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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
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State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin; Nelson, Charles R. - 1999
Persistent link: https://www.econbiz.de/10000672140
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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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Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin; Nelson, Charles R. - In: Journal of monetary economics 53 (2006) 8, pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
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Trend inflation and the nature of structural breaks in the New Keynesian Phillips curve
Kim, Chang-jin; Pym Manopimoke; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 46 (2014) 2/3, pp. 253-266
Persistent link: https://www.econbiz.de/10010464124
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The structural break in the equity premium
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 181-191
Persistent link: https://www.econbiz.de/10002781656
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Is there a positive relationship between stock market volatility and the equity premium?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 36 (2004) 3,1, pp. 339-360
Persistent link: https://www.econbiz.de/10002144585
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A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
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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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The less-volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations
Kim, Chang-jin; Nelson, Charles R.; Piger, Jeremy Max - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10001891451