Reducing the state space dimension in a large TVP-VAR von Chan, Joshua C.C., Eisenstat, Eric, Strachan, Rodney W.

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Moving average stochastic volatility models with application to inflation forecast von Chan, Joshua C.C.

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Modeling energy price dynamics: GARCH versus stochastic volatility von Chan, Joshua C.C., Grant, Angelia L.

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A New Model of Trend Inflation von Chan, Joshua C. C., Koop, Gary, Potter, Simon M.

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On the Observed-Data Deviance Information Criterion for Volatility Modeling von Chan, Joshua C. C., Grant, Angelia L.

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A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations von CHAN, JOSHUA C.C., CLARK, TODD E., KOOP, GARY

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BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS von Chan, Joshua C.C., Strachan, Rodney W.

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A Bayesian Model Comparison for Trend-Cycle Decompositions of Output von GRANT, ANGELIA L., CHAN, JOSHUA C.C.

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An unobserved components model of total factor productivity and the relative price of investment von Chan, Joshua C.C., Wemy, Edouard

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Stochastic Model Specification Search for Time-Varying Parameter VARs von Eisenstat, Eric, Chan, Joshua C. C., Strachan, Rodney W.

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Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure von Chan, Joshua C. C.

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Large Bayesian VARMAs von Chan, Joshua C.C., Eisenstat, Eric, Koop, Gary

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Time Varying Dimension Models von Chan, Joshua C.C., Koop, Gary, Leon-Gonzalez, Roberto, Strachan, Rodney W.

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Comparing hybrid time-varying parameter VARs von Chan, Joshua C.C., Eisenstat, Eric

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Revealing parental mosaicism: the hidden answer to the recurrence of apparent de novo variants von Lee, Mianne, Lui, Adrian C Y, Chan, Joshua C K, Doong, Phoenix H L, Kwong, Anna K Y, Mak, Christopher C Y, Li, Raymond H W, Kan, Anita S Y, Chung, Brian H Y

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Marginal Likelihood Estimation with the Cross-Entropy Method von Chan, Joshua C. C., Eisenstat, Eric

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Measuring Inflation Expectations Uncertainty Using High-Frequency Data von CHAN, JOSHUA C.C., SONG, YONG

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Bayesian model comparison for time-varying parameter VARs with stochastic volatility von Chan, Joshua C. C., Eisenstat, Eric

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The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling von Chan, Joshua C. C.

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Minnesota-type adaptive hierarchical priors for large Bayesian VARs von Chan, Joshua C.C.

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