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The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua - 2015
Persistent link: https://www.econbiz.de/10011342445
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A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua; Koop, Gary; Potter, Simon M. - 2014
Persistent link: https://www.econbiz.de/10010244610
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A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua; Koop, Gary; Potter, Simon M. - 2012
Persistent link: https://www.econbiz.de/10009655705
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric; Chan, Joshua; Strachan, Rodney W. - 2014
Persistent link: https://www.econbiz.de/10010348808
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Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua; Grant, Angelia L. - In: Economics letters 131 (2015), pp. 29-33
Persistent link: https://www.econbiz.de/10011422529
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Issues in comparing stochastic volatility models using the deviance information criterion
Chan, Joshua; Grant, Angelia L. - 2014
Persistent link: https://www.econbiz.de/10011341989
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Bayesian model comparison for time-varying parameter VARs with stochastic volatility
Chan, Joshua; Eisenstat, Eric - 2015
Persistent link: https://www.econbiz.de/10011342381
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A Bayesian model comparison for trend-cycle decompositions of output
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342382
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Pitfalls of estimating the marginal likelihood using the modified harmonic mean
Chan, Joshua; Grant, Angelia L. - 2015
Persistent link: https://www.econbiz.de/10011342444
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A bounded model of time variation in trend inflation, NAIRU and the Phillips Curve
Chan, Joshua; Koop, Gary; Potter, Simon M. - In: Journal of applied econometrics 31 (2016) 3, pp. 551-565
Persistent link: https://www.econbiz.de/10011642631