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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

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

Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"

Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Macroeconomic dynamics 19 (2015) 4, pp. 723-727

Persistent link: https://www.econbiz.de/10011309220

A Bayesian Approach to Counterfactual Analysis of Structural Change

Kim, Chang-jin - 2006

In this paper, we develop a Bayesian approach to counterfactual analysis of structural change. Contrary to previous analysis based on classical point estimates, this approach provides a straightforward measure of estimation uncertainty for the counterfactual quantity of interest. We apply the...

Persistent link: https://www.econbiz.de/10012735190

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

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

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

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

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

[Rezension von: Kim, Chang-jin, ...,, State space models with regime switching]

Forbes, Catherine Scipione; Shami, Roland G. - In: The economic record : er 76 (2000), pp. 105

Persistent link: https://www.econbiz.de/10001466449