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Details about Ching-Wai (Jeremy) Chiu

Access statistics for papers by Ching-Wai (Jeremy) Chiu.

Last updated 2022-07-20. Update your information in the RePEc Author Service.

Short-id: pch1449


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Working Papers

2018

  1. A new approach for detecting shifts in forecast accuracy
    Bank of England working papers, Bank of England Downloads

2017

  1. A financial stress index for the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (8)

2016

  1. Does partisan conflict impact the cash holdings of firms? A sign restrictions approach
    Bank of England working papers, Bank of England Downloads View citations (2)
  2. Financial market volatility, macroeconomic fundamentals and investor sentiment
    Bank of England working papers, Bank of England Downloads View citations (3)
  3. Macroeconomic tail events with non-linear Bayesian VARs
    Bank of England working papers, Bank of England Downloads View citations (5)
  4. Nonlinearities of mortgage spreads over the business cycles
    Bank of England working papers, Bank of England Downloads View citations (1)
  5. VAR Models with Non-Gaussian Shocks
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL Downloads
    Also in Discussion Papers, Centre for Macroeconomics (CFM) (2016) Downloads View citations (3)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2016) Downloads View citations (2)

2015

  1. Forecasting with VAR Models: Fat Tails and Stochastic Volatility
    CReMFi Discussion Papers, CReMFi, School of Economics and Finance, QMUL Downloads View citations (11)
    Also in Bank of England working papers, Bank of England (2015) Downloads View citations (11)

    See also Journal Article Forecasting with VAR models: Fat tails and stochastic volatility, International Journal of Forecasting, Elsevier (2017) Downloads View citations (70) (2017)
  2. The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation
    Bank of England working papers, Bank of England Downloads View citations (5)
    See also Journal Article The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation, International Journal of Central Banking, International Journal of Central Banking (2018) Downloads View citations (6) (2018)

2014

  1. Fat-tails in VAR Models
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (8)

2011

  1. Estimating VAR's sampled at mixed or irregular spaced frequencies: a Bayesian approach
    Research Working Paper, Federal Reserve Bank of Kansas City Downloads View citations (31)
    See also Journal Article Bayesian Mixed Frequency VARs, Journal of Financial Econometrics, Oxford University Press (2015) Downloads View citations (60) (2015)

Journal Articles

2018

  1. How important are global geopolitical risks to emerging countries?
    International Economics, 2018, (156), 305-325 Downloads View citations (78)
    Also in International Economics, 2018, 156, (C), 305-325 (2018) Downloads View citations (79)
  2. Partisan conflict, policy uncertainty and aggregate corporate cash holdings
    Journal of Macroeconomics, 2018, 58, (C), 78-90 Downloads View citations (13)
  3. The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation
    International Journal of Central Banking, 2018, 14, (2), 113-158 Downloads View citations (6)
    See also Working Paper The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation, Bank of England working papers (2015) Downloads View citations (5) (2015)

2017

  1. Forecasting with VAR models: Fat tails and stochastic volatility
    International Journal of Forecasting, 2017, 33, (4), 1124-1143 Downloads View citations (70)
    See also Working Paper Forecasting with VAR Models: Fat Tails and Stochastic Volatility, CReMFi Discussion Papers (2015) Downloads View citations (11) (2015)

2016

  1. Does US partisan conflict matter for the Euro area?
    Economics Letters, 2016, 138, (C), 64-67 Downloads View citations (37)

2015

  1. Bayesian Mixed Frequency VARs
    Journal of Financial Econometrics, 2015, 13, (3), 698-721 Downloads View citations (60)
    See also Working Paper Estimating VAR's sampled at mixed or irregular spaced frequencies: a Bayesian approach, Research Working Paper (2011) Downloads View citations (31) (2011)

2014

  1. A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States
    Applied Economics Letters, 2014, 21, (8), 517-521 Downloads View citations (2)
 
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