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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

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

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

Nonlinearity and the permanent effects of recessions

Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001973965

The two interpretations of the Beveridge-Nelson decomposition

Morley, James C. - In: Macroeconomic dynamics 15 (2011) 3, pp. 419-439

Persistent link: https://www.econbiz.de/10009300464

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

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

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

Trend/cycle decomposition of regime-switching processes

Morley, James C.; Piger, Jeremy Max - In: Journal of econometrics 146 (2008) 2, pp. 220-226

Persistent link: https://www.econbiz.de/10003782912

The importance of nonlinearity in reproducing business cycle features

Morley, James C.; Piger, Jeremy Max - In: Nonlinear time series analysis of business cycles, (pp. 75-95). 2006

This paper considers the ability of simulated data from linear and nonlinear time-series models to reproduce features in U.S. real GDP data related to business cycle phases. We focus our analysis on a number of linear ARIMA models and nonlinear Markov-switching models. To determine the timing of...

Persistent link: https://www.econbiz.de/10003309160