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Disappearing dividends : implications for the dividend-price ratio and return predictability
Kim, Chang-jin; Park, Cheolbeom - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 933-952
Persistent link: https://www.econbiz.de/10010197598
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Changes in US inflation persistence
Kang, Kyu Ho; Kim, Chang-jin; Morley, James C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10009513570
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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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Trend inflation and the nature of structural breaks in the New Keynesian Phillips curve
Kim, Chang-jin; Pym Manopimoke; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 46 (2014) 2/3, pp. 253-266
Persistent link: https://www.econbiz.de/10010464124
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Why are stock returns and volatility negatively correlated?
Bae, Jinho; Kim, Chang-jin; Nelson, Charles R. - In: Journal of empirical finance 14 (2007) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
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Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin; Nelson, Charles R. - In: Journal of monetary economics 53 (2006) 8, pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
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Exchange rate regime and monetary policy independence in East Asia
Kim, Chang-jin; Lee, Jong-Wha - In: Pacific economic review 13 (2008) 2, pp. 155-170
Persistent link: https://www.econbiz.de/10003721230
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Special issue in honor of Charles Nelson on "Empirical analysis of business cycles, financial markets, and inflation"
Kim, Chang-jin (contributor); Nelson, Charles R. (honouree) - 2015
Persistent link: https://www.econbiz.de/10011309223
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Bayesian inference in regime-switching ARMA models with aborbing states : the dynamics of the ex-antre real interest rate under regime shifts
Kim, Chang-jin; Kim, Jaeho - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 4, pp. 566-578
Persistent link: https://www.econbiz.de/10011403240
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Predicting stock returns : the information content of predictors across horizons
Deng, Kaihua; Kim, Chang-jin - In: Annals of financial economics 10 (2015) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10011408566