Chang Jin Kim

Chang Jin Kim

University of Washington - Seattle / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1684562
person_outline Chang Jin Kim's MOST POPULAR ARTICLES
1-) State-space models with regime switching: classical and Gibbs-sampling approaches with applicationsCJ Kim, CR NelsonMIT Press Books 1, 19993321*1999
2-) Dynamic linear models with Markov-switchingCJ KimJournal of econometrics 60 (1-2), 1-22, 199419461994
3-) Has the US economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycleCJ Kim, CR NelsonReview of Economics and Statistics 81 (4), 608-616, 199914181999
4-) Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switchingCJ Kim, CR NelsonReview of Economics and Statistics 80 (2), 188-201, 19986991998
5-) Estimation of Markov regime-switching regression models with endogenous switchingCJ Kim, J Piger, R StartzJournal of Econometrics 143 (2), 263-273, 20083462008