Chang-Jin Kim
University of Washington
H-index: 33
North America-United States
Top articles of Chang-Jin Kim
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework | Studies in Nonlinear Dynamics & Econometrics | Shih-Tang Hwu Chang-Jin Kim | 2023/11/28 |
Trend-cycle decompositions of real GDP revisited: classical and Bayesian perspectives on an unsolved puzzle | Macroeconomic Dynamics | Chang-Jin Kim Jaeho Kim | 2022/3 |
An N-state endogenous Markov-switching model with applications in Macroeconomics and Finance | Macroeconomic Dynamics | Shih-Tang Hwu Chang-Jin Kim Jeremy Piger | 2021/12 |
Structural breaks in the mean of dividend-price ratios: Implications of learning on stock return predictability | Japan and the World Economy | Chunji Xuan Chang-Jin Kim | 2020/9/1 |
The change in the aggregate earnings-returns relation and the great moderation | Available at SSRN 3517952 | Asher Curtis Chang‐Jin Kim Hyung Il Oh | 2020 |
Co-Authors
