Joshua Chan

Research School of Economics

Position: School Visitor
Phone: +61 2 612 57358
Office: Room 2109, Copland Bld (24)
CV: CV (.PDF, 67KB)

 Joshua Chan


Discovery Early Career Researcher Award, The Australian Research Council, “New approaches to estimating nonlinear time-varying macroeconometric models”, 2015- 2017


Selected Publications

Chan, J.C.C, Eisenstat, E. and Koop, G. (2016). Large Bayesian VARMAs, Journal of Econometrics, 192(2), 374-390.

Chan,  J.C.C. (2016). The Stochastic Volatility in Mean Model with Time-Varying Parameters:  An  Application  to  In ation  Modeling. Journal of Business and Economic Statistics, forthcoming.

Kroese,  D.P. and Chan, J.C.C. (2014). Statistical Modeling and Computation, Springer, New York. [Amazon]

Chan, J.C.C. (2013). Moving Average Stochastic Volatility Models with Application to Inflation Forecast, Journal of Econometrics, 176(2), 162-172.

Chan, J.C.C., Koop, G., Potter, S.M. (2013). A New Model of Trend Inflation, Journal of Business and Economic Statistics, 31(1), 94-106.

Chan, J.C.C., Koop, G., Leon-Gonzalez, R. and Strachan, R.  (2012). Time Varying Dimension Models, Journal of Business and Economic Statistics, 30(3), 358-367.

Updated:   21 July 2014 / Responsible Officer:  CBE Communications and Outreach / Page Contact:  College Web Team