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Chang-Jin Kim
Bryan C. Cressey Professor
Areas of Interest:
Email: changjin@u.washington.edu
Office: Savery 337
Phone:
Office Hours: T, Th. 3:00-3:50
Curriculum Vitae
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| Courses Taught |
Econ 584 - Econometric Theory II
| Winter 2010 | Winter 2009 |
Econ 586 - Advanced Applied Time Series
| Spring 2009 | Spring 2008 |
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| Working Papers |
- UWEC-2003-36 -
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The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycle
,"
Chang-Jin Kim, Korea University; Jeremy Piger, Board of Governors; Richard Startz, UW.
(PDF)
- UWEC-2002-03 -
"
A Markov Switching Model of Congressional Partisan Regimes
,"
Bryan Jones; Chang-Jin Kim; Richard Startz.
(PDF)
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Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations
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Chang-Jin Kim; Jeremy Piger.
(PDF)
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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
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Chang-Jin Kim; James Morley; Charles Nelson.
(PDF)
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Is There a Structural Break in the Equity Premium?
,"
Chang-Jin Kim; James Morley; Charles Nelson.
(PDF)
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Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?
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Chang-Jin Kim; James Morley; Charles Nelson.
(PDF)
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A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models
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Chang-Jin Kim; Charles Nelson.
(PDF)
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Permanent and Transitory Nature of Recessions
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Chang-Jin Kim; Chris Murray.
(PDF)
(PDF) = PDF File which requires Adobe
Acrobat Reader
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| Published
Papers |
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