Ching-Wai (Jeremy) Chiu : Citation Profile


Are you Ching-Wai (Jeremy) Chiu?

Bank of England

4

H index

3

i10 index

112

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 16
   Journals where Ching-Wai (Jeremy) Chiu has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 6 (5.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1449
   Updated: 2020-01-25    RAS profile: 2019-07-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

mumtaz, haroon (6)

Cheng, Chak Hung Jack (6)

Pinter, Gabor (6)

Hankins, William (3)

Hacioglu Hoke, Sinem (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ching-Wai (Jeremy) Chiu.

Is cited by:

GUPTA, RANGAN (17)

Wohar, Mark (13)

Marcellino, Massimiliano (13)

Foroni, Claudia (7)

Guérin, Pierre (7)

Lau, Chi Keung (5)

Ricco, Giovanni (4)

Petrella, Ivan (4)

Kilian, Lutz (4)

Baumeister, Christiane (4)

McIntyre, Stuart (4)

Cites to:

bloom, nicholas (16)

Davis, Steven (11)

Baker, Scott (11)

Giannone, Domenico (11)

Zha, Tao (10)

mumtaz, haroon (9)

Sims, Christopher (9)

Reichlin, Lucrezia (9)

Zakrajšek, Egon (8)

Azzimonti, Marina (8)

Castelnuovo, Efrem (8)

Main data


Where Ching-Wai (Jeremy) Chiu has published?


Recent works citing Ching-Wai (Jeremy) Chiu (2018 and 2017)


YearTitle of citing document
2018A mixed-frequency Bayesian vector autoregression with a steady-state prior. (2018). Yang, Yukai ; Ankargren, Sebastian ; Unosson, Mns. In: CREATES Research Papers. RePEc:aah:create:2018-32.

Full description at Econpapers || Download paper

2018Predicting crypto-currencies using sparse non-Gaussian state space models. (2018). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O ; Hotz-Behofsits, Christian. In: Papers. RePEc:arx:papers:1801.06373.

Full description at Econpapers || Download paper

2018Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows. (2018). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:1802.00793.

Full description at Econpapers || Download paper

2019A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2018Asymmetric Risks to the Economic Outlook Arising from Financial System Vulnerabilities. (2018). Duprey, Thibaut. In: Staff Analytical Notes. RePEc:bca:bocsan:18-6.

Full description at Econpapers || Download paper

2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

Full description at Econpapers || Download paper

2019Forecasting with instabilities: an application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1234_19.

Full description at Econpapers || Download paper

2018Effectiveness of unconventional monetary policies in a low interest rate environment. (2018). Filardo, Andrew ; Nakajima, Jouchi. In: BIS Working Papers. RePEc:bis:biswps:691.

Full description at Econpapers || Download paper

2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

Full description at Econpapers || Download paper

2017Uncertainty-driven Business Cycles: Assessing the Markup Channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6303.

Full description at Econpapers || Download paper

2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

Full description at Econpapers || Download paper

2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

Full description at Econpapers || Download paper

2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

Full description at Econpapers || Download paper

2017Uncertainty-driven business cycles: assessing the markup channel. (2017). Pfeifer, Johannes ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11745.

Full description at Econpapers || Download paper

2019Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh. In: DNB Working Papers. RePEc:dnb:dnbwpp:626.

Full description at Econpapers || Download paper

2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206.

Full description at Econpapers || Download paper

2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

Full description at Econpapers || Download paper

2017Rare shocks vs. non-linearities: What drives extreme events in the economy? Some empirical evidence. (2017). Franta, Michal. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:136-157.

Full description at Econpapers || Download paper

2018Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆. (2018). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:87-96.

Full description at Econpapers || Download paper

2017Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility. (2017). Dimitrakopoulos, Stefanos . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:10-14.

Full description at Econpapers || Download paper

2018The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach. (2018). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:131-136.

Full description at Econpapers || Download paper

2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

Full description at Econpapers || Download paper

2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

Full description at Econpapers || Download paper

2018Current account dynamics and the housing cycle in Spain. (2018). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian K ; Maas, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:22-43.

Full description at Econpapers || Download paper

2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

Full description at Econpapers || Download paper

2019Forecasting with instabilities: An application to DSGE models with financial frictions. (2019). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:11.

Full description at Econpapers || Download paper

2019Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587.

Full description at Econpapers || Download paper

2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

Full description at Econpapers || Download paper

2019Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19.

Full description at Econpapers || Download paper

2019An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45.

Full description at Econpapers || Download paper

2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

Full description at Econpapers || Download paper

2018Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2018). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:171501.

Full description at Econpapers || Download paper

2018Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

Full description at Econpapers || Download paper

2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

Full description at Econpapers || Download paper

2019The Macroeconomic Drivers for Household Deposits Growth in the Eurozone. (2019). Socol, Adela ; Corovei, Emilia Anuta. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:3:p:144-151.

Full description at Econpapers || Download paper

2019Does monetary policy affect income inequality in the euro area?. (2019). Samarina, Anna ; Nguyen, Anh. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:61.

Full description at Econpapers || Download paper

2018Does financial market volatility influence the real economy?. (2018). de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2018:m:december:i:iv:p:107-124.

Full description at Econpapers || Download paper

2018UK Regional Nowcasting using a Mixed Frequency Vector Autoregressive Model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-07.

Full description at Econpapers || Download paper

2018Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2018-14.

Full description at Econpapers || Download paper

2017Diving in the deep end of domestic deposits. (2017). Armstrong, Jed ; Mulligan, Nicholas. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2017/05.

Full description at Econpapers || Download paper

2019The relationship between insurance and banking sectors: does financial structure matter?. (2019). Lee, Chien-Chiang ; Liu, Guan-Chun . In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:44:y:2019:i:4:d:10.1057_s41288-019-00135-9.

Full description at Econpapers || Download paper

2018Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; Götz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746.

Full description at Econpapers || Download paper

2018Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925.

Full description at Econpapers || Download paper

2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

Full description at Econpapers || Download paper

2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201742.

Full description at Econpapers || Download paper

2017Does Partisan Conflict Predict a Reduction in US Stock Market (Realized) Volatility? Evidence from a Quantile-on-Quantile Regression Model. (2017). Wohar, Mark ; Selmi, Refk ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201744.

Full description at Econpapers || Download paper

2018The Impact of US Uncertainty Shocks on a Panel of Advanced and Emerging Market Economies: The Role of Exchange Rate, Trade and Financial Channels. (2018). Wohar, Mark ; Olasehinde-Williams, Godwin ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201857.

Full description at Econpapers || Download paper

2018Multivariate Stochastic Volatility with Co-Heteroscedasticity. (2018). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Doucet, Arnaud. In: Working Paper series. RePEc:rim:rimwps:18-38.

Full description at Econpapers || Download paper

2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

Full description at Econpapers || Download paper

2018UK regional nowcasting using a mixed frequency vector autoregressive model. (2018). Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:str:wpaper:1805.

Full description at Econpapers || Download paper

2017U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict. (2017). Wohar, Mark ; Miller, Stephen ; Lau, Chi Keung ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2017-10.

Full description at Econpapers || Download paper

2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

Full description at Econpapers || Download paper

2019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

Full description at Econpapers || Download paper

2018Mixed frequency models with MA components. (2018). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Discussion Papers. RePEc:zbw:bubdps:022018.

Full description at Econpapers || Download paper

2019The Impact of Uncertainty and Financial Shocks in Recessions and Booms. (2019). Salzmann, Leonard. In: EconStor Preprints. RePEc:zbw:esprep:206691.

Full description at Econpapers || Download paper

Works by Ching-Wai (Jeremy) Chiu:


YearTitleTypeCited
2015Forecasting with VAR models: fat tails and stochastic volatility In: Bank of England working papers.
[Full Text][Citation analysis]
paper20
2017Forecasting with VAR models: Fat tails and stochastic volatility.(2017) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility.(2015) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2015The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation In: Bank of England working papers.
[Full Text][Citation analysis]
paper2
2018The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation.(2018) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2016Financial market volatility, macroeconomic fundamentals and investor sentiment In: Bank of England working papers.
[Full Text][Citation analysis]
paper3
2016Macroeconomic tail events with non-linear Bayesian VARs In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2016Nonlinearities of mortgage spreads over the business cycles In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2016Does partisan conflict impact the cash holdings of firms? A sign restrictions approach In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2017A financial stress index for the United Kingdom In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2018A new approach for detecting shifts in forecast accuracy In: Bank of England working papers.
[Full Text][Citation analysis]
paper0
2016VAR Models with Non-Gaussian Shocks In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2016VAR models with non-Gaussian shocks.(2016) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
0000VAR Models with Non-Gaussian Shocks.(0000) In: CReMFi Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018How important are global geopolitical risks to emerging countries? In: International Economics.
[Full Text][Citation analysis]
article1
2018How important are global geopolitical risks to emerging countries?.(2018) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Does US partisan conflict matter for the Euro area? In: Economics Letters.
[Full Text][Citation analysis]
article15
2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2011Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach In: Research Working Paper.
[Full Text][Citation analysis]
paper57
2015Bayesian Mixed Frequency VARs.(2015) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
article
2014Fat-tails in VAR Models In: Working Papers.
[Full Text][Citation analysis]
paper8
2014A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States In: Applied Economics Letters.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2020. Contact: CitEc Team