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~subject:"Time series analysis"
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Time series analysis
economic models
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Kim, Chang-jin
19
Nelson, Charles R.
9
Kim, Chang-Jin
7
Piger, Jeremy Max
7
Morley, James C.
4
Kim, Jaeho
3
Startz, Richard
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ECONIS (ZBW)
26
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1
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Saved in:
2
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
Saved in:
3
Unobserved-component time series models with Markov-switching heteroscedasticity : changes in regime and the link between inflation rates and inflation uncertainty
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 341-349
Persistent link: https://www.econbiz.de/10001146826
Saved in:
4
Essays on the time-varying-parameter model and the Granger causality test
Kim, Chang-jin
-
1989
Persistent link: https://www.econbiz.de/10000803401
Saved in:
5
Bayesian counterfactual analysis of the sources of the great moderation
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of applied econometrics
23
(
2008
)
2
,
pp. 173-191
Persistent link: https://www.econbiz.de/10003704875
Saved in:
6
Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
Saved in:
7
Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin
;
Kim, Jaeho
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
Saved in:
8
Nonlinearity and the permanent effects of regressions
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10002729148
Saved in:
9
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
Saved in:
10
The dynamic relationship between permanent and transitory components of U.S. business cycles
Kim, Chang-jin
(
contributor
);
Piger, Jeremy Max
(
contributor
)
-
2003
-
[Elektronische Ressource].
Persistent link: https://www.econbiz.de/10001965211
Saved in:
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