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Is the backward-looking component important in a new Keynesian Phillips curve?

Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10009513625

A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects

Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10012054880

Is the Backward-Looking Component Important in a New Keynesian Phillips Curve?

Kim, Chang-Jin; Kim, Yunmi - In: Studies in Nonlinear Dynamics & Econometrics 12 (2008) 3, pp. 1515-1515

New Keynesian Phillips curves (NKPC) have recently been modified to include additional lags of inflation in the specification in order to capture the considerable persistence in postwar U.S. inflation. Furthermore, many researchers have agreed on the existence of structural changes in the...

Persistent link: https://www.econbiz.de/10005579878

The instability of the Pearson correlation coefficient in the presence of coincidental outliers

Kim, Yunmi; Kim, Tae-hwan; Ergün, Tolga - In: Finance research letters 13 (2015), pp. 243-257

Persistent link: https://www.econbiz.de/10011552545

Testing for structural breaks in return-based style regression models

Kim, Yunmi; Stone, Douglas; Kim, Tae-hwan - In: Financial markets and portfolio management 35 (2021) 1, pp. 61-76

Persistent link: https://www.econbiz.de/10012495896

Changes in US inflation persistence

Kang, Kyu Ho; Kim, Chang-jin; Morley, James C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10009513570

Markov-switching models with evolving regime-specific parameters : are postwar booms or recessions all alike

Eo, Yunjong; Kim, Chang-jin - In: The review of economics and statistics 98 (2016) 5, pp. 940-949

Persistent link: https://www.econbiz.de/10011791709

Regime shifts in price-dividend ratios and expected stock returns : a present-value approach

Choi, Kwang Hun; Kim, Chang-jin; Park, Cheolbeom - In: Journal of money, credit and banking : JMCB 49 (2017) 2/3, pp. 417-441

Persistent link: https://www.econbiz.de/10011708028

An N-state endogenous Markov-switching model with applications in macroeconomics and finance

Hwu, Shih-Tang; Kim, Chang-jin; Piger, Jeremy Max - In: Macroeconomic dynamics 25 (2021) 8, pp. 1937-1965

Persistent link: https://www.econbiz.de/10012704929

New dynamics of consumption and output

Xuan, Chunji; Kim, Chang-jin; Kim, Dong-heon - In: Journal of macroeconomics 60 (2019), pp. 50-59

Persistent link: https://www.econbiz.de/10012242586