Joshua CC Chan
Economics, Econometrics and Finance · Purdue University West Lafayette
Publications
11
Citations
25
Est. group size
—
Recurring co-author estimate
Active years
8
Publishing since 2019
Joshua CC Chan works in econometrics, developing statistical and computational methods for analyzing large economic datasets, particularly using Bayesian statistical approaches. His work focuses on building and estimating large-scale models (such as Vector Autoregressions, or VARs) that can incorporate many economic variables simultaneously to forecast things like GDP growth and economic volatility. This research is primarily methodological, aimed at improving the tools economists use to model and predict macroeconomic and financial data.
Publication output has been modest and irregular over the past decade, with several years showing no recorded output, though a large cluster of entries appears in 2026 (partly reflecting replication package repeats).
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- Replication package for: "Large Structural VARs with Multiple Sign and Ranking Restrictions"
Zenodo (CERN European Organization for Nuclear Research) · 2026
- Replication package for: "Large Structural VARs with Multiple Sign and Ranking Restrictions"
Zenodo (CERN European Organization for Nuclear Research) · 2026
- Replication package for: "Large Structural VARs with Multiple Sign and Ranking Restrictions"
Zenodo (CERN European Organization for Nuclear Research) · 2026
- Replication package for: "Large Structural VARs with Multiple Sign and Ranking Restrictions"
Zenodo (CERN European Organization for Nuclear Research) · 2026
- Mixed-Data Sampling under Extreme Frequency Mismatch: Inference on Within-Period Information
SSRN Electronic Journal · 2026
- Time-Varying Parameter MIDAS Models: Application to Nowcasting US Real GDP
SSRN Electronic Journal · 2024
- Conditional Forecasts in Large Bayesian VARs with Multiple Soft and Hard Constraints
SSRN Electronic Journal · 2023
- An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment
SSRN Electronic Journal · 2020
- Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility
SSRN Electronic Journal · 2020
- Asymmetric Conjugate Priors for Large Bayesian VARs
SSRN Electronic Journal · 2019
- Large Hybrid Time-Varying Parameter VARs
SSRN Electronic Journal · 2019
- SSRN Electronic Journal×7
- Zenodo (CERN European Organization for Nuclear Research)×4
- Yoosoon Chang
Economics, Econometrics and Finance · Indiana University
- Kun Ho Kim
Economics, Econometrics and Finance · Purdue University West Lafayette
- Robert Taylor
Economics, Econometrics and Finance · The Ohio State University
- Joshua C. C. Chan
Economics, Econometrics and Finance · Purdue University West Lafayette
- Mohitosh Kejriwal
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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