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Permanent and transitory components of business cycles : their relative importance and dynamic relationship

Kim, Chang-jin; Piger, Jeremy Max; Startz, Richard - 2001

Persistent link: https://www.econbiz.de/10001580220

Common stochastic trends, common cycles, and asymmetry in economic fluctuations

Kim, Chang-jin; Piger, Jeremy Max - In: Journal of monetary economics 49 (2002) 6, pp. 1189-1211

Persistent link: https://www.econbiz.de/10001700851

Nonlinearity and the permanent effects of recessions

Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001973965

Estimation of Markov regime-switching regression models with endogenous switching

Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979877

The dynamic relationship between permanent and transitory components of U.S. business cycles

Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource].

Persistent link: https://www.econbiz.de/10001965211

Common stochastic trends, common cycles, and asymmetry in economic fluctuations

Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001965274

Nonlinearity and the permanent effects of regressions

Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Journal of applied econometrics 20 (2005) 2, pp. 291-309

Persistent link: https://www.econbiz.de/10002729148

Estimation of Markov regime-switching regression models with endogenous switching

Kim, Chang-jin; Piger, Jeremy Max; Startz, Richard - In: Journal of econometrics 143 (2008) 2, pp. 263-273

Persistent link: https://www.econbiz.de/10003722601

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

Permanent and Transitory Components of Business Cycles : Their Relative Importance and Dynamic Relationship

Kim, Chang-jin; Piger, Jeremy Max; Startz, Richard - 2001

This paper investigates the relationship between permanent and transitory components of U.S. recessions in an empirical model allowing for business cycle asymmetry. Using a common stochastic trend representation for real GNP and consumption, we divide real GNP into permanent and transitory...

Persistent link: https://www.econbiz.de/10014129807