Yoosoon Chang

Indiana University Bloomington - Department of Economics

Wylie Hall

Bloomington, IN 47405-6620

United States

  • Indiana University Bloomington - Department of Economics

SCHOLARLY PAPERS

14

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1,601

TOTAL CITATIONS

25

Scholarly Papers (14)

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1.

Evaluating Factor Pricing Models Using High Frequency Panels

Quantitative Economics: Journal of the Econometric Society, Forthcoming, Mays Business School Research Paper No. 2012-37
Number of pages: 53 Posted: 09 Feb 2011 Last Revised: 11 Nov 2015
Yoosoon Chang, Yongok Choi, Hwagyun Kim and Joon Y. Park
Indiana University Bloomington - Department of Economics, Korea Development Institute (KDI) (Retired), Texas A&M University - Mays Business School and Texas A&M University
Downloads 438 (133,649)
Citation 7

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Panel, High-Frequency, Time Change, Realized Variance, Fame-French

2.

Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models

Downloads 418 (141,226)
Citation 10

Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models

CAEPR Working Paper Series 2018-011
Number of pages: 41 Posted: 16 Dec 2018 Last Revised: 04 Mar 2021
Yoosoon Chang, Junior Maih and Tan Fei
Indiana University Bloomington - Department of Economics, Norges Bank and Zhejiang University - College of Economics
Downloads 259 (234,496)

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Monetary policy, DSGE model, regime switching, latent autoregressive regime factor, endogenous feedback, expectation formation effects

Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models

Norges Bank Working Paper 12/2018; ISBN 978-82-8379-059-7
Number of pages: 40 Posted: 15 Feb 2019 Last Revised: 22 Feb 2021
Yoosoon Chang, Junior Maih and Fei Tan
Indiana University Bloomington - Department of Economics, Norges Bank and Saint Louis University
Downloads 159 (370,249)
Citation 10

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state space model; regime switching; endogenous feedback; filtering; DSGE model

3.

Nonlinear Instrumental Variable Estimation of an Autoregression

Number of pages: 31 Posted: 14 Oct 2001
Peter C. B. Phillips, Joon Park and Yoosoon Chang
University of Auckland Business School, Seoul National University and Indiana University Bloomington - Department of Economics
Downloads 174 (342,766)
Citation 2

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Cauchy Estimator, Instrumental Variable Autoregression, Nonlinear Instruments, Sojourn Time, Unit Root

4.

State Space Models With Endogenous Regime Switching

CAEPR Working Paper 2018-012
Number of pages: 26 Posted: 16 Feb 2021 Last Revised: 10 Mar 2021
Yoosoon Chang, Fei Tan and Xin Wei
Indiana University Bloomington - Department of Economics, Saint Louis University and Indiana University Bloomington - Department of Economics
Downloads 120 (462,800)

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State Space Models With Endogenous Regime Switching

5.

U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules

CAEPR Working Paper 2017-016
Number of pages: 54 Posted: 05 Dec 2017
Yoosoon Chang and Boreum Kwak
Indiana University Bloomington - Department of Economics and Bank of Korea
Downloads 97 (539,519)
Citation 6

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Monetary and Fiscal Policy Interactions, Endogenous Regime Switching, Adaptive LASSO, Time-Varying Coefficient VAR, Factor Augmented VAR

6.

A Trajectories-Based Approach to Measuring Intergenerational Mobility

Downloads 73 (638,474)

A Trajectories-Based Approach to Measuring Intergenerational Mobility

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-36
Number of pages: 63 Posted: 15 Mar 2023
Yoosoon Chang, Steven N. Durlauf, Seunghee Lee and Joon Park
Indiana University Bloomington - Department of Economics, University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, Korea Development Institute (KDI) and Indiana University
Downloads 63 (701,151)

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A Trajectories-Based Approach to Measuring Intergenerational Mobility

NBER Working Paper No. w31020
Number of pages: 62 Posted: 13 Mar 2023 Last Revised: 05 Apr 2023
Yoosoon Chang, Steven N. Durlauf, Seunghee Lee and Joon Park
Indiana University Bloomington - Department of Economics, University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, Korea Development Institute (KDI) and Indiana University
Downloads 10 (1,179,181)

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7.

Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

Number of pages: 44 Posted: 31 Mar 2023
Yoosoon Chang, Ana Maria Herrera and Elena Pesavento
Indiana University Bloomington - Department of Economics, University of Kentucky - Gatton College of Business and Economics and Emory University - Department of Economics
Downloads 57 (721,164)

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oil price volatility, endogenous regime switching, expected inflation, inflation anchoring

8.

Understanding Regressions with Observations Collected at High Frequency over Long Span

CAEPR WORKING PAPER SERIES 2019-001
Number of pages: 37 Posted: 19 Feb 2019
Yoosoon Chang, Ye Lu and Joon Park
Indiana University Bloomington - Department of Economics, The University of Sydney - School of Economics and Indiana University Bloomington - Department of Economics
Downloads 50 (764,294)

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high frequency regression, spurious regression, continuous time model, asymptotics, longrun variance estimation

9.

The Effects of Economic Shocks on Heterogeneous Inflation Expectations

IMF Working Paper No. 2022/132
Number of pages: 59 Posted: 27 Jul 2022
Yoosoon Chang, Fabio Gómez-Rodríguez and Gee Hee Hong
Indiana University Bloomington - Department of Economics, Lehigh University and International Monetary Fund (IMF)
Downloads 49 (770,850)

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Inflation expectations, household survey, functional autoregression, transmission of economic shocks, heterogeneous beliefs, inflation expectation, expansionary government spending shock, inflation distribution, monetary policy shock, gasoline price shock, Inflation, Fuel prices, Personal income tax, Income shocks

10.

Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption

Number of pages: 38 Posted: 01 Feb 2024
Yoosoon Chang, Yongok Choi, Chang Sik Kim, J. Isaac Miller and Joon Park
Indiana University Bloomington - Department of Economics, Chung-Ang University - Department of Economics, Sungkyunkwan University, University of Missouri at Columbia - Department of Economics and Indiana University
Downloads 37 (858,905)

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energy consumption, energy-GDP elasticity, partially linear semiparametric panel model, functional coefficient panel model

11.

Time-Varying Expectation Effects of Switching Financial Uncertainty

Number of pages: 58 Posted: 09 Jul 2022
Yoosoon Chang, Hwagyun Kim and Shi Qiu
Indiana University Bloomington - Department of Economics, Texas A&M University - Mays Business School and Fudan University - School of Economics
Downloads 37 (858,905)

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DSGE, uncertainty, financial friction, expectation, endogenous regime switching

12.

Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring

CAEPR WORKING PAPER SERIES (2023-002)
Number of pages: 43 Posted: 14 Mar 2023
Yoosoon Chang, Ana Maria Herrera and Elena Pesavento
Indiana University Bloomington - Department of Economics, University of Kentucky - Gatton College of Business and Economics and Emory University - Department of Economics
Downloads 31 (910,869)

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oil price volatility, endogenous regime switching, expected inflation, inflation anchoring

13.

Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea

Bank of Korea No. 24-10
Number of pages: 80 Posted: 11 Sep 2024
Yoosoon Chang, Yonggun Kim, Boreum Kwak and Joon Park
Indiana University Bloomington - Department of Economics, Bank of Korea - Economic Research Institute, Bank of Korea and Indiana University
Downloads 20 (1,022,014)

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GDP growth rate, point forecast, growth-at-risk density forecast, functional regression, functional basis, functional principal component analysis

14.

Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors

Downloads 0 (1,247,884)

Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors

Working Paper No. 1245
Posted: 03 May 2000
Yoosoon Chang, Joon Park and Peter C. B. Phillips
Indiana University Bloomington - Department of Economics, Seoul National University and University of Auckland Business School

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Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors

Posted: 04 Sep 2001
Yoosoon Chang, Joon Park and Peter C. B. Phillips
Indiana University Bloomington - Department of Economics, Seoul National University and University of Auckland Business School

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Nonlinear regressions, Integrated time series, Nonlinear least squares, Brownian motion, Brownian local time