Narrow search
Showing 1 - 9 of 9
Cover Image
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations
Kim, Chang-Jin; Piger, Jeremy - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005618516
Cover Image
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005657399
Cover Image
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005657411
Cover Image
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005657419
Cover Image
Is There a Structural Break in the Equity Premium?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005775313
Cover Image
Permanent and Transitory Nature of Recessions
Kim, Chang-Jin; Murray, Chris - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005775359
Cover Image
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin; Nelson, Charles - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005618475
Cover Image
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin; Nelson, Charles - Department of Economics, University of Washington - 1998
Persistent link: https://www.econbiz.de/10005618530
Cover Image
Unit Root Tests in the Presence of Markov Regime-Switching
Nelson, Charles; Piger, Jeremy; Zivot, Eric - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005618453