The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling

By Joshua C. C. Chan. 2017

156 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/60ead44cabcb449313219cc185b1c6d8180d5ccd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Demography

1. Gary Koop
2. Todd Clark
3. Joshua C. C. Chan

In Economics and Econometrics

1. Joshua C. C. Chan
2. Gary Koop
3. Todd Clark
4. Dimitris Korobilis
5. Eric Eisenstat
6. David Gabauer
7. Todd E. Clark
8. Nikolaos Antonakakis

In Finance

1. Gary Koop
2. Todd Clark
3. Joshua C. C. Chan
4. David Gabauer
5. Nikolaos Antonakakis

Citations in the corpus

• A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations (2015, methodology): “We follow a similar approach, but use a direct method based on band matrix routines as in Chan (2015).”
• Measuring Uncertainty and Its Impact on the Economy (2016, unknown): “Koopman and Uspensky (2002) and Chan (2017) introduce univariate stochastic volatility-in-mean models.”