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ARTICLES - Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 31 (1999) 3, pp. 317-334
Persistent link: https://www.econbiz.de/10006665812
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Qualitative Reflections - Hot Notes: Capture What Shouts Loudest
Yuan, Li-Jie; Zhang, Yu-Qin; Yu, Li-Yan; Liu, Hong-Yu; … - In: Marketing research : a magazine of management and … 21 (2009) 4, pp. 28-30
Persistent link: https://www.econbiz.de/10008352007
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Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure
Kim, Chang-Jin - In: Journal of econometrics 148 (2009) 1, pp. 46-55
Persistent link: https://www.econbiz.de/10008170382
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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/10008214399
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The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations
Kim, Chang-Jin; Nelson, Charles R.; Piger, Jeremy - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10008214951
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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. 341-350
Persistent link: https://www.econbiz.de/10008224909
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Estimation of Markov regime-switching regression models with endogenous switching
Kim, Chang-Jin; Piger, Jeremy; Startz, Richard - In: Journal of econometrics 143 (2008) 2, pp. 263-273
Persistent link: https://www.econbiz.de/10007910772
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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/10007618607
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Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-Jin; Piger, Jeremy - In: Journal of monetary economics 49 (2002) 6, pp. 1189-1212
Persistent link: https://www.econbiz.de/10007661411
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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/10007598957