Ching-Wai (Jeremy) Chiu
Personal Details
First Name: | Ching-Wai (Jeremy) |
Middle Name: | |
Last Name: | Chiu |
Suffix: | |
RePEc Short-ID: | pch1449 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers ArticlesWorking papers
- Chiu, Ching-Wai (Jeremy) & hayes, simon & kapetanios, george & Theodoridis, Konstantinos, 2018.
"A new approach for detecting shifts in forecast accuracy,"
Bank of England working papers
721, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019. "A new approach for detecting shifts in forecast accuracy," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1596-1612.
- Chiu,Ching-Wai & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2018. "A New Approach for Detecting Shifts in Forecast Accuracy," Cardiff Economics Working Papers E2018/24, Cardiff University, Cardiff Business School, Economics Section.
- Chatterjee, Somnath & Chiu, Jeremy & Hacioglu-Hoke, Sinem & Duprey, Thibaut, 2017. "A financial stress index for the United Kingdom," Bank of England working papers 697, Bank of England.
- Hankins, William & Cheng, Chak & Chiu, Jeremy & Stone, Anna-Leigh, 2016. "Does partisan conflict impact the cash holdings of firms? A sign restrictions approach," Bank of England working papers 638, Bank of England.
- Ching-Wai Chiu & Haroon Mumtaz & Gabor Pinter, 2016.
"VAR Models with Non-Gaussian Shocks,"
Discussion Papers
1609, Centre for Macroeconomics (CFM).
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2016. "VAR Models with Non-Gaussian Shocks," CReMFi Discussion Papers 4, CReMFi, School of Economics and Finance, QMUL.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2016. "VAR models with non-Gaussian shocks," LSE Research Online Documents on Economics 86238, London School of Economics and Political Science, LSE Library.
- Cheng, Chak Hung Jack & Chiu, Ching-Wai (Jeremy), 2016. "Nonlinearities of mortgage spreads over the business cycles," Bank of England working papers 634, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael, 2016.
"Financial market volatility, macroeconomic fundamentals and investor sentiment,"
Bank of England working papers
608, Bank of England.
- (Jeremy) Chiu, Ching-wai & Harris, Richard D.F. & Stoja, Evarist & Chin, Michael, 2018. "Financial market Volatility, macroeconomic fundamentals and investor Sentiment," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 130-145.
- Chiu, Ching-Wai (Jeremy) & Hacioglu Hoke, Sinem, 2016. "Macroeconomic tail events with non-linear Bayesian VARs," Bank of England working papers 611, Bank of England.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015.
"Forecasting with VAR Models: Fat Tails and Stochastic Volatility,"
CReMFi Discussion Papers
2, CReMFi, School of Economics and Finance, QMUL.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017. "Forecasting with VAR models: Fat tails and stochastic volatility," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2015. "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers 528, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Hill, John, 2015.
"The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation,"
Bank of England working papers
540, Bank of England.
- Ching-Wai (Jeremy) Chiu & John Hill, 2018. "The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 113-158, March.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2014. "Fat-tails in VAR Models," Working Papers 714, Queen Mary University of London, School of Economics and Finance.
- Ching Wai Chiu & Bjorn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernan D. Seoane, 2011.
"Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach,"
Research Working Paper
RWP 11-11, Federal Reserve Bank of Kansas City.
- Bjørn Eraker & Ching Wai (Jeremy) Chiu & Andrew T. Foerster & Tae Bong Kim & Hernán D. Seoane, 2015. "Bayesian Mixed Frequency VARs," Journal of Financial Econometrics, Oxford University Press, vol. 13(3), pages 698-721.
Articles
- Cheng, Chak Hung Jack & Chiu, Ching-Wai (Jeremy) & Hankins, William B. & Stone, Anna-Leigh, 2018. "Partisan conflict, policy uncertainty and aggregate corporate cash holdings," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 78-90.
- Chak Hung Jack Cheng & Ching-Wai (Jeremy) Chiu, 2018.
"How important are global geopolitical risks to emerging countries?,"
International Economics, CEPII research center, issue 156, pages 305-325.
- Cheng, Chak Hung Jack & Chiu, Ching-Wai (Jeremy), 2018. "How important are global geopolitical risks to emerging countries?," International Economics, Elsevier, vol. 156(C), pages 305-325.
- Ching-Wai (Jeremy) Chiu & John Hill, 2018.
"The Rate Elasticity of Retail Deposits in the United Kingdom: A Macroeconomic Investigation,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(2), pages 113-158, March.
- Chiu, Ching-Wai (Jeremy) & Hill, John, 2015. "The rate elasticity of retail deposits in the United Kingdom: a macroeconomic investigation," Bank of England working papers 540, Bank of England.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pintér, Gábor, 2017.
"Forecasting with VAR models: Fat tails and stochastic volatility,"
International Journal of Forecasting, Elsevier, vol. 33(4), pages 1124-1143.
- Ching-Wai (Jeremy) Chiu & Haroon Mumtaz & Gabor Pinter, 2015. "Forecasting with VAR Models: Fat Tails and Stochastic Volatility," CReMFi Discussion Papers 2, CReMFi, School of Economics and Finance, QMUL.
- Chiu, Ching-Wai (Jeremy) & Mumtaz, Haroon & Pinter, Gabor, 2015. "Forecasting with VAR models: fat tails and stochastic volatility," Bank of England working papers 528, Bank of England.
- Cheng, Chak Hung Jack & Hankins, William B. & Chiu, Ching-Wai (Jeremy), 2016. "Does US partisan conflict matter for the Euro area?," Economics Letters, Elsevier, vol. 138(C), pages 64-67.
- Bjørn Eraker & Ching Wai (Jeremy) Chiu & Andrew T. Foerster & Tae Bong Kim & Hernán D. Seoane, 2015.
"Bayesian Mixed Frequency VARs,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(3), pages 698-721.
- Ching Wai Chiu & Bjorn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernan D. Seoane, 2011. "Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach," Research Working Paper RWP 11-11, Federal Reserve Bank of Kansas City.
- Ching-Wai (Jeremy) Chiu, 2014. "A macroeconomic investigation of funding liquidity and monetary policy shocks in the United States," Applied Economics Letters, Taylor & Francis Journals, vol. 21(8), pages 517-521, May.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (7) 2012-02-01 2015-06-05 2016-03-06 2016-03-23 2016-03-29 2018-01-29 2018-04-30. Author is listed
- NEP-FOR: Forecasting (6) 2015-06-05 2016-03-06 2016-03-23 2016-03-29 2018-01-29 2018-04-30. Author is listed
- NEP-MAC: Macroeconomics (6) 2015-08-19 2016-09-04 2016-09-04 2016-12-18 2017-01-08 2018-04-30. Author is listed
- NEP-ORE: Operations Research (6) 2015-06-05 2016-03-06 2016-03-23 2016-03-29 2016-09-04 2018-01-29. Author is listed
- NEP-ECM: Econometrics (4) 2012-02-01 2015-06-05 2016-03-23 2018-04-30
- NEP-BAN: Banking (2) 2015-08-19 2016-12-18
- NEP-RMG: Risk Management (2) 2015-06-05 2016-03-06
- NEP-CBA: Central Banking (1) 2018-04-30
- NEP-CFN: Corporate Finance (1) 2017-01-08
- NEP-MST: Market Microstructure (1) 2012-02-01
- NEP-POL: Positive Political Economics (1) 2017-01-08
- NEP-SBM: Small Business Management (1) 2017-01-08
- NEP-URE: Urban and Real Estate Economics (1) 2016-12-18
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