| Thepile-up problem'in trend-cycle decomposition of real gdp: Classical and bayesian perspectives CJ Kim, J Kim | 18 | 2013 |
| Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity J Kim, L Wang Journal of Applied Econometrics 34 (6), 1016-1028, 2019 | 14 | 2019 |
| Bayesian inference in regime-switching ARMA models with absorbing states: The dynamics of the ex-ante real interest rate under regime shifts CJ Kim, J Kim Journal of Business & Economic Statistics 33 (4), 566-578, 2015 | 14 | 2015 |
| Trend-cycle decompositions of real GDP revisited: classical and Bayesian perspectives on an unsolved puzzle CJ Kim, J Kim Macroeconomic Dynamics 26 (2), 394-418, 2022 | 11 | 2022 |
| Why are Bayesian trend-cycle decompositions of US real GDP so different? J Kim, S Chon Empirical Economics 58, 1339-1354, 2020 | 6 | 2020 |
| Bayesian inference in regime-switching ARMA models with absorbing states: The dynamics of the ex-ante real interest rate under structural breaks CJ Kim, J Kim | 6 | 2013 |
| Does the financial leverage effect depend on volatility regimes? S Chon, J Kim Finance Research Letters 39, 101600, 2021 | 4 | 2021 |
| Empirical Asset Pricing with Bayesian Regression Trees D Creal, J Kim Working Paper University of Notre Dame, Department of Economics, 2021 | 4 | 2021 |
| Efficient Bayesian Inference in Non-linear Switching State Space Models Using Particle Gibbs Sampling Approaches J Kim Available at SSRN 2685280, 2015 | 4 | 2015 |
| &Kim C.,(2013). An Efficient Bayesian Inference of Regime-Switching ARMA Models: Dynamics of Ex-Ante Real Interest Rate Under Regime Shifts J Kim University of Washington, Seminar on Bayesian Inference in Econometrics and …, 2013 | 4 | 2013 |
| Price discovery under model uncertainty J Kim, SC Linn Energy Economics 107, 105833, 2022 | 3 | 2022 |
| Non-markovian regime-switching models CJ Kim, J Kim Available at SSRN 3159530, 2018 | 3 | 2018 |
| Heterogeneous endogeneity P Ghosh, K Grier, J Kim Statistical Papers 62, 847-886, 2021 | 2 | 2021 |
| The Pile-up Problem in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives.(2013).(cited on page 73) 126 CJ Kim, J Kim BIBLIOGRAPHY, 2013 | 2 | 2013 |
| Bayesian estimation of block covariance matrices D Creal, J Kim Available at SSRN 4098134, 2022 | 1 | 2022 |
| Permanent and Transitory Shocks to the US Economy: Has Their Importance Been Constant over Time? J Kim, S Chon Available at SSRN 2862265, 2017 | 1 | 2017 |
| Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the US Stock Market J Kim | 1 | 2015 |
| The ‘Pile-up Problem’in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives CJ Kim, J Kim Working Paper, University of Washington, 2014 | 1 | 2014 |
| Bayesian estimation of cluster covariance matrices of unknown form D Creal, J Kim Journal of Econometrics 241 (1), 105725, 2024 | | 2024 |
| Bayesian estimation of the long-run trend of the US economy J Kim, S Chon Empirical Economics 62 (2), 461-485, 2022 | | 2022 |
Chang-Jin Kimuniversity of washingtonGeverifieerd e-mailadres voor u.washington.edu
