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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
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Time-varying parameter models with endogeneous regressors
Kim, Chang-jin - In: Economics letters 91 (2006) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10003314914
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Dealing with endogeneity in regression models with dynamic coefficients
Kim, Chang-jin (contributor) - 2010
Persistent link: https://www.econbiz.de/10008656405
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Markov-switching models with endogenous explanatory variables II : a two-step MLE procedure
Kim, Chang-jin - In: Journal of econometrics 148 (2009) 1, pp. 46-55
Persistent link: https://www.econbiz.de/10003813118
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Markov-switching models with endogenous explanatory variables
Kim, Chang-jin - In: Journal of econometrics 122 (2004) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10002136509
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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
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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
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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
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Bayes inference via Gibbs sampling of dynamic linear models with Markov-switching
Kim, Chang-jin - In: Journal of economic theory and econometrics : journal … 3 (1997) 2, pp. 123-149
Persistent link: https://www.econbiz.de/10001560752
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Predicting business cycle phases with indexes of leading and coincident economic indicators : a multivariate "regime-shift" approach
Kim, Chang-jin - In: Journal of economic theory and econometrics : journal … 2 (1996) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10001561190