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Kim, Jaeho |
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Research "Logistic regression model for a bivariate binomial distribution with applications in baseball data analysis," (with Yewon Han, Hon Keung Tony Ng, Seong W. Kim) Entropy 24(8), 2022 "Price Discovery under model uncertainty," (with Scott Linn) Energy Economics, 107, 105833, 2022 "Bayesian Estimation of the Long-run Trend of the U.S. Economy," (with Sora Chon) Empirical Economics, 62, pp. 461-485, 2022 “Trend-cycle Decompositions of Real GDP Revisited: Classical and Bayesian Perspectives on an Unsolved Puzzle,” (with C-J Kim) Macroeconomic Dynamics, 26, pp. 394-418, 2021 “Does the Financial Leverage Effect Depend on Volatility Regimes?,” (with Sora Chon) Finance Research Letters, 39, 101600, 2021 “Heterogeneous Endogeneity,” (with Kevin Grier and Pallab Ghosh) Statistical Papers, 62, pp. 847-886, 2021 "Why are Bayesian Trend-cycle Decompositions of U.S. Real GDP so Different?," (with Sora Chon) Empirical Economics, 58, pp. 1339-1354, 2020 "An efficient sequential learning algorithm in regime-switching environments," (with Sunhyung Lee) Studies in Nonlinear Dynamics & Econometrics, 23(3), 20180016, 2019 "Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity," (with Le Wang) Journal of Applied Econometrics, 34(6), pp.1016-1028, 2019 "Bayesian Inference of Regime-Switching ARMA Models with Absorbing States: Dynamics of Ex-Ante Real Interest Rate under Structural Breaks," (with C-J. Kim) Journal of Business and Economic Statistics, 33(4), pp. 566-567, 2015
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