Bryan C. Cressey Professor Contact Information changjin@uw.edu SAV 353 Office Hours Monday and Wednesday 4:00-5:00pm Fields of Interest Applied Time Series Analysis Time Series Biography Ph.D., Economics, University of Washington, 1989 B.A., Economics, Korea University, Seoul, 1983 Curriculum Vitae (64.5 KB) Research Selected Research Chang-Jin Kim, Pym Manopimoke, and Charles R. Nelson, "Trend Inflation and the Nature of Structural Breaks in the New Keynesian Phillips Curve." Journal of Money, Credit and Banking 46 (2014), 253-266. Kim, Chang-Jin, and Cheolbeom Park. "Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability." Journal of Money, Credit and Banking 45.5 (2013): 933-52. Print. Kim, Chang-Jin. "Markov-switching and the Beveridge–Nelson Decomposition: Has US Output Persistence Changed since 1984?" Journal of Econometrics 146.2 (2008): 227-40. Print. Kim, Chang-Jin, James C. Morley, and Charles R. Nelson. "The Structural Break in the Equity Premium." Journal of Business and Economic Statistics 23.2 (2005): 181-91. Print. Download PDF Kim, Chang-Jin, and Chris Murray. "Permanent and Transitory Nature of Recessions." Discussion Papers in Economics at the University of Washington (1999-05): n. pag. Print. Download PDF Kim, Chang-Jin, James Christopher Morley, and Charles R. Nelson. "Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?" Journal of Money, Credit, and Banking 36.3a (2004): 339-60. Print. Kim, Chang-Jin. "Markov-switching Models with Endogenous Explanatory Variables." Journal of Econometrics 122.1 (2004): 127-36. Print. Kim, Chang-Jin, and Jeremy Piger. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations." Journal of Monetary Economics 49.6 (2002): 1189-211. Print. Download PDF Kim, Chang-Jin, James C. Morley, and Charles R. Nelson. "Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?" Journal of Empirical Finance 8.4 (2001): 403-26. Print. Kim, Chang-Jin, and Charles R. Nelson. "A Bayesian Approach To Testing for Markov-Switching in Univariate and Dynamic Factor Models." International Economic Review 42.4 (2001): 989-1013. Print. Download PDF Kim, Chang-Jin, and Charles R. Nelson. State-space Models with Regime Switching: Classical and Gibbs-sampling Approaches with Applications. Cambridge, MA: MIT, 1999. Print. Kim, Chang-Jin. "Dynamic Linear Models with Markov-switching." Journal of Econometrics 60 (1994): 1-22. Print. Kim, Chang-Jin, Jeremy M. Piger, and Richard Startz. "The Dynamic Relationship between Permanent and Transitory Components of U.S. Business Cycles." Journal of Money, Credit and Banking 39.1 (2007): 187-204. Print. Download PDF Jones, Bryan, Chang-Jin Kim, and Richard Startz. "A Markov Switching Model of Congressional Partisan Regimes." UWEC-2002-03, Working Papers (2003-06): n. pag. Print. Download PDF Courses Taught Spring 2025ECON 482 A: Econometric Theory and Practice ECON 586 A: Advanced Applied Time Series Analysis Winter 2025ECON 482 A: Econometric Theory and Practice ECON 584 A: Econometric Theory II Spring 2024ECON 586 A: Advanced Applied Time Series Analysis Winter 2024ECON 482 A: Econometric Theory and Practice ECON 584 A: Econometric Theory II Autumn 2023ECON 482 A: Econometric Theory and Practice Spring 2023ECON 482 B: Econometric Theory and Practice ECON 586 A: Advanced Applied Time Series Analysis Winter 2023ECON 482 A: Econometric Theory and Practice ECON 584 A: Econometric Theory II Spring 2022ECON 586 A: Advanced Applied Time Series Analysis Winter 2022ECON 482 A: Econometric Theory and Practice ECON 584 A: Econometric Theory II Affiliations Home Department Economics
