Chang-Jin Kim

Available identifiers

Publication	Date of Publication	Type
Bayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts	2025-01-20	Paper
Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework	2024-11-28	Paper
A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news effects	2023-04-17	Paper
Superhydrophobic drag reduction in high-speed towing tank	2021-01-19	Paper
Markov-switching models with endogenous explanatory variables	2014-03-07	Paper
Dealing with Endogeneity in Regression Models with Dynamic Coefficients	2014-02-19	Paper
Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures	2013-04-17	Paper
Time-varying parameter models with endogenous regressors	2013-01-07	Paper
Is the backward-looking component important in a New Keynesian Phillips curve?	2010-07-02	Paper
Dynamic linear models with Markov-switching	1994-09-18	Paper

This page was built for person: Chang-Jin Kim