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~subject:"Bayesian inference"
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Bayesian inference
Theorie
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59
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38
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37
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37
Markov chain
33
Markov-Kette
33
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English
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Chib, Siddhartha
32
Kang, Kyu Ho
10
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7
Shin, Minchul
7
Jacobi, Liana
5
Tan, Fei
4
Griffiths, William
3
Nakajima, Jouchi
3
Omori, Yasuhiro
3
Simoni, Anna
3
Elerian, Ola
2
Kim, Young Min
2
Koop, Gary
2
Pitt, Michael K.
2
Ramamurthy, Srikanth
2
Shephard, Neil
2
Terrell, Dek
2
Zeng, Xiaming
2
Zhao, Lingxiao
2
Abdymomunov, Azamat
1
Basu, Sanjib
1
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Ka, Kook
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Kim, Ki Jeong
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Lee, Chang Hoon
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Asia-Pacific journal of financial studies
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1
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1
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1
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1
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ECONIS (ZBW)
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Forecasting the term structure of Korean government bond yields using the Dynamic Nelson-Siegel class models
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
6
,
pp. 765-787
Persistent link: https://www.econbiz.de/10009705195
Saved in:
2
Estimation of state-space models with endogenous Markov regime-switching parameters
Kang, Kyu Ho
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 56-82
Persistent link: https://www.econbiz.de/10010498759
Saved in:
3
Can credit spreads help predict a yield curve?
Abdymomunov, Azamat
;
Kang, Kyu Ho
;
Kim, Ki Jeong
- In:
Journal of international money and finance
64
(
2016
),
pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
Saved in:
4
The role of credit spreads and structural breaks in forecasting the term structure of Korean government bond yields
Lee, Chang Hoon
;
Kang, Kyu Ho
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
3
,
pp. 353-386
Persistent link: https://www.econbiz.de/10011458991
Saved in:
5
The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho
- In:
Journal of empirical finance
33
(
2015
),
pp. 51-66
Persistent link: https://www.econbiz.de/10011556848
Saved in:
6
Do bond markets find inflation targets credible? : evidence from five inflation-targeting countries
Kim, Young Min
;
Kang, Kyu Ho
;
Ka, Kook
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 66-84
Persistent link: https://www.econbiz.de/10012485697
Saved in:
7
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
8
Bayesian inference of multivariate regression models with endogenous Markov regime-switching parameters
Kim, Young Min
;
Kang, Kyu Ho
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 391-436
Persistent link: https://www.econbiz.de/10013349134
Saved in:
9
The Bank of Korea watch
Kim, Hyerim
;
Kang, Kyu Ho
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435485
Saved in:
10
Has international CPI inflation comovement strengthened since the global financial crisis?
Sin, In-sŏk
;
Kang, Kyu Ho
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 111-140
Persistent link: https://www.econbiz.de/10014247352
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