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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

A Bayesian approach to counterfactual analysis of structural change

Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2004 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10002496905

The less volatile U.S. economy : a bayesian investigation of timing, Breadth, and potential explanations

Kim, Chang-jin (contributor); Nelson, Charles R. (contributor) - 2003 - [Elektronische Ressource].rev

Persistent link: https://www.econbiz.de/10001965242

Estimation of Markov regime-switching regression models with endogenous switching

Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979877

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

Common stochastic trends, common cycles, and asymmetry in economic fluctuations

Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001965274

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

A Bayesian Approach to Counterfactual Analysis of Structural Change

Kim, Chang-jin - 2006

In this paper, we develop a Bayesian approach to counterfactual analysis of structural change. Contrary to previous analysis based on classical point estimates, this approach provides a straightforward measure of estimation uncertainty for the counterfactual quantity of interest. We apply the...

Persistent link: https://www.econbiz.de/10012735190