Chang-Jin Kim
Economics and Econometrics · with Nelson · 1993–2007
A researcher in the Science corpus: 10 papers; trusts 5 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 12 citations into it; #3,243 of 23,481 by trust here, #5,099 by citations
Whom Chang-Jin Kim trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Timothy Cogley
- Donald W. K. Andrews
- Jean Boivin
- Thomas J. Sargent
- C. Murray
- A. Pagan
- Athanasios Orphanides
- Charles R. Nelson
- Jerry A. Hausman
- Robert Fildes
Who trusts Chang-Jin Kim overall
- Levent Kutlu
- James A. Kahn
- Máximo Camacho
- Jaromír Baxa
- James Morley
- Jeremy Piger
- Francesco Bianchi
- R. Horvath
- Robert W. Rich
- Valerie Cerra
Papers from Chang-Jin Kim's perspective
Ordered by how strongly the researchers Chang-Jin Kim trusts endorse each paper. Same corpus, a different order for every researcher.
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- The Long and Large Decline in U.S. Output Volatility
- Trends and random walks in macroeconmic time series: Some evidence and implications
- Has U.S. Monetary Policy Changed? Evidence from Drifting Coefficients and Real-Time Data
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Permanent and transitory components of recessions
- Dissecting the cycle: a methodological investigation
- Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?
- Shifting endpoints in the term structure of interest rates
- Instrumental Variables Regression with Weak Instruments
Their papers
- The Less-Volatile U.S. Economy (2001) — 169 citations
- Permanent and transitory components of recessions (2002) — 111 citations
- Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data (2006) — 232 citations
- Markov-switching models with endogenous explanatory variables (2004) — 77 citations
- Nonlinearity and the permanent effects of recessions (2002) — 175 citations
- Why are stock returns and volatility negatively correlated (2007) — 112 citations
- Is There a Positive Relationship between Stock Market Volatility and the Equity Premium? (2004) — 129 citations
- Time-varying parameter models with endogenous regressors (2006) — 82 citations
- Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations (2002) — 109 citations
- Sources of Monetary Growth Uncertainty and Economic Activity: The Time-Varying-Parameter Model with Heteroskedastic Disturbances (1993)