Munich Personal RePEc Archive

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Number of items: 3.

August 2013

Kim, Chang-Jin and Kim, Jaeho (2013): Bayesian Inference in Regime-Switching ARMA Models with Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Structural Breaks.

October 2013

Kim, Chang-Jin and Kim, Jaeho (2013): The `Pile-up Problem' in Trend-Cycle Decomposition of Real GDP: Classical and Bayesian Perspectives.

9 October 2015

Kim, Jaeho (2015): Bayesian Inference in a Non-linear/Non-Gaussian Switching State Space Model: Regime-dependent Leverage Effect in the U.S. Stock Market.

This list was generated on Wed Nov 20 18:34:13 2019 CET.
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