Chang‐Jin Kim

University of Washington

SCHOLARLY PAPERS

3

DOWNLOADS

47

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Assessing the Structural Change in the Aggregate Earnings-Returns Relation

Number of pages: 38 Posted: 05 Feb 2020
Asher Curtis, Chang‐Jin Kim and Hyung Il Oh
University of Washington, University of Washington and University of Washington, Bothell
Downloads 46 (432,559)

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Aggregate Earnings-Returns Relation, Structural Change, Discount Rate News, Cash Flow News, Persistence, Great Moderation

2.

Dealing with Endogeneity in a Time‐Varying Parameter Model: Joint Estimation and Two‐Step Estimation Procedures

The Econometrics Journal, Vol. 14, Issue 3, pp. 487-497, 2011
Number of pages: 11 Posted: 26 Oct 2011
Yunmi Kim and Chang‐Jin Kim
affiliation not provided to SSRN and University of Washington
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Control function approach, Endogeneity, Generated regressors, Joint estimation procedure, Time‐varying parameter model, Two‐step estimation procedure

3.

Real Exchange Rate Dynamics: Relative Importance of Taylor‐Rule Fundamentals, Monetary Policy Shocks, and Risk‐Premium Shocks

Review of International Economics, Vol. 27, Issue 1, pp. 201-219, 2019
Number of pages: 19 Posted: 24 Jan 2019
Chang‐Jin Kim and Cheolbeom Park
University of Washington and Korea University
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