Yunjong Eo
Personal Details
First Name: | Yunjong |
Middle Name: | |
Last Name: | Eo |
Suffix: | |
RePEc Short-ID: | peo3 |
[This author has chosen not to make the email address public] | |
http://yunjongeo.googlepages.com | |
Department of Economics Korea University Seoul 02841 South Korea | |
Terminal Degree: | 2009 Department of Economics; Washington University in St. Louis (from RePEc Genealogy) |
Affiliation
Department of Economics
Korea University
Seoul, South Koreahttp://econ.korea.ac.kr/
RePEc:edi:deckukr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Yunjong Eo & James Morley, 2023. "Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time? ," CAMA Working Papers 2023-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eo, Yunjong & McClung, Nigel, 2021. "Determinacy and E-stability with interest rate rules at the zero lower bound," Bank of Finland Research Discussion Papers 14/2021, Bank of Finland.
- Eo, Yunjong & McClung, Nigel, 2021. "Determinacy and E-stability with interest rate rules at the zero lower bound," Bank of Finland Research Discussion Papers 14/2021, Bank of Finland.
- Yunjong Eo & James Morley, 2020.
"Why has the U.S. economy stagnated since the Great Recession?,"
Discussion Paper Series
2001, Institute of Economic Research, Korea University.
- Yunjong Eo & James Morley, 2022. "Why Has the U.S. Economy Stagnated since the Great Recession?," The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020.
"Understanding Trend Inflation Through the Lens of the Goods and Services Sectors,"
Staff Working Papers
20-45, Bank of Canada.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eo, Yunjong & Kang, Kyu Ho, 2019.
"The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve,"
Working Papers
2019-08, University of Sydney, School of Economics, revised Nov 2019.
- Eo, Yunjong & Kang, Kyu Ho, 2020. "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Eo, Yunjong & Lie, Denny, 2019.
"Average Inflation Targeting and Interest-Rate Smoothing,"
Working Papers
2019-15, University of Sydney, School of Economics.
- Eo, Yunjong & Lie, Denny, 2020. "Average inflation targeting and interest-rate smoothing," Economics Letters, Elsevier, vol. 189(C).
- Yunjong Eo & Denny Lie, 2019.
"Changes in the inflation target and the comovement between inflation and the nominal interest rate,"
CAMA Working Papers
2019-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & Denny Lie, 2020. "Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate," Discussion Paper Series 2003, Institute of Economic Research, Korea University.
- Eo, Yunjong & Lie, Denny, 2018. "Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate," Working Papers 2018-02, University of Sydney, School of Economics, revised May 2020.
- Yunjong Eo & Denny Lie, 2017.
"The role of inflation target adjustment in stabilization policy,"
CAMA Working Papers
2017-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & Denny Lie, 2020. "The Role of Inflation Target Adjustment in Stabilization Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 2007-2052, December.
- Eo, Yunjong & Lie, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Working Papers 2017-06, University of Sydney, School of Economics, revised Jun 2019.
- EO, Yunjong & LIE, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Discussion paper series HIAS-E-58, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Eo, Yunjong & Kang, Kyu Ho, 2016. "Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models," Working Papers 2016-05, University of Sydney, School of Economics.
- Eo, Yunjong, 2015.
"Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters,"
Working Papers
2015-18, University of Sydney, School of Economics, revised Nov 2015.
- Eo Yunjong, 2016. "Structural changes in inflation dynamics: multiple breaks at different dates for different parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 211-231, June.
- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014.
"Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples,"
Working Papers
2014-04, University of Sydney, School of Economics.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018. "Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
- Eo, Yunjong & Kim, Chang-Jin, 2012.
"Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?,"
Working Papers
2012-04, University of Sydney, School of Economics.
- Yunjong Eo & Chang-Jin Kim, 2016. "Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 940-949, December.
- Eo, Yunjong, 2012. "Bayesian Inference about the Types of Structural Breaks When There are Many Breaks," Working Papers 2012-05, University of Sydney, School of Economics.
- Eo, Yunjong & Morley, James, 2011.
"Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks,"
Working Papers
2011-07, University of Sydney, School of Economics, revised Feb 2014.
- Yunjong Eo & James Morley, 2015. "Likelihood‐ratio‐based confidence sets for the timing of structural breaks," Quantitative Economics, Econometric Society, vol. 6(2), pages 463-497, July.
- Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks,"
MPRA Paper
10372, University Library of Munich, Germany.
- Yunjong Eo & James Morley, 2013. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," Discussion Papers 2013-12, School of Economics, The University of New South Wales.
- Eo, Yunjong, 2008. "Bayesian Analysis of DSGE Models with Regime Switching," MPRA Paper 13910, University Library of Munich, Germany, revised 11 Feb 2009.
Articles
- Eo, Yunjong & Morley, James, 2023. "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, vol. 233(C).
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023.
"Understanding trend inflation through the lens of the goods and services sectors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers 20-45, Bank of Canada.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & James Morley, 2022.
"Why Has the U.S. Economy Stagnated since the Great Recession?,"
The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
- Yunjong Eo & James Morley, 2020. "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series 2001, Institute of Economic Research, Korea University.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
- Yunjong Eo & Denny Lie, 2020.
"The Role of Inflation Target Adjustment in Stabilization Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 2007-2052, December.
- Eo, Yunjong & Lie, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Working Papers 2017-06, University of Sydney, School of Economics, revised Jun 2019.
- EO, Yunjong & LIE, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Discussion paper series HIAS-E-58, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Yunjong Eo & Denny Lie, 2017. "The role of inflation target adjustment in stabilization policy," CAMA Working Papers 2017-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eo, Yunjong & Lie, Denny, 2020.
"Average inflation targeting and interest-rate smoothing,"
Economics Letters, Elsevier, vol. 189(C).
- Eo, Yunjong & Lie, Denny, 2019. "Average Inflation Targeting and Interest-Rate Smoothing," Working Papers 2019-15, University of Sydney, School of Economics.
- Eo, Yunjong & Kang, Kyu Ho, 2020.
"The effects of conventional and unconventional monetary policy on forecasting the yield curve,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
- Eo, Yunjong & Kang, Kyu Ho, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers 2019-08, University of Sydney, School of Economics, revised Nov 2019.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018.
"Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014. "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers 2014-04, University of Sydney, School of Economics.
- Yunjong Eo & Chang-Jin Kim, 2016.
"Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?,"
The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 940-949, December.
- Eo, Yunjong & Kim, Chang-Jin, 2012. "Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?," Working Papers 2012-04, University of Sydney, School of Economics.
- Eo Yunjong, 2016.
"Structural changes in inflation dynamics: multiple breaks at different dates for different parameters,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 211-231, June.
- Eo, Yunjong, 2015. "Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters," Working Papers 2015-18, University of Sydney, School of Economics, revised Nov 2015.
- Yunjong Eo & James Morley, 2015.
"Likelihood‐ratio‐based confidence sets for the timing of structural breaks,"
Quantitative Economics, Econometric Society, vol. 6(2), pages 463-497, July.
- Eo, Yunjong & Morley, James, 2011. "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks," Working Papers 2011-07, University of Sydney, School of Economics, revised Feb 2014.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Eo, Yunjong & McClung, Nigel, 2021.
"Determinacy and E-stability with interest rate rules at the zero lower bound,"
Bank of Finland Research Discussion Papers
14/2021, Bank of Finland.
Cited by:
- Ioana Manuela Mîndrican, 2023. "Monetary policy measures and strategies in the context of the adoption of the euro currency," Journal of Financial Studies, Institute of Financial Studies, vol. 14(8), pages 84-97, May.
- Olena Kostyshyna & Tolga Özden & Yang Zhang, 2024. "Endogenous Credibility and Wage-Price Spirals," Staff Working Papers 24-14, Bank of Canada.
- Eo, Yunjong & McClung, Nigel, 2021.
"Determinacy and E-stability with interest rate rules at the zero lower bound,"
Bank of Finland Research Discussion Papers
14/2021, Bank of Finland.
Cited by:
- Ioana Manuela Mîndrican, 2023. "Monetary policy measures and strategies in the context of the adoption of the euro currency," Journal of Financial Studies, Institute of Financial Studies, vol. 14(8), pages 84-97, May.
- Olena Kostyshyna & Tolga Özden & Yang Zhang, 2024. "Endogenous Credibility and Wage-Price Spirals," Staff Working Papers 24-14, Bank of Canada.
- Yunjong Eo & James Morley, 2020.
"Why has the U.S. economy stagnated since the Great Recession?,"
Discussion Paper Series
2001, Institute of Economic Research, Korea University.
- Yunjong Eo & James Morley, 2022. "Why Has the U.S. Economy Stagnated since the Great Recession?," The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
Cited by:
- Callum Jones & Mariano Kulish & James Morley, 2024.
"A Structural Measure of the Shadow Federal Funds Rate,"
Working Papers
2024-05, University of Sydney, School of Economics.
- Callum J. Jones & Mariano Kulish & James Morley, 2021. "A Structural Measure of the Shadow Federal Funds Rate," Finance and Economics Discussion Series 2021-064, Board of Governors of the Federal Reserve System (U.S.).
- Callum Jones & Mariano Kulish & James Morley, 2022. "A Structural Measure of the Shadow Federal Funds Rate," CAMA Working Papers 2022-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Callum Jones & Mariano Kulish & James Morley, 2022. "A Structural Measure of the Shadow Federal Funds Rate," Working Papers 170, Red Nacional de Investigadores en Economía (RedNIE).
- Eo, Yunjong & Morley, James, 2023. "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, vol. 233(C).
- John G. Fernald & Robert Inklaar & Dimitrije Ruzic, 2023. "The Productivity Slowdown in Advanced Economies: Common Shocks or Common Trends?," Working Paper Series 2023-07, Federal Reserve Bank of San Francisco.
- Antonio Fatás & Sanjay R. Singh, 2022.
"Supply or Demand? Policy Makers' Confusion in the Presence of Hysteresis,"
Working Papers
347, University of California, Davis, Department of Economics.
- Fatás, Antonio & Singh, Sanjay R., 2024. "Supply or demand? Policy makers’ confusion in the presence of hysteresis," European Economic Review, Elsevier, vol. 161(C).
- Antonio Fatás & Sanjay R. Singh, 2023. "Supply or Demand? Policy Makers' Confusion in the Presence of Hysteresis," Working Paper Series 2023-21, Federal Reserve Bank of San Francisco.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021.
"A unified approach for jointly estimating the business and financial cycle, and the role of financial factors,"
University of Göttingen Working Papers in Economics
415, University of Goettingen, Department of Economics.
- Tino Berger & Julia Richter & Benjamin Wong, 2021. "A Unified Approach for Jointly Estimating the Business and Financial Cycle, and the Role of Financial Factors," Monash Econometrics and Business Statistics Working Papers 4/21, Monash University, Department of Econometrics and Business Statistics.
- Tino Berger & Julia Richter & Benjamin Wong, 2020. "Financial factors and the business cycle," CAMA Working Papers 2020-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Working Papers 02/2021, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Berger, Tino & Richter, Julia & Wong, Benjamin, 2022. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Alexander Beames & Mariano Kulish & Nadine Yamout, 2022. "Fiscal Policy and the Slowdown in Trend Growth in an Open Economy," Working Papers 143, Red Nacional de Investigadores en Economía (RedNIE).
- Fernando Delbianco & Andrés Fioriti & Fernando Tohmé, 2023.
"Markov chains, eigenvalues and the stability of economic growth processes,"
Empirical Economics, Springer, vol. 64(3), pages 1347-1373, March.
- Fernando Delbianco & Andrés Fioriti & Fernando Tohmé, 2021. "Markov Chains, Eigenvalues and the Stabilityof Economic Growth Processes," Working Papers 88, Red Nacional de Investigadores en Economía (RedNIE).
- van Os, Bram & van Dijk, Dick, 2024.
"Accelerating peak dating in a dynamic factor Markov-switching model,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 313-323.
- Bram van Os & Dick van Dijk, 2020. "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers 20-057/VI, Tinbergen Institute, revised 14 Dec 2020.
- Ivan Mendieta-Muñoz, 2024.
"Time-varying investment dynamics in the USA,"
Working Paper Series, Department of Economics, University of Utah
2024_01, University of Utah, Department of Economics.
- Li, Mengheng & Mendieta-Muñoz, Ivan, 2024. "Dynamic hysteresis effects," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Donayre, Luiggi & Panovska, Irina, 2021. "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, vol. 209(C).
- Francesco Furlanetto & Ørjan Robstad & Pål Ulvedal & Antoine Lepetit, 2020.
"Estimating hysteresis effects,"
Working Paper
2020/13, Norges Bank.
- Rubio-RamÃrez, Juan Francisco & Furlanetto, Francesco & Lepetit, Antoine & Robstad, Ørjan & Ulvedal, PÃ¥l, 2021. "Estimating Hysteresis Effects," CEPR Discussion Papers 16558, C.E.P.R. Discussion Papers.
- Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal, 2021. "Estimating Hysteresis Effects," Finance and Economics Discussion Series 2021-059, Board of Governors of the Federal Reserve System (U.S.).
- Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan Rubio-Ramírez & Pal Ulvedal, 2021. "Estimating Hysteresis Effects," Working Papers 2021-11, FEDEA.
- Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal, 2021. "Estimating Hysteresis Effects," FRB Atlanta Working Paper 2021-24, Federal Reserve Bank of Atlanta.
- Nicolo Maffei-Faccioli, 2020. "Identifying the Sources of the Slowdown in Growth: Demand vs. Supply," 2020 Papers pma2978, Job Market Papers.
- Sui Luo & Yu‐Fan Huang & Richard Startz, 2021. "Are Recoveries all the Same: GDP and TFP?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1111-1129, October.
- Baquedano, Felix & Zereyesus, Yacob Abrehe & Christensen, Cheryl & Valdes, Constanza, 2021. "COVID-19 Working Paper: International Food Security Assessment, 2020-2030: COVID-19 Update and Impacts of Food Insecurity," Administrative Publications 309399, United States Department of Agriculture, Economic Research Service.
- Francesco Furlanetto & Kåre Hagelund & Frank Hansen & Ørjan Robstad, 2023. "Norges Bank Output Gap Estimates: Forecasting Properties, Reliability, Cyclical Sensitivity and Hysteresis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 238-267, February.
- Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
- Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
- Adam Check & Jeremy Piger, 2021. "Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 1999-2036, December.
- James Morley, 2019. "The business cycle: periodic pandemic or rollercoaster ride?," International Journal of Economic Policy Studies, Springer, vol. 13(2), pages 425-431, August.
- Any Flore Djoumessi Djoukouo, 2023. "Recessions and recoveries in Central African countries: Lessons from the past," Journal of International Development, John Wiley & Sons, Ltd., vol. 35(6), pages 1121-1142, August.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020.
"Understanding Trend Inflation Through the Lens of the Goods and Services Sectors,"
Staff Working Papers
20-45, Bank of Canada.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
Cited by:
- Hie Joo Ahn & Matteo Luciani, 2021. "Relative prices and pure inflation since the mid-1990s," Finance and Economics Discussion Series 2021-069, Board of Governors of the Federal Reserve System (U.S.).
- Philippe Goulet Coulombe & Karin Klieber & Christophe Barrette & Maximilian Goebel, 2024. "Maximally Forward-Looking Core Inflation," Papers 2404.05209, arXiv.org.
- Ascari, Guido & Fosso, Luca, 2024. "The international dimension of trend inflation," Journal of International Economics, Elsevier, vol. 148(C).
- Guido Ascari & Luca Fosso, 2021.
"The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve,"
Working Paper
2021/17, Norges Bank.
- Guido Ascari & Luca Fosso, 2021. "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Papers 733, DNB.
- Guido Ascari & Luca Fosso, 2021. "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Discussion Papers 2113, Centre for Macroeconomics (CFM).
- Jackson, Ilya & Ivanov, Dmitry, 2023. "A beautiful shock? Exploring the impact of pandemic shocks on the accuracy of AI forecasting in the beauty care industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 180(C).
- Juan Angel Garcia & Aubrey Poon, 2022.
"Inflation trends in Asia: implications for central banks [Are Phillips curves useful for forecasting inflation?],"
Oxford Economic Papers, Oxford University Press, vol. 74(3), pages 671-700.
- García, Juan Angel & Poon, Aubrey, 2019. "Inflation trends in Asia: implications for central banks," Working Paper Series 2338, European Central Bank.
- Ha, Jongrim & Kose, M. Ayhan & Ohnsorge, Franziska, 2022.
"Global Stagflation,"
CEPR Discussion Papers
17381, C.E.P.R. Discussion Papers.
- Ha, Jongrim & Kose, Ayhan M. & Ohnsorge, Franziska, 2022. "Global Stagflation," MPRA Paper 113306, University Library of Munich, Germany.
- Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge, 2022. "Global Stagflation," CAMA Working Papers 2022-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jongrim Ha & M. Ayhan Kose & Franziska Ohnsorge, 2022. "Global Stagflation," Koç University-TUSIAD Economic Research Forum Working Papers 2204, Koc University-TUSIAD Economic Research Forum.
- Oleksiy Kryvtsov & James (Jim) C. MacGee & Luis Uzeda, 2023. "The 2021–22 Surge in Inflation," Discussion Papers 2023-3, Bank of Canada.
- Claudio Borio & Piti Disyatat & Dora Xia & Egon Zakrajšek, 2021. "Monetary policy, relative prices and inflation control: flexibility born out of success," BIS Quarterly Review, Bank for International Settlements, September.
- Eo, Yunjong & Kang, Kyu Ho, 2019.
"The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve,"
Working Papers
2019-08, University of Sydney, School of Economics, revised Nov 2019.
- Eo, Yunjong & Kang, Kyu Ho, 2020. "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
Cited by:
- Haydory Akbar Ahmed & M. Wasiqur Rahman Khan, 2022. "Short-term and long-term interest rate spread’s dynamics to risk and the yield curve," SN Business & Economics, Springer, vol. 2(10), pages 1-19, October.
- Siem Jan Koopman & Julia Schaumburg & Quint Wiersma, 2021. "Joint Modelling and Estimation of Global and Local Cross-Sectional Dependence in Large Panels," Tinbergen Institute Discussion Papers 21-008/III, Tinbergen Institute.
- Radeef Chundakkadan & Subash Sasidharan, 2022.
"Monetary Policy Announcement and Stock Returns - Evidence From Long-Term Repo Operations in India,"
Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 3(2), pages 1-6.
- Radeef Chundakkadan & Subash Sasidharan, 2021. "Monetary Policy Announcement and Stock Returns - Evidence From Long-Term Repo Operations in India," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 0(-), pages 1-5.
- Hauber, Philipp, 2019. "Zur Wahrscheinlichkeit einer Rezession in den Vereinigten Staaten," Kiel Insight 2019.14, Kiel Institute for the World Economy (IfW Kiel).
- Shang, Fei, 2022. "The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Kim, Dongwhan & Kang, Kyu Ho, 2021. "Conditional value-at-risk forecasts of an optimal foreign currency portfolio," International Journal of Forecasting, Elsevier, vol. 37(2), pages 838-861.
- Sangyong Joo & Daehwan Kim & Jeffrey Nilsen, 2021. "Monetary Policy and Long-Term Interest Rates in Korea: A Decomposition Analysis," Korean Economic Review, Korean Economic Association, vol. 37, pages 327-366.
- Gern, Klaus-Jürgen & Hauber, Philipp & Kooths, Stefan & Stolzenburg, Ulrich, 2019. "Weltkonjunktur im Winter 2019 - Weltkonjunktur bleibt vorerst ohne Schwung [World Economy Winter 2019 - Global growth remains sluggish for the time being]," Kieler Konjunkturberichte 61, Kiel Institute for the World Economy (IfW Kiel).
- Eo, Yunjong & Lie, Denny, 2019.
"Average Inflation Targeting and Interest-Rate Smoothing,"
Working Papers
2019-15, University of Sydney, School of Economics.
- Eo, Yunjong & Lie, Denny, 2020. "Average inflation targeting and interest-rate smoothing," Economics Letters, Elsevier, vol. 189(C).
Cited by:
- Yunjong Eo & Denny Lie, 2020.
"Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate,"
Discussion Paper Series
2003, Institute of Economic Research, Korea University.
- Yunjong Eo & Denny Lie, 2019. "Changes in the inflation target and the comovement between inflation and the nominal interest rate," CAMA Working Papers 2019-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eo, Yunjong & Lie, Denny, 2018. "Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate," Working Papers 2018-02, University of Sydney, School of Economics, revised May 2020.
- Yamin Ahmad & James Murray, 2023. "Implications for determinacy with average inflation targeting," Economics Bulletin, AccessEcon, vol. 43(1), pages 510-517.
- Dridi, Ichrak & Boughrara, Adel, 2023. "Flexible inflation targeting and stock market volatility: Evidence from emerging market economies," Economic Modelling, Elsevier, vol. 126(C).
- Eo, Yunjong & McClung, Nigel, 2021. "Determinacy and E-stability with interest rate rules at the zero lower bound," Bank of Finland Research Discussion Papers 14/2021, Bank of Finland.
- Ahmad, Yamin & Murray, James, 2022. "Implications for Determinacy with Average Inflation Targeting," MPRA Paper 113119, University Library of Munich, Germany.
- Yunjong Eo & Denny Lie, 2017.
"The role of inflation target adjustment in stabilization policy,"
CAMA Working Papers
2017-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & Denny Lie, 2020. "The Role of Inflation Target Adjustment in Stabilization Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 2007-2052, December.
- Eo, Yunjong & Lie, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Working Papers 2017-06, University of Sydney, School of Economics, revised Jun 2019.
- EO, Yunjong & LIE, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Discussion paper series HIAS-E-58, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
Cited by:
- Denny Lie, 2019.
"Observed Inflation‐target Adjustments in an Estimated DSGE Model for Indonesia: Do They Matter for Aggregate Fluctuations?,"
Economic Papers, The Economic Society of Australia, vol. 38(4), pages 261-285, December.
- Lie, Denny, 2018. "Observed inflation-target adjustments in an estimated DSGE model for Indonesia: Do they matter for aggregate fluctuations?," Working Papers 2018-01, University of Sydney, School of Economics.
- Yunjong Eo & Denny Lie, 2020.
"Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate,"
Discussion Paper Series
2003, Institute of Economic Research, Korea University.
- Yunjong Eo & Denny Lie, 2019. "Changes in the inflation target and the comovement between inflation and the nominal interest rate," CAMA Working Papers 2019-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eo, Yunjong & Lie, Denny, 2018. "Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate," Working Papers 2018-02, University of Sydney, School of Economics, revised May 2020.
- Eo, Yunjong & Lie, Denny, 2019.
"Average Inflation Targeting and Interest-Rate Smoothing,"
Working Papers
2019-15, University of Sydney, School of Economics.
- Eo, Yunjong & Lie, Denny, 2020. "Average inflation targeting and interest-rate smoothing," Economics Letters, Elsevier, vol. 189(C).
- Qazi Haque, 2017.
"Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation,"
School of Economics and Public Policy Working Papers
2017-13, University of Adelaide, School of Economics and Public Policy.
- Qazi Haque, 2022. "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, vol. 18(4), pages 1-52, October.
- Qazi Haque, 2019. "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers 19-10, The University of Western Australia, Department of Economics.
- Qazi Haque, 2019. "Monetary policy, inflation target and the great moderation: An empirical investigation," CAMA Working Papers 2019-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Ardakani, Omid M. & Kishor, N. Kundan & Song, Suyong, 2018. "Re-evaluating the effectiveness of inflation targeting," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 76-97.
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"Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters,"
Working Papers
2015-18, University of Sydney, School of Economics, revised Nov 2015.
- Eo Yunjong, 2016. "Structural changes in inflation dynamics: multiple breaks at different dates for different parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 211-231, June.
Cited by:
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022.
"Understanding trend inflation through the lens of the goods and services sectors,"
CAMA Working Papers
2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers 20-45, Bank of Canada.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding trend inflation through the lens of the goods and services sectors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
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"Selective linear segmentation for detecting relevant parameter changes,"
Papers
2402.05329, arXiv.org.
- Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022. "Selective Linear Segmentation for Detecting Relevant Parameter Changes [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, vol. 20(4), pages 762-805.
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"Estimation of Heuristic Switching in Behavioral Macroeconomic Models,"
Economics Working Papers
2021-01, Christian-Albrechts-University of Kiel, Department of Economics.
- Kukacka, Jiri & Sacht, Stephen, 2023. "Estimation of heuristic switching in behavioral macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
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"Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 676-690, September.
- Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020. "Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series," Boston University - Department of Economics - Working Papers Series WP2020-009, Boston University - Department of Economics.
- Mohitosh Kejriwal & Xuewen Yu, 2018. "Bootstrap Procedures for Detecting Multiple Persistance4 Shifts in a heteroskedastic Time Series," Purdue University Economics Working Papers 1308, Purdue University, Department of Economics.
- Arnaud Dufays & Jeroen V. K. Rombouts, 2019.
"Sparse Change-point HAR Models for Realized Variance,"
Econometric Reviews, Taylor & Francis Journals, vol. 38(8), pages 857-880, September.
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- Adam Check & Jeremy Piger, 2021. "Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 1999-2036, December.
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- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014.
"Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples,"
Working Papers
2014-04, University of Sydney, School of Economics.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018. "Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
Cited by:
- Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
- Takatoshi Sasaki & Hiroki Yamamoto & Jouchi Nakajima, 2023. "Nonlinear Input Cost Pass-through to Consumer Prices: A Threshold Approach," Bank of Japan Working Paper Series 23-E-9, Bank of Japan.
- Nebot, César & Beyaert, Arielle & García-Solanes, José, 2019. "New insights into the nonlinearity of Okun's law," Economic Modelling, Elsevier, vol. 82(C), pages 202-210.
- Eo, Yunjong & Kim, Chang-Jin, 2012.
"Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?,"
Working Papers
2012-04, University of Sydney, School of Economics.
- Yunjong Eo & Chang-Jin Kim, 2016. "Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?," The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 940-949, December.
Cited by:
- Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020.
"Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 829-850.
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- Heinrich, Markus & Carstensen, Kai & Reif, Magnus & Wolters, Maik, 2017. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168206, Verein für Socialpolitik / German Economic Association.
- Kai Carstensen & Markus Heinrich & Magnus Reif & Maik H. Wolters, 2019. "Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model," Jena Economics Research Papers 2019-006, Friedrich-Schiller-University Jena.
- Eo, Yunjong & Morley, James, 2023. "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, vol. 233(C).
- Jaeho Kim & Sora Chon, 2020. "Why are Bayesian trend-cycle decompositions of US real GDP so different?," Empirical Economics, Springer, vol. 58(3), pages 1339-1354, March.
- Pablo Guerrón-Quintana & Ryo Jinnai, 2014.
"Lliquidity, trends, and the great recession,"
Working Papers
14-24, Federal Reserve Bank of Philadelphia.
- Pablo A. Guerron-Quintana & Ryo Jinnai, 2014. "Liquidity, Trends and the Great Recession," Working Papers e066, Tokyo Center for Economic Research.
- Pablo A. Guerron-Quintana & Ryo Jinnai, 2013. "Liquidity, Trends and the Great Recession," UTokyo Price Project Working Paper Series 015, University of Tokyo, Graduate School of Economics.
- Pablo Guerron-Quintana, 2014. "Liquidity, Trends, and the Great Recession," 2014 Meeting Papers 751, Society for Economic Dynamics.
- Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
- Yunjong Eo & James Morley, 2022.
"Why Has the U.S. Economy Stagnated since the Great Recession?,"
The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
- Yunjong Eo & James Morley, 2020. "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series 2001, Institute of Economic Research, Korea University.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
- Hwu Shih-Tang & Kim Chang-Jin, 2024. "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 177-199, April.
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"Accelerating peak dating in a dynamic factor Markov-switching model,"
International Journal of Forecasting, Elsevier, vol. 40(1), pages 313-323.
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- Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021.
"Tracking Weekly State-Level Economic Conditions,"
CESifo Working Paper Series
9165, CESifo.
- Christiane Baumeister & Danilo Leiva-Leon & Eric Sims, 2021. "Tracking Weekly State-Level Economic Conditions," Working Papers 202151, University of Pretoria, Department of Economics.
- Baumeister, Christiane & Leiva-León, Danilo & Sims, Eric, 2021. "Tracking Weekly State-Level Economic Conditions," CEPR Discussion Papers 16317, C.E.P.R. Discussion Papers.
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- Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021. "Tracking weekly state-level economic conditions," Working Papers 2134, Banco de España.
- Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021. "Tracking weekly state-level economic conditions," CAMA Working Papers 2021-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021. "Tracking Weekly State-Level Economic Conditions," NBER Working Papers 29003, National Bureau of Economic Research, Inc.
- Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022. "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia 1201, Banco de la Republica de Colombia.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2019.
"Business Cycles Across Space and Time,"
Working Papers
2019-010, Federal Reserve Bank of St. Louis, revised 05 May 2021.
- Neville Francis & Michael T. Owyang & Daniel Soques, 2022. "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(4), pages 921-952, June.
- Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020.
"Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model,"
Working Papers
halshs-02443364, HAL.
- Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model," PSE Working Papers halshs-02443364, HAL.
- Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model," OECD Statistics Working Papers 2020/01, OECD Publishing.
- Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2013.
"Clustered housing cycles,"
Working Papers
2013-021, Federal Reserve Bank of St. Louis.
- Rubén Hernández-Murillo & Michael T Owyang & Margarita Rubio, 2013. "Clustered Housing Cycles," Discussion Papers 2013/02, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017. "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
- Ruben Hernandez-Murillo & Michael T. Owyang & Margarita Rubio, 2015. "Clustered Housing Cycles," Working Papers (Old Series) 1524, Federal Reserve Bank of Cleveland.
- Magnus Reif, 2020. "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87.
- Sui Luo & Yu‐Fan Huang & Richard Startz, 2021. "Are Recoveries all the Same: GDP and TFP?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1111-1129, October.
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"Underlying inflation and asymmetric risks,"
Working Paper Series
2848, European Central Bank.
- Hervé Le Bihan & Danilo Leiva-León & Matías Pacce, 2023. "Underlying inflation and asymetric risks," Working Papers 2319, Banco de España.
- Jiang, Yu, 2020. "Identification of business cycles and the Great Moderation in the post-war U.S. economy," Economics Letters, Elsevier, vol. 190(C).
- Hikaru Saijo, 2013. "The Uncertainty Multiplier and Business Cycles," UTokyo Price Project Working Paper Series 016, University of Tokyo, Graduate School of Economics.
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"Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis,"
MNB Working Papers
2020/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Paper Series 2381, European Central Bank.
- Pérez-Quirós, Gabriel & Leiva-León, Danilo & Rots, Eyno, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," CEPR Discussion Papers 14484, C.E.P.R. Discussion Papers.
- Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España.
- Donayre, Luiggi, 2022. "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, vol. 112(C).
- Kapinos, Pavel & Kishor, N. Kundan & Ma, Jun, 2022. "Dynamic comovement among banks, systemic risk, and the macroeconomy," Journal of Banking & Finance, Elsevier, vol. 138(C).
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- Pablo A. Guerron‐Quintana & Ryo Jinnai, 2019.
"Financial frictions, trends, and the great recession,"
Quantitative Economics, Econometric Society, vol. 10(2), pages 735-773, May.
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- Any Flore Djoumessi Djoukouo, 2023. "Recessions and recoveries in Central African countries: Lessons from the past," Journal of International Development, John Wiley & Sons, Ltd., vol. 35(6), pages 1121-1142, August.
- James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.
- Eo, Yunjong, 2012.
"Bayesian Inference about the Types of Structural Breaks When There are Many Breaks,"
Working Papers
2012-05, University of Sydney, School of Economics.
Cited by:
- Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015.
"Autoregressive moving average infinite hidden markov-switching models,"
LIDAM Discussion Papers CORE
2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Luc Bauwens & Jean-François Carpantier & Arnaud Dufays, 2017. "Autoregressive Moving Average Infinite Hidden Markov-Switching Models," Post-Print hal-01795051, HAL.
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- Dufays, Arnaud & Rombouts, Jeroen V.K., 2020. "Relevant parameter changes in structural break models," Journal of Econometrics, Elsevier, vol. 217(1), pages 46-78.
- Agiwal Varun & Kumar Jitendra & Shangodoyin Dahud Kehinde, 2018. "A Bayesian Inference Of Multiple Structural Breaks In Mean And Error Variance In Panelar (1) Model," Statistics in Transition New Series, Polish Statistical Association, vol. 19(1), pages 7-23, March.
- Dufays, A. & Rombouts, V., 2015. "Sparse Change-Point Time Series Models," LIDAM Discussion Papers CORE 2015032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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"Specific Markov-switching behaviour for ARMA parameters,"
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- CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014. "Specific Markov-switching behaviour for ARMA parameters," LIDAM Discussion Papers CORE 2014014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015.
"Autoregressive moving average infinite hidden markov-switching models,"
LIDAM Discussion Papers CORE
2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Eo, Yunjong & Morley, James, 2011.
"Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks,"
Working Papers
2011-07, University of Sydney, School of Economics, revised Feb 2014.
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Cited by:
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"Structural Break Tests Robust to Regression Misspecification,"
Discussion Paper
2016-019, Tilburg University, Center for Economic Research.
- Abi Morshed, Alaa & Andreou, E. & Boldea, Otilia, 2016. "Structural Break Tests Robust to Regression Misspecification," Other publications TiSEM 3b21f21c-2cef-49d7-bb9b-a, Tilburg University, School of Economics and Management.
- Alaa Abi Morshed & Elena Andreou & Otilia Boldea, 2018. "Structural Break Tests Robust to Regression Misspecification," Econometrics, MDPI, vol. 6(2), pages 1-39, May.
- Alessandro Casini & Pierre Perron, 2020.
"Continuous Record Laplace-based Inference about the Break Date in Structural Change Models,"
Boston University - Department of Economics - Working Papers Series
WP2020-014, Boston University - Department of Economics.
- Casini, Alessandro & Perron, Pierre, 2021. "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, vol. 224(1), pages 3-21.
- Alessandro Casini & Pierre Perron, 2018. "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Papers 1804.00232, arXiv.org, revised May 2020.
- Yunjong Eo & James Morley, 2022.
"Why Has the U.S. Economy Stagnated since the Great Recession?,"
The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
- Yunjong Eo & James Morley, 2020. "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series 2001, Institute of Economic Research, Korea University.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
- Kenichi Shimizu, 2022.
"Asymptotic properties of Bayesian inference in linear regression with a structural break,"
Papers
2201.07319, arXiv.org.
- Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Working Papers 2022_05, Business School - Economics, University of Glasgow.
- Shimizu, Kenichi, 2023. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Journal of Econometrics, Elsevier, vol. 235(1), pages 202-219.
- Tatsushi Oka & Pierre Perron, 2016.
"Testing for Common Breaks in a Multiple Equations System,"
Papers
1606.00092, arXiv.org, revised Jan 2018.
- Oka, Tatsushi & Perron, Pierre, 2018. "Testing for common breaks in a multiple equations system," Journal of Econometrics, Elsevier, vol. 204(1), pages 66-85.
- Tatsushi Oka & Pierre Perron, 2018. "Testing for common breaks in a multiple equations system," Monash Econometrics and Business Statistics Working Papers 3/18, Monash University, Department of Econometrics and Business Statistics.
- Pierre Perron & Tatsushi Oka, 2011. "Testing for Common Breaks in a Multiple Equations System," Boston University - Department of Economics - Working Papers Series WP2011-057, Boston University - Department of Economics.
- Karsten Schweikert, 2022. "Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors," Papers 2201.05430, arXiv.org, revised Sep 2024.
- Alessandro Casini & Pierre Perron, 2018.
"Structural Breaks in Time Series,"
Boston University - Department of Economics - Working Papers Series
WP2019-02, Boston University - Department of Economics.
- Alessandro Casini & Pierre Perron, 2018. "Structural Breaks in Time Series," Papers 1805.03807, arXiv.org.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018.
"Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014. "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers 2014-04, University of Sydney, School of Economics.
- Günes Kamber & Madhusudan Mohanty & James Morley, 2020. "What drives inflation in advanced and emerging market economies?," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 21-36, Bank for International Settlements.
- Güneş Kamber & Madhusudan Mohanty & James Morley, 2020. "Have the driving forces of inflation changed in advanced and emerging market economies?," BIS Working Papers 896, Bank for International Settlements.
- David Harris & Hsein Kew & A. M. Robert Taylor, 2020.
"Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem,"
Monash Econometrics and Business Statistics Working Papers
8/20, Monash University, Department of Econometrics and Business Statistics.
- Harris, David & Kew, Hsein & Taylor, A.M. Robert, 2020. "Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem," Journal of Econometrics, Elsevier, vol. 219(2), pages 354-388.
- Agiwal Varun & Kumar Jitendra & Shangodoyin Dahud Kehinde, 2018. "A Bayesian Inference Of Multiple Structural Breaks In Mean And Error Variance In Panelar (1) Model," Statistics in Transition New Series, Polish Statistical Association, vol. 19(1), pages 7-23, March.
- James Morley & Aarti Singh, 2016.
"Inventory Shocks and the Great Moderation,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(4), pages 699-728, June.
- James Morley & Aarti Singh, 2015. "Inventory Shocks and the Great Moderation," Discussion Papers 2012-42B, School of Economics, The University of New South Wales.
- Benjamin Wong, 2014.
"Inflation Expectations and How it Explains the Inflationary Impact of Oil Price Shocks: Evidence from the Michigan Survey,"
CAMA Working Papers
2014-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Benjamin Wong, 2015. "Do inflation expectations propagate the inflationary impact of real oil price shocks?: Evidence from the Michigan survey," Reserve Bank of New Zealand Discussion Paper Series DP2015/01, Reserve Bank of New Zealand.
- Benjamin Wong, 2015. "Do Inflation Expectations Propagate the Inflationary Impact of Real Oil Price Shocks?: Evidence from the Michigan Survey," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(8), pages 1673-1689, December.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- Polbin, Andrey & Fokin, Nikita, 2017. "К Вопросу О Долгосрочной Взаимосвязи Реального Потребления Домохозяйств С Реальным Доходом В Рф [A note on cointegration relationship between real consumption and real income in Russia]," MPRA Paper 82451, University Library of Munich, Germany, revised Nov 2017.
- Eiji Kurozumi, 2018. "Confidence Sets for the Date of a Structural Change at the End of a Sample," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 850-862, November.
- Eo, Yunjong & Morley, James C., 2008.
"Likelihood-Based Confidence Sets for the Timing of Structural Breaks,"
MPRA Paper
10372, University Library of Munich, Germany.
- Yunjong Eo & James Morley, 2013. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," Discussion Papers 2013-12, School of Economics, The University of New South Wales.
Cited by:
- Yamamoto, Yohei & 山本, 庸平, 2014.
"A Modified Confidence Set for the Structural Break Date in Linear Regression Models,"
Discussion Papers
2014-08, Graduate School of Economics, Hitotsubashi University.
- Yohei Yamamoto, 2018. "A modified confidence set for the structural break date in linear regression models," Econometric Reviews, Taylor & Francis Journals, vol. 37(9), pages 974-999, October.
- Morley, James & Singh, Aarti, 2009. "Inventory Mistakes and the Great Moderation," Working Papers 2009-04, University of Sydney, School of Economics, revised Feb 2015.
- Seong Yeon Chang & Pierre Perron, 2013.
"A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models,"
Boston University - Department of Economics - Working Papers Series
wp2015-010, Boston University - Department of Economics, revised 11 Oct 2015.
- Seongyeon Chang & Pierre Perron, 2013. "A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models," Boston University - Department of Economics - Working Papers Series 2013-023, Boston University - Department of Economics.
- Seong Yeon Chang & Pierre Perron, 2018. "A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models," Econometric Reviews, Taylor & Francis Journals, vol. 37(6), pages 577-601, July.
- James Morley & Aarti Singh, 2012. "Inventory Mistakes and the Great Moderation," Discussion Papers 2012-42, School of Economics, The University of New South Wales.
- Luo, Sui & Startz, Richard, 2014. "Is it one break or ongoing permanent shocks that explains U.S. real GDP?," Journal of Monetary Economics, Elsevier, vol. 66(C), pages 155-163.
- Eo, Yunjong, 2008.
"Bayesian Analysis of DSGE Models with Regime Switching,"
MPRA Paper
13910, University Library of Munich, Germany, revised 11 Feb 2009.
Cited by:
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016.
"Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs,"
Open Access publications
10197/7323, School of Economics, University College Dublin.
- Bekiros, Stelios & Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2016. "Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs," Journal of Financial Stability, Elsevier, vol. 26(C), pages 216-227.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016. "Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs," Working Papers 201611, School of Economics, University College Dublin.
- Willi Semmler & Lars Grüne & Marleen Stieler, 2013.
"Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics,"
EcoMod2013
5782, EcoMod.
- Grüne, Lars & Semmler, Willi & Stieler, Marleen, 2015. "Using nonlinear model predictive control for dynamic decision problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 112-133.
- Vasco Curdia & Daria Finocchiaro, 2012.
"Monetary Regime Change and Business Cycles,"
Working Paper Series
2013-02, Federal Reserve Bank of San Francisco.
- Cúrdia, Vasco & Finocchiaro, Daria, 2013. "Monetary regime change and business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 37(4), pages 756-773.
- Vasco Curdia & Daria Finocchiaro, 2007. "Monetary regime change and business cycles," Staff Reports 294, Federal Reserve Bank of New York.
- Cúrdia, Vasco & Finocchiaro, Daria, 2010. "Monetary Regime Change and Business Cycles," Working Paper Series 241, Sveriges Riksbank (Central Bank of Sweden).
- Baranowski, Paweł & Kuchta, Zbigniew, 2015.
"Changes in nominal rigidities in Poland – a regime switching DSGE perspective,"
MPRA Paper
70573, University Library of Munich, Germany, revised Mar 2016.
- Pawe? Baranowski & Zbigniew Kuchta, 2016. "Changes in nominal rigidities in Poland - a regime switching DSGE perspective," Proceedings of International Academic Conferences 5306955, International Institute of Social and Economic Sciences.
- Pawel Baranowski & Zbigniew Kuchta, 2015. "Changes in nominal rigidities in Poland – a regime switching DSGE perspective," Lodz Economics Working Papers 6/2015, University of Lodz, Faculty of Economics and Sociology.
- Xiaoshan Chen & Tatiana Kirsanova & Campbell Leith, 2013.
"How Optimal is US Monetary Policy?,"
Working Papers
2013_08, Business School - Economics, University of Glasgow.
- Kirsanova, Tatiana & Leith, Campbell & Chen, Xiaoshan, 2013. "How Optimal is US Monetary Policy?," SIRE Discussion Papers 2013-53, Scottish Institute for Research in Economics (SIRE).
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2013. "How Optimal is US Monetary Policy?," Stirling Economics Discussion Papers 2013-05, University of Stirling, Division of Economics.
- Chen, Xiaoshan & Kirsanova, Tatiana & Leith, Campbell, 2017. "How optimal is US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 96-111.
- Gonzalez-Astudillo, Manuel, 2013.
"Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients,"
MPRA Paper
50040, University Library of Munich, Germany.
- Manuel Gonzalez-Astudillo, 2013. "Monetary-fiscal policy interactions: interdependent policy rule coefficients," Finance and Economics Discussion Series 2013-58, Board of Governors of the Federal Reserve System (U.S.).
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019.
"Forecasting with instabilities: an application to DSGE models with financial frictions,"
Temi di discussione (Economic working papers)
1234, Bank of Italy, Economic Research and International Relations Area.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions," Working Papers 201523, School of Economics, University College Dublin.
- Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
- Shayan Zakipour-Saber, 2019. "Monetary policy regimes and inflation persistence in the United Kingdom," Working Papers 895, Queen Mary University of London, School of Economics and Finance.
- Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2015. "Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US," Working Papers 292, University of Milano-Bicocca, Department of Economics, revised Feb 2015.
- Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2016.
"Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs,"
Open Access publications
10197/7323, School of Economics, University College Dublin.
Articles
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023.
"Understanding trend inflation through the lens of the goods and services sectors,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 751-766, August.
See citations under working paper version above.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2023. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Discussion Paper Series 2301, Institute of Economic Research, Korea University.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020. "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers 20-45, Bank of Canada.
- Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022. "Understanding trend inflation through the lens of the goods and services sectors," CAMA Working Papers 2022-28, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Yunjong Eo & James Morley, 2022.
"Why Has the U.S. Economy Stagnated since the Great Recession?,"
The Review of Economics and Statistics, MIT Press, vol. 104(2), pages 246-258, May.
See citations under working paper version above.
- Yunjong Eo & James Morley, 2020. "Why has the U.S. economy stagnated since the Great Recession?," Discussion Paper Series 2001, Institute of Economic Research, Korea University.
- Eo, Yunjong & Morley, James, 2017. "Why has the US economy stagnated since the Great Recession?," Working Papers 2017-14, University of Sydney, School of Economics, revised Jun 2019.
- Yunjong Eo & Denny Lie, 2020.
"The Role of Inflation Target Adjustment in Stabilization Policy,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 2007-2052, December.
See citations under working paper version above.
- Eo, Yunjong & Lie, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Working Papers 2017-06, University of Sydney, School of Economics, revised Jun 2019.
- EO, Yunjong & LIE, Denny, 2017. "The Role of Inflation Target Adjustment in Stabilization Policy," Discussion paper series HIAS-E-58, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Yunjong Eo & Denny Lie, 2017. "The role of inflation target adjustment in stabilization policy," CAMA Working Papers 2017-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Eo, Yunjong & Lie, Denny, 2020.
"Average inflation targeting and interest-rate smoothing,"
Economics Letters, Elsevier, vol. 189(C).
See citations under working paper version above.
- Eo, Yunjong & Lie, Denny, 2019. "Average Inflation Targeting and Interest-Rate Smoothing," Working Papers 2019-15, University of Sydney, School of Economics.
- Eo, Yunjong & Kang, Kyu Ho, 2020.
"The effects of conventional and unconventional monetary policy on forecasting the yield curve,"
Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
See citations under working paper version above.
- Eo, Yunjong & Kang, Kyu Ho, 2019. "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers 2019-08, University of Sydney, School of Economics, revised Nov 2019.
- Donayre Luiggi & Eo Yunjong & Morley James, 2018.
"Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(1), pages 1-11, February.
See citations under working paper version above.
- Donayre, Luiggi & Eo, Yunjong & Morley, James, 2014. "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples," Working Papers 2014-04, University of Sydney, School of Economics.
- Yunjong Eo & Chang-Jin Kim, 2016.
"Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?,"
The Review of Economics and Statistics, MIT Press, vol. 98(5), pages 940-949, December.
See citations under working paper version above.
- Eo, Yunjong & Kim, Chang-Jin, 2012. "Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?," Working Papers 2012-04, University of Sydney, School of Economics.
- Eo Yunjong, 2016.
"Structural changes in inflation dynamics: multiple breaks at different dates for different parameters,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 211-231, June.
See citations under working paper version above.
- Eo, Yunjong, 2015. "Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters," Working Papers 2015-18, University of Sydney, School of Economics, revised Nov 2015.
- Yunjong Eo & James Morley, 2015.
"Likelihood‐ratio‐based confidence sets for the timing of structural breaks,"
Quantitative Economics, Econometric Society, vol. 6(2), pages 463-497, July.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Eo, Yunjong & Morley, James, 2011. "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks," Working Papers 2011-07, University of Sydney, School of Economics, revised Feb 2014.
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (15) 2009-03-14 2012-04-10 2017-04-09 2017-04-16 2017-11-19 2018-01-29 2018-08-27 2019-04-01 2019-12-02 2020-06-15 2020-06-15 2020-11-16 2021-11-29 2022-04-18 2023-06-12. Author is listed
- NEP-MON: Monetary Economics (14) 2009-03-14 2015-10-04 2017-04-09 2017-04-16 2018-08-27 2019-04-01 2019-04-29 2019-12-02 2020-06-15 2020-11-16 2021-11-29 2022-04-18 2023-01-02 2023-03-20. Author is listed
- NEP-CBA: Central Banking (13) 2009-03-14 2012-04-10 2015-10-04 2017-04-09 2017-04-16 2017-11-19 2018-08-27 2019-04-01 2019-04-29 2019-12-02 2020-06-15 2020-11-16 2021-11-29. Author is listed
- NEP-DGE: Dynamic General Equilibrium (9) 2009-03-14 2017-04-09 2017-04-16 2017-11-19 2019-04-01 2019-12-02 2020-06-15 2021-11-29 2023-01-02. Author is listed
- NEP-ETS: Econometric Time Series (7) 2008-09-13 2009-03-14 2011-09-16 2012-04-10 2012-04-10 2013-06-16 2023-06-12. Author is listed
- NEP-ECM: Econometrics (5) 2008-09-13 2012-04-10 2012-04-10 2014-03-30 2015-10-04. Author is listed
- NEP-ORE: Operations Research (3) 2011-09-16 2012-04-10 2020-06-15
- NEP-FDG: Financial Development and Growth (1) 2012-04-10
- NEP-FMK: Financial Markets (1) 2019-04-29
- NEP-FOR: Forecasting (1) 2016-03-29
- NEP-RMG: Risk Management (1) 2023-06-12
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