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Joshua Chan is the Olson Chair in Management and Professor of Economics at Purdue University. His research focuses on the development and application of Bayesian methods in macroeconometrics, with particular interest in building new high-dimensional time-series models, especially stochastic volatility models. He frequently applies these models to trend inflation and output gap estimation. Additionally, Chan serves as the Chair of the Economics, Finance, and Business Section of the International Society for Bayesian Analysis. He is an Associate Editor for both the Journal of Business and Economic Statistics and the Journal of Applied Econometrics and Stochastic Models. He has authored graduate textbooks such as 'Bayesian Econometric Methods' (Second Edition), alongside Gary Koop, Dale Poirier, and Justin Tobias, as well as 'Statistical Modeling and Computation' with Dirk Kroese.
GRE is required but no minimum score is set.