Narrow search
Showing 1 - 10 of 31
Cover Image
Essays on time series models with dynamic coefficients in macroeconomics and finance
Kim, Yunmi - 2008
Persistent link: https://www.econbiz.de/10011390040
Cover Image
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi; Kim, Tae-hwan; Ergün, Tolga - In: Finance research letters 13 (2015), pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Cover Image
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
Cover Image
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
Cover Image
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin - In: Journal of econometrics 146 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
Cover Image
[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
Cover Image
Essays on the time-varying-parameter model and the Granger causality test
Kim, Chang-jin - 1989
Persistent link: https://www.econbiz.de/10000803401
Cover Image
The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 4, pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
Cover Image
A Bayesian approach to testing for Markov-switching in univariate and dynamic factor models
Kim, Chang-jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1013
Persistent link: https://www.econbiz.de/10001624477
Cover Image
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