• 2293 Citations
  • 20 h-Index
1989 …2019
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Fingerprint Dive into the research topics where Chang-Jin Kim is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Markov Switching Mathematics
Markov Switching Model Mathematics
regime Social Sciences
business cycle Social Sciences
Inflation Mathematics
inflation Social Sciences
monetary policy Social Sciences
interest rate Social Sciences

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Research Output 1989 2019

  • 2293 Citations
  • 20 h-Index
  • 45 Article
  • 1 Chapter

Estimating Trend Inflation Based on Unobserved Components Model: Is It Correlated with the Inflation Gap?

Hwu, S. T. & Kim, C-J., 2019 Jan 1, (Accepted/In press) In : Journal of Money, Credit and Banking.

Research output: Contribution to journalArticle

Unobserved components model
Inflation
Stochastic volatility
Inflation uncertainty
Innovation
1 Citation (Scopus)

New dynamics of consumption and output

Xuan, C., Kim, C-J. & Kim, D. H., 2019 Jun 1, In : Journal of Macroeconomics. 60, p. 50-59 10 p.

Research output: Contribution to journalArticle

Consumer behaviour
Great moderation
Random walk
Income
Precautionary saving
Stock Returns
Volatility
economic factors
news
Macroeconomics
real exchange rate
monetary policy
premium
interest rate
smoothing
2 Citations (Scopus)

Regime Shifts in Price-Dividend Ratios and Expected Stock Returns: A Present-Value Approach

Choi, K. H., Kim, C-J. & Park, C., 2017 Mar 1, In : Journal of Money, Credit and Banking. 49, 2-3, p. 417-441 25 p.

Research output: Contribution to journalArticle

Dividends
Present value
Stock returns
Regime shift
Expected returns