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Search: person:"Kim, C.J."
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USA
31
United States
31
Theorie
26
Theory
26
Markov chain
22
Markov-Kette
22
Zeitreihenanalyse
20
Time series analysis
19
Estimation
16
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16
Bayes-Statistik
12
Bayesian inference
12
Business cycle
12
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12
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10
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Structural break
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Business cycle theory
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6
Geldpolitik
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State space model
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Wirtschaftswachstum
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Zustandsraummodell
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Forecasting model
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Prognoseverfahren
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Regressionsanalyse
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1952-1998
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11
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Article
55
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47
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47
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13
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English
66
Undetermined
18
Russian
1
Author
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Kim, Chang-jin
67
Nelson, Charles R.
16
Piger, Jeremy Max
16
Morley, James C.
9
Kim, C.J.
5
Kim, C-J
4
Nelson, C-R
4
Nelson, C.R.
4
Startz, Richard
4
KIM, C-J.
3
Kim, C.-J.
3
Kim, Yunmi
3
Lee, Jong-Wha
3
Bae, Jinho
2
Engel, C.
2
Engel, Charles
2
Hamilton, J.D.
2
Hwu, Shih-Tang
2
Kim, Dong-heon
2
Kim, Jaeho
2
NELSON, C.R.
2
Park, Cheolbeom
2
Startz, R.
2
Xuan, Chunji
2
Balke, Nathan S.
1
Bos, Charles S.
1
Choi, Kwang Hun
1
Christopeit, Norbert
1
Deng, Kaihua
1
Eo, Yunjong
1
Forbes, Catherine Scipione
1
Kang, Kyu Ho
1
Kim, C-J.
1
Kim, C. J.
1
Kim, C.-J. Chang-Jin
1
Kim, M.-J.
1
Kim, Myung-jig
1
Kim, Čan-čžin
1
Murray, Christian J.
1
Nam, Chong-hyun
1
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Institution
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Department of Economics, University of Washington
10
Federal Reserve Bank of St. Louis
6
Department of Economics, York University
3
Rossijskaja akademija nauk / Institut rossijskoj istorii
1
Published in...
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Journal of money, credit and banking : JMCB
6
Working paper
6
Discussion Papers in Economics at the University of Washington
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working Papers / Department of Economics, University of Washington
5
Journal of applied econometrics
4
Journal of econometrics
4
Macroeconomic dynamics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The review of economics and statistics
4
International finance discussion papers
3
York (Canada) - Department of Economics
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of economic theory and econometrics : journal of The Korean Econometric Society
2
Journal of empirical finance
2
Journal of monetary economics
2
Annals of financial economics
1
Conservation of primary energy
1
Economics letters
1
Exchange rate regimes in East Asia
1
Foundations and trends in econometrics
1
International economic journal
1
International economic review
1
Japan and the world economy : international journal of theory and policy
1
Journal of Econometrics
1
Journal of economic literature
1
Journal of economics
1
Journal of macroeconomics
1
KIEP working paper
1
Pacific economic review
1
Technical working paper / National Bureau of Economic Research
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The economic record : er
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
68
RePEc
14
OLC EcoSci
3
Showing
1
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10
of
85
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date (oldest first)
1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
Trend-cycle decompositions of real GDP revisited : classical and Bayesian perspectives on an unsolved puzzle
Kim, Chang-jin
;
Kim, Jaeho
- In:
Macroeconomic dynamics
26
(
2022
)
2
,
pp. 394-418
Persistent link: https://www.econbiz.de/10013166386
Saved in:
3
An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Hwu, Shih-Tang
;
Kim, Chang-jin
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
25
(
2021
)
8
,
pp. 1937-1965
Persistent link: https://www.econbiz.de/10012704929
Saved in:
4
Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji
;
Kim, Chang-jin
- In:
Japan and the world economy : international journal of …
55
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012590816
Saved in:
5
New dynamics of consumption and output
Xuan, Chunji
;
Kim, Chang-jin
;
Kim, Dong-heon
- In:
Journal of macroeconomics
60
(
2019
),
pp. 50-59
Persistent link: https://www.econbiz.de/10012242586
Saved in:
6
A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin
;
Kim, Yunmi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
Saved in:
7
Regime shifts in price-dividend ratios and expected stock returns : a present-value approach
Choi, Kwang Hun
;
Kim, Chang-jin
;
Park, Cheolbeom
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
2/3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10011708028
Saved in:
8
Markov-switching models with evolving regime-specific parameters : are postwar booms or recessions all alike
Eo, Yunjong
;
Kim, Chang-jin
- In:
The review of economics and statistics
98
(
2016
)
5
,
pp. 940-949
Persistent link: https://www.econbiz.de/10011791709
Saved in:
9
Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
Saved in:
10
Special issue in honor of Charles Nelson on "Empirical analysis of business cycles, financial markets, and inflation"
Kim, Chang-jin
(
contributor
);
Nelson, Charles R.
(
honouree
)
-
2015
Persistent link: https://www.econbiz.de/10011309223
Saved in:
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