Scholar
Joshua Chan
Google Scholar ID: FiehTJcAAAAJ
Professor of Economics, Purdue University
Bayesian econometrics
macroeconometrics
time-series
Follow
Homepage
↗
Google Scholar
↗
Citations & Impact
All-time
Citations
3,245
H-index
34
i10-index
54
Publications
20
Co-authors
32
list available
Contact
CV
Open ↗
Resume
Background
Professor of Economics and Olson Chair at Purdue University
Research focuses on high-dimensional time-series models, especially stochastic volatility models
Interested in large Bayesian VARs, efficient estimation, and model comparison methods
Key applications include trend inflation and output gap estimation
Previously held positions at Australian National University, University of Queensland, and University of Technology Sydney
Elected Fellow of the International Association for Applied Econometrics
Associate Editor for Journal of Business and Economic Statistics, Journal of Applied Econometrics, and Stochastic Models
Served as Chair of the Economics, Finance and Business Section of the International Society for Bayesian Analysis
Co-authors
6 total
Gary Koop
Professor of Economics, University of Strathclyde
Dirk P Kroese
Emeritus Professor of Mathematics and Statistics, The University of Queensland
Dan Zhu
Monash University
Aubrey Poon
School of Economics, University of Kent
Todd Clark
Johns Hopkins University and Federal Reserve Bank of Cleveland
Andrea Carriero
Professor of Economics, Queen Mary Univeristy of London