Jaeho Kim

Korea Development Institute

P.O. Box 113

Cheongryangri

Seoul 130-012

United States

University of Oklahoma

Assistant Professor

729 Elm Avenue

Norman, OK 73019-2103

United States

SCHOLARLY PAPERS

8

DOWNLOADS

560

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Trend-Cycle Decompositions of Real GDP Revisited: Classical and Bayesian Perspectives on an Unsolved Puzzle

Number of pages: 31 Posted: 12 Dec 2016 Last Revised: 27 Apr 2018
Chang-Jin Kim and Jaeho Kim
Dept. of Economics, University of Washington and Korea Development Institute
Downloads 113 (300,335)
Citation 7

Abstract:

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Pile-Up Problem, Profile Likelihood, Integrated Likelihood, Trend Stationary Process, Difference Stationary Process, Out-Of-Sample Prediction, Spurious Periodicity

2.

Efficient Bayesian Inference in Non-linear Switching State Space Models Using Particle Gibbs Sampling Approaches

Number of pages: 61 Posted: 03 Nov 2015 Last Revised: 24 Nov 2016
Jaeho Kim
Korea Development Institute
Downloads 109 (308,055)
Citation 1

Abstract:

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Particle Markov Chain Monte Carlo, Regime switching, State space model, Leverage effect

3.

Permanent and Transitory Shocks to the U.S. Economy: Has Their Importance Been Constant over Time?

Number of pages: 38 Posted: 02 Nov 2016 Last Revised: 22 Apr 2017
Jaeho Kim and Sora Chon
Korea Development Institute and Korea Development Institute (KDI)
Downloads 72 (397,790)

Abstract:

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Structural Break, Long-run Growth, Unobserved Component Model, Trend-cycle Decomposition, Particle Gibbs Sampling, Particle Rejuvenation

4.

Why Are Bayesian Trend-Cycle Decompositions of U.S. Real GDP So Different?

Number of pages: 19 Posted: 02 Feb 2017 Last Revised: 08 May 2018
Jaeho Kim and Sora Chon
Korea Development Institute and Korea Development Institute (KDI)
Downloads 67 (413,546)
Citation 2

Abstract:

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Trend-Cycle Decomposition, Unobserved Components Model, Structural Break, Gibbs Sampling

5.

Heterogeneous Endogeneity

Number of pages: 30 Posted: 09 Mar 2016
Pallab Ghosh, Kevin B. Grier and Jaeho Kim
University of Oklahoma, Texas Tech University and Korea Development Institute
Downloads 57 (448,309)

Abstract:

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6.

Non-Markovian Regime-Switching Models

Number of pages: 37 Posted: 27 Apr 2018
Chang-Jin Kim and Jaeho Kim
Dept. of Economics, University of Washington and Korea Development Institute
Downloads 56 (452,010)
Citation 3

Abstract:

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Non-Markovian Regime Switching, Markovian Regime Switching, Exogenous Switching, Endogenous Switching

7.

An Efficient Sequential Learning Algorithm in Regime-Switching Environments

Number of pages: 23 Posted: 17 Feb 2018
Jaeho Kim and Sunhyung Lee
Korea Development Institute and University of Oklahoma - Department of Economics
Downloads 54 (459,298)

Abstract:

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Regime Switching Models, Sequential Monte Carlo Estimation, Particle Filters, Parameter Learning, Stochastic Volatility Models

8.

Hidden Group Patterns in Democracy Developments: Bayesian Inference for Grouped Heterogeneity

Number of pages: 13 Posted: 30 May 2018
Jaeho Kim and Wang Le
Korea Development Institute and University of Alabama
Downloads 32 (560,237)
Citation 1

Abstract:

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Bayesian Inference, Dirichlet Process Prior, Panel Data