Yunjong Eo

  Lecturer (Assistant Professor), School of Economics, University of Sydney   

    Mailing Address:
       School of Economics
       The University of Sydney
       Rm 338, Merewether (H04)
       NSW 2006, Australia

   I co-organize Sydney Macro Reading Group with Chris Gibbs (UNSW).  
    Curriculum Vitae [PDF]


  • "Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?", Review of Economics and Statistics, forthcoming (with Chang-Jin Kim) [Link]

    Working Papers 

  • "Structural Changes in Inflation Dynamics: A Bayesian Analysis Allowing for Multiple Breaks at Different Dates for Different Parameters", Revise and Resubmit, Studies in Nonlinear Dynamics & Econometrics [Link] 
  • "Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples" (with Luiggi Donayre and James Morley) [Link]
  • "Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models" (with Kyu Ho Kang)
  • "Bayesian Analysis of DSGE Models with Regime Switching"

    Work in Progress

  • "Treatment of Trends in DSGE models" (with M. Hashem Pesaran)
  • "Monetary and Fiscal Policy Regimes and the Optimal Policy in the US Economy" (with Kithsiri Ehelepola, Denny Lie, and Aarti Singh)
  • "Time-Varying Trend Inflation and Price Indexation in the New Keynesian DSGE Model" (with Denny Lie)

    Conference Organizations