Concepedia
Statistics
Publications
46
Citations
2.4K
H-Index
29
Active since
2009
Affiliations
Australian National University(Current)
Purdue University West Lafayette
University of Technology Sydney
The University of Queensland
University of Strathclyde
Joshua C. C. Chan is an author at Australian National University specializing in economics, econometrics, and business.
Publications per year
2009–2023
45
Efficient simulation and integrated likelihood estimation in state space models
Joshua C. C. Chan, Ivan Jeliazkov · International Journal of Mathematical Modelling and Numerical Optimisation · 2009 · 308 citations
Computing, Economics, Macroeconomics +16
Modeling energy price dynamics: GARCH versus stochastic volatility
Joshua C. C. Chan, Angelia L. Grant · Energy Economics · 2015 · 202 citations
Business, Economics, Finance +14
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
Joshua C. C. Chan · Journal of Business and Economic Statistics · 2015 · 153 citations
Business, Business Economics, Economics +17
Moving average stochastic volatility models with application to inflation forecast
Joshua C. C. Chan · Journal of Econometrics · 2013 · 141 citations
Business, Economics, Mathematics +14
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
Joshua C. C. Chan, Todd E. Clark, Gary Koop · Journal of money credit and banking · 2018 · 122 citations · Full text
Business, Business Economics, Economics +14
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