#2004-014D "A Bayesian Approach to Counterfactual Analysis of Structural Change"
by Chang-Jin Kim, James Morley, and Jeremy M. Piger
July 2004
Revised June 2006

#2003-015C "Estimation of Markov Regime-Switching Regression Models with Endogenous Switching"
by Chang-Jin Kim, Jeremy M. Piger, and Richard Startz
June 2003
Revised November 2005

#2002-014E "Nonlinearity and the Permanent Effects of Recessions"
by Chang-Jin Kim, James Morley, and Jeremy M. Piger
October 2002
Revised December 2003

PUBLISHED: Journal of Applied Econometrics, 2005, 20(2), pp. 291-309

#2001-017D "The Dynamic Relationship Between Permanent and Transitory Components of U.S. Business Cycles"
by Chang-Jin Kim, Jeremy M. Piger, and Richard Startz
April 2001
Revised June 2005

FORTHCOMING: Journal of Money, Credit, and Banking

#2001-016C "The Less Volatile US Economy: A Bayesian Investigation of Timing, Breadth,and Potential Explanations"
by Chang-Jin Kim, Charles R. Nelson, and Jeremy M. Piger
October 2001
Revised March 2003

PUBLISHED: Journal of Business and Economic Statistics, January 2004, 22(1), pp. 80-93

#2001-014A "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations"
by Chang-Jin Kim, and Jeremy M. Piger
October 2001

PUBLISHED: Journal of Monetary Economics, September 2002, 49(6), pp. 1189-1211