LabCompass

Joshua C. C. Chan

Economics, Econometrics and Finance · Purdue University West Lafayette

OpenAlex ORCID
Established · publishing since 1994
Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityStatistical Methods and InferenceForecasting Techniques and Applications

Publications

210

Citations

3,192

Est. group size

—

Recurring co-author estimate

Active years

33

Publishing since 1994

Research summary
AI-generated

Joshua C. C. Chan works in econometrics, developing and applying Bayesian statistical methods for macroeconomic and financial forecasting. His recent work focuses on large-scale vector autoregression (VAR) models, mixed-frequency data models for nowcasting economic indicators like GDP, and general statistical/computational methods for time series analysis. This research helps economists build more accurate models for predicting things like inflation, GDP growth, and financial market conditions.

Bayesian econometricsLarge-scale time series models (Bayesian VARs)Macroeconomic forecasting and nowcastingStatistical computation and inference methodsMixed-frequency and state-space modeling

Publication output has fluctuated over the last decade, with a peak in 2019, a slowdown around 2023, and a resurgence in 2025, averaging about 9 publications per year over the last five years.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 9.0/year recently
2017: 7 publications172018: 17 publications182019: 32 publications32192020: 8 publications202021: 10 publications212022: 10 publications222023: 5 publications232024: 9 publications242025: 19 publications252026: 2 publications26
Recent publications
Publishes in
  • Cambridge University Press eBooks×22
  • SSRN Electronic Journal×22
  • Springer texts in statistics×14
  • arXiv (Cornell University)×14
  • Journal of Econometrics×8
Similar researchers
By research-topic overlap
  • Kun Ho Kim

    Economics, Econometrics and Finance · Purdue University West Lafayette

  • Robert Taylor

    Economics, Econometrics and Finance · The Ohio State University

  • Joshua CC Chan

    Economics, Econometrics and Finance · Purdue University West Lafayette

  • Yoosoon Chang

    Economics, Econometrics and Finance · Indiana University

  • Yong Bao

    Economics, Econometrics and Finance · Purdue University West Lafayette

This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 20, 2026.

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