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The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations
Kim, Chang-Jin; Nelson, Charles R.; Piger, Jeremy - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10008214951
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Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-Jin; Piger, Jeremy; Startz, Richard - In: Journal of econometrics 143 (2008) 2, pp. 263-273
Persistent link: https://www.econbiz.de/10007910772
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Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-Jin; Piger, Jeremy - In: Journal of monetary economics 49 (2002) 6, pp. 1189-1212
Persistent link: https://www.econbiz.de/10007661411
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Nonlinearity and the permanent effects of recessions
Kim, Chang-Jin; Morley, James; Piger, Jeremy - In: Journal of applied econometrics 20 (2005) 2, pp. 291-310
Persistent link: https://www.econbiz.de/10006960265
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Bayesian counterfactual analysis of the sources of the great moderation
Kim, Chang-Jin; Morley, James; Piger, Jeremy - In: Journal of applied econometrics 23 (2008) 2, pp. 173-192
Persistent link: https://www.econbiz.de/10007918637
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BOOK REVIEWS - State-space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jim; Nelson, Charles R.; Bos, Charles - In: The economic journal : the journal of the Royal … 111 (2001) 475, pp. F788
Persistent link: https://www.econbiz.de/10007485156
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Book Reviews - Review of State-Space Models with Regime Switching
Kim, C.-J.; Nelson, C.R.; Hamilton, J.D. - In: Econometric reviews 19 (2000) 1, pp. 135-138
Persistent link: https://www.econbiz.de/10006909648
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Book Reviews - Review of State-Space Models with Regime Switching
Kim, C.-J.; Nelson, C.R.; Hamilton, J.D. - In: Econometric reviews 19 (2000) 1, pp. 135-138
Persistent link: https://www.econbiz.de/10006909656
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Transient Fads and the Crash of '87
Kim, C.-J.; Kim, M.-J. - In: Journal of applied econometrics 11 (1996) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10007001657
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Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model
Lo, Ming Chien; Piger, Jeremy Max - In: Journal of money, credit and banking : JMCB 37 (2005) 5, pp. 865-886
Persistent link: https://www.econbiz.de/10006643154