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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

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

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

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

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

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

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

Sources of monetary growth uncertainty and economic activity : the time-varying-parameter model with heteroskedastic disturbances

Kim, Chang-jin - In: The review of economics and statistics 75 (1993) 3, pp. 483-492

Persistent link: https://www.econbiz.de/10001162859

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