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
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Working Papers
2020
- 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)
- Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
Staff Working Papers, Bank of Canada
- 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
- Average Inflation Targeting and Interest-Rate Smoothing
Working Papers, University of Sydney, School of Economics 
See also Journal Article in Economics Letters (2020)
- 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)
- 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
- Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models
Working Papers, University of Sydney, School of Economics
2015
- 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
- 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)
- 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
- 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
- Bayesian Inference about the Types of Structural Breaks When There are Many Breaks
Working Papers, University of Sydney, School of Economics View citations (4)
- 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
- Bayesian Analysis of DSGE Models with Regime Switching
MPRA Paper, University Library of Munich, Germany View citations (11)
Journal Articles
2020
- Average inflation targeting and interest-rate smoothing
Economics Letters, 2020, 189, (C) View citations (1)
See also Working Paper (2019)
- 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)
- 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
- 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
- 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)
- 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
- 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)
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