Yunjong Eo

The University of Sydney - School of Economics

Social Sciences Building (A02)

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

11

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11

Scholarly Papers (11)

Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks

Number of pages: 55 Posted: 11 Sep 2008 Last Revised: 02 Mar 2016
Yunjong Eo and James Morley
The University of Sydney - School of Economics and University of Sydney
Downloads 197 (152,820)

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Inverted Likelihood Ratio Confidence Sets, Multiple Breaks, System of Equations; Great Moderation, Productivity Growth Slowdown

Likelihood-Based Confidence Sets for the Timing of Structural Breaks

UNSW Australian School of Business Research Paper No. 2013-12
Number of pages: 49 Posted: 17 May 2013 Last Revised: 22 May 2013
Yunjong Eo and James Morley
The University of Sydney - School of Economics and University of Sydney
Downloads 26 (499,197)

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Inverted Likelihood Ratio Confidence Sets, Multiple Breaks, Great Moderation, Productivity Growth Slowdown

2.

Bayesian Analysis of DSGE Models with Regime Switching

Number of pages: 37 Posted: 24 Nov 2008 Last Revised: 06 Apr 2016
Yunjong Eo
The University of Sydney - School of Economics
Downloads 190 (158,178)
Citation 6

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New Keynesian DSGE, Markov-switching, Monetary Policy, Indeterminacy, Long-run Taylor Principle, Bayesian Analysis

3.

Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?

Number of pages: 45 Posted: 12 Dec 2011 Last Revised: 06 Apr 2015
Yunjong Eo and Chang-Jin Kim
The University of Sydney - School of Economics and Korea University
Downloads 132 (215,503)

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Business Cycle, Evolving Regime-Specific Parameters, Hierarchical Prior, Markov Switching, Error-Correction Dynamics, MCMC, State-Space Model

4.

Why Has the U.S. Economy Stagnated Since the Great Recession?

Number of pages: 37 Posted: 30 Nov 2017 Last Revised: 22 Jun 2019
Yunjong Eo and James Morley
The University of Sydney - School of Economics and University of Sydney
Downloads 105 (254,924)

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Secular stagnation; Great Recession; output gap; trend growth; Markov switching; structural breaks

5.

Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples

Number of pages: 22 Posted: 27 Mar 2014 Last Revised: 13 Aug 2017
Luiggi Donayre, Yunjong Eo and James Morley
University of Minnesota - Duluth, The University of Sydney - School of Economics and University of Sydney
Downloads 81 (301,097)

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Threshold regression; Inverted likelihood ratio; Confidence Interval; Finite-sample inference

6.

Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models

Number of pages: 44 Posted: 05 Apr 2016 Last Revised: 30 Nov 2018
Yunjong Eo and Kyu H. Kang
The University of Sydney - School of Economics and Korea University
Downloads 69 (329,946)

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Markov-switching mixture; Dynamic Nelson—Siegel model; Affine term structure model; Random-walk model; Zero interest-rate policy

7.

Bayesian Inference about the Types of Structural Breaks When There Are Different Breaks in Many Parameters

Number of pages: 42 Posted: 27 Feb 2012 Last Revised: 18 Feb 2018
Yunjong Eo
The University of Sydney - School of Economics
Downloads 59 (357,515)
Citation 1

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Bayesian Analysis; Structural Breaks; Multiple-Parameter Change-point; Inflation Dynamics;

8.

Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters

Number of pages: 33 Posted: 13 Oct 2015 Last Revised: 02 Dec 2015
Yunjong Eo
The University of Sydney - School of Economics
Downloads 52 (379,439)
Citation 1

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Bayesian Analysis; Structural Breaks; Multiple-Group Changepoint; Inflation Dynamics; Persistence; UC-SV Model

The Role of Inflation Target Adjustment in Stabilization Policy

CAMA Working Paper No. 27/2017
Number of pages: 42 Posted: 07 Apr 2017 Last Revised: 02 Jun 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 35 (452,678)
Citation 2

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Welfare analysis, Monetary policy, Cost-push shocks, Medium-run inflation targeting, Flat Phillips curve

The Role of Inflation Target Adjustment in Stabilization Policy

Number of pages: 59 Posted: 25 Jun 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 3 (654,934)

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Cost-Push Shocks; Inflation-Output Trade-Off; Medium-Run Inflation Targeting; Welfare Analysis; Monetary Policy; Nominal Wage Rigidity; Capital Accumulation; Flat Phillips Curve

Changes in the Inflation Target and the Comovement Between Inflation and the Nominal Interest Rate

Number of pages: 66 Posted: 09 Aug 2018 Last Revised: 09 May 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 11 (596,244)

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Neo-Fisherism, Inflation Expectations, A Taylor-Type Rule, Strict Inflation Targeting, Hybrid NKPC

Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate

CAMA Working Paper No. 30/2019
Number of pages: 68 Posted: 27 Mar 2019
Yunjong Eo and Denny Lie
The University of Sydney - School of Economics and The University of Sydney - School of Economics
Downloads 10 (603,126)

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Neo-Fisherism, inflation expectations, a Taylor-type rule, strict inflation targeting, hybrid NKPC

11.

The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve

Number of pages: 55 Posted: 08 May 2019
Yunjong Eo and Kyu H. Kang
The University of Sydney - School of Economics and Korea University
Downloads 11 (572,423)

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Quantitative Easing; Operation Twist; Dynamic Nelson-Siegel Model; Arbitrage-Free Term Structure Model; Random-Walk Model; Markov-Switching Mixture