%) Research School of Economics
College of Business and Economics
Australian National University
Location: Canberra, Australia
Homepage: http://rse.anu.edu.au/
Email:
Phone: +61 2 6125 3807
Fax: +61 2 6125 0744
Postal: Canberra, ACT 0200
Handle: RePEc:edi:eganuau (more details at EDIRC)
(5%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Location: Canberra, Australia
Homepage: http://cama.anu.edu.au/
Email:
Phone: +61 2 6125 4442
Fax: +61 2 6125 5124
Postal: H. W. Arndt Building #25A, The Australian National University, Canberra ACT 0200
Handle: RePEc:edi:cmanuau (more details at EDIRC)

Works

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Working papers

  1. Joshua C.C. Chan & Eric Eisenstat, 2013. "Gibbs Samplers for VARMA and Its Extensions," ANU Working Papers in Economics and Econometrics 2013-604, Australian National University, College of Business and Economics, School of Economics.
  2. Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013. "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers 2013-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
  4. Joshua C C Chan, 2012. "Moving Average Stochastic Volatility Models with Application to Inflation Forecast," ANU Working Papers in Economics and Econometrics 2012-591, Australian National University, College of Business and Economics, School of Economics.
  5. Chan, Joshua & Eisenstat, Eric, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," MPRA Paper 40051, University Library of Munich, Germany.
  6. Joshua C C Chan & Gary Koop & Simon M Potter, 2012. "A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve," ANU Working Papers in Economics and Econometrics 2012-590, Australian National University, College of Business and Economics, School of Economics.
  7. Tim J. Brereton & Dirk P. Kroese & Joshua C. Chan, 2012. "Monte Carlo Methods for Portfolio Credit Risk," ANU Working Papers in Economics and Econometrics 2012-579, Australian National University, College of Business and Economics, School of Economics.
  8. Joshua C.C. Chan & Justin L. Tobias, 2012. "Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments," ANU Working Papers in Economics and Econometrics 2012-580, Australian National University, College of Business and Economics, School of Economics.
  9. Chan, Joshua & Strachan, Rodney, 2012. "Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods," MPRA Paper 39360, University Library of Munich, Germany.
  10. Gary Koop & Joshua Chan, 2011. "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," Working Papers 1111, University of Strathclyde Business School, Department of Economics.
  11. Joshua C.C. Chan & Garry Koop & Roberto Leon Gonzales & Rodney W. Strachan, 2010. "Time Varying Dimension Models," ANU Working Papers in Economics and Econometrics 2010-523, Australian National University, College of Business and Economics, School of Economics.

Articles

  1. Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, American Statistical Association, vol. 31(1), pages 94-106, January.
  2. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 30(3), pages 358-367, July.
  3. Chan, Joshua C.C. & Kroese, Dirk P., 2010. "Efficient estimation of large portfolio loss probabilities in t-copula models," European Journal of Operational Research, Elsevier, vol. 205(2), pages 361-367, September.
  4. Joshua C. C. Chan, 2005. "Replication of the results in 'learning about heterogeneity in returns to schooling'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 439-443.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-08-23
  2. NEP-CBA: Central Banking (3) 2010-05-29 2012-03-21 2012-06-25
  3. NEP-CWA: Central & Western Asia (1) 2013-03-02
  4. NEP-ECM: Econometrics (6) 2010-05-29 2011-06-11 2012-08-23 2012-11-03 2012-11-03 2013-03-02. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2010-05-29 2011-06-11 2012-03-21 2012-06-05 2012-06-25 2013-03-02. Author is listed
  6. NEP-FOR: Forecasting (7) 2010-05-29 2011-01-16 2011-06-11 2012-03-21 2012-06-25 2012-11-03 2013-03-02. Author is listed
  7. NEP-MAC: Macroeconomics (5) 2012-03-21 2012-06-05 2012-06-25 2012-06-25 2012-11-03. Author is listed
  8. NEP-MON: Monetary Economics (3) 2012-03-21 2012-06-25 2012-11-03
  9. NEP-ORE: Operations Research (1) 2012-07-23
  10. NEP-RMG: Risk Management (1) 2012-08-23

Statistics

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Co-authorship network on CollEc

Corrections

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