This is Joshua Chan. Welcome to my website.

I am Professor of Economics and hold the endowed Olson Chair at Purdue University. I have previously held academic positions at the Australian National University, University of Queensland and University of Technology Sydney.

I am an elected fellow at 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 was elected as Chair for 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.

My past research projects include two Discovery Projects supported by the Australian Research Council: Measuring inflation expectations and inflation expectations uncertainty and Large dynamic time-varying models for structural macroeconomic inference. I was awarded an ARC Discovery Early Career Researcher Award in 2015.