22
H index
36
i10 index
3236
Citations
Korea University (50% share) | 22 H index 36 i10 index 3236 Citations RESEARCH PRODUCTION: 35 Articles 55 Papers 1 Books RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chang-Jin Kim. | Is cited by: | Cites to: |
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2020 | Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206. Full description at Econpapers || Download paper | |
2020 | A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. (2020). Huber, Florian ; Piribauer, Philipp ; Pfarrhofer, Michael. In: Papers. RePEc:arx:papers:2001.03935. Full description at Econpapers || Download paper | |
2020 | Markov Switching. (2020). Wo, Tomasz ; Song, Yong. In: Papers. RePEc:arx:papers:2002.03598. Full description at Econpapers || Download paper | |
2020 | Hidden Markov Models Applied To Intraday Momentum Trading With Side Information. (2020). Turner, Richard ; Godsill, Simon ; Christensen, Hugh. In: Papers. RePEc:arx:papers:2006.08307. Full description at Econpapers || Download paper | |
2020 | Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718. Full description at Econpapers || Download paper | |
2020 | Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930. Full description at Econpapers || Download paper | |
2020 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
2020 | On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2011.14094. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Independence and the Strength of the Global Financial Cycle. (2020). Leiva-Leon, Danilo ; Guérin, Pierre ; Friedrich, Christian. In: Staff Working Papers. RePEc:bca:bocawp:20-25. Full description at Econpapers || Download paper | |
2020 | On Causal Networks of Financial Firms: Structural Identification via Non-parametric Heteroskedasticity. (2020). Hipp, Ruben. In: Staff Working Papers. RePEc:bca:bocawp:20-42. Full description at Econpapers || Download paper | |
2020 | Spillover effects in international business cycles. (2020). Perez Quiros, Gabriel ; Pacce, MatÃas ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:2034. Full description at Econpapers || Download paper | |
2020 | A Plucking Model of Business Cycles. (2020). Dupraz, Stéphane ; Steinsson, Jon ; Nakamura, Emi. In: Working papers. RePEc:bfr:banfra:748. Full description at Econpapers || Download paper | |
2020 | A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293. Full description at Econpapers || Download paper | |
2020 | Term structure determinants of timeâ€varying risk of 1â€year bond returns. (2020). Khanapure, Revansiddha Basavaraj. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:365-384. Full description at Econpapers || Download paper | |
2020 | Estimating Excess Sensitivity and Habit Persistence in Consumption Using Greenbook Forecasts. (2020). Kishor, N ; Bhatt, Vipul ; Marfatia, Hardik. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:2:p:257-284. Full description at Econpapers || Download paper | |
2020 | Consumption and exchange rate uncertainty: Evidence from selected Asian countries. (2020). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:9:p:2437-2462. Full description at Econpapers || Download paper | |
2021 | Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers. (2021). Maih, Junior ; Alstadheim, Ragna ; Bjornland, Hilde Christiane. In: Working Papers. RePEc:bny:wpaper:0095. Full description at Econpapers || Download paper | |
2020 | Investment under Rational Inattention: Evidence from US Sectoral Data. (2020). Zorn, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8436. Full description at Econpapers || Download paper | |
2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
2020 | Trend, Seasonal, and Sectorial Inflation in the Euro Area. (2020). Watson, Mark W ; Stock, James H. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c09pp317-344. Full description at Econpapers || Download paper | |
2020 | On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202008. Full description at Econpapers || Download paper | |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404. Full description at Econpapers || Download paper | |
2020 | Spillover effects in international business cycles. (2020). Pacce, MatÃas ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484. Full description at Econpapers || Download paper | |
2021 | A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices. (2021). Kulikov, Alexander Vladimirovich ; Bedin, Andrey Feliksovich ; Polbin, Andrey Vladimirovich. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-48. Full description at Econpapers || Download paper | |
2020 | Synchronization of regional growth dynamics in China. (2020). Ma, Jun ; Bian, Zhicun ; Stewart, Shamar ; Ni, Jinlan. In: China Economic Review. RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x18301305. Full description at Econpapers || Download paper | |
2020 | Growth cycles and business cycles of the Chinese economy through the lens of the unobserved components model. (2020). Liu, Zehao ; Han, Yang ; Ma, Jun. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x19300781. Full description at Econpapers || Download paper | |
2020 | Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951. Full description at Econpapers || Download paper | |
2020 | Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373. Full description at Econpapers || Download paper | |
2020 | A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237. Full description at Econpapers || Download paper | |
2020 | Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340. Full description at Econpapers || Download paper | |
2020 | Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375. Full description at Econpapers || Download paper | |
2020 | Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x. Full description at Econpapers || Download paper | |
2020 | Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986. Full description at Econpapers || Download paper | |
2020 | Foreign direct investment and financial markets influences: Results from the United States. (2020). Malladi, Rama ; Yavas, Burhan F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300796. Full description at Econpapers || Download paper | |
2020 | Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864. Full description at Econpapers || Download paper | |
2020 | Identification of business cycles and the Great Moderation in the post-war U.S. economy. (2020). Jiang, YU. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300732. Full description at Econpapers || Download paper | |
2020 | Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203. Full description at Econpapers || Download paper | |
2020 | Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018. Full description at Econpapers || Download paper | |
2020 | Threshold factor models for high-dimensional time series. (2020). Chen, Rong ; Liu, Xialu. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:53-70. Full description at Econpapers || Download paper | |
2020 | Dynamics of variance risk premia: A new model for disentangling the price of risk. (2020). Violante, Francesco ; Stentoft, Lars. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:312-334. Full description at Econpapers || Download paper | |
2020 | Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124. Full description at Econpapers || Download paper | |
2020 | Financial conditions and monetary policy in the US. (2020). Ãevik, Emrah ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Yildirim, Durmus Cagri ; Erdogan, Seyfettin. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518303947. Full description at Econpapers || Download paper | |
2020 | The response of CO2 emissions to the business cycle: New evidence for the U.S.. (2020). Klarl, Torben. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930355x. Full description at Econpapers || Download paper | |
2020 | Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281. Full description at Econpapers || Download paper | |
2020 | Explaining the nonlinear response of stock markets to oil price shocks. (2020). Sharma, Shahil ; Escobari, Diego. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318855. Full description at Econpapers || Download paper | |
2020 | Inflation expectations and the recovery from the Great Depression in Germany. (2020). Steege, Lucas Ter ; Daniel, Volker. In: Explorations in Economic History. RePEc:eee:exehis:v:75:y:2020:i:c:s0014498318301554. Full description at Econpapers || Download paper | |
2020 | Are hedge funds active market liquidity timers?. (2020). Li, Chenlu ; Tee, Kai-Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918306641. Full description at Econpapers || Download paper | |
2020 | Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095. Full description at Econpapers || Download paper | |
2020 | Regime switching in the present value models: A backward-solving method. (2020). Chung, Keunsuk ; Kim, Jan R. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830881x. Full description at Econpapers || Download paper | |
2020 | Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization. (2020). Caldeira, Joo Frois ; Henrique, Fernando ; Turattia, Douglas Eduardo. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306415. Full description at Econpapers || Download paper | |
2020 | Global factors and trend inflation. (2020). Wong, Benjamin ; Kamber, Gunes. In: Journal of International Economics. RePEc:eee:inecon:v:122:y:2020:i:c:s002219961930087x. Full description at Econpapers || Download paper | |
2020 | Improved recession dating using stock market volatility. (2020). Startz, Richard ; Huang, Yu-Fan. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:507-514. Full description at Econpapers || Download paper | |
2020 | Nowcasting in real time using popularity priors. (2020). Monokroussos, George ; Zhao, Yongchen. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1173-1180. Full description at Econpapers || Download paper | |
2020 | Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850. Full description at Econpapers || Download paper | |
2020 | The determinants of bank loan recovery rates in good times and bad – New evidence. (2020). Vaz, John ; Fenech, Jean-Pierre ; Forbes, Catherine S ; Wang, Hong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:177:y:2020:i:c:p:875-897. Full description at Econpapers || Download paper | |
2020 | Liquidity regimes and optimal dynamic asset allocation. (2020). Salam, Mehmet ; Daniel, Kent ; Collin-Dufresne, Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:379-406. Full description at Econpapers || Download paper | |
2020 | Unemployment flows, participation, and the natural rate of unemployment: Evidence from turkey. (2020). Sengul, Gonul ; Tasci, Murat. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419300783. Full description at Econpapers || Download paper | |
2020 | Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629. Full description at Econpapers || Download paper | |
2020 | Is the Taylor principle still valid when rates are low?. (2020). Morris, Stephen D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304690. Full description at Econpapers || Download paper | |
2020 | A look at jobless recoveries in G7 countries. (2020). Nikolsko-Rzhevskyy, Alex ; Panovska, Irina ; Elroukh, Ahmed W. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070420301324. Full description at Econpapers || Download paper | |
2020 | Asymmetric effects of U.S. monetary policy on the U.S. bilateral trade deficit with China: A Markov switching ARDL model approach. (2020). Nguyen, Canh ; Dinhthanh, SU ; Doytch, Nadia ; Canh, Nguyen Phuc. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300153. Full description at Econpapers || Download paper | |
2020 | Price spillovers between rare earth stocks and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308311. Full description at Econpapers || Download paper | |
2020 | Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey. (2020). Kila, Gul Huyuguzel ; Atik, Abdurrahman Nazif ; Akdeniz, Cokun. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030876x. Full description at Econpapers || Download paper | |
2020 | Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141. Full description at Econpapers || Download paper | |
2020 | Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553. Full description at Econpapers || Download paper | |
2021 | Identification of Extreme Capital Flows in Emerging Markets. (2021). Dhar, Amrita. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:359-384. Full description at Econpapers || Download paper | |
2020 | GDP-employment decoupling in Germany. (2020). Weber, Enzo ; Klinger, Sabine. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:82-98. Full description at Econpapers || Download paper | |
2020 | The effect of global and regional stock market shocks on safe haven assets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:54:y:2020:i:c:p:297-308. Full description at Econpapers || Download paper | |
2021 | Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market. (2021). Nomikos, Nikos K ; Giamouzi, Maria. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520307778. Full description at Econpapers || Download paper | |
2020 | An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: THEMA Working Papers. RePEc:ema:worpap:2020-11. Full description at Econpapers || Download paper | |
2020 | Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Staff Reports. RePEc:fip:fednsr:87987. Full description at Econpapers || Download paper | |
2020 | The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. (2020). Leccadito, Arturo ; Lamantia, Fabio ; la Mantia, Fabio ; de Giovanni, Domenico ; Costabile, Massimo ; Baiardi, Lorenzo Cerboni ; Staino, Alessandro ; Russo, Emilio ; Pirra, Marco ; Menzietti, Massimiliano ; Massabo, Ivar. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:71-:d:379251. Full description at Econpapers || Download paper | |
2020 | Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132. Full description at Econpapers || Download paper | |
2020 | An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: PSE Working Papers. RePEc:hal:psewpa:hal-02908680. Full description at Econpapers || Download paper | |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364. Full description at Econpapers || Download paper | |
2020 | Inflation, uncertainty and labor market conditions in the US. (2020). Albulescu, Claudiu ; Oros, Cornel. In: Working Papers. RePEc:hal:wpaper:hal-02464147. Full description at Econpapers || Download paper | |
2020 | An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). Bec, Frédérique ; ben Salem, Melika ; Bensalem, Melika . In: Working Papers. RePEc:hal:wpaper:hal-02908680. Full description at Econpapers || Download paper | |
2020 | Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364. Full description at Econpapers || Download paper | |
2020 | Aggregate Consumption and Wealth in the Long Run: The Impact of Financial Liberalization. (2020). Gardberg, Malin. In: Working Paper Series. RePEc:hhs:iuiwop:1339. Full description at Econpapers || Download paper | |
2020 | Why has the U.S. economy stagnated since the Great Recession?. (2020). Morley, James ; Eo, Yunjong. In: Discussion Paper Series. RePEc:iek:wpaper:2001. Full description at Econpapers || Download paper | |
2020 | Reading a central bankers preference: A non parametric regression approach. (2020). Park, Cheolbeom. In: Discussion Paper Series. RePEc:iek:wpaper:2007. Full description at Econpapers || Download paper | |
2020 | Finite Horizons and the Monetary/Fiscal Policy Mix. (2020). Mavromatis, Kostas(Konstantinos). In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:3:a:8. Full description at Econpapers || Download paper | |
2020 | Credit Risk, Liquidity, and Lies. (2020). King, Thomas ; Lewis, Kurt F. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:4:a:6. Full description at Econpapers || Download paper | |
2020 | Regime changes in Indias monetary policy and Tenures of RBI governors. (2020). Sengupta, Rajeswari ; Mustafi, Utso Pal. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2020-011. Full description at Econpapers || Download paper | |
2020 | Dynamic Expectations Formation and U.S. Monetary Policy Regime Change. (2020). Wei, Xin. In: CAEPR Working Papers. RePEc:inu:caeprp:2020007. Full description at Econpapers || Download paper | |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: IZA Discussion Papers. RePEc:iza:izadps:dp13000. Full description at Econpapers || Download paper | |
2020 | Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap. (2020). Lequien, Matthieu ; Kátay, Gábor ; Kerdelhu, Lisa. In: Working Papers. RePEc:jrs:wpaper:202011. Full description at Econpapers || Download paper | |
2020 | Trend of Commodity Prices and Exchange Rate in Australian Economy: Time Varying Parameter Model Approach. (2020). Bhar, Ramaprasad ; Roy, Debasish. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-020-09301-9. Full description at Econpapers || Download paper | |
2021 | Learning through observation or through acquisition? Innovation performance as an outcome of internal and external knowledge combination. (2021). Xia, Jun ; Lin, Zhouyu ; Jiao, Jie ; Jiang, Marshall S. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:38:y:2021:i:1:d:10.1007_s10490-018-9592-x. Full description at Econpapers || Download paper | |
2020 | Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle. (2020). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09879-x. Full description at Econpapers || Download paper | |
2020 | Forecasting with Second-Order Approximations and Markov-Switching DSGE Models. (2020). Kotze, Kevin ; GUPTA, RANGAN ; Ekin, Semih Emre ; Ivashchenko, Sergey. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09941-8. Full description at Econpapers || Download paper | |
2020 | The effects of transitory and permanent inflation uncertainty on investment in Ghana. (2020). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09252-w. Full description at Econpapers || Download paper | |
2021 | Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index. (2021). Lin, Shih-Kuei ; Chuang, Ming-Che ; Shyu, So-De ; Wang, Shin-Yun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00885-x. Full description at Econpapers || Download paper | |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Kose, Ayhan ; Ha, Jongrim ; Otrok, Christopher. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2004. Full description at Econpapers || Download paper | |
2020 | Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Cakmakli, Cem . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2016. Full description at Econpapers || Download paper | |
2021 | Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03. Full description at Econpapers || Download paper | |
2020 | Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis. (2020). Rots, Eyno ; Leiva-Leon, Danilo ; Perez-Quiros, Gabriel. In: MNB Working Papers. RePEc:mnb:wpaper:2020/4. Full description at Econpapers || Download paper | |
2020 | Global Macro-Financial Cycles and Spillovers. (2020). Prasad, Eswar ; Otrok, Christopher ; Kose, Ayhan ; Ha, Jongrim. In: NBER Working Papers. RePEc:nbr:nberwo:26798. Full description at Econpapers || Download paper | |
2020 | Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach. (2020). Rebucci, Alessandro ; Otrok, Christopher ; Foerster, Andrew ; Benigno, Gianluca. In: NBER Working Papers. RePEc:nbr:nberwo:26935. Full description at Econpapers || Download paper | |
2020 | Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: NBER Working Papers. RePEc:nbr:nberwo:26962. Full description at Econpapers || Download paper | |
2020 | Strategic Interactions in U.S. Monetary and Fiscal Policies. (2020). Leith, Campbell ; Leeper, Eric ; Chen, Xiaoshan. In: NBER Working Papers. RePEc:nbr:nberwo:27540. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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