• 144 Citations
  • 5 h-Index
20062016
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Research Output 2006 2016

  • 144 Citations
  • 5 h-Index
  • 9 Article
  • 1 Review article
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Article
2016
7 Citations (Scopus)

Sufficient conditions for determinacy in a class of Markov-switching rational expectations models

Cho, S., 2016 Jul, In : Review of Economic Dynamics. 21, p. 182-200 19 p.

Research output: Contribution to journalArticle

Markov switching
Rational expectations models
Determinacy
New Keynesian model
Methodology
2015

Determinacy and e-stability under reduced-form learning

Cho, S., 2015 Mar 1, In : Economics Letters. 128, p. 69-71 3 p.

Research output: Contribution to journalArticle

Reduced form
Determinacy
Subjective expectations
Rational expectations
20 Citations (Scopus)

Macroeconomic regimes

Baele, L., Bekaert, G., Cho, S., Inghelbrecht, K. & Moreno, A., 2015 Mar 1, In : Journal of Monetary Economics. 70, p. 51-71 21 p.

Research output: Contribution to journalArticle

Macroeconomics
Monetary policy
Inflation
Great moderation
Switching behavior
2 Citations (Scopus)

Refining linear rational expectations models and equilibria

Cho, S. & McCallum, B. T., 2015 Jan 1, In : Journal of Macroeconomics. 46, p. 160-169 10 p.

Research output: Contribution to journalArticle

Rational expectations models
Rational expectations equilibrium
Determinacy
Bubble
Selection criteria
2014

Saddlepath learning, MSV learning and consistency of subjective expectations

Cho, S., 2014 Nov 1, In : Economics Letters. 125, 2, p. 319-322 4 p.

Research output: Contribution to journalArticle

Equivalence
Subjective expectations
Learning process
Structural model
Unbiasedness
2012

The deaton paradox in a long memory context with structural breaks

Gil-Alana, L. A., Moreno, A. & Cho, S., 2012 Sep 1, In : Applied Economics. 44, 25, p. 3309-3322 14 p.

Research output: Contribution to journalArticle

Structural breaks
Long memory
Paradox
Fractional integration
Permanent income hypothesis
2011
8 Citations (Scopus)

The forward method as a solution refinement in rational expectations models

Cho, S. & Moreno, A., 2011 Mar 1, In : Journal of Economic Dynamics and Control. 35, 3, p. 257-272 16 p.

Research output: Contribution to journalArticle

Rational Expectations
Bubble
Fundamental Solution
Refinement
Bubbles (in fluids)
2010
71 Citations (Scopus)

New Keynesian macroeconomics and the term structure

Bekaert, G., Cho, S. & Moreno, A., 2010 Feb 1, In : Journal of Money, Credit and Banking. 42, 1, p. 33-62 30 p.

Research output: Contribution to journalArticle

New Keynesian
Macroeconomics
Term structure
Factors
Inflation target
2009
3 Citations (Scopus)

Another weakness of "determinacy" as a selection criterion for rational expectations models

Cho, S. & McCallum, B. T., 2009 Jul 1, In : Economics Letters. 104, 1, p. 17-19 3 p.

Research output: Contribution to journalArticle

Rational expectations
Determinacy
Selection criteria
Rational expectations models