Joshua Chan

Professor

Purdue University

United States

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Articles (10)

Year:

2023

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2023

Year:

2023

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2023

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2023

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2023

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2022

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2022

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2022

Year:

2020

Collaborators (7)

Dan Zhu

MONASH UNIVERSITY

AUSTRALIA

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Eric Eisenstat

Associate Professor

University of Queensland

AUSTRALIA

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Aubrey Poon

SWEDEN

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Gary Koop

University Of Strathclyde

UNITED KINGDOM

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Rodney Strachan

Professor of Econometrics

University of Queensland

AUSTRALIA

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Massimiliano Marcellino

ITALY

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Liana Jacobi

Associate Professor

University of Melbourne

AUSTRALIA

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Joshua Chan

Research Interests

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Articles (10)

BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS

High-dimensional conditionally Gaussian state space models with missing data

Large Order-Invariant Bayesian VARs with Stochastic Volatility

Comparing stochastic volatility specifications for large Bayesian VARs

Large Hybrid Time-Varying Parameter VARs

An unobserved components model of total factor productivity and the relative price of investment

An automated prior robustness analysis in Bayesian model comparison

Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility

Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154]

Composite likelihood methods for large Bayesian VARs with stochastic volatility

Collaborators (7)

Dan Zhu

Eric Eisenstat

Aubrey Poon

Gary Koop

Rodney Strachan

Massimiliano Marcellino

Liana Jacobi

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