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The long-run US, UK real exchange rate
Engel, Charles; Kim, Chang-jin - 1996
Persistent link: https://www.econbiz.de/10000604986
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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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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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Dealing with endogeneity in regression models with dynamic coefficients
Kim, Chang-jin (contributor) - 2010
Persistent link: https://www.econbiz.de/10008656405
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Dealing with endogeneity in a time-varying parameter model : joint estimation and two-step estimation procedures
Kim, Yunmi; Kim, Chang-jin - In: The econometrics journal 14 (2011) 3, pp. 487-497
Persistent link: https://www.econbiz.de/10009383081
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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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Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199
Persistent link: https://www.econbiz.de/10014631899