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The Australian National University

Dr Joshua Chan

Phone:Ext. 57358
(+61) 2 612 57358
Fax:(+61) 2 612 50182
Office:Room 2109
Copland Building (24)
Mailing Address:
Research School of Economics
ANU College of Business and Economics
HW Arndt Building 25A
The Australian National University
Canberra ACT 0200
Joshua Chan

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Joshua Chan received his Ph.D. from the University of Queensland in 2010. His current research focuses on Bayesian inference, nonlinear state space models, and macroeconomic forecasting. He is especially interested in the methodological and computational issues of Monte Carlo methods, particularly adaptive importance sampling and Markov chain Monte Carlo.

His research has appeared in Journal of Econometrics, Journal of Business and Economic Statistics, and Journal of Applied Econometrics, among others.

Disciplines & research interests

  • Econometrics
  • Economics
  • Bayesian inference
  • Time-series econometrics
  • Non-linear state space models
  • Monte Carlo methods

Selected Publications

Kroese,  D.P. and Chan, J.C.C. (2014). Statistical Modeling and Computation, Springer, New York. [Amazon]

Chan, J.C.C. (2013). Moving Average Stochastic Volatility Models with Application to Inflation Forecast, Journal of Econometrics, 176(2), 162-172.

Chan, J.C.C., Koop, G., Potter, S.M. (2013). A New Model of Trend Inflation, Journal of Business and Economic Statistics, 31(1), 94-106.

Chan, J.C.C., Koop, G., Leon-Gonzalez, R. and Strachan, R.  (2012). Time Varying Dimension Models, Journal of Business and Economic Statistics, 30 (3), 358-367.

Research Papers

Updated: 23 April 2014 /Responsible Officer: Dean, Business & Economics /Page Contact: College Web Team