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 agenda focuses on building new high-dimensional time-series models, especially stochastic volatility models. For more information about my recent projects on large Bayesian VARs, see here. I am also interested in developing efficient estimation and model comparison methods. My favorite applications of these models are trend inflation and output gap estimation.

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.