Time-varying parameter models with endogenous regressors

By Chang-Jin Kim. 2006

82 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/08ac54b9bbde3ef812b3dbf3cb9dc73bcbe2d1bd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Bořek Vašíček
2. Jaromír Baxa
3. Levent Kutlu
4. R. Horvath
5. Christine E. Amsler
6. Artem Prokhorov
7. P. Schmidt
8. Tomáš Havránek

In Finance

1. Bořek Vašíček
2. Jaromír Baxa
3. Levent Kutlu
4. R. Horvath

Citations in the corpus

• Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy? (2011, methodology): “Following Kim (2006) we rewrite Eq.”
• Battese-coelli estimator with endogenous regressors (2010, methodology): “edu, Tel: +1 713 348 2304 1See also Kim (2006), Kim and Nelson (2006), and Kutlu and Sickles (2010).”