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A Bayesian Approach to Testing...
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Time series analysis
Theorie
65
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64
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51
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51
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42
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38
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38
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35
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32
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32
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29
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26
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Kim, Chang-jin
22
Nelson, Charles R.
20
Piger, Jeremy Max
8
Kim, Chang-Jin
6
Morley, James C.
4
Startz, Richard
4
Kim, Jaeho
3
Murray, Christian J.
3
Dueker, Michael
2
Bae, Jinho
1
Choi, Kwang Hun
1
Engel, Charles
1
Forbes, Catherine Scipione
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Hwu, Shih-Tang
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3
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2
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1
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ECONIS (ZBW)
40
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1
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
Saved in:
2
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
Saved in:
3
The time-varying-parameter model as an alternative to ARCH for modeling changing conditional variance : the case of Lucas hypothesis
Nelson, Charles R.
-
1988
Persistent link: https://www.econbiz.de/10013452064
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
[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
Saved in:
8
Essays on the time-varying-parameter model and the Granger causality test
Kim, Chang-jin
-
1989
Persistent link: https://www.econbiz.de/10000803401
Saved in:
9
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
Saved in:
10
The long-run US/UK real exchange rate
Engel, Charles
;
Kim, Chang-jin
- In:
Journal of money, credit and banking : JMCB
31
(
1999
)
3,1
,
pp. 335-356
Persistent link: https://www.econbiz.de/10001411982
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