Josh Chan

Joshua Chan is Olson Chair in Management and Krannert Rising Star Professor of Economics at Purdue University. His research focuses on the development and application of Bayesian methods in macroeconometrics. He is particularly interested in building new high-dimensional time-series models, especially stochastic volatility models. His favorite applications of these models are trend inflation and output gap estimation.

He serves as Chair for the Economics, Finance and Business Section of the International Society for Bayesian Analysis. He is also an Associate Editor of the Journal of Business and Economic Statistics, Journal of Applied Econometrics and Stochastic Models. He has written two graduate textbooks: Bayesian Econometric Methods (Second Edition) (joint with Gary Koop, Dale Poirier and Justin Tobias) and Statistical Modeling and Computation (joint with Dirk Kroese).