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

Email: yunjong.eo@sydney.edu.au

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] [WP Version]

"Structural Changes in Inflation Dynamics: Multiple Breaks at Different Dates for Different Parameters", Studies in Nonlinear Dynamics & Econometrics, June 2016, Volume 20, Issue 3 (lead article) [Link] [WP Version] [Code (GAUSS)]

"Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks", Quantitative Economics, July 2015, Volume 6, Issue 2, pp. 463-497, with James Morley [Link] [Code (GAUSS)]
[Code [R][Code (Eviews in conjunction with Gauss)]  

Working Papers

"Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models" (with Kyu Ho Kang) [Link]

"Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples" (with Luiggi Donayre and James Morley) [Link]

"Bayesian Analysis of DSGE Models with Regime Switching"

Work in Progress

"Postwar US Monetary-Fiscal Policy: How Optimal Is the Mix?" (with Denny Lie and Aarti Singh)

"Time-Varying Inflation Target and Price Indexation in the New Keynesian DSGE Model" (with Denny Lie)

"The Optimal Inflation Target under the Output-Inflation Trade-Off" (with Denny Lie)

"The Heterogenous Macroeconomic Volatility Dynamics: Good Policy or Good Luck?"

Conference Organizations

Sydney Macro Reading Group Workshop (Co-organizer with Chris Gibbs) [2016 Jun. 9] [2015 Nov. 19] [2015 Jun. 11

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)