Quote from Jay in Halloween 4: The Revenge of Rod Skyhook
Gloria: Jay, as a Catholic, I do not feel right about this. Jay: Jesus, Mary, and Joseph. It's the perfect family costume. Gloria: It doesn't even make sense. Joe should be the Jesus. Joe: Yeah! Jay: "Joe" short for "Joseph." "Jay" short for "Jaysus." It's the only way it makes sense. Gloria: But he's the child. Jay: You're overthinking it.