Details about Yong Song

Access statistics for papers by Yong Song.

Last updated 2019-02-26. Update your information in the RePEc Author Service.

Short-id: pso326

Working Papers

2018

1. Oil Price Shocks and Economic Growth: The Volatility Link
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2018)
   Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (5)

2017

2. An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article in Journal of Applied Econometrics (2018)
3. Measuring inflation expectations uncertainty using high-frequency data
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
4. The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models
   MPRA Paper, University Library of Munich, Germany

2012

5. A New Structural Break Model with Application to Canadian Inflation Forecasting
   Working Papers, University of Toronto, Department of Economics
   Also in MPRA Paper, University Library of Munich, Germany (2012)
   Working Paper series, Rimini Centre for Economic Analysis (2012) View citations (2)
   See also Journal Article in International Journal of Forecasting (2014)
6. Identifying Speculative Bubbles with an Infinite Hidden Markov Model
   Working Paper series, Rimini Centre for Economic Analysis View citations (6)
   Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (2)
7. Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model
   Working Paper series, Rimini Centre for Economic Analysis View citations (11)
   See also Journal Article in Journal of Applied Econometrics (2014)

2011

8. Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
   Working Papers, University of Toronto, Department of Economics View citations (4)

2010

9. Components of bull and bear markets: bull corrections and bear rallies
   Working Papers, University of Toronto, Department of Economics View citations (7)
   See also Components of Bull and Bear Markets: Bull Corrections and Bear Rallies, Journal of Business & Economic Statistics, Taylor & Francis Journals View citations (36)

2009

10. Extracting bull and bear markets from stock returns
    Working Papers, University of Toronto, Department of Economics View citations (11)

Journal Articles

2018

1. An efficient Bayesian approach to multiple structural change in multivariate time series
   Journal of Applied Econometrics, 2018, 33, (2), 251-270 View citations (7)
   See also Working Paper (2017)

2017

2. A fast estimation procedure for discrete choice random coefficients demand model
   Applied Economics, 2017, 49, (58), 5849-5855 View citations (1)

2016

3. Identifying Speculative Bubbles Using an Infinite Hidden Markov Model
   The Journal of Financial Econometrics, 2016, 14, (1), 159-184 View citations (15)

2014

4. A new structural break model, with an application to Canadian inflation forecasting
   International Journal of Forecasting, 2014, 30, (1), 144-160 View citations (8)
   See also Working Paper (2012)
5. MODELLING REGIME SWITCHING AND STRUCTURAL BREAKS WITH AN INFINITE HIDDEN MARKOV MODEL
   Journal of Applied Econometrics, 2014, 29, (5), 825-842 View citations (32)
   See also Working Paper (2012)