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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of Empirical Finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10005194293
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Special issue in honor of Charles Nelson on "Empirical analysis of business cycles, financial markets, and inflation"
Kim, Chang-jin (contributor); Nelson, Charles R. (honouree) - 2015
Persistent link: https://www.econbiz.de/10011309223
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The less volatile U.S. economy : a bayesian investigation of timing, Breadth, and potential explanations
Kim, Chang-jin (contributor); Nelson, Charles R. (contributor) - 2003 - [Elektronische Ressource].rev
Persistent link: https://www.econbiz.de/10001965242
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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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Why are stock returns and volatility negatively correlated?
Bae, Jinho; Kim, Chang-jin; Nelson, Charles R. - In: Journal of empirical finance 14 (2007) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
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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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Trend inflation and the nature of structural breaks in the New Keynesian Phillips curve
Kim, Chang-jin; Pym Manopimoke; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 46 (2014) 2/3, pp. 253-266
Persistent link: https://www.econbiz.de/10010464124
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The structural break in the equity premium
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 181-191
Persistent link: https://www.econbiz.de/10002781656
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Is there a positive relationship between stock market volatility and the equity premium?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 36 (2004) 3,1, pp. 339-360
Persistent link: https://www.econbiz.de/10002144585