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