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Chenghan Hou
Chenghan Hou
Associate professor, Hunan University
Verified email at hnu.edu.cn - Homepage
Title
Cited by
Cited by
Year
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity
JL Cross, C Hou, A Poon
International Journal of Forecasting 36 (3), 899-915, 2020
742020
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
J Luo, T Klein, Q Ji, C Hou
International Journal of Forecasting 38 (1), 51-73, 2022
612022
Understanding the US natural gas market: A Markov switching VAR approach
C Hou, BH Nguyen
Energy Economics 75, 42-53, 2018
512018
Returns, volatility and the cryptocurrency bubble of 2017–18
JL Cross, C Hou, K Trinh
Economic Modelling 104, 105643, 2021
272021
Infinite hidden Markov switching VARs with application to macroeconomic forecast
C Hou
International Journal of Forecasting 33 (4), 1025-1043, 2017
252017
Forecasting natural gas prices using highly flexible time-varying parameter models
S Gao, C Hou, BH Nguyen
Economic Modelling 105, 105652, 2021
202021
Composite likelihood methods for large Bayesian VARs with stochastic volatility
JCC Chan, E Eisenstat, C Hou, G Koop
Journal of Applied Econometrics 35 (6), 692-711, 2020
152020
Time‐varying relationship between inflation and inflation uncertainty
C Hou
Oxford Bulletin of Economics and Statistics 82 (1), 83-124, 2020
102020
On the China factor in the world oil market: A regime switching approach
JL Cross, C Hou, BH Nguyen
Energy Economics 95, 105119, 2021
82021
International transmission of macroeconomic uncertainty in small open economies: An empirical approach
JL Cross, C Hou, A Poon
BI Norwegian Business School, 2018
62018
Macroeconomic forecasting with large stochastic volatility in mean VARs
JL Cross, C Hou, G Koop, A Poon
BI Norwegian Business School, 2021
52021
Large stochastic volatility in mean VARs
JL Cross, C Hou, G Koop, A Poon
Journal of Econometrics 236 (1), 105469, 2023
42023
Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs
C Hou, B Nguyen, B Zhang
Journal of Forecasting 42 (2), 418-451, 2023
32023
On the economics of CO2 contracts in the enhanced oil recovery industry
S Gao, C Hou, L Zhao
Journal of Applied Economics 25 (1), 802-818, 2022
22022
Robust estimation and inference for importance sampling estimators with infinite variance
JCC Chan, C Hou, TT Yang
Essays in Honor of Cheng Hsiao, 255-285, 2020
22020
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification
S Davidson, C Hou, G Koop
University of Strathclyde Business School, Department of Economics Working …, 2023
12023
International transmissions of aggregate macroeconomic uncertainty in small open economies: An empirical approach
J Cross, C Hou, A Poon
CAMA Working Paper, 2018
12018
Distinguishing between macroeconomic and financial uncertainty: classification search in stochastic volatility in mean VARs
SN Davidson, C Hou, G Koop
4th Annual Workshop on Financial Econometrics, 2021
2021
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity (vol 36, pg 899, 2019)
JL Cross, C Hou, A Poon
INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1300-1300, 2021
2021
On the China factor in international oil markets: A regime switching approach
JL Cross, C Hou, BH Nguyen
BI Norwegian Business School, 2018
2018
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