Chang-Jin Kim

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!

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 Journal of Business and Economic Statistics	2025-01-20	Paper
Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework Studies in Nonlinear Dynamics & Econometrics	2024-11-28	Paper
A unified framework jointly explaining business conditions, stock returns, volatility and ``volatility feedback news effects Studies in Nonlinear Dynamics & Econometrics	2023-04-17	Paper
Superhydrophobic drag reduction in high-speed towing tank Journal of Fluid Mechanics	2021-01-19	Paper
Markov-switching models with endogenous explanatory variables Journal of Econometrics	2014-03-07	Paper
Dealing with Endogeneity in Regression Models with Dynamic Coefficients Foundations and Trends® in Econometrics	2014-02-19	Paper
Dealing with endogeneity in a time-varying parameter model: joint estimation and two-step estimation procedures Econometrics Journal	2013-04-17	Paper
Time-varying parameter models with endogenous regressors Economics Letters	2013-01-07	Paper
Is the backward-looking component important in a New Keynesian Phillips curve? Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
Dynamic linear models with Markov-switching Journal of Econometrics	1994-09-18	Paper

Research outcomes over time

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