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Details about Yong Song

E-mail:
Workplace:Department of Economics, Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Yong Song.

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

Short-id: pso326


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Working Papers

2018

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

2017

  1. An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2018)
  2. 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 Downloads View citations (3)
  3. The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. A New Structural Break Model with Application to Canadian Inflation Forecasting
    Working Papers, University of Toronto, Department of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads
    Working Paper series, Rimini Centre for Economic Analysis (2012) Downloads View citations (2)

    See also Journal Article in International Journal of Forecasting (2014)
  2. Identifying Speculative Bubbles with an Infinite Hidden Markov Model
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (2)
  3. Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (11)
    See also Journal Article in Journal of Applied Econometrics (2014)

2011

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

2010

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

2009

  1. Extracting bull and bear markets from stock returns
    Working Papers, University of Toronto, Department of Economics Downloads 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 Downloads View citations (7)
    See also Working Paper (2017)

2017

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

2016

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

2014

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