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The Long-Run U.S./U.K. Real Ex...
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ARTICLES - The Long-Run US-UK Real Exchange Rate
Engel, Charles
;
Kim, Chang-Jin
- In:
Journal of money, credit and banking : JMCB
31
(
1999
)
3
,
pp. 335-356
Persistent link: https://www.econbiz.de/10006665811
Saved in:
2
THE LONG-RUN U.S.-U.K. REAL EXCHANGE RATE
Engel, Charles
;
Kim, Chang-Jin
-
1996
Persistent link: https://www.econbiz.de/10007003280
Saved in:
3
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
Saved in:
4
REVIEWS - State Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jin
;
Nelson, Charles R.
;
Forbes, Catherine S.
; …
- In:
The economic record : er
76
(
2000
)
232
,
pp. 105
Persistent link: https://www.econbiz.de/10005895697
Saved in:
5
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
Saved in:
6
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. 989-1014
Persistent link: https://www.econbiz.de/10006037737
Saved in:
7
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin
;
Morley, James Christopher
;
Nelson, …
- In:
Journal of money, credit and banking : JMCB
36
(
2004
)
3
,
pp. 339-360
Persistent link: https://www.econbiz.de/10006644868
Saved in:
8
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin
;
Morley, James Christopher
;
Nelson, …
- In:
Journal of money, credit and banking : JMCB
36
(
2004
)
3
,
pp. 339-360
Persistent link: https://www.econbiz.de/10006646623
Saved in:
9
Markov-switching models with endogenous explanatory variables
Kim, Chang-Jin
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10006756216
Saved in:
10
BOOK REVIEWS - State-Space Models with Regime Switching: Classical and Gibb-Sampling Approaches with Applications
Kim, Chang-Jin
;
Nelson, Charles R.
;
Balke, Nathan S.
- In:
Journal of economic literature
39
(
2001
)
1
,
pp. 127
Persistent link: https://www.econbiz.de/10006833628
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