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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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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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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
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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/10006414039
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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; Nelson, Charles R. - In: The review of economics and statistics 80 (1998) 2, pp. 188-201
Persistent link: https://www.econbiz.de/10007356862
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SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Has the US Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of Busin...
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/10006387543