Joshua C. C. Chan
Economics and Econometrics · with Koop · 2012–2021
A researcher in the Science corpus: 8 papers; trusts 69 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 99 citations into it; #10,565 of 23,481 by trust here, #14,051 by citations
- Finance — 32 citations into it; #5,195 of 10,518 by trust here, #7,251 by citations
- Statistics and Probability — 23 citations into it; #10,759 of 12,932 by trust here, #12,077 by citations
- Artificial Intelligence — 15 citations into it
- Management Science and Operations Research — 13 citations into it; #8,939 of 11,946 by trust here, #8,906 by citations
- Statistical and Nonlinear Physics — 6 citations into it
- Renewable Energy, Sustainability and the Environment — 5 citations into it; #2,875 of 5,212 by trust here, #5,046 by citations
Whom Joshua C. C. Chan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Timothy Cogley
- Gary Koop
- Giorgio E. Primiceri
- Todd E. Clark
- Håvard Rue
- Dirk P. Kroese
- J. Durbin
- Perry Sadorsky
- Thomas J. Sargent
- Reuven Y. Rubinstein
Who trusts Joshua C. C. Chan overall
- Yue‐Jun Zhang
- V. Erokhin
- Todd Clark
- Gary Koop
- Jin-li Wang
- Eric Eisenstat
- Tianming Gao
- Rodney W. Strachan
- Marek Jarociński
Papers from Joshua C. C. Chan's perspective
Ordered by how strongly the researchers Joshua C. C. Chan trusts endorse each paper. Same corpus, a different order for every researcher.
- Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
- Why Has U.S. Inflation Become Harder to Forecast
- Large Bayesian vector auto regressions
- Generalized autoregressive conditional heteroskedasticity
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Shocks and Frictions in Us Business Cycles: A Bayesian DSGE Approach (Social Science Research Network)
- Estimating the Dimension of a Model
- MACROECONOMICS AND REALITY
- Forecasting with Medium and Large Bayesian VARs
- Has Monetary Policy Become More Effective? (Review of Economics and Statistics)
Their papers
- Modeling energy price dynamics: GARCH versus stochastic volatility (2016) — 178 citations
- The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (2017) — 156 citations
- A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations (2015) — 121 citations
- Bayesian Model Comparison for Time-Varying Parameter VARs with Stochastic Volatility (2018) — 193 citations
- Large Order-Invariant Bayesian VARs with Stochastic Volatility (2021) — 57 citations
- Reducing the state space dimension in a large TVP-VAR (2020) — 69 citations
- Reconciling Output Gaps: Unobserved Components Model and Hodrick-Prescott Filter (2017) — 47 citations
- Time Varying Dimension Models (2012) — 82 citations