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Chenghan Hou

Hunan University (from arXiv:2510.05802, 2025) · ORCID · OpenAlex

18 papers in scope · 17 published · 1 on the econ.EM arXiv · 360 citations · h-index 9 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Joshua C. C. Chan
  2. Xuewen Yu
  3. Florian Huber
  4. Gregor Kastner
  5. Gary Koop
  6. Mauro Bernardi
  7. Daniele Bianchi
  8. Nicolás Bianco
  9. Yaling Qi
  10. Rubén Loaiza-Maya
  11. Dan Zhu
  12. Aubrey Poon
  13. Bowen Fu
  14. Eric Eisenstat
  15. Jan Prüser
  16. Anthoulla Phella
  17. David T. Frazier
  18. Fei Shang
  19. Gael M. Martin
  20. Luis Gruber

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 18)

working paper2025 · arXiv
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification
published2025 · Journal of Business and Economic Statistics · 2 citations
with Sharada Nia Davidson, Gary Koop
Macroeconomic real‐time forecasts of univariate models with flexible error structures
published2024 · Journal of Forecasting · 1 citations
with Kelly Trinh, Bo Zhang
Large Bayesian SVARs with linear restrictions
published2024 · Journal of Econometrics · 2 citations
Large stochastic volatility in mean VARs
published2023 · Journal of Econometrics · 16 citations
with Jamie Cross, Gary Koop, Aubrey Poon
Real‐time forecasting of the Australian macroeconomy using flexible Bayesian VARs
published2022 · Journal of Forecasting · 6 citations
with Bao H. Nguyen, Bo Zhang
On the economics of CO 2 contracts in the enhanced oil recovery industry
published2022 · Journal of Applied Economics · 6 citations
with Shen Gao, Long Zhao
Forecasting natural gas prices using highly flexible time-varying parameter models
published2021 · Economic Modelling · 24 citations · first circulated 2020
with Shen Gao, Bao H. Nguyen
Returns, volatility and the cryptocurrency bubble of 2017–18
published2021 · Economic Modelling · 45 citations
with Jamie Cross, Kelly Trinh
On the China factor in the world oil market: A regime switching approach
published2021 · Energy Economics · 9 citations
with Jamie Cross, Bao H. Nguyen
On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee Fry-McKibbin, Warwick McKibbin and members of the workshop on Energy Economics hosted by the Free University of Bozen-Bolzano for their comments in the development of this research
published2021 · Energy Economics
with Jamie Cross, Bao H. Nguyen
Composite likelihood methods for large Bayesian VARs with stochastic volatility
published2020 · Journal of Applied Econometrics · 11 citations · first circulated 2018
Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity
published2020 · International Journal of Forecasting · 77 citations
with Jamie Cross, Aubrey Poon
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models
published2019 · International Journal of Forecasting · 83 citations
with Jiawen Luo, Tony Klein, Qiang Ji
Time‐Varying Relationship between Inflation and Inflation Uncertainty
published2019 · Oxford Bulletin of Economics and Statistics · 10 citations
A Bayesian analysis of parental education as instruments in estimating the return to schooling
published2019 · Applied Economics Letters · 5 citations
with Xinping Tian, Si Wang
Understanding the US natural gas market: A Markov switching VAR approach
published2018 · Energy Economics · 41 citations
with Bao H. Nguyen
Infinite hidden markov switching VARs with application to macroeconomic forecast
published2017 · International Journal of Forecasting · 22 citations

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.