Joshua C.C. Chan

Institution: Purdue University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2005

Most Recent: 2025

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	10.76	7.23	1.01	19.00	99%
Last 10 Years	23.55	15.98	1.51	41.04	99%
All Time	29.94	19.00	2.02	50.96	98%

Publication Statistics

Raw Publications 35

Coauthorship-Adjusted Count 38.03

Publications (35)

Year	Article	Journal	Tier	Authors
2025	Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints	Journal of Economic Dynamics and Control	B	4
2024	Large Order-Invariant Bayesian VARs with Stochastic Volatility	Journal of Business & Economic Statistics	A	3
2023	Bayesian State Space Models in Macroeconometrics	Journal of Economic Surveys	C	2
2023	Comparing stochastic volatility specifications for large Bayesian VARs	Journal of Econometrics	A	1
2023	High-dimensional conditionally Gaussian state space models with missing data	Journal of Econometrics	A	3
2023	Large Hybrid Time-Varying Parameter VARs	Journal of Business & Economic Statistics	A	1
2023	An unobserved components model of total factor productivity and the relative price of investment	Macroeconomic Dynamics	C	2
2022	Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility	Journal of Economic Dynamics and Control	B	2
2022	An automated prior robustness analysis in Bayesian model comparison	Journal of Applied Econometrics	B	3
2022	Asymmetric conjugate priors for large Bayesian VARs	Quantitative Economics	B	1
2021	Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach	Journal of Economic Dynamics and Control	B	2
2021	Minnesota-type adaptive hierarchical priors for large Bayesian VARs	International Journal of Forecasting	B	1
2020	Identifying noise shocks	Journal of Economic Dynamics and Control	B	4
2020	Reducing the state space dimension in a large TVP-VAR	Journal of Econometrics	A	3
2020	Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts	International Journal of Forecasting	B	3
2020	Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure	Journal of Business & Economic Statistics	A	1
2020	Composite likelihood methods for large Bayesian VARs with stochastic volatility	Journal of Applied Econometrics	B	4
2018	Comparing hybrid time-varying parameter VARs	Economics Letters	C	2
2018	Invariant Inference and Efficient Computation in the Static Factor Model	Journal of the American Statistical Association	B	3
2018	Bayesian model comparison for time‐varying parameter VARs with stochastic volatility	Journal of Applied Econometrics	B	2
2018	A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations	Journal of Money, Credit, and Banking	B	3
2018	Measuring Inflation Expectations Uncertainty Using High‐Frequency Data	Journal of Money, Credit, and Banking	B	2
2017	Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter	Journal of Economic Dynamics and Control	B	2
2017	The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling	Journal of Business & Economic Statistics	A	1
2017	Efficient estimation of Bayesian VARMAs with time‐varying coefficients	Journal of Applied Econometrics	B	2
2017	A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output	Journal of Money, Credit, and Banking	B	2
2016	Large Bayesian VARMAs	Journal of Econometrics	A	3
2016	Modeling energy price dynamics: GARCH versus stochastic volatility	Energy Economics	A	2
2016	A Bounded Model of Time Variation in Trend Inflation, Nairu and the Phillips Curve	Journal of Applied Econometrics	B	3
2015	Pitfalls of estimating the marginal likelihood using the modified harmonic mean	Economics Letters	C	2
2015	Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments	Journal of Applied Econometrics	B	2
2013	Moving average stochastic volatility models with application to inflation forecast	Journal of Econometrics	A	1
2013	A New Model of Trend Inflation	Journal of Business & Economic Statistics	A	3
2012	Time Varying Dimension Models	Journal of Business & Economic Statistics	A	4
2005	Replication of the results in ‘learning about heterogeneity in returns to schooling’	Journal of Applied Econometrics	B	1