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Joshua C.C. Chan

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Personal Details

First Name:Joshua
Middle Name:C.C.
Last Name:Chan
Suffix:
RePEc Short-ID:pch840
[This author has chosen not to make the email address public]
http://joshuachan.org
Canberra, Australia
http://cama.anu.edu.au/

: +61 2 6125 4442
+61 2 6125 5124
H. W. Arndt Building #25A, The Australian National University, Canberra ACT 2601
RePEc:edi:cmanuau (more details at EDIRC)
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  1. Joshua C.C. Chan & Angelia L. Grant, 2016. "Reconciling output gaps: unobserved components model and Hodrick-Prescott filter," CAMA Working Papers 2016-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Joshua C.C. Chan & Eric Eisenstat, 2015. "Efficient estimation of Bayesian VARMAs with time-varying coefficients," CAMA Working Papers 2015-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Joshua C.C. Chan, 2015. "The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling," CAMA Working Papers 2015-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  4. Joshua C.C. Chan & Angelia L. Grant, 2015. "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers 2015-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Joshua C.C. Chan, 2015. "Large Bayesian VARs: A flexible Kronecker error covariance structure," CAMA Working Papers 2015-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Joshua C.C. Chan & Angelia L. Grant, 2015. "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers 2015-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Joshua C.C. Chan, 2015. "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers 2015-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Chan, Joshua C C & Clark, Todd E. & Koop, Gary, 2015. "A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations," Working Paper 1520, Federal Reserve Bank of Cleveland.
  9. Joshua C.C. Chan & Eric Eisenstat, 2015. "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers 2015-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Joshua C.C. Chan & Angelia L. Grant, 2015. "Modeling energy price dynamics: GARCH versus stochastic volatility," CAMA Working Papers 2015-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  11. Joshua C C Chan & Eric Eisenstat & Gary Koop, 2014. "Large Bayesian VARMAs," Working Papers 1409, University of Strathclyde Business School, Department of Economics.
  12. Joshua C.C. Chan & Rodney Strachan, 2014. "The Zero Lower Bound: Implications for Modelling the Interest Rate," Working Paper Series 42_14, The Rimini Centre for Economic Analysis.
  13. Joshua C.C. Chan & Angelia L. Grant, 2014. "Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion," CAMA Working Papers 2014-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Eric Eisenstat & Joshua C.C. Chan & Rodney W. Strachan, 2014. "Stochastic Model Specification Search for Time-Varying Parameter VARs," CAMA Working Papers 2014-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Joshua C.C. Chan & Angelia L. Grant, 2014. "Fast Computation of the Deviance Information Criterion for Latent Variable Models," CAMA Working Papers 2014-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. Joshua C.C. Chan & Roberto Leon-Gonzalez & Rodney W. Strachan, 2013. "Invariant Inference and Efficient Computation in the Static Factor Model," CAMA Working Papers 2013-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. 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.
  18. Joshua C C Chan & Cody Y L Hsiao, 2013. "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence," CAMA Working Papers 2013-74, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Joshua Chan & Gary Koop & Simon Potter, 2012. "A New Model of Trend Inflation," Working Papers 1202, University of Strathclyde Business School, Department of Economics.
  25. 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.
  26. Chan, Joshua & Eisenstat, Eric, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," MPRA Paper 40051, University Library of Munich, Germany.
  27. 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.
  28. 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.
  1. Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2016. "A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(3), pages 551-565, 04.
  2. Chan, Joshua C.C. & Grant, Angelia L., 2016. "Modeling energy price dynamics: GARCH versus stochastic volatility," Energy Economics, Elsevier, vol. 54(C), pages 182-189.
  3. Chan, Joshua C.C. & Grant, Angelia L., 2016. "Fast computation of the deviance information criterion for latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 847-859.
  4. Chan, Joshua C.C. & Eisenstat, Eric & Koop, Gary, 2016. "Large Bayesian VARMAs," Journal of Econometrics, Elsevier, vol. 192(2), pages 374-390.
  5. Chan, Joshua C.C. & Grant, Angelia L., 2015. "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, vol. 131(C), pages 29-33.
  6. Joshua C. C. Chan & Justin L. Tobias, 2015. "Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 650-674, 06.
  7. Joshua C. C. Chan & Eric Eisenstat, 2015. "Marginal Likelihood Estimation with the Cross-Entropy Method," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 256-285, March.
  8. Chan, Joshua C.C. & Koop, Gary, 2014. "Modelling breaks and clusters in the steady states of macroeconomic variables," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 186-193.
  9. Joshua C. C. Chan & Gary Koop & Simon M. Potter, 2013. "A New Model of Trend Inflation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(1), pages 94-106, January.
  10. Chan, Joshua C.C., 2013. "Moving average stochastic volatility models with application to inflation forecast," Journal of Econometrics, Elsevier, vol. 176(2), pages 162-172.
  11. Joshua C.C. Chan & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2012. "Time Varying Dimension Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 358-367, January.
  12. Joshua Chan & Dirk Kroese, 2011. "Rare-event probability estimation with conditional Monte Carlo," Annals of Operations Research, Springer, vol. 189(1), pages 43-61, September.
  13. 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.
  14. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 38 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (23) 2010-05-29 2011-06-11 2012-03-21 2012-03-28 2012-06-05 2012-06-25 2013-03-02 2013-05-24 2013-06-30 2013-12-06 2014-03-15 2014-10-17 2015-02-28 2015-03-22 2015-03-27 2015-06-13 2015-06-13 2015-08-19 2015-08-25 2015-11-15 2015-11-15 2015-12-08 2016-07-30. Author is listed
  2. NEP-ECM: Econometrics (21) 2010-05-29 2011-06-11 2012-03-08 2012-08-23 2012-11-03 2012-11-03 2013-03-02 2013-05-24 2013-06-30 2013-12-06 2014-02-15 2014-03-15 2014-07-21 2014-10-17 2015-03-22 2015-03-22 2015-03-27 2015-06-13 2015-08-19 2015-11-15 2015-11-15. Author is listed
  3. NEP-FOR: Forecasting (15) 2010-05-29 2011-01-16 2011-06-11 2011-08-22 2012-03-21 2012-06-25 2012-11-03 2013-03-02 2013-06-30 2014-02-15 2015-03-22 2015-03-27 2015-06-13 2015-11-01 2015-11-15. Author is listed
  4. NEP-MAC: Macroeconomics (14) 2012-03-21 2012-06-05 2012-06-25 2012-06-25 2012-11-03 2014-02-15 2014-03-15 2014-10-17 2015-03-22 2015-08-19 2015-08-25 2015-11-01 2015-11-15 2016-07-30. Author is listed
  5. NEP-ORE: Operations Research (14) 2012-07-23 2013-06-30 2013-12-06 2014-02-15 2014-07-21 2014-10-17 2015-03-22 2015-03-22 2015-06-13 2015-06-13 2015-08-19 2015-11-01 2015-11-15 2015-11-15. Author is listed
  6. NEP-CBA: Central Banking (6) 2010-05-29 2012-03-21 2012-06-25 2013-06-30 2015-03-27 2015-11-01. Author is listed
  7. NEP-MON: Monetary Economics (6) 2012-03-21 2012-06-25 2012-11-03 2015-03-22 2015-03-27 2015-11-01. Author is listed
  8. NEP-BAN: Banking (3) 2012-08-23 2013-05-24 2015-03-27
  9. NEP-SOG: Sociology of Economics (2) 2014-02-15 2014-02-15
  10. NEP-CWA: Central & Western Asia (1) 2013-03-02
  11. NEP-ENE: Energy Economics (1) 2015-06-13
  12. NEP-FDG: Financial Development & Growth (1) 2015-08-25
  13. NEP-RMG: Risk Management (1) 2012-08-23
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