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Is the backward-looking component important in a new Keynesian Phillips curve?
Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10009513625
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A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
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Essays on time series models with dynamic coefficients in macroeconomics and finance
Kim, Yunmi - 2008
Persistent link: https://www.econbiz.de/10011390040
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Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Applied economics 47 (2015) 34/36, pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309
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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
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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
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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
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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
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[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