Yongok Choi : Citation Profile


Are you Yongok Choi?

Chung-Ang University (99% share)
Korea Development Institute (KDI) (1% share)

3

H index

1

i10 index

29

Citations

RESEARCH PRODUCTION:

6

Articles

1

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 7
   Journals where Yongok Choi has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1839
   Updated: 2019-10-21    RAS profile: 2019-06-24    
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Relations with other researchers


Works with:

Chang, Yoosoon (4)

Miller, J. (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yongok Choi.

Is cited by:

Chang, Yoosoon (6)

Holm-Hadulla, Fédéric (2)

Hubrich, Kirstin (2)

Miller, J. (2)

Hasanov, Fakhri (2)

GAO, Jiti (2)

Maih, Junior (2)

Sirchenko, Andrei (1)

Tan, Fei (1)

Hunt, Lester (1)

Perez Garcia, Julian (1)

Cites to:

Campbell, John (9)

Kim, Chang-Jin (7)

Chang, Yoosoon (6)

Park, Joon (6)

Bollerslev, Tim (6)

Phillips, Peter (4)

Shiller, Robert (4)

Cochrane, John (4)

Zhou, Hao (3)

Kaufmann, Robert (3)

Startz, Richard (3)

Main data


Where Yongok Choi has published?


Journals with more than one article published# docs
Journal of Econometrics2

Recent works citing Yongok Choi (2018 and 2017)


YearTitle of citing document
2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2019Bayesian Inference for Markov-switching Skewed Autoregressive Models. (2019). Lhuissier, Stephane. In: Working papers. RePEc:bfr:banfra:726.

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2018State Space Models with Endogenous Regime Switching. (2018). Tan, Fei ; Chang, Yoosoon ; Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0067.

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2017Macroeconomic implications of oil price fluctuations: a regime-switching framework for the euro area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Working Paper Series. RePEc:ecb:ecbwps:20172119.

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2017Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression. (2017). Guo, Zi-Yi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-66.

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2019Regime switching panel data models with interactive fixed effects. (2019). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:47-51.

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2019A unified test for predictability of asset returns regardless of properties of predicting variables. (2019). Liu, Xiaohui ; Peng, Liang ; Cai, Zongwu ; Yang, Bingduo. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:141-159.

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2018Understanding the US natural gas market: A Markov switching VAR approach. (2018). Hou, Chenghan ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:42-53.

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2019Factors influencing energy requirements and CO2 emissions of households in Thailand: A panel data analysis. (2019). , John ; John , ; Dhakal, Shobhakar ; Meangbua, Onicha. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:521-531.

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2019Carry trades and endogenous regime switches in exchange rate volatility. (2019). Cho, Dooyeon ; Lee, Na Kyeong ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:255-268.

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2017Macroeconomic Implications of Oil Price Fluctuations : A Regime-Switching Framework for the Euro Area. (2017). Hubrich, Kirstin ; Holm-Hadulla, Fédéric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-63.

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2017Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach. (2017). Hasanov, Fakhri ; Bollino, Carlo Andrea ; Mahmudlu, Ceyhun ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:11:p:1918-:d:119727.

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2017Why Electricity Demand Is Highly Income-Elastic in Spain: A Cross-Country Comparison Based on an Index-Decomposition Analysis. (2017). Perez Garcia, Julian ; Moral Carcedo, Julian ; Moral-Carcedo, Julian ; Perez-Garcia, Julian. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:3:p:347-:d:92845.

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2018Directional Predictability of Daily Stock Returns. (2018). Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-624.

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2017U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules. (2017). Chang, Yoosoon ; Kwak, Boreum . In: Caepr Working Papers. RePEc:inu:caeprp:2017016.

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2018State Space Models with Endogenous Regime Switching. (2018). Maih, Junior ; Chang, Yoosoon ; Tan, Fei. In: Caepr Working Papers. RePEc:inu:caeprp:2018011.

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2017An endogenous regime-switching model of ordered choice with an application to federal funds rate target.. (2017). Sirchenko, Andrei. In: 2017 Papers. RePEc:jmp:jm2017:psi424.

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2018Unified Tests for a Dynamic Predictive Regression. (2018). Yang, Bingduo ; Cai, Zongwu ; Peng, Liang ; Liu, Xiaohui. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201808.

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2018Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach. (2018). Han, Heejoon ; Kyeong, NA. In: Korean Economic Review. RePEc:kea:keappr:ker-20180701-34-2-05.

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2018Regime switching panel data models with interative fixed effects. (2018). GAO, Jiti ; Yan, Yayi ; Cheng, Tingting. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-21.

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2018Regime heteroskedasticity in Bitcoin: A comparison of Markov switching models. (2018). Chappell, Daniel. In: MPRA Paper. RePEc:pra:mprapa:90682.

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2017Business Cycle Dating after the Great Moderation: A Consistent Two – Stage Maximum Likelihood Method. (2017). Mbara, Gilbert . In: Working Papers. RePEc:war:wpaper:2017-13.

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2018Structural estimation of behavioral heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:5:p:690-707.

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2017Martingale Regressions for a Continuous Time Model of Exchange Rates. (2017). Guo, Zi-Yi. In: EconStor Open Access Articles. RePEc:zbw:espost:168350.

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2017U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules. (2017). Chang, Yoosoon ; Kwak, Boreum . In: IWH Discussion Papers. RePEc:zbw:iwhdps:152017.

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Works by Yongok Choi:


YearTitleTypeCited
2016A reexamination of stock return predictability In: Journal of Econometrics.
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article3
2017A new approach to model regime switching In: Journal of Econometrics.
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article17
2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
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article7
2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2016Longevity Risk in Korea In: KDI Focus.
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article0
2015A Study on Measuring and Managing Longevity Risk In: KDI Policy Study.
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article0
2016Evaluating factor pricing models using high‐frequency panels In: Quantitative Economics.
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article2

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