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Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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Employers in the boom : how did the hiring of less-skilled workers change during the 1990s?
Holzer, Harry J.; Raphael, Steven; Stoll, Michael A. - In: The review of economics and statistics 88 (2006) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10003337196
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Why are stock returns and volatility negatively correlated?
Bae, Jinho; Kim, Chang-jin; Nelson, Charles R. - In: Journal of empirical finance 14 (2007) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of empirical finance 8 (2001) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
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Has the US economy become more stable? : A Bayesian approach based on a Markov-switching model of the business cycle
Kim, Chang-jin; Nelson, Charles R. - In: The review of economics and statistics 81 (1999) 4, pp. 608-616
Persistent link: https://www.econbiz.de/10001437350
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Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching
Kim, Chang-jin - In: The review of economics and statistics 80 (1998) 2, pp. 188-201
Persistent link: https://www.econbiz.de/10001240858
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Employment, unemployment and demand shifts in local labor markets
Holzer, Harry J. - In: The review of economics and statistics 73 (1991) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001107418
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Sources of monetary growth uncertainty and economic activity : the time-varying-parameter model with heteroskedastic disturbances
Kim, Chang-jin - In: The review of economics and statistics 75 (1993) 3, pp. 483-492
Persistent link: https://www.econbiz.de/10001162859
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Asymmetries and rigidities in wage adjustments by firms
Holzer, Harry J. - In: The review of economics and statistics 75 (1993) 3, pp. 397-417
Persistent link: https://www.econbiz.de/10001162897
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Industrial shifts, skills levels, and the labor market for white and black males
Bound, John - In: The review of economics and statistics 75 (1993) 3, pp. 387-396
Persistent link: https://www.econbiz.de/10001162898