Tae-Hwan Kim : Citation Profile


Are you Tae-Hwan Kim?

Yonsei University

16

H index

20

i10 index

931

Citations

RESEARCH PRODUCTION:

39

Articles

50

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 44
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 34 (3.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki53
   Updated: 2021-04-17    RAS profile: 2020-12-21    
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Relations with other researchers


Works with:

MULLER, Christophe (5)

Mizen, Paul (2)

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

Is cited by:

Ventosa-Santaulària, Daniel (25)

Noriega, Antonio (24)

Apergis, Nicholas (22)

Rault, Christophe (22)

Taylor, Robert (19)

Kruse, Robinson (18)

Pesaran, M (17)

Sibbertsen, Philipp (17)

Cavaliere, Giuseppe (15)

Shahbaz, Muhammad (15)

GUPTA, RANGAN (12)

Cites to:

MULLER, Christophe (25)

Chernozhukov, Victor (24)

Gertler, Mark (20)

Wieland, Volker (19)

koenker, roger (18)

Svensson, Lars (17)

Xiao, Zhijie (17)

Galí, Jordi (16)

Chen, Xiaohong (16)

Hansen, Christian (15)

Andrews, Donald (15)

Main data


Where Tae-Hwan Kim has published?


Journals with more than one article published# docs
Journal of Time Series Analysis6
Applied Economics4
Economics Letters3
Journal of Econometrics3
Finance Research Letters3
Applied Economics Letters3
Oxford Bulletin of Economics and Statistics2
Journal of Macroeconomics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute18
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
Econometrics / University Library of Munich, Germany2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Working Paper Series / European Central Bank2
Post-Print / HAL2

Recent works citing Tae-Hwan Kim (2021 and 2020)


YearTitle of citing document
2020Financial development and income inequality: An empirical analysis on the emerging market economies. (2020). Ozcan, Gunay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:85-96.

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2020QCNN: Quantile Convolutional Neural Network. (2019). Petneh, G'Abor. In: Papers. RePEc:arx:papers:1908.07978.

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2020Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2020An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Change Conclusions?. (2020). Giordano, Ryan ; Broderick, Tamara ; Meager, Rachael. In: Papers. RePEc:arx:papers:2011.14999.

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2021A first-stage representation for instrumental variables quantile regression. (2021). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2102.01212.

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2020Skewed Idiosyncratic Income Risk over the Business Cycle: Sources and Insurance. (2020). Madera, Rocio ; Guvenen, Fatih ; Domeij, David ; Busch, Christopher. In: Working Papers. RePEc:bge:wpaper:1180.

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2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

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2020Skill Formation, Temporary Disadvantage and Elite Education. (2020). Persson, Lars ; Norbäck, Pehr-Johan ; Hjertstrand, Per ; Norback, Pehr-Johan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8612.

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2021Survey-Based Structural Budget Balances. (2021). Wollmershauser, Timo ; Gottert, Marcell. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8911.

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2021Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:900.

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2020Financial conditions, business cycle fluctuations and growth at risk. (2020). Manganelli, Simone ; Falconio, Andrea . In: Working Paper Series. RePEc:ecb:ecbwps:20202470.

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2020Trading volume and realized higher-order moments in the Australian stock market. (2020). Jeyasreedharan, Nagaratnam ; Ahadzie, Richard Mawulawoe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303403.

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2020Revisiting the effects of NAFTA. (2020). Khan, Nazmus Sadat. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:1-16.

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2021Does economic convergence hold? A spatial quantile analysis on European regions. (2021). Hewings, Geoffrey ; Postiglione, Paolo ; Cartone, Alfredo. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:408-417.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Distinguishing between breaks in the mean and breaks in persistence under long memory. (2020). Sibbertsen, Philipp ; Mboya, Mwasi Paza ; Wingert, Simon. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302196.

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2020Point optimal testing with roots that are functionally local to unity. (2020). , Peter ; PEter, ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:231-259.

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2020CO2 emissions, energy consumption and economic growth in the ASEAN-5 countries: A cross-sectional dependence approach. (2020). Smyth, Russell ; Munir, Qaiser ; Lean, Hooi Hooi. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303664.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020The pollution concern in the era of globalization: Do the contribution of foreign direct investment and trade openness matter?. (2020). Fateh, BELAID ; Belaid, Fateh ; Tiba, Sofien. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303066.

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2021US partisan conflict uncertainty and oil prices. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Energy Policy. RePEc:eee:enepol:v:150:y:2021:i:c:s0301421520308296.

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2020The impact of shale gas development on the U.S economy: Evidence from a quantile autoregressive distributed lag model. (2020). solarin, sakiru ; Bello, Mufutau. In: Energy. RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311117.

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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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2020Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155.

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2021Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets. (2021). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319306774.

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2020The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2020How do human rights violations affect poverty and income distribution?. (2020). Cooray, Arusha ; Apergis, Nicholas. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:56-65.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2020Testing the transport-induced environmental Kuznets curve hypothesis: The role of air and railway transport. (2020). Sarkodie, Samuel Asumadu ; Bekun, Festus Victor ; Adedoyin, Festus Fatai ; Erdogan, Sinan. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:89:y:2020:i:c:s0969699720305184.

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2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

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2020Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana. (2020). Akosah, Nana ; Schaling, Eric ; Alagidede, Imhotep Paul. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300293.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Wang, Yudong ; Zhang, Yaojie ; Ma, Chaoqun ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309028.

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2020A decomposition of labor earnings growth: Recovering Gaussianity?. (2020). Wilner, Lionel ; Pora, Pierre. In: Labour Economics. RePEc:eee:labeco:v:63:y:2020:i:c:s0927537120300130.

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2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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2020What is Certain about Uncertainty?. (2020). Sarisoy, Cisil ; Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Datta, Deepa ; Cascaldi-Garcia, Danilo ; del Giudice, Marius ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Zer, Ilknur. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2020Robust Optimization-Based Commodity Portfolio Performance. (2020). Panta, Humnath ; Putnam, Kyle J ; Adhikari, Ramesh. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:54-:d:409459.

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2020Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings. (2020). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:88-:d:352757.

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2020Calibrating the Impacts of Regional Trade Integration and Renewable Energy Transition on the Sustainability of International Inbound Tourism Demand in South Asia. (2020). Mahmood, Haider ; Murshed, Muntasir ; Banerjee, Suvajit ; Yousef, Tarek Tawfik. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8341-:d:425889.

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2020Neighborhood Walkability and Housing Prices: A Correlation Study. (2020). Kim, Hyunjung. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:593-:d:308331.

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2020The Impact of OFDI and Institutional Quality on Domestic Capital Formation at the Disaggregated Level: Evidence for Developed and Emerging Countries. (2020). Sohag, Kazi ; Halwan, Musaad Mansoor ; Xu, Helian ; Ameer, Waqar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3661-:d:353041.

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2021Heterogeneous Effects of ICT across Multiple Economic Development in Chinese Cities: A Spatial Quantile Regression Model. (2021). Ye, Azhong ; Chen, Congbo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:954-:d:482685.

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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2020Unexpected deposit flows, off-balance sheet funding liquidity risk and bank loan production. (2020). TARAZI, Amine ; Diabate, Alassane ; Barry, Thierno. In: Working Papers. RePEc:hal:wpaper:hal-02516724.

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2020Backtesting Expected Shortfall via Multi-Quantile Regression. (2019). Leymarie, Jérémy ; Couperier, Ophelie. In: Working Papers. RePEc:hal:wpaper:halshs-01909375.

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2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

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2020Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13274.

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2020Quantile Factor Models. (2020). Dolado, Juan J ; Chen, Liang ; Gonzalo, Jesus. In: IZA Discussion Papers. RePEc:iza:izadps:dp13870.

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2020A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Liu, Xiyuan ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202017.

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2020Carbon emissions, income inequality and environmental degradation: the case of Mediterranean countries. (2020). Fateh, BELAID. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:17:y:2020:i:1:p:73-102.

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2020Systemic Risk and the COVID Challenge in the European Banking Sector. (2020). di Giorgio, Giorgio ; Borri, Nicola. In: Working Papers CASMEF. RePEc:lui:casmef:2005.

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2020Valuing Economic Statistics: A Case Study. (2020). Kara, Amit ; Lennard, Jason. In: Economic Statistics Centre of Excellence (ESCoE) Occasional Papers. RePEc:nsr:escoeo:escoe-op-02.

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2020Revisiting the role of renewable and non-renewable energy consumption on Turkey’s ecological footprint: Evidence from Quantile ARDL approach. (2020). Sinha, Avik ; Ozturk, Ilhan ; Uzuner, Gizem ; Baris-Tuzemen, Ozge ; Sharif, Arshian. In: MPRA Paper. RePEc:pra:mprapa:100044.

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2020Revisiting the Role of Tourism and Globalization in Environmental Degradation in China: Fresh Insights from the Quantile ARDL Approach. (2020). Sinha, Avik ; Jermsittiparsert, Kittisak ; Rehman, Syed Abdul ; Xu, Bingjie ; Godil, Danish Iqbal ; Sharif, Arshian. In: MPRA Paper. RePEc:pra:mprapa:101156.

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2020Unfolding the monetary policy rule in Ghana: quantile-based evidence within time-frequency framework. (2020). Schaling, Eric ; Alagidede, Imhotep ; Akosah, Nana. In: MPRA Paper. RePEc:pra:mprapa:103260.

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2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020Spillover Effects of Trade Shocks in the Central and Eastern European and Baltic Countries. (2020). Khan, Nazmus Sadat. In: Journal of Economic Integration. RePEc:ris:integr:0789.

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2021Understanding volume and correlations of automated walk count: Predictors for necessary, optional, and social activities in Dilworth Park. (2021). Lee, Jaemin. In: Environment and Planning B. RePEc:sae:envirb:v:48:y:2021:i:2:p:331-347.

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2021Testing for Granger Causality in Quantiles Between the Wage Share and Capacity Utilization. (2021). Lima, Gilberto ; Marques, Andr M. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2021wpecon03.

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2020Spatial unconditional quantile regression: application to Japanese parking price data. (2020). Chikaraishi, Makoto ; Axhausen, Kay W ; Seya, Hajime. In: The Annals of Regional Science. RePEc:spr:anresc:v:65:y:2020:i:2:d:10.1007_s00168-020-00987-3.

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2020The role of human capital in energy-growth nexus: an international evidence. (2020). Yu, Jiang ; Fang, Zheng. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1559-8.

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2020Real-time US GDP gap properties using Hamilton’s regression-based filter. (2020). Jonsson, Kristian. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:1:d:10.1007_s00181-019-01631-6.

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2020Assessing distributional properties of forecast errors for fan-chart modelling. (2020). Vavra, Marian. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01726-0.

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2021On fitting cryptocurrency log-return exchange rates. (2021). Sulieman, Hana ; Alzaatreh, Ayman. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01782-6.

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2021Asymmetry in the distribution of daily stock returns. (2021). Kramer, Walter. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01791-5.

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2021Housing property along riverbanks in Taipei, Taiwan: a spatial quantile modelling of landscape benefits and flooding losses. (2021). Chen, YI ; Wu, Pei-Ing ; Liou, Je-Liang . In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:2:d:10.1007_s10668-020-00680-7.

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2020Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries. (2020). Khan, Nazmus Sadat. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:3:d:10.1007_s40822-020-00146-1.

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2020Cyclical Dynamics and Trend/Cycle Definitions: Comparing the HP and Hamilton Filters. (2020). Jonsson, Kristian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:16:y:2020:i:2:d:10.1007_s41549-020-00039-x.

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2021A multidimensional approach to measuring the middle class. (2021). Edo, María ; Svarc, Marcela ; Escudero, Walter Sosa. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:19:y:2021:i:1:d:10.1007_s10888-020-09464-5.

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2021Estimating multiple breaks in mean sequentially with fractionally integrated errors. (2021). Pang, Tianxiao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01104-z.

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2020Probability Distributions of Crop Yields: A Bayesian Spatial Quantile Regression Approach. (2020). Ramsey, Austin. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:1:p:220-239.

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2020The Dynamics and Volatility of Prices in a Vertical Sector. (2020). Chavas, Jean-Paul ; Pan, Fanghui. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:1:p:353-369.

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2020A tale of two shocks: The dynamics of international real estate markets. (2020). Bekiros, Stelios ; Jayasekera, Ranadeva ; Ege, Oskar ; Uddin, Gazi Salah ; Dahlstrom, Amanda. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:1:p:3-27.

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2021Dynamic return and volatility spillovers among S&P 500, crude oil, and gold. (2021). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:153-170.

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2020The impact of uncertainty and certainty shocks. (2020). Schuler, Yves S. In: Discussion Papers. RePEc:zbw:bubdps:142020.

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2020Reliable real-time output gap estimates based on a modified Hamilton filter. (2020). Wolters, Maik ; Quast, Josefine. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2158.

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2020Dynamic Spatial Network Quantile Autoregression. (2020). Wang, Weining ; shin, yongcheol ; Xu, Xiu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020024.

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Works by Tae-Hwan Kim:


YearTitleTypeCited
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers.
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2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers.
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2013A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers.
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2013A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers.
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2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers.
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2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers.
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