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Taeyoung Doh's Web
  1. A New Approach to Integrating Expectations into VAR Models (with Andrew Lee Smith), Journal of Monetary Economics, 132(C), pp. 24-43 

  2. Evaluating Alternative Models of Trend Inflation (with Todd E. Clark), International Journal of Forecasting, 30(3), pp.426-448 

  3. Monetary Policy Regime Shifts and Inflation Persistence (with Troy Davig), Review of Economics and Statistics, 96(5), pp.862-875 

  4. The State Space Representation and Estimation of a Time Varying Parameter VAR with Stochastic Volatility (with Michael Connolly) in "State-Space Models: Applications in Economics and Finance" edited by Yong Zeng and Shu Wu, Springer, 2013.  

  5. Long-run Risks in the Term Structure of Interest Rates: Estimation, Journal of Applied Econometrics, 28(3), pp.478-497 

  6. What Does the Yield Curve Tell us about the Federal Reserve's Implicit Inflation Target? Journal of Money, Credit, and Banking, 2012, 44(2-3), pp.469-486 

  7. Yield Curve in an Estimated Nonlinear Macro Model, Journal of Economic Dynamics and Control, 2011, 35(8), pp.1229-1244 

  8. Non-stationary Hours in a DSGE Model, Journal of Money, Credit, and Banking, 39(6), pp.1357-1373 

  9. Analysis of Loan Guarantees among the Korean Chaebol Affiliates (with Keunkwan Ryu), International Economic Journal, 18(2), pp.161-178 

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