Joshua C.C. Chan : Citation Profile


Are you Joshua C.C. Chan?

University of Technology Sydney (97% share)
Australian National University (3% share)

8

H index

5

i10 index

149

Citations

RESEARCH PRODUCTION:

17

Articles

46

Papers

RESEARCH ACTIVITY:

   12 years (2005 - 2017). See details.
   Cites by year: 12
   Journals where Joshua C.C. Chan has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 34 (18.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch840
   Updated: 2017-04-29    RAS profile: 2017-04-27    
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Relations with other researchers


Works with:

Koop, Gary (15)

Grant, Angelia (12)

Strachan, Rodney (8)

Potter, Simon (8)

Eisenstat, Eric (7)

Hsiao, Cody Yu-Ling (2)

Leon-Gonzalez, Roberto (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Joshua C.C. Chan.

Is cited by:

Korobilis, Dimitris (15)

Petrella, Ivan (9)

Strachan, Rodney (7)

Koop, Gary (7)

Eisenstat, Eric (7)

Delle Monache, Davide (7)

Pettenuzzo, Davide (6)

Clark, Todd (4)

Catania, Leopoldo (4)

Wong, Benjamin (4)

Marcellino, Massimiliano (3)

Cites to:

Koop, Gary (78)

Strachan, Rodney (32)

Korobilis, Dimitris (31)

Grant, Angelia (21)

Eisenstat, Eric (18)

McCausland, William (16)

Leon-Gonzalez, Roberto (16)

Geweke, John (16)

Clark, Todd (16)

Potter, Simon (15)

Cogley, Timothy (11)

Main data


Where Joshua C.C. Chan has published?


Journals with more than one article published# docs
Econometric Reviews2
Journal of Applied Econometrics2
Journal of Business & Economic Statistics2
Computational Statistics & Data Analysis2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper Series / The Rimini Centre for Economic Analysis5
Working Papers / University of Strathclyde Business School, Department of Economics4
MPRA Paper / University Library of Munich, Germany3
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)3

Recent works citing Joshua C.C. Chan (2017 and 2016)


YearTitle of citing document
2016Data-Driven Inference on Sign Restrictions in Bayesian Structural Vector Autoregression. (2016). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2016-04.

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2016State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-632.

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2016Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima . In: Papers. RePEc:arx:papers:1605.00230.

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2017Cohort effects in mortality modelling: a Bayesian state-space approach. (2017). Fung, Man Chung ; Shevchenko, Pavel V ; Peters, Gareth W. In: Papers. RePEc:arx:papers:1703.08282.

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2016Measuring Uncertainty and Its Impact on the Economy. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1639.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603.

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2016Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1052_16.

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2016Does the volatility of commodity prices reflect macroeconomic uncertainty ?. (2016). Razafindrabe, Tovonony ; Mignon, Valérie ; Joets, M. In: Working papers. RePEc:bfr:banfra:607.

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2016Intuitive and reliable estimates of the output gap from a Beveridge-Nelson filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: BIS Working Papers. RePEc:bis:biswps:584.

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2016Adaptive models and heavy tails. (2016). Petrella, Ivan ; Delle Monache, Davide. In: Bank of England working papers. RePEc:boe:boeewp:0577.

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2016Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:204.

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2016Identifying conventional and unconventional monetary policy shocks: a latent threshold approach. (2016). Kimura, Takeshi ; Takeshi, Kimura ; Jouchi, Nakajima . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:1:p:277-300:n:11.

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2016Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2016). Nima, Nonejad . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:1:p:55-90:n:2.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:brd:wpaper:103.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:brd:wpaper:103r.

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2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2016). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5759.

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2016VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609.

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2016Adaptive state space models with applications to the business cycle and financial stress. (2016). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11599.

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2016Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits. (2016). Errais, Eymen ; Bahri, Dhikra . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:1:errais.

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2016Natural interest rate in Brazil: further evidence frThe main objective of this study is to estimate the natural interest rate for Brazil using a parsimonious AR-trend-bound model proposed by Chan, Koo. (2016). Palma, Andreza A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00116.

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2016The BEAR toolbox. (2016). van Roye, Björn ; Dieppe, Alistair ; Legrand, Romain . In: Working Paper Series. RePEc:ecb:ecbwps:20161934.

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2016An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161966.

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2017Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area. (2017). Gross, Marco ; Semmler, Willi . In: Working Paper Series. RePEc:ecb:ecbwps:20172004.

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2016Testing for time variation in an unobserved components model for the U.S. economy. (2016). Vierke, Hauke ; Everaert, Gerdie ; Berger, Tino . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:179-208.

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2016Trend inflation, firms backward-looking behavior, and inflation gap persistence. (2016). Kim, In Su ; Yie, Myung-Soo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:116-125.

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2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51.

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2017Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408.

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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.

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2016Bayesian analysis of static and dynamic factor models: An ex-post approach towards the rotation problem. (2016). Boysen-Hogrefe, Jens ; Assmann, Christian ; Pape, Markus . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:190-206.

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2016An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227.

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2016Efficient estimation of unconditional capital by Monte Carlo simulation. (2016). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:75-84.

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2017Adaptive models and heavy tails with an application to inflation forecasting. (2017). Petrella, Ivan ; delle Monache, Davide . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:482-501.

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2016Forecasting exchange rates under parameter and model uncertainty. (2016). Beckmann, Joscha ; Schussler, Rainer . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:267-288.

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2017The G7 business cycle in a globalized world. (2017). Carstensen, K ; Salzmann, L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:134-161.

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2016Large Vector Autoregressions with Stochastic Volatility and Flexible Priors. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1617.

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2016The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting. (2016). Koenig, Evan ; Kishor, N. In: Working Papers. RePEc:fip:feddwp:1613.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:gla:glaewp:2016_09.

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2016Testing an Interpretation of Core Inflation Measures in New Zealand. (2016). Wong, Benjamin ; Kamber, Gunes. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2016/06.

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2016Policy Regimes and the Shape of the Phillips Curve in Australia. (2016). Mallick, Debdulal. In: MPRA Paper. RePEc:pra:mprapa:71082.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: MPRA Paper. RePEc:pra:mprapa:75424.

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2017Data Revisions and Real-time Probabilistic Forecasting of Macroeconomic Variables. (2017). Galvão, Ana ; Clements, Michael ; Galvao, Ana Beatriz . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2017-01.

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2016Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter. (2016). Wong, Benjamin ; Morley, James ; Kamber, Gunes. In: Discussion Papers. RePEc:swe:wpaper:2016-09.

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2016Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models. (2016). Lucas, André ; Koopman, Siem Jan ; André Lucas, ; Hoogerheide, Lennart ; István Barra, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140118.

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2016Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2016). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu. In: Working papers. RePEc:uct:uconnp:2016-12.

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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp235.

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2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; delle Monache, Davide . In: EMF Research Papers. RePEc:wrk:wrkemf:13.

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Works by Joshua C.C. Chan:


YearTitleTypeCited
2010Time Varying Dimension Models In: ANU Working Papers in Economics and Econometrics.
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2010Time Varying Dimension Models.(2010) In: SIRE Discussion Papers.
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2011Time Varying Dimension Models.(2011) In: CAMA Working Papers.
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2010Time Varying Dimension Models.(2010) In: Working Paper Series.
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2011Time Varying Dimension Models.(2011) In: Working Papers.
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2012Time Varying Dimension Models.(2012) In: Journal of Business & Economic Statistics.
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2012Monte Carlo Methods for Portfolio Credit Risk In: ANU Working Papers in Economics and Econometrics.
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2012Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments In: ANU Working Papers in Economics and Econometrics.
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2015Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments.(2015) In: Journal of Applied Econometrics.
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2012A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve In: ANU Working Papers in Economics and Econometrics.
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2014A Bounded Model of Time Variation in Trend Inflation, NAIRU and the Phillips Curve.(2014) In: CAMA Working Papers.
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2016A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve.(2016) In: Journal of Applied Econometrics.
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2012Moving Average Stochastic Volatility Models with Application to Inflation Forecast In: ANU Working Papers in Economics and Econometrics.
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2013Moving average stochastic volatility models with application to inflation forecast.(2013) In: Journal of Econometrics.
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2013Moving Average Stochastic Volatility Models with Application to Inflation Forecast.(2013) In: CAMA Working Papers.
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2013Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables In: ANU Working Papers in Economics and Econometrics.
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2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: SIRE Discussion Papers.
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2014Modelling breaks and clusters in the steady states of macroeconomic variables.(2014) In: Computational Statistics & Data Analysis.
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2012MODELLING BREAKS AND CLUSTERS IN THE STEADY STATES OF MACROECONOMIC VARIABLES.(2012) In: CAMA Working Papers.
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2011Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables.(2011) In: Working Papers.
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2013Gibbs Samplers for VARMA and Its Extensions In: ANU Working Papers in Economics and Econometrics.
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2012A New Model Of Trend Inflation In: SIRE Discussion Papers.
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2012A New Model of Trend Inflation.(2012) In: CAMA Working Papers.
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2012A new model of trend inflation.(2012) In: MPRA Paper.
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2012A New Model of Trend Inflation.(2012) In: Working Papers.
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2013A New Model of Trend Inflation.(2013) In: Journal of Business & Economic Statistics.
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2016Fast computation of the deviance information criterion for latent variable models In: Computational Statistics & Data Analysis.
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2014Fast Computation of the Deviance Information Criterion for Latent Variable Models.(2014) In: CAMA Working Papers.
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2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter In: Journal of Economic Dynamics and Control.
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2016Reconciling output gaps: unobserved components model and Hodrick-Prescott filter.(2016) In: CAMA Working Papers.
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2015Pitfalls of estimating the marginal likelihood using the modified harmonic mean In: Economics Letters.
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2015Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean.(2015) In: CAMA Working Papers.
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2016Large Bayesian VARMAs In: Journal of Econometrics.
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2015Large Bayesian VARMAs.(2015) In: Working Paper Series.
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2014Large Bayesian VARMAs.(2014) In: Working Paper Series.
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2014Large Bayesian VARMAs.(2014) In: Working Papers.
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2010Efficient estimation of large portfolio loss probabilities in t-copula models In: European Journal of Operational Research.
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2016Modeling energy price dynamics: GARCH versus stochastic volatility In: Energy Economics.
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2015Modeling energy price dynamics: GARCH versus stochastic volatility.(2015) In: CAMA Working Papers.
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2012Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods In: CAMA Working Papers.
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2012Estimation in Non-Linear Non-Gaussian State Space Models with Precision-Based Methods.(2012) In: MPRA Paper.
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2012Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers.
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2012Marginal Likelihood Estimation with the Cross-Entropy Method.(2012) In: MPRA Paper.
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2015Marginal Likelihood Estimation with the Cross-Entropy Method.(2015) In: Econometric Reviews.
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2013A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers.
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2013Invariant Inference and Efficient Computation in the Static Factor Model In: CAMA Working Papers.
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2013Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence In: CAMA Working Papers.
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2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
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2014Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper Series.
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2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
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2014Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion In: CAMA Working Papers.
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2015The Stochastic Volatility in Mean Model with Time-Varying Parameters: An Application to Inflation Modeling In: CAMA Working Papers.
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2015Efficient estimation of Bayesian VARMAs with time-varying coefficients In: CAMA Working Papers.
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2015A Bayesian model comparison for trend-cycle decompositions of output In: CAMA Working Papers.
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2015Bayesian model comparison for time-varying parameter VARs with stochastic volatility In: CAMA Working Papers.
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2015Large Bayesian VARs: A flexible Kronecker error covariance structure In: CAMA Working Papers.
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2015Specification tests for time-varying parameter models with stochastic volatility In: CAMA Working Papers.
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2017Measuring the output gap using stochastic model specification search In: CAMA Working Papers.
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2015A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations In: Working Paper.
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2005Replication of the results in learning about heterogeneity in returns to schooling In: Journal of Applied Econometrics.
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2016On the Observed-Data Deviance Information Criterion for Volatility Modeling In: Journal of Financial Econometrics.
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2014The Zero Lower Bound: Implications for Modelling the Interest Rate In: Working Paper Series.
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2011Rare-event probability estimation with conditional Monte Carlo In: Annals of Operations Research.
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