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 0 1 210
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models 0 0 0 340 0 0 1 646
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models 0 0 0 108 0 0 0 424
A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models 0 0 0 32 0 0 0 128
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 counterfactual analysis of structural change 0 0 0 166 0 0 0 463
A Markov Switching Model of Congressional Partisan Regimes 0 0 0 13 0 0 1 84
A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data 0 0 0 111 0 0 0 253
Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks 0 0 1 36 0 0 2 141
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 0 0 2 239
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations 0 0 0 129 0 0 1 503
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations 0 0 0 15 0 0 0 138
Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations 0 1 1 163 0 1 2 495
Common stochastic trends, common cycles, and asymmetry in economic fluctuations 0 0 0 124 0 0 1 401
Common stochastic trends, common cycles, and asymmetry in economic fluctuations 0 0 0 177 5 16 45 786
Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability 0 1 2 151 0 1 2 385
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 16 0 0 0 145
Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 227 0 0 0 942
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 12 0 0 1 154
Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices? 0 0 0 110 0 0 0 564
Dynamic Linear Models with Markov-Switching 0 0 0 2 2 5 18 1,737
Estimation of Markov regime-switching regression models with endogenous switching 0 0 5 1,071 0 2 10 2,533
Exchange Rate Regimes and Monetary Independence in East Asia 0 0 1 61 0 0 1 135
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components 0 0 0 0 0 0 2 1,087
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components 0 0 0 0 0 1 2 280
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 74 1 1 2 238
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 274 2 2 3 732
Is There a Structural Break in the Equity Premium? 0 0 0 104 0 0 0 244
Is There a Structural Break in the Equity Premium? 0 0 0 17 0 0 0 70
Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike? 1 3 10 321 1 4 17 647
Nonlinearity and the permanent effects of recessions 0 0 1 155 0 0 2 416
Permanent and Transitory Nature of Recessions 0 0 0 17 0 0 0 99
Permanent and Transitory Nature of Recessions 0 0 1 78 0 0 1 286
Permanent and transitory components of business cycles: their relative importance and dynamic relationship 0 0 1 195 0 0 3 1,012
Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle? 0 0 0 130 1 1 2 280
SOURCES OF MONETARY GROWTH UNCERTAINTY: AN ENCOMPASSING APPROACH BASED ON MONTE CARLO EXPERIMENT 0 0 0 0 0 0 0 143
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 0 57
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 0 266
Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization 0 0 0 1 0 0 0 1,113
Testing for Mean Reversion in Heteroskedastic Data II: Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization 0 0 0 0 0 0 2 145
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 0 0 360
Testing for Men reversion in Heteroskedastic data Based on Gibbs-Simpling-Augmented Randomization 0 0 0 0 0 0 1 106
The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle 0 0 0 30 0 1 1 201
The Evolution of the Monetary Policy Regimes in the U.S 0 0 0 309 0 0 3 831
The Long-Run U.S./U.K. Real Exchange Rate 0 0 0 519 0 0 1 2,711
The Long-Run U.S./U.K. real Exchange Rate 0 0 0 3 0 0 2 1,137
The Long-Run U.S./U.K. real Exchange Rate 0 0 0 0 0 0 0 279
The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis 0 0 0 181 0 0 0 535
The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives 1 2 6 225 2 5 19 642
The dynamic relationship between permanent and transitory components of U.S. business cycles 0 0 0 197 0 0 1 688
The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations 0 0 0 150 0 0 0 461
The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations 0 0 0 162 1 1 1 682
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve 0 0 0 69 1 1 2 158
Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve 0 0 0 62 0 1 1 150
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 0 0 0 482
Total Working Papers 2 7 29 6,499 16 43 156 28,206


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 0 0 2 664
Bayesian counterfactual analysis of the sources of the great moderation 0 0 0 90 0 1 4 330
Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching 2 4 31 621 3 12 61 1,339
Capital Accumulation And Trade Policy:The Case Of Korea 0 0 0 19 0 0 0 85
Changes in U.S. Inflation Persistence 0 0 1 223 0 0 5 468
Common stochastic trends, common cycles, and asymmetry in economic fluctuations 0 1 3 112 0 1 8 367
Dealing with Endogeneity in Regression Models with Dynamic Coefficients 1 1 2 76 2 2 5 227
Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures 0 0 1 71 1 1 2 215
Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability 0 0 0 16 0 0 0 87
Does an intertemporal tradeoff between risk and return explain mean reversion in stock prices? 0 0 0 97 0 0 3 624
Dynamic linear models with Markov-switching 1 4 24 2,378 4 14 68 4,181
Estimation of Markov regime-switching regression models with endogenous switching 0 1 14 652 2 6 34 1,984
Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data 1 3 11 275 1 4 15 563
Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components 0 0 0 1 1 2 6 1,056
Has The U.S. Economy Become More Stable? A Bayesian Approach Based On A Markov-Switching Model Of The Business Cycle 2 6 26 827 8 12 78 2,489
Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? 0 0 0 0 0 0 1 444
Is the Backward-Looking Component Important in a New Keynesian Phillips Curve? 0 0 1 159 0 1 9 434
Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984? 0 0 0 111 0 0 4 261
Markov-switching models with endogenous explanatory variables 0 0 1 115 0 0 2 255
Markov-switching models with endogenous explanatory variables II: A two-step MLE procedure 0 1 1 168 0 1 4 387
Nonlinearity and the permanent effects of recessions 0 0 0 285 0 0 6 910
Permanent and transitory components of recessions 0 0 1 181 0 0 2 458
Sources of Monetary Growth Uncertainty and Economic Activity: The Time-Varying-Parameter Model with Heteroskedastic Disturbances 0 0 3 149 0 0 3 370
Testing for mean reversion in heteroskedastic data II: Autoregression tests based on Gibbs-sampling-augmented randomization1 0 0 2 39 0 0 2 128
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1 2 3 10 116 3 4 16 306
The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles 0 0 0 75 0 5 23 400
The Less-Volatile U.S. Economy: A Bayesian Investigation of Timing, Breadth, and Potential Explanations 0 0 0 1 0 0 1 545
The Long-Run U.S./U.K. Real Exchange Rate 0 0 0 0 1 1 2 1,133
The Structural Break in the Equity Premium 0 0 0 27 0 0 0 92
The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis 0 0 0 0 0 1 3 766
The evolution of the monetary policy regimes in the U.S 0 0 1 48 0 1 5 131
Time-varying parameter models with endogenous regressors 0 0 2 185 0 0 4 336
Transient Fads and the Crash of '87 0 0 0 162 0 0 2 726
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 2 738
Why are stock returns and volatility negatively correlated? 0 1 3 144 0 2 6 392
Total Journal Articles 9 25 138 7,511 27 72 388 23,891


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 34 110 408 10,419
Total Books 0 0 0 0 34 110 408 10,419


Statistics updated 2023-05-07