World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
34
Citations
10816
World Ranking
2998
National Ranking
1652

Overview

Chang-Jin Kim is affiliated with the University of Washington in the United States and specializes in the field of Engineering, with a distinct focus on subfields such as Electrical and Electronic Engineering, Biomedical Engineering, Surfaces, Coatings and Films, Computational Mechanics, and Economics and Econometrics.

Their research encompasses several main topics, including:

  • Surface Modification and Superhydrophobicity
  • Monetary Policy and Economic Impact
  • Electrowetting and Microfluidic Technologies
  • Financial Markets and Investment Strategies
  • Fluid Dynamics and Heat Transfer
  • Modular Robots and Swarm Intelligence
  • Innovative Microfluidic and Catalytic Techniques Innovation

Chang-Jin Kim has contributed to various journals and frequently publishes in venues such as:

  • Droplet
  • Russian Peasant Studies
  • Journal of Fluid Mechanics
  • SSRN Electronic Journal
  • Journal of Internal Medicine

Their recent papers include:

  • "Superhydrophobic drag reduction in high-speed towing tank," 2020, Journal of Fluid Mechanics
  • "Antimicrobial therapy during cancer treatment: Beyond antibacterial effects," 2020, Journal of Internal Medicine
  • "Sustainability of the plastron on nano-grass-covered micro-trench superhydrophobic surfaces in high-speed flows of open water," 2023, Journal of Fluid Mechanics
  • "Downregulation of miR-9 correlates with poor prognosis in colorectal cancer," 2020, Pathology - Research and Practice
  • "TREND-CYCLE DECOMPOSITIONS OF REAL GDP REVISITED: CLASSICAL AND BAYESIAN PERSPECTIVES ON AN UNSOLVED PUZZLE," 2020, Macroeconomic Dynamics

The scholar has collaborated frequently with a number of co-authors, including:

  • Hyeongjoo Kim
  • Qining Leo Wang
  • Ning Yu
  • Zhaohui "Ray" Li
  • Jae Hwa Lee

Best Publications

  • Dynamic linear models with Markov-switching

    Chang Jin Kim;Chang Jin Kim

  • State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications

    Chang-Jin Kim;Charles R. Nelson

  • HAS THE U.S. ECONOMY BECOME MORE STABLE? A BAYESIAN APPROACH BASED ON A MARKOV-SWITCHING MODEL OF THE BUSINESS CYCLE

    Chang Jin Kim;Charles R. Nelson

  • Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching

    Chang Jin Kim;Charles R. Nelson

  • The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations

    Chang-Jin Kim;Charles R. Nelson;Jeremy M. Piger

  • Estimation of a forward-looking monetary policy rule: A time-varying parameter model using ex post data☆

    Chang Jin Kim;Chang Jin Kim;Charles R. Nelson

  • Friedman's Plucking Model of Business Fluctuations: Tests and Estimates of Permanent and Transitory Components

    Chang Jin Kim;Charles R. Nelson

  • Estimation of Markov regime-switching regression models with endogenous switching

    Chang-Jin Kim;Jeremy M. Piger;Richard Startz

  • Estimation of Markov regime-switching regression models with endogenous switching

    Chang-Jin Kim;Chang-Jin Kim;Jeremy M. Piger;Richard Startz

  • Unobserved-Component Time Series Models With Markov-Switching Heteroscedasticity: Changes in Regime and the Link Between Inflation Rates and Inflation Uncertainty

    Chang Jin Kim

  • Nonlinearity and the permanent effects of recessions

    Chang-Jin Kim;James Morley;Jeremy M. Piger

  • Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization

    Chang Jin Kim;Charles R. Nelson;Richard Startz

  • The Determinants of Corporate Liquidity: Theory and Evidence

    David C. Mauer;Ann E. Sherman;Chang-Jin Kim

  • Is There a Positive Relationship between Stock Market Volatility and the Equity Premium

    Chang-Jin Kim;James Christopher Morley;Charles R. Nelson

  • Permanent and Transitory Components of Recessions

    Chang Jin Kim;Christian J. Murray

  • The Long-Run U.S./U.K. Real Exchange Rate

    Charles M. Engel;Chang-Jin Kim

  • Why are stock returns and volatility negatively correlated

    Jinho Bae;Chang Jin Kim;Chang Jin Kim;Charles R. Nelson

  • Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations

    Chang-Jin Kim;Jeremy M. Piger

  • The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis

    Chang Jin Kim;Charles R. Nelson

  • The structural break in the equity premium

    Chang Jin Kim;James C. Morley;Charles R. Nelson

Frequent Co-Authors

Charles R. Nelson
Charles R. Nelson University of Washington
Jeremy M. Piger
Jeremy M. Piger University of Oregon
Richard Startz
Richard Startz University of California, Santa Barbara
Charles M. Engel
Charles M. Engel University of Wisconsin–Madison
Jong-Wha Lee
Jong-Wha Lee Korea University

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