Bryan C. Cressey Professor
Fields of Interest
Biography
Ph.D., Economics, University of Washington, 1989
B.A., Economics, Korea University, Seoul, 1983
CV (64.53 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.
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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.
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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.
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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.
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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.
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- Kim, Chang-Jin. "Markov-switching Models with Endogenous Explanatory Variables." Journal of Econometrics 122.1 (2004): 127-36. Print.
- 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.
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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.
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- 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.
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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.
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- 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.