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The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
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The less volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations
Kim, Chang-jin; Nelson, Charles T.; Piger, Jeremy Max - 2001
Persistent link: https://www.econbiz.de/10001600677
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Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices?
Kim, Chang-jin; Morley, James C.; Nelson, Charles R. - In: Journal of empirical finance 8 (2001) 4, pp. 403-426
Persistent link: https://www.econbiz.de/10001607064
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[Rezension von: Kim, Chang-Jin, ...,, State-space models with regime switching]
Balke, Nathan S. - In: Journal of economic literature 39 (2001) 1, pp. 127-128
Persistent link: https://www.econbiz.de/10001569408
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[Rezension von: Kim, C.-J., ...,, State-space models with regime switching]
Christopeit, Norbert - In: Journal of economics 72 (2000) 2, pp. 237-239
Persistent link: https://www.econbiz.de/10001550944
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Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin; Piger, Jeremy Max - 2000
Persistent link: https://www.econbiz.de/10001521723
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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
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Permanent and transitory components of business cycles : their relative importance and dynamic relationship
Kim, Chang-jin; Piger, Jeremy Max; Startz, Richard - 2001
Persistent link: https://www.econbiz.de/10001580220
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Permanent and transitory components of recessions
Kim, Chang-jin; Murray, Christian J. - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 163-183
Persistent link: https://www.econbiz.de/10001655269
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[Rezension von: Kim, Chang-Jin, ..., State-space models with regime switching]
Bos, Charles S. - In: The economic journal : the journal of the Royal … 111 (2001), pp. F788-789
Persistent link: https://www.econbiz.de/10001637767