Hyun Hak Kim : Citation Profile

Are you Hyun Hak Kim?

Kookmin University

4

H index

3

i10 index

173

Citations

RESEARCH PRODUCTION:

9

Articles

11

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 14
   Journals where Hyun Hak Kim has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 10 (5.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki382
   Updated: 2024-11-08    RAS profile: 2023-08-08    
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Relations with other researchers

Works with:

Kim, Hyeongwoo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hyun Hak Kim.

Is cited by:

Swanson, Norman (13)

Stevanovic, Dalibor (11)

Cepni, Oguzhan (11)

Kim, Hyeongwoo (9)

Rossi, Barbara (7)

Wohlrabe, Klaus (7)

Giovannelli, Alessandro (6)

Darné, Olivier (6)

Lehmann, Robert (6)

GUPTA, RANGAN (6)

Siliverstovs, Boriss (4)

Cites to:

Ng, Serena (44)

Watson, Mark (28)

Bai, Jushan (25)

Boivin, Jean (20)

Stock, James (18)

Forni, Mario (15)

Reichlin, Lucrezia (15)

McCracken, Michael (15)

Swanson, Norman (15)

Hallin, Marc (14)

Lippi, Marco (13)

Main data

Where Hyun Hak Kim has published?

Journals with more than one article published# docs
Empirical Economics3

Working Papers Series with more than one paper published# docs
Working Papers / Economic Research Institute, Bank of Korea5
Auburn Economics Working Paper Series / Department of Economics, Auburn University3

Recent works citing Hyun Hak Kim (2024 and 2023)

YearTitle of citing document
2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673.

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2023Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques. (2023). Zheng, Conghan ; Krueger, Finja ; Heidland, Tobias ; Groeger, Andre ; Boss, Konstantin. In: Working Papers. RePEc:bge:wpaper:1387.

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2024Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

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2023Uniform predictive inference for factor models with instrumental and idiosyncratic betas. (2023). Yang, Xiye ; Liao, Yuan ; Cheng, Mingmian. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002123.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2023Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm. (2023). Siddik, Abu Bakkar ; Li, Yong ; Ye, Peng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4520-:d:1163782.

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2023Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166.

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2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

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2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

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2023Macroeconomic forecast accuracy in a data‐rich environment. (2019). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:7:p:1050-1072.

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2023Identifying and interpreting the factors in factor models via sparsity: Different approaches. (2023). Doz, Catherine ; Despois, Thomas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:533-555.

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2024Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50.

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2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

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2023Yield spread selection in predicting recession probabilities. (2023). Ge, Desheng ; Choi, Jae Hyuk ; Sohn, Sungbin. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1772-1785.

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2023Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324.

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Works by Hyun Hak Kim:

YearTitleTypeCited
2016Forecasting Financial Stress Indices in Korea: A Factor Model Approach In: Auburn Economics Working Paper Series.
[Full Text][Citation analysis]		paper19
2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: Auburn Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2019) In: Auburn Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2015Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2020Forecasting financial stress indices in Korea: a factor model approach.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2015Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2015Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean).(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2013Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Hysteresis in Korean Labor Market with Alternative Measures of Labor Utilization (in Korean) In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Systemic Risk of the Consumer Credit Network across Financial Institutions In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article89
2011Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article58
2013Mining Big Data Using Parsimonious Factor and Shrinkage Methods In: Departmental Working Papers.
[Full Text][Citation analysis]		paper1
2022A dynamic analysis of household debt using a self-organizing map In: Empirical Economics.
[Full Text][Citation analysis]		article0
2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008 In: Empirical Economics.
[Full Text][Citation analysis]		article0
2018Looking into the black box of the Korean economy: the sparse factor model approach1 In: Journal of the Asia Pacific Economy.
[Full Text][Citation analysis]		article0
2020Default Probability by Employment Status in South Korea* In: Asian Economic Papers.
[Full Text][Citation analysis]		article0
2018Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP In: Journal of Forecasting.
[Full Text][Citation analysis]		article6

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