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A Time-Varying Parameter Model...
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Kishor, N. Kundan
89
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Nelson, Charles R.
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ECONIS (ZBW)
160
RePEc
72
BASE
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5
OLC EcoSci
2
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1
Sources of monetary growth uncertainty and economic activity : the time-varying-parameter model with heteroskedastic disturbances
Kim, Chang-jin
- In:
The review of economics and statistics
75
(
1993
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10001162859
Saved in:
2
Unobserved-component time series models with Markov-switching heteroscedasticity : changes in regime and the link between inflation rates and inflation uncertainty
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 341-349
Persistent link: https://www.econbiz.de/10001146826
Saved in:
3
Bayes inference via Gibbs sampling of dynamic linear models with Markov-switching
Kim, Chang-jin
- In:
Journal of economic theory and econometrics : journal …
3
(
1997
)
2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10001560752
Saved in:
4
Predicting business cycle phases with indexes of leading and coincident economic indicators : a multivariate "regime-shift" approach
Kim, Chang-jin
- In:
Journal of economic theory and econometrics : journal …
2
(
1996
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10001561190
Saved in:
5
The less volatile U.S. economy : a bayesian investigation of timing, Breadth, and potential explanations
Kim, Chang-jin
(
contributor
);
Nelson, Charles R.
(
contributor
)
-
2003
-
[Elektronische Ressource].rev
Persistent link: https://www.econbiz.de/10001965242
Saved in:
6
Markov-switching models with endogenous explanatory variables
Kim, Chang-jin
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10002136509
Saved in:
7
Dealing with endogeneity in regression models with dynamic coefficients
Kim, Chang-jin
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008656405
Saved in:
8
Time-varying parameter models with endogeneous regressors
Kim, Chang-jin
- In:
Economics letters
91
(
2006
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10003314914
Saved in:
9
Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10003813118
Saved in:
10
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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