Details about Yunjong Eo

Access statistics for papers by Yunjong Eo.

Last updated 2023-12-18. Update your information in the RePEc Author Service.

Short-id: peo3

Working Papers

2023

1. Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time? 
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
2. Understanding Trend Inflation Through the Lens of the Goods and Services Sectors
   Discussion Paper Series, Institute of Economic Research, Korea University View citations (2)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) View citations (4)
   Staff Working Papers, Bank of Canada (2020) View citations (7)
   See also Journal Article Understanding trend inflation through the lens of the goods and services sectors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (2) (2023)

2021

3. Determinacy and E-stability with interest rate rules at the zero lower bound
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (3)

2020

4. Changes in the Inflation Target and the Comovement between Inflation and the Nominal Interest Rate
   Discussion Paper Series, Institute of Economic Research, Korea University
   Also in Working Papers, University of Sydney, School of Economics (2020)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019)
5. Why has the U.S. economy stagnated since the Great Recession?
   Discussion Paper Series, Institute of Economic Research, Korea University View citations (13)
   Also in Working Papers, University of Sydney, School of Economics (2019) View citations (2)
   See also Journal Article Why Has the U.S. Economy Stagnated since the Great Recession?, The Review of Economics and Statistics, MIT Press (2022) View citations (11) (2022)

2019

6. Average Inflation Targeting and Interest-Rate Smoothing
   Working Papers, University of Sydney, School of Economics View citations (1)
   See also Journal Article Average inflation targeting and interest-rate smoothing, Economics Letters, Elsevier (2020) View citations (6) (2020)
7. 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 The effects of conventional and unconventional monetary policy on forecasting the yield curve, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (8) (2020)
8. The Role of Inflation Target Adjustment in Stabilization Policy
   Working Papers, University of Sydney, School of Economics View citations (6)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (3)
   Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University (2017) View citations (5)
   See also Journal Article The Role of Inflation Target Adjustment in Stabilization Policy, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (3) (2020)

2016

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

2015

10. Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters
    Working Papers, University of Sydney, School of Economics View citations (1)
    See also Journal Article Structural changes in inflation dynamics: multiple breaks at different dates for different parameters, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2016) View citations (7) (2016)

2014

11. Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples
    Working Papers, University of Sydney, School of Economics
    See also Journal Article Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2018) View citations (3) (2018)
12. 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 Likelihood‐ratio‐based confidence sets for the timing of structural breaks, Quantitative Economics, Econometric Society (2015) View citations (24) (2015)

2013

13. 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

14. Bayesian Inference about the Types of Structural Breaks When There are Many Breaks
    Working Papers, University of Sydney, School of Economics View citations (7)
15. 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 (9)
    See also Journal Article Markov-Switching Models with Evolving Regime-Specific Parameters: Are Postwar Booms or Recessions All Alike?, The Review of Economics and Statistics, MIT Press (2016) View citations (29) (2016)

2009

16. Bayesian Analysis of DSGE Models with Regime Switching
    MPRA Paper, University Library of Munich, Germany View citations (13)

Journal Articles

2023

1. Does the Survey of Professional Forecasters help predict the shape of recessions in real time?
   Economics Letters, 2023, 233, (C) View citations (1)
2. Understanding trend inflation through the lens of the goods and services sectors
   Journal of Applied Econometrics, 2023, 38, (5), 751-766 View citations (2)
   See also Working Paper Understanding Trend Inflation Through the Lens of the Goods and Services Sectors, Discussion Paper Series (2023) View citations (2) (2023)

2022

3. Why Has the U.S. Economy Stagnated since the Great Recession?
   The Review of Economics and Statistics, 2022, 104, (2), 246-258 View citations (11)
   See also Working Paper Why has the U.S. economy stagnated since the Great Recession?, Discussion Paper Series (2020) View citations (13) (2020)

2020

4. Average inflation targeting and interest-rate smoothing
   Economics Letters, 2020, 189, (C) View citations (6)
   See also Working Paper Average Inflation Targeting and Interest-Rate Smoothing, Working Papers (2019) View citations (1) (2019)
5. The Role of Inflation Target Adjustment in Stabilization Policy
   Journal of Money, Credit and Banking, 2020, 52, (8), 2007-2052 View citations (3)
   See also Working Paper The Role of Inflation Target Adjustment in Stabilization Policy, Working Papers (2019) View citations (6) (2019)
6. The effects of conventional and unconventional monetary policy on forecasting the yield curve
   Journal of Economic Dynamics and Control, 2020, 111, (C) View citations (8)
   See also Working Paper The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve, Working Papers (2019) (2019)

2018

7. Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
   Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (1), 11 View citations (3)
   See also Working Paper Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples, Working Papers (2014) (2014)

2016

8. 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 (29)
   See also Working Paper Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?, Working Papers (2012) View citations (9) (2012)
9. 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 (7)
   See also Working Paper Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters, Working Papers (2015) View citations (1) (2015)

2015

10. Likelihood‐ratio‐based confidence sets for the timing of structural breaks
    Quantitative Economics, 2015, 6, (2), 463-497 View citations (24)
    See also Working Paper Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks, Working Papers (2014) View citations (1) (2014)