Welcome to my website. I am Joshua Chan, Professor of Economics at Purdue University, where I hold the endowed Olson Chair.

I have previously held academic positions at the Australian National University, University of Queensland and University of Technology Sydney.

I am an elected fellow of the International Association for Applied Econometrics. I currently serve as Associate Editor of the Journal of Business and Economic Statistics, the Journal of Applied Econometrics and Stochastic Models. I previously served as Chair of the Economics, Finance and Business Section of the International Society for Bayesian Analysis.

My current research focuses on scalable Bayesian time series and state space models for empirical macroeconomics, forecasting, and real-time measurement. The three pages below summarize my recent work and provide suggested reading orders, recommended citations, and links to code and replication materials.

• Large Bayesian VARs: shrinkage priors, order invariance, stochastic volatility specification choice, and time variation.
• High-dimensional state space models: efficient Bayesian estimation with missing/mixed-frequency data and scalable computation.
• Trend inflation models: flexible unobserved components models for trend inflation and related extensions.