Professor Emeritus Contact Information cnelson@uw.edu Personal Website Biography PhD Institution: University of Wisconsin-Madison Years of Service: 1975-2011 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, 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, 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, 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. Related News Related News In Memoriam: Lou Pepper, Economics Visiting Committee Member (January 10, 2017)
