Chew Lian Chua

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A Bayesian Approach to Modeling Time-Varying Cointegration and Cointegrating Rank
Journal of Business and Economic Statistics
2024-10-23Paper
A multivariate GARCH model incorporating the direct and indirect transmission of shocks
Econometric Reviews
2022-05-31Paper
Oil price shocks, real economic activity and uncertainty
Bulletin of Economic Research
2021-10-15Paper
A re-examination of Libor rigging: a time-varying cointegration perspective
Quantitative Finance
2018-11-19Paper
A latent variable approach to forecasting the unemployment rate
Journal of Forecasting
2018-10-11Paper
An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks
Economics Letters
2012-12-27Paper
A Bayesian simulation approach to inference on a multi-state latent factor intensity model
Australian & New Zealand Journal of Statistics
2012-06-18Paper


Research outcomes over time


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