Books by Kim, Chang-Jin.
A Bayesian approach to counter
A Bayesian approach to counterfactual analysis with an application to the volatility reduction in U.S. real GDP
Estimation of Markov regime-sw
Estimation of Markov regime-switching regression models with endogenous switching
Exchange rate regimes and monetary independence in East Asia
Permanent and transitory compo
Permanent and transitory components of business cycles
Unobserved-component time-seri
Unobserved-component time-series models with Markov-switching heteroskedasticity
Dynamic linear models with Mar
Dynamic linear models with Markov-switching
In search of a model that an A
In search of a model that an ARCH-type model may be approximating
Sources of monetary growth unc
Sources of monetary growth uncertainty and economic activity