Details about Yunjong Eo

Access statistics for papers by Yunjong Eo.

Last updated 2021-02-06. Update your information in the RePEc Author Service.

Short-id: peo3

Working Papers

2020

1. Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate
   Working Papers, University of Sydney, School of Economics
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019)
   Discussion Paper Series, Institute of Economic Research, Korea University (2020)
2. Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
   Staff Working Papers, Bank of Canada
3. Why has the U.S. economy stagnated since the Great Recession?
   Discussion Paper Series, Institute of Economic Research, Korea University View citations (2)
   Also in Working Papers, University of Sydney, School of Economics (2019) View citations (2)

2019

4. Average Inflation Targeting and Interest-Rate Smoothing
   Working Papers, University of Sydney, School of Economics
   See also Journal Article in Economics Letters (2020)
5. The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve
   Working Papers, University of Sydney, School of Economics
   See also Journal Article in Journal of Economic Dynamics and Control (2020)
6. The Role of Inflation Target Adjustment in Stabilization Policy
   Working Papers, University of Sydney, School of Economics View citations (5)
   Also in Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2017) View citations (4)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (2)
   See also Journal Article in Journal of Money, Credit and Banking (2020)

2016

7. Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models
   Working Papers, University of Sydney, School of Economics

2015

8. Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters
   Working Papers, University of Sydney, School of Economics
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2016)

2014

9. Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples
   Working Papers, University of Sydney, School of Economics
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2018)
10. Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks
    Working Papers, University of Sydney, School of Economics View citations (1)
    See also Journal Article in Quantitative Economics (2015)

2013

11. Likelihood-Based Confidence Sets for the Timing of Structural Breaks
    Discussion Papers, School of Economics, The University of New South Wales View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (3)

2012

12. Bayesian Inference about the Types of Structural Breaks When There are Many Breaks
    Working Papers, University of Sydney, School of Economics View citations (4)
13. Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?
    Working Papers, University of Sydney, School of Economics View citations (7)
    See also Journal Article in The Review of Economics and Statistics (2016)

2009

14. Bayesian Analysis of DSGE Models with Regime Switching
    MPRA Paper, University Library of Munich, Germany View citations (11)

Journal Articles

2020

1. Average inflation targeting and interest-rate smoothing
   Economics Letters, 2020, 189, (C) View citations (1)
   See also Working Paper (2019)
2. The Role of Inflation Target Adjustment in Stabilization Policy
   Journal of Money, Credit and Banking, 2020, 52, (8), 2007-2052
   See also Working Paper (2019)
3. The effects of conventional and unconventional monetary policy on forecasting the yield curve
   Journal of Economic Dynamics and Control, 2020, 111, (C)
   See also Working Paper (2019)

2018

4. Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 11 View citations (1)
   See also Working Paper (2014)

2016

5. Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?
   The Review of Economics and Statistics, 2016, 98, (5), 940-949 View citations (12)
   See also Working Paper (2012)
6. Structural changes in inflation dynamics: multiple breaks at different dates for different parameters
   Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (3), 211-231 View citations (2)
   See also Working Paper (2015)

2015

7. Likelihood‐ratio‐based confidence sets for the timing of structural breaks
   Quantitative Economics, 2015, 6, (2), 463-497 View citations (17)
   See also Working Paper (2014)