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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
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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
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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
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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
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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
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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
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Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji; Kim, Chang-jin - In: Japan and the world economy : international journal of … 55 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012590816
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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
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A structural break in the aggregate earnings-returns relation
Curtis, Asher; Kim, Chang-jin; Oh, Hyung Il - 2024
Persistent link: https://www.econbiz.de/10015338839
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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 23 (2005) April, pp. 181-191
Persistent link: https://www.econbiz.de/10005430005