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

          Mailing Address:

          School of Economics
          The University of Sydney
          Room 338 Merewether Building (H04)
          NSW 2006, Australia

          Email: 
          yunjong.eo@sydney.edu.au
 
           I co-organize Sydney Macro Reading Group with Chris Gibbs (UNSW).  


Curriculum Vitae [PDF]

Publication

"Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks", Quantitative Economics, forthcoming, (with James Morley) [Link] [Code]


Working Papers 

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

"Bayesian Inference about the Types of Structural Breaks When There Are Different Breaks in Many 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", under revision


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)


Conference Organizations

2012 Workshop on Macroeconomic Dynamics (Co-organizer with Stella Huangfu, Denny Lie, and Aarti Singh)

2013 Econometric Society Australasian Meeting (member of Local organizing committee)