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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

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

Has the US economy become more stable? : A Bayesian approach based on a Markov-switching model of the business cycle

Kim, Chang-jin; Nelson, Charles R. - In: The review of economics and statistics 81 (1999) 4, pp. 608-616

Persistent link: https://www.econbiz.de/10001437350

The less volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations

Kim, Chang-jin; Nelson, Charles T.; Piger, Jeremy Max - 2001

Persistent link: https://www.econbiz.de/10001600677

A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models

Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013

Persistent link: https://www.econbiz.de/10001624477

The less-volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations

Kim, Chang-jin; Nelson, Charles R.; Piger, Jeremy Max - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 1, pp. 80-93

Persistent link: https://www.econbiz.de/10001891451

A Bayesian approach to counterfactual analysis of structural change

Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2004 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10002496905

The Less Volatile U.S. Economy : A Bayesian Investigation of Timing, Breadth and Potential Explanations

Kim, Chang-jin; Nelson, Charles R.; Piger, Jeremy Max - 2003

Using Bayesian tests for a structural break at an unknown break date, we search for a volatility reduction within the post-war sample for the growth rates of U.S. aggregate and disaggregate real GDP. We find that the growth rate of aggregate real GDP has been less volatile since the early...

Persistent link: https://www.econbiz.de/10014126249

Bayesian counterfactual analysis of the sources of the great moderation

Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Journal of applied econometrics 23 (2008) 2, pp. 173-191

Persistent link: https://www.econbiz.de/10003704875

Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts

Kim, Chang-jin; Kim, Jaeho - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 566-578

Persistent link: https://www.econbiz.de/10011403240