Yunmi Kim

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news effects
Studies in Nonlinear Dynamics & Econometrics
2023-04-17Paper
Dealing with Markov-switching parameters in quantile regression models
Communications in Statistics. Simulation and Computation
2022-12-13Paper
A residual-based test for autocorrelation in quantile regression models
Journal of Statistical Computation and Simulation
2020-04-22Paper
Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures
Econometrics Journal
2013-04-17Paper
Is the backward-looking component important in a New Keynesian Phillips curve?
Studies in Nonlinear Dynamics & Econometrics
2010-07-02Paper


Research outcomes over time


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