| State-space models with regime switching: classical and Gibbs-sampling approaches with applications CJ Kim, CR Nelson MIT Press Books 1, 1999 | 3514* | 1999 |
| Dynamic linear models with Markov-switching CJ Kim Journal of econometrics 60 (1-2), 1-22, 1994 | 2075 | 1994 |
| Has the US economy become more stable? A Bayesian approach based on a Markov-switching model of the business cycle CJ Kim, CR Nelson Review of Economics and Statistics 81 (4), 608-616, 1999 | 1462 | 1999 |
| Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching CJ Kim, CR Nelson Review of Economics and Statistics 80 (2), 188-201, 1998 | 679 | 1998 |
| Estimation of Markov regime-switching regression models with endogenous switching CJ Kim, J Piger, R Startz Journal of Econometrics 143 (2), 263-273, 2008 | 331 | 2008 |
| Friedman's plucking model of business fluctuations: tests and estimates of permanent and transitory components CJ Kim, CR Nelson Journal of Money, Credit and Banking, 317-334, 1999 | 295 | 1999 |
| Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data CJ Kim, CR Nelson Journal of Monetary Economics 53 (8), 1949-1966, 2006 | 279 | 2006 |
| The less-volatile US economy: a Bayesian investigation of timing, breadth, and potential explanations CJ Kim, CR Nelson, J Piger Journal of Business & Economic Statistics 22 (1), 80-93, 2004 | 272 | 2004 |
| Violence against prisoners of war in the First World War: Britain, France and Germany, 1914-1920 H Jones Cambridge University Press, 2011 | 259 | 2011 |
| Unobserved-component time series models with Markov-switching heteroscedasticity: Changes in regime and the link between inflation rates and inflation uncertainty CJ Kim Journal of Business & Economic Statistics 11 (3), 341-349, 1993 | 239 | 1993 |
| Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization CJ Kim, CR Nelson, R Startz Journal of Empirical finance 5 (2), 131-154, 1998 | 211* | 1998 |
| Nonlinearity and the permanent effects of recessions CJ Kim, J Morley, J Piger Journal of Applied Econometrics 20 (2), 291-309, 2005 | 209 | 2005 |
| Why are stock returns and volatility negatively correlated? J Bae, CJ Kim, CR Nelson Journal of Empirical Finance 14 (1), 41-58, 2007 | 172 | 2007 |
| Is there a positive relationship between stock market volatility and the equity premium? CJ Kim, JC Morley, CR Nelson Journal of Money, Credit and banking, 339-360, 2004 | 170 | 2004 |
| The long-run US/UK real exchange rate C Engel, CJ Kim National Bureau of Economic Research, 1996 | 164 | 1996 |
| Permanent and transitory components of recessions CJ Kim, CJ Murray Advances in Markov-Switching Models: Applications in Business Cycle Research …, 2002 | 143 | 2002 |
| Common stochastic trends, common cycles, and asymmetry in economic fluctuations CJ Kim, J Piger Journal of Monetary Economics 49 (6), 1189-1211, 2002 | 133 | 2002 |
| The time-varying-parameter model for modeling changing conditional variance: The case of the lucas hypothesis CJ Kim, CR Nelson Journal of Business & Economic Statistics 7 (4), 433-440, 1989 | 123 | 1989 |
| The structural break in the equity premium CJ Kim, JC Morley, CR Nelson Journal of Business & Economic Statistics 23 (2), 181-191, 2005 | 102 | 2005 |
| Time-varying parameter models with endogenous regressors CJ Kim Economics letters 91 (1), 21-26, 2006 | 100 | 2006 |
Charles R NelsonProfessor Emeritus of Economics, University of WashingtonVerified email at uw.edu
