Access Statistics for Chang-Jin Kim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Counterfactual Analysis of Structural Change 0 0 0 0 0 1 1 219
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models 0 0 0 108 0 1 1 425
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models 0 0 0 43 0 0 0 162
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models 0 0 0 340 0 0 1 648
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models 0 0 0 32 0 0 1 129
A Bayesian approach to counterfactual analysis of structural change 0 0 0 166 0 0 2 466
A Markov Switching Model of Congressional Partisan Regimes 0 0 0 13 0 0 1 85
A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data 0 0 0 111 1 1 2 256
Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks 0 0 0 38 0 0 2 148
Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks 0 0 0 117 1 1 1 244
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations 0 0 0 163 0 0 0 495
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations 0 0 0 15 0 0 1 139
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations 0 0 0 129 0 0 1 505
Common stochastic trends, common cycles, and asymmetry in economic fluctuations 0 0 0 125 0 0 0 404
Common stochastic trends, common cycles, and asymmetry in economic fluctuations 0 0 0 177 1 2 3 803
Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability 0 0 0 153 1 1 1 390
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 1 17 0 0 1 147
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 0 1 2 944
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 0 0 0 154
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 0 0 1 565
Dynamic Linear Models with Markov-Switching 0 0 0 2 0 0 4 1,747
Estimation of Markov regime-switching regression models with endogenous switching 0 1 2 1,074 2 3 9 2,554
Exchange Rate Regimes and Monetary Independence in East Asia 0 0 0 61 0 0 2 137
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components 0 0 0 0 1 1 2 283
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components 0 0 0 0 1 1 7 1,098
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 0 0 1 734
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 0 0 1 240
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 0 1 71
Is There a Structural Break in the Equity Premium? 0 0 1 105 0 0 2 246
Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike? 1 2 9 342 1 4 18 683
Nonlinearity and the permanent effects of recessions 0 0 0 157 0 0 2 422
Permanent and Transitory Nature of Recessions 0 0 0 17 0 0 2 101
Permanent and Transitory Nature of Recessions 0 0 0 78 0 0 1 289
Permanent and transitory components of business cycles: their relative importance and dynamic relationship 0 0 0 196 0 0 3 1,017
Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle? 0 0 0 132 0 1 3 287
SOURCES OF MONETARY GROWTH UNCERTAINTY: AN ENCOMPASSING APPROACH BASED ON MONTE CARLO EXPERIMENT 0 0 0 0 0 1 1 144
THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS 0 0 0 1 0 1 1 269
THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS 0 0 0 1 0 0 1 59
Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization 0 0 0 1 0 0 0 1,116
Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization 0 0 0 0 0 0 1 149
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 0 1 362
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 1 1 107
The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle 0 0 0 30 0 0 1 202
The Evolution of the Monetary Policy Regimes in the U.S 0 0 0 309 1 1 1 834
The Long-Run U.S./U.K. Real Exchange Rate 0 0 1 521 0 0 2 2,716
The Long-Run U.S./U.K. real Exchange Rate 0 0 0 0 0 0 1 280
The Long-Run U.S./U.K. real Exchange Rate 0 0 0 3 0 0 2 1,142
The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis 0 0 0 182 0 0 0 537
The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives 0 0 1 229 1 3 12 679
The dynamic relationship between permanent and transitory components of U.S. business cycles 0 0 0 197 0 1 2 690
The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations 0 0 0 162 0 0 1 688
The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations 0 0 1 151 1 1 3 464
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve 0 0 0 63 0 0 2 154
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve 0 0 2 72 0 1 3 163
Unobserved-Component Time-Series Models with Markov- Switching Heteroskedasticity: Changes in Regimes and the Link between Inflation Rates and Inflation Uncertainty 0 0 0 0 2 2 3 487
Total Working Papers 1 3 18 6,547 14 30 119 28,479


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models 0 0 0 88 1 4 5 670
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 91 0 0 2 333
Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching 0 2 13 667 1 4 28 1,425
Capital Accumulation And Trade Policy:The Case Of Korea 0 0 0 21 0 0 0 87
Changes in U.S. Inflation Persistence 0 0 1 226 0 0 4 478
Common stochastic trends, common cycles, and asymmetry in economic fluctuations 0 0 1 116 0 0 8 381
Dealing with Endogeneity in Regression Models with Dynamic Coefficients 0 0 1 79 0 0 1 236
Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures 0 0 0 73 1 1 4 222
Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability 0 0 0 16 0 0 3 90
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 1 1 3 629
Dynamic linear models with Markov-switching 2 3 15 2,403 5 9 37 4,249
Estimation of Markov regime-switching regression models with endogenous switching 0 4 5 665 2 9 15 2,025
Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data 1 3 5 285 1 3 12 587
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components 0 0 0 1 1 5 10 1,082
Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle 0 3 13 856 1 7 27 2,555
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 0 1 2 453
Is the Backward-Looking Component Important in a New Keynesian Phillips Curve? 0 0 1 162 0 0 1 440
Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984? 0 0 0 111 0 0 3 266
Markov-switching models with endogenous explanatory variables 0 0 1 118 0 0 3 262
Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure 0 0 0 172 0 0 7 407
Nonlinearity and the permanent effects of recessions 0 0 1 286 1 1 6 920
Permanent and transitory components of recessions 0 0 0 181 0 0 3 462
Sources of Monetary Growth Uncertainty and Economic Activity: The Time-Varying-Parameter Model with Heteroskedastic Disturbances 1 1 1 156 1 1 1 378
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 0 0 0 39 0 0 3 131
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 1 4 17 152 1 4 31 382
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 75 0 0 3 412
The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations 0 0 0 1 0 0 0 546
The Long-Run U.S./U.K. Real Exchange Rate 0 0 0 0 0 0 3 1,138
The Structural Break in the Equity Premium 0 0 1 28 0 0 3 95
The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis 0 0 0 0 0 1 1 770
The evolution of the monetary policy regimes in the U.S 0 0 0 49 0 0 0 134
Time-varying parameter models with endogenous regressors 0 0 1 189 0 0 3 343
Transient Fads and the Crash of '87 0 0 0 163 0 0 0 728
Unobserved-Component Time Series Models with Markov-Switching Heteroscedasticity: Changes in Regime and the Link between Inflation Rates and Inflation Uncertainty 0 0 0 0 1 1 1 742
Why are stock returns and volatility negatively correlated? 0 0 1 147 1 4 10 408
Total Journal Articles 5 20 78 7,713 19 56 243 24,466


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications 0 0 0 0 8 22 101 10,935
Total Books 0 0 0 0 8 22 101 10,935


Statistics updated 2025-06-06