• 2333 Citations
  • 20 h-Index
1989 …2019
If you made any changes in Pure these will be visible here soon.

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.

  • 1 Similar Profiles
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

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1989 2019

  • 2333 Citations
  • 20 h-Index
  • 45 Article
  • 1 Chapter
1 Citation (Scopus)

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
Stochastic volatility
Inflation uncertainty
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
Precautionary saving
Stock Returns
economic factors
real exchange rate
monetary policy
interest rate
3 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

Present value
Stock returns
Regime shift
Expected returns