Tae-Hwan Kim : Citation Profile


Yonsei University

19

H index

26

i10 index

1583

Citations

RESEARCH PRODUCTION:

42

Articles

51

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 63
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 131.    Total self citations: 40 (2.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki53
   Updated: 2025-04-19    RAS profile: 2024-12-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Mizen, Paul (3)

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

Is cited by:

Apergis, Nicholas (34)

Rault, Christophe (33)

Ventosa-Santaulària, Daniel (32)

Noriega, Antonio (26)

Taylor, Robert (20)

Kruse, Robinson (19)

Pesaran, Mohammad (17)

Sibbertsen, Philipp (17)

Shahbaz, Muhammad (17)

Sharif, Arshian (15)

MULLER, Christophe (15)

Cites to:

Chen, Xiaohong (33)

Chernozhukov, Victor (31)

MULLER, Christophe (29)

koenker, roger (27)

Wieland, Volker (24)

Andrews, Donald (21)

Gertler, Mark (20)

Hansen, Christian (20)

Xiao, Zhijie (20)

Svensson, Lars (19)

Bernanke, Ben (19)

Main data


Production by document typepaperchapterarticle19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 19Most cited documents1234567891011121314151617181920210100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Tae-Hwan Kim has published?


Journals with more than one article published# docs
Journal of Time Series Analysis6
Applied Economics4
Applied Economics Letters3
Finance Research Letters3
Economics Letters3
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
Econometrics Journal2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute19
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego6
Working Papers / HAL4
AMSE Working Papers / Aix-Marseille School of Economics, France4
Working Paper Series / European Central Bank2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econ�micas, S.A. (Ivie)2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Post-Print / HAL2
Econometrics / University Library of Munich, Germany2

Recent works citing Tae-Hwan Kim (2025 and 2024)


Year  ↓Title of citing document  ↓
2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

Full description at Econpapers || Download paper

2024A multivariate semi-parametric portfolio risk optimization and forecasting framework. (2022). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2207.04595.

Full description at Econpapers || Download paper

2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

Full description at Econpapers || Download paper

2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2025.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

Full description at Econpapers || Download paper

2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

Full description at Econpapers || Download paper

2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

Full description at Econpapers || Download paper

2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

Full description at Econpapers || Download paper

2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

Full description at Econpapers || Download paper

2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

Full description at Econpapers || Download paper

2024Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab ; Arshed, Noman. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740.

Full description at Econpapers || Download paper

2024Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415.

Full description at Econpapers || Download paper

2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David F ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

Full description at Econpapers || Download paper

2024Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676.

Full description at Econpapers || Download paper

2024A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

Full description at Econpapers || Download paper

2024Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:332-344.

Full description at Econpapers || Download paper

2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

Full description at Econpapers || Download paper

2024The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis. (2024). Singh, Prakash ; Siddiki, Jalal ; Kaur, Charanjit. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001361.

Full description at Econpapers || Download paper

2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Sharma, Gagan Deep ; Orsi, Bianca ; Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828.

Full description at Econpapers || Download paper

2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

Full description at Econpapers || Download paper

2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

Full description at Econpapers || Download paper

2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

Full description at Econpapers || Download paper

2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

Full description at Econpapers || Download paper

2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

Full description at Econpapers || Download paper

2024Improving inflation forecasts using robust measures. (2024). Zaman, Saeed ; Verbrugge, Randal. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745.

Full description at Econpapers || Download paper

2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

Full description at Econpapers || Download paper

2024Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

Full description at Econpapers || Download paper

2024Assessing the nexus between fintech, natural resources, government effectiveness, and environmental pollution in China: A QARDL study. (2024). Nawi, Hafizah Mat ; Li, Jianfeng ; Feng, Shanshan ; Shamansurova, Zilola ; Alhamdi, Fuad Mohammed. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011443.

Full description at Econpapers || Download paper

2024Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698.

Full description at Econpapers || Download paper

2024Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China. (2024). Liu, Jing ; Su, Chi Wei ; Wang, Lei ; Dong, Yuxing. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012230.

Full description at Econpapers || Download paper

2024Exploring the Nexus between Fintech, natural resources, urbanization, and environment sustainability in China: A QARDL study. (2024). Shukurullaevich, Nizomjon Khajimuratov ; Arnone, Gioia ; Halteh, Khaled ; Liu, Liqun ; Mahmoud, Haitham A ; Alzoubi, Haitham M. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012680.

Full description at Econpapers || Download paper

2024How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199.

Full description at Econpapers || Download paper

2024Exploring the critical nexus among energy mineral, globalization, and CO2 emissions in NAFTA: Whats the forums response amid asymmetries?. (2024). Awan, Ashar ; Hossain, Mohammad Razib ; Jahanger, Atif. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001922.

Full description at Econpapers || Download paper

2024Fintech inclusion in natural resource utilization, trade openness, resource productivity, recycling and minimizing waste generation: Does technology really drive economies toward green growth?. (2024). Huang, Lihua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002228.

Full description at Econpapers || Download paper

2024Understanding the impact of Fintech, and Mineral Resources on Artificial Intelligence currency: A global evidence from QARDL Approach. (2024). Yang, Yandi ; Du, Xinqiang ; Jia, Xinlin ; Li, Wenting ; Song, Lina ; Gao, Hongyu. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005257.

Full description at Econpapers || Download paper

2024The effectiveness of geopolitical risk, load capacity factor, and urbanization on natural resource rent: Evidence from top ten oil supplier countries. (2024). Erdogan, Sinan ; Pata, Ugur Korkut ; Kartal, Mustafa Tevfik. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005919.

Full description at Econpapers || Download paper

2024Shades of sustainability: Decoding the influence of fintech, natural resources and green ICT on CO2 emissions and green growth in China. (2024). Chandni, Kehkashan ; Wang, Yiwen ; Yang, Yihan ; Jiang, HU. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006421.

Full description at Econpapers || Download paper

2024Unlocking the potential of natural resources, fintech and fiscal policy for carbon neutrality; evidence from N-11 nations. (2024). Feng, Shaohuai ; Mohd, Mohd Wira ; Ren, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007116.

Full description at Econpapers || Download paper

2024Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234.

Full description at Econpapers || Download paper

2024Handling asymmetries in the trade balance. (2024). Agiomirgianakis, George ; Tsounis, Nicholas ; Bertsatos, Georgios. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:1-13.

Full description at Econpapers || Download paper

2024Environmental higher education, formal finance, energy security risk, and renewable energy investment in China: An aggregate and disaggregate analysis. (2024). Ullah, Sana ; Zeng, Qingrui ; Hafeez, Muhammad ; Sher, Falak. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011704.

Full description at Econpapers || Download paper

2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

Full description at Econpapers || Download paper

2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

Full description at Econpapers || Download paper

2025Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis. (2025). Wu, Xinyu ; Liu, Xiaoli ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003957.

Full description at Econpapers || Download paper

2024A new approach for measuring poverty or social exclusion reduction in European NUTS 2 regions. (2024). Postiglione, Paolo ; di Battista, Luca ; Cartone, Alfredo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124001010.

Full description at Econpapers || Download paper

2024Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach. (2024). Ali, Kishwar ; Zhang, Wei ; Bakhsh, Satar ; Anas, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006984.

Full description at Econpapers || Download paper

2024A question for sustainable development goal 10: How relevant is innovation patenting receipts to income distributions?. (2024). Odhiambo, Nicholas ; Zaman, Umer ; Ngepah, Nicholas ; Onwe, Joshua Chukwuma ; Uche, Emmanuel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003020.

Full description at Econpapers || Download paper

2024Asymmetric spillovers and resilience in physical and financial assets amid climate policy uncertainties: Evidence from China. (2024). Hu, Guoheng ; Wu, Guo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004992.

Full description at Econpapers || Download paper

2025.

Full description at Econpapers || Download paper

2025Assessing the Impact of Green Environmental Policy Stringency on Eco-Innovation and Green Finance in Pakistan: A Quantile Autoregressive Distributed Lag (QARDL) Analysis for Sustainability. (2025). Haluza, Daniela ; Hafeez, Muhammad ; Tunio, Fayaz Hussain ; Ahmed, Farhan ; Nabi, Agha Amad. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1021-:d:1578052.

Full description at Econpapers || Download paper

2025The Impact of Human Capital, Natural Resources, and Renewable Energy on Achieving Sustainable Cities and Communities in European Union Countries. (2025). Simionescu, Mihaela ; Radulescu, Magdalena ; Kartal, Mustafa Tevfik ; Balsalobre-Lorente, Daniel. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:2237-:d:1605410.

Full description at Econpapers || Download paper

2024Exchange rate volatility and green growth in China: does nonlinearity matter?. (2024). Sohail, Muhammad Tayyab ; Ullah, Sana ; Wang, Lei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09837-0.

Full description at Econpapers || Download paper

2025Assessing the economic implications of Kyat-Yuan transactions in Myanmar-China trade. (2025). Oo, Kyaw Than ; Ren, Long ; Zaw, Moh Moh. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00643-7.

Full description at Econpapers || Download paper

2024Artificial intelligence and religious freedom: divergent paths converging on economic expansion. (2024). He, Yugang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02642-0.

Full description at Econpapers || Download paper

2024The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Choi, Gahyun ; Kim, Jihae ; An, Sihyun ; Ahn, Kwangwon ; Jang, Hanwool. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3.

Full description at Econpapers || Download paper

2025Do financial development and institutional quality impede or stimulate the shadow economy? A comparative analysis of developed and developing countries. (2025). Sohag, Kazi ; Yongjia, Zhang ; Shah, Syed Hasanat ; Zhan, Qilin ; Ameer, Waqar. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-024-04347-w.

Full description at Econpapers || Download paper

2024Monetary policy developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123004.

Full description at Econpapers || Download paper

2024Foreign exchange developments and the minerals industry. (2024). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:123014.

Full description at Econpapers || Download paper

2024… … …. ….. (2023). …., .…, . In: Economics Discussion Papers. RePEc:ris:kngedp:2023_002.

Full description at Econpapers || Download paper

2024Connectedness and risk spillovers between crude oil and clean energy stock markets. (2024). Destek, Mehmet ; Çevik, Emrah ; Cevik, Emrah I ; Bugan, Mehmet Fatih ; Cergibozan, Raif ; Dibooglu, Sel. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3319-3339.

Full description at Econpapers || Download paper

2024Mixtures of generalized normal distributions and EGARCH models to analyse returns and volatility of ESG and traditional investments. (2024). Iannone, Barbara ; Gattone, Stefano Antonio ; Duttilo, Pierdomenico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:4:d:10.1007_s10182-023-00487-7.

Full description at Econpapers || Download paper

2025The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy. (2025). Khalfaoui, Rabeh ; ben Jabeur, Sami ; Hammoudeh, Shawkat ; ben Arfi, Wissal. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04824-y.

Full description at Econpapers || Download paper

2025Variable selection in macroeconomic stress test: a Bayesian quantile regression approach. (2025). Nguyen, Lam ; Dao, Mai. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02668-y.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Tae-Hwan Kim:


Year  ↓Title  ↓Type  ↓Cited  ↓
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers.
[Full Text][Citation analysis]
paper4
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2013A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers.
[Full Text][Citation analysis]
paper4
2013A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers.
[Full Text][Citation analysis]
paper0
2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers.
[Full Text][Citation analysis]
paper3
2017A robust test of exogeneity based on quantile regressions.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2017A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2001James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article10
2000James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2000James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
1999James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(1999) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2002A Direct Test for Cointegration Between a Pair of Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2003Testing for Linear Trend with Application to Relative Primary Commodity Prices In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article54
2004Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article4
2004Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article13
2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2005Examination of Some More Powerful Modifications of the Dickey–Fuller Test In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article43
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43
paper
2007CUSUM of Squares‐Based Tests for a Change in Persistence In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article45
2000 Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article20
2000Spurious Rejections by Perron Tests in the Presence of a Break In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article18
2006Regression‐based Tests for a Change in Persistence* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article18
2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article55
2002Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper23
2003ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION.(2003) In: Advances in Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
chapter
2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper13
2005Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
article
2003On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper5
2008Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series.
[Full Text][Citation analysis]
paper27
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
[Full Text][Citation analysis]
paper203
2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203
article
2012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 203
paper
2003Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]
paper0
2004Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]
paper9
2005Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2004Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]
paper0
2003Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal.
[Full Text][Citation analysis]
article56
2004Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal.
[Full Text][Citation analysis]
article70
2004TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70
paper
2021Impulse response analysis in conditional quantile models with an application to monetary policy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article8
2020Impulse response analysis in conditional quantile models with an application to monetary policy.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2010Estimating monetary reaction functions at near zero interest rates In: Economics Letters.
[Full Text][Citation analysis]
article8
2004Spurious regressions with stationary processes around linear trends In: Economics Letters.
[Full Text][Citation analysis]
article25
2002Unit root tests with a break in innovation variance In: Journal of Econometrics.
[Full Text][Citation analysis]
article80
2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
[Full Text][Citation analysis]
article176
2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 176
paper
2015The instability of the Pearson correlation coefficient in the presence of coincidental outliers In: Finance Research Letters.
[Full Text][Citation analysis]
article10
2014The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2004On more robust estimation of skewness and kurtosis In: Finance Research Letters.
[Full Text][Citation analysis]
article159
2012Robust estimation of covariance and its application to portfolio optimization In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2018Multi-dimensional portfolio risk and its diversification: A note In: Global Finance Journal.
[Full Text][Citation analysis]
article1
2005On suboptimality of the Hodrick-Prescott filter at time series endpoints In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article114
2012Monetary information and monetary policy decisions: Evidence from the euroarea and the UK In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article1
2020Inconsistency transmission and variance reduction in two-stage quantile regression In: Post-Print.
[Full Text][Citation analysis]
paper2
2017Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression In: Working Papers.
[Full Text][Citation analysis]
paper2
2005TWO-STAGE HUBER ESTIMATION In: Working Papers. Serie AD.
[Full Text][Citation analysis]
paper2
2004More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article175
2008Forecasting changes in UK interest rates In: Journal of Forecasting.
[Full Text][Citation analysis]
article13
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2006Forecasting changes in UK interest rates.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2021Testing for structural breaks in return-based style regression models In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article0
2020Testing for Structural Breaks in Return-Based Style Regression Models.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking.
[Citation analysis]
article37
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
article
2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]
paper0
2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2010VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper.
[Full Text][Citation analysis]
paper19
2020Does political orientation affect happiness? The case of South Korea In: Applied Econometrics.
[Full Text][Citation analysis]
article0
2020Does Political Orientation Affect Happiness? The Case of South Korea.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2003Behaviour of cointegration tests in the presence of structural breaks in variance In: Applied Economics Letters.
[Full Text][Citation analysis]
article4
2010The effect of a variance shift on the Breusch-Godfreys LM test In: Applied Economics Letters.
[Full Text][Citation analysis]
article4
2001Unit root tests based on inequality-restricted estimators In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia In: Applied Financial Economics.
[Full Text][Citation analysis]
article26
2012The influence of school quality on housing prices in Korea In: Applied Economics.
[Full Text][Citation analysis]
article3
2006Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility In: Applied Economics.
[Full Text][Citation analysis]
article6
2008A more powerful modification of Johansens cointegration tests In: Applied Economics.
[Full Text][Citation analysis]
article0
2015Revisiting growth empirics based on IV panel quantile regression In: Applied Economics.
[Full Text][Citation analysis]
article0
2014Revisiting Growth Empirics Based on IV Panel Quantile Regression.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0
2014UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2012A test for endogeneity in conditional quantile models In: Working papers.
[Full Text][Citation analysis]
paper0
2012On measuring the nonlinear effect of interest rates on inflation and output In: Working papers.
[Full Text][Citation analysis]
paper0
2013Testing for Autocorrelation in Quantile Regression Models In: Working papers.
[Full Text][Citation analysis]
paper0
2014Testing for Autocorrelation in Quantile Regression Models.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Multi-dimensional Risk and its Diversification In: Working papers.
[Full Text][Citation analysis]
paper0
2015Revisiting the Effect of FDI on Economic Growth using Quantile Regression In: Working papers.
[Full Text][Citation analysis]
paper2
2017Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being In: Working papers.
[Full Text][Citation analysis]
paper0
2020Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy In: Working papers.
[Full Text][Citation analysis]
paper0
2020Dealing with Markov-Switching Parameters in Quantile Regression Models In: Working papers.
[Full Text][Citation analysis]
paper0
2024Generalized Impulse and Its Measure In: Working papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team