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[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]
Forbes, Catherine Scipione; Shami, Roland G. - In: The economic record : er 76 (2000), pp. 105
Persistent link: https://www.econbiz.de/10001466449
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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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Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching
Kim, Chang-jin - In: The review of economics and statistics 80 (1998) 2, pp. 188-201
Persistent link: https://www.econbiz.de/10001240858
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Transient fads and the crash of '87
Kim, Chang-jin - In: Journal of applied econometrics 11 (1996) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10001196178
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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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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) 3,1, pp. 317-334
Persistent link: https://www.econbiz.de/10001411981
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The long-run US/UK real exchange rate
Engel, Charles; Kim, Chang-jin - In: Journal of money, credit and banking : JMCB 31 (1999) 3,1, pp. 335-356
Persistent link: https://www.econbiz.de/10001411982
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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 II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 5 (1998) 4, pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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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