Dr Yunjong Eo

BA Korea University, MA Korea University, PhD Washington University, St Louis
Senior Lecturer

H04 - Merewether Building
The University of Sydney

Telephone +61 2 9351 3075
Fax +61 2 9351 4341

Website Working Papers
Personal website
Contact Details

Biographical details

Yunjong joined the School of Economics after completing his PhD in Economics from Washington University in St. Louis.

Research interests

  • Macroeconomics
  • Monetary economics
  • Time Series Econometrics

Selected publications

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Journals

  • Donayre, L., Eo, Y., Morley, J. (2017). Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples. Studies in Nonlinear Dynamics and Econometrics, (Forthcoming).
  • Eo, Y., Kim, C. (2016). Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike? Review of Economics and Statistics, 98(5), 940-949. [More Information]
  • Eo, Y. (2016). Structural changes in inflation dynamics: Multiple breaks at different dates for different parameters. Studies in Nonlinear Dynamics and Econometrics, 20(3), 211-231. [More Information]
  • Eo, Y., Morley, J. (2015). Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks. Quantitative Economics, 6(2), 463-497. [More Information]

Working Paper Internal

  • Eo, Y., Kang, K. (2015). Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models.
  • Donayre, L., Eo, Y., Morley, J. (2014). Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.
  • Eo, Y. (2012). Bayesian Inference about the Types of Structural Breaks When There are Many Breaks.
  • Eo, Y., Kim, C. (2012). Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?.
  • Eo, Y., Morley, J. (2011). Likelihood-Based Confidence Sets for the Timing of Structural Breaks.

2017

  • Donayre, L., Eo, Y., Morley, J. (2017). Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples. Studies in Nonlinear Dynamics and Econometrics, (Forthcoming).

2016

  • Eo, Y., Kim, C. (2016). Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike? Review of Economics and Statistics, 98(5), 940-949. [More Information]
  • Eo, Y. (2016). Structural changes in inflation dynamics: Multiple breaks at different dates for different parameters. Studies in Nonlinear Dynamics and Econometrics, 20(3), 211-231. [More Information]

2015

  • Eo, Y., Kang, K. (2015). Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models.
  • Eo, Y., Morley, J. (2015). Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks. Quantitative Economics, 6(2), 463-497. [More Information]

2014

  • Donayre, L., Eo, Y., Morley, J. (2014). Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples.

2012

  • Eo, Y. (2012). Bayesian Inference about the Types of Structural Breaks When There are Many Breaks.
  • Eo, Y., Kim, C. (2012). Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?.

2011

  • Eo, Y., Morley, J. (2011). Likelihood-Based Confidence Sets for the Timing of Structural Breaks.

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