Tae-Hwan Kim : Citation Profile


Are you Tae-Hwan Kim?

Yonsei University

14

H index

15

i10 index

615

Citations

RESEARCH PRODUCTION:

34

Articles

42

Papers

RESEARCH ACTIVITY:

   18 years (1999 - 2017). See details.
   Cites by year: 34
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 27 (4.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki53
   Updated: 2017-07-22    RAS profile: 2017-07-05    
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Relations with other researchers


Works with:

MULLER, Christophe (8)

Manganelli, Simone (3)

Cho, Jin Seo (2)

shin, yongcheol (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:

Noriega, Antonio (24)

Ventosa-Santaulària, Daniel (23)

Rault, Christophe (20)

Kruse, Robinson (17)

Taylor, Robert (15)

Pesaran, M (15)

Cavaliere, Giuseppe (13)

Sibbertsen, Philipp (12)

Apergis, Nicholas (8)

Teräsvirta, Timo (8)

Shahbaz, Muhammad (7)

Cites to:

MULLER, Christophe (22)

Gertler, Mark (21)

Wieland, Volker (17)

Chernozhukov, Victor (17)

Svensson, Lars (17)

Gali, Jordi (16)

Clarida, Richard (16)

koenker, roger (15)

Bernanke, Ben (13)

Xiao, Zhijie (13)

Hansen, Christian (11)

Main data


Where Tae-Hwan Kim has published?


Journals with more than one article published# docs
Journal of Time Series Analysis5
Applied Economics4
Journal of Econometrics3
Finance Research Letters3
Economics Letters3
Applied Economics Letters3
Journal of Macroeconomics2
Oxford Bulletin of Economics and Statistics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute13
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego6
AMSE Working Papers / Aix-Marseille School of Economics, Marseille, France4
Working Papers / HAL4
Working Paper Series / European Central Bank2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2

Recent works citing Tae-Hwan Kim (2017 and 2016)


YearTitle of citing document
2016CoVaR. (2016). Brunnermeier, Markus ; Adrian, Tobias . In: American Economic Review. RePEc:aea:aecrev:v:106:y:2016:i:7:p:1705-41.

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2016Changes in sovereign debt dynamics in Central and Eastern Europe. (2016). Cuestas, Juan. In: Working Papers. RePEc:aee:wpaper:1610.

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2016Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(609):y:2016:i:4(609):p:183-202.

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2016Foreign aid, macroeconomic policies and economic growth nexus in India: An ARDL bounds testing approach. (2016). Mohapatra, Geetilaxmi ; Sehrawat, Madhu ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:4(609):p:183-202.

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2016ENDOGENEITY AND NONLINEARITIES IN CENTRAL BANK OF BRAZIL’S REACTION FUNCTIONS: AN INVERSE QUANTILE REGRESSION APPROACH. (2016). de Medeiros, Gabriela Bezerra ; da Silva, Edilean Kleber ; Portugal, Marcelo Savino . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:061.

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2016Gross Capital Flows and their long-term Determinants for Developing Economies: A Panel Co-integration Approach. (2016). Rincon-Castro, Hernan ; Parra-Amado, Daniel ; Arias, Fernando ; Delgado, David . In: Borradores de Economia. RePEc:bdr:borrec:932.

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2016ON ASYMMETRIC CAUSAL RELATIONSHIPS IN PETROPOLITICS. (2016). Balan, Feyza . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:209:p:7-26.

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2016Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework. (2016). Blundell, Richard ; Arellano, Manuel ; Bonhomme, Stphane . In: Working Papers. RePEc:bfi:wpaper:2016-25.

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2017A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

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2016Use of unit root methods in early warning of financial crises. (2016). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_027.

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2016Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:785.

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2016Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:791.

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2016Change Detection and the Causal Impact of the Yield Curve. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2058.

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2016Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683.

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2016The information in systemic risk rankings. (2016). Schwaab, Bernd ; Lucas, André ; Koopman, Siem Jan ; Nucera, Federico . In: Working Paper Series. RePEc:ecb:ecbwps:20161875.

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2016The New Keynesian Phillips Curve in multiple quantiles and the asymmetry of monetary policy. (2016). Lee, Dong Jin ; Yoon, Jai Hyung . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:102-114.

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2017A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Karul, Cagin ; Nazlioglu, Saban . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

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2017Does the design of a fiscal rule matter for welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:226-237.

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2016Sieve bootstrap monitoring for change from short to long memory. (2016). Chen, Zhanshou ; Li, Fuxiao ; Xing, Yuhong . In: Economics Letters. RePEc:eee:ecolet:v:140:y:2016:i:c:p:53-56.

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2016Estimation and test for quantile nonlinear cointegrating regression. (2016). Li, Haiqi ; Guo, YU ; Zheng, Chaowen . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:27-32.

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2016A reexamination of stock return predictability. (2016). Choi, Yongok ; Park, Joon Y ; Jacewitz, Stefan . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:168-189.

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2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. (2016). Whang, Yoon-Jae ; Oka, Tatsushi ; LINTON, OLIVER. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:251-270.

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2016The information in systemic risk rankings. (2016). Schwaab, Bernd ; Lucas, André ; Koopman, Siem Jan ; Nucera, Federico . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:461-475.

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2017The relationship between oil prices and rig counts: The importance of lags. (2017). Caporin, Massimiliano ; Hammoudeh, Shawkat ; Khalifa, Ahmed . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:213-226.

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2017Per capita carbon dioxide emissions across U.S. states by sector and fossil fuel source: Evidence from club convergence tests. (2017). Apergis, Nicholas ; Payne, James E. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:365-372.

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2016Trade openness and environmental quality: International evidence. (2016). LE, Thai-Ha ; Chang, Youngho ; Park, Donghyun . In: Energy Policy. RePEc:eee:enepol:v:92:y:2016:i:c:p:45-55.

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2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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2016New evidence on assessing the level of competition in the European Union banking sector: A panel data approach. (2016). POLEMIS, MICHAEL ; Fafaliou, Irene ; Apergis, Nicholas. In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:1:p:395-407.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2016Improving the reliability of real-time output gap estimates using survey forecasts. (2016). Galimberti, Jaqueson ; Moura, Marcelo L. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:358-373.

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2017Network, market, and book-based systemic risk rankings. (2017). Lucas, André ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

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2016Multivariate trend function testing with mixed stationary and integrated disturbances. (2016). . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:147:y:2016:i:c:p:38-57.

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2016An empirical assessment of monetary discretion: The case of Pakistan. (2016). Balli, Faruk ; Hayat, Zafar ; Shakur, Shamim ; Obben, James . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:5:p:954-970.

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2016Flood hazards impact on neighborhood house prices: A spatial quantile regression analysis. (2016). Zhang, Lei. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:60:y:2016:i:c:p:12-19.

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2016Saving for a rainy day: Estimating the needed size of U.S. state budget stabilization funds. (2016). Zhao, Bo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:130-152.

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2016Hydroelectricity consumption and economic growth nexus: Evidence from a panel of ten largest hydroelectricity consumers. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Apergis, Nicholas ; Ziramba, Emmanuel . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:318-325.

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2016Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. (2016). Uddin, Gazi ; Reboredo, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:284-298.

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2016Renewable and Non-Renewable Electricity Consumption, Carbon Emissions and GDP: Evidence From Mediterranean Countries. (2016). Fateh, BELAID ; Zrelli, Maha Harbaoui . In: Working Papers. RePEc:erg:wpaper:1037.

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2016Households’ willingness to pay for access to outdoor recreation: An application of the house price method using spatial quantile regressions. (2016). Jensen, Cathrine Ulla . In: IFRO Working Paper. RePEc:foi:wpaper:2016_09.

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2016The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective. (2016). Caporin, Massimiliano ; Bonaccolto, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:3:p:8-:d:73460.

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2017Changes in Persistence in Outlier Contaminated Time Series. (2017). Hirsch, Tristan ; Rinke, Saskia . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-583.

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2017The Educated Underdog Becomes the Ultimate Superstar. (2017). Persson, Lars ; Norback, Pehr-Johan ; Hjertstrand, Per . In: Working Paper Series. RePEc:hhs:iuiwop:1176.

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2017Implied volatility and skewness surface. (2017). Feunou, Bruno ; Tedongap, Romeo ; Fontaine, Jean-Sebastien . In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x.

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2016Characterizing monetary and fiscal policy rules and interactions when commodity prices matter. (2016). Middleditch, Paul ; Chuku, Chuku. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:222.

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2016Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory. (2016). Ghysels, Eric ; Colacito, Riccardo ; Siwasarit, Wasin ; Meng, Jinghan . In: Review of Financial Studies. RePEc:oup:rfinst:v:29:y:2016:i:8:p:2069-2109..

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2016Lower for Longer: Neutral Rate in the U.S.. (2016). Turunen, Jarkko ; Pescatori, Andrea. In: IMF Economic Review. RePEc:pal:imfecr:v:64:y:2016:i:4:d:10.1057_s41308-016-0017-x.

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2016Real effective exchange rates comovements and the South African currency. (2016). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:68667.

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2017Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2017). Medel, Carlos A.. In: MPRA Paper. RePEc:pra:mprapa:78439.

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2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad . In: MPRA Paper. RePEc:pra:mprapa:78595.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Silva Lopes, Artur ; Zsurkis, Gabriel Florin . In: MPRA Paper. RePEc:pra:mprapa:79413.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy . In: Working Papers. RePEc:pre:wpaper:201707.

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2017Monetary Policy Reaction Functions of the TICKs: A Quantile Regression Approach. (2017). GUPTA, RANGAN ; Kim, Won Joong ; Naraidoo, Ruthira ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201738.

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2016Fiscal Sustainability in Central and Eastern European Countries - A Post-Crisis Assessment. (2016). Szymanska, Agata ; Mackiewicz, Michal ; Krajewski, Piotr ; Szymaska, Agata . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2016:y:2016:i:2:id:553:p:175-188.

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2017Does the Design of a Fiscal Rule Matter for Welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Working Papers. RePEc:ris:albaec:2017_002.

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2016MULTIVARIATE METHOD OF SIMULATED QUANTILES. (2016). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro . In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0212.

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2016Understanding the Behaviour of Capital Flow and its Components: The Indian Experience. (2016). Majumder, Sayantan. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:10:y:2016:i:3:p:355-380.

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2016Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends: an application to Scandinavian unemployment rates. (2016). Sandberg, Rickard . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1043-7.

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2017The Japanese Taylor rule estimated using censored quantile regressions. (2017). Kashiwagi, Masanori ; Chen, Jau-er. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1074-8.

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2016An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR. (2016). Xu, Qifa ; He, Yaoyao ; Jiang, Cuixia . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:25:y:2016:i:2:d:10.1007_s10260-015-0332-9.

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2016Testing for Symmetry in Weakly Dependent Time Series. (2016). Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2016-18.

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2016Network, Market, and Book-Based Systemic Risk Rankings. (2016). Lucas, André. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160074.

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2016Topics in nonparametric identification and estimation. (2016). Hubner, Stefan. In: Other publications TiSEM. RePEc:tiu:tiutis:08fce56b-3193-46e0-871b-0fa4402832b5.

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2016Potential Output in Asia: Some Forward-Looking Scenarios. (2016). Burns, Andrew. In: Asian Development Review. RePEc:tpr:adbadr:v:33:y:2016:i:2:p:28-55.

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2017Model Averaging OLS and 2SLS: An Application of the WALS Procedure. (2017). Clarke, Judith Anne . In: Econometrics Working Papers. RePEc:vic:vicewp:1701.

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2016Spatial Quantile Regression In Analysis Of Healthy Life Years In The European Union Countries. (2016). Grayna, Trzpiot ; Agnieszka, Orwat-Acedaska . In: Comparative Economic Research. RePEc:vrs:coecre:v:19:y:2016:i:5:p:179-199:n:10.

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2017Electricity consumption, Education Expenditure and Economic Growth in Chinese Cities. (2017). Fang, Zheng ; Chen, Yang . In: RIEI Working Papers. RePEc:xjt:rieiwp:2017-02.

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2017Heteroskedasticity-robust unit root testing for trending panels. (2017). Walle, Yabibal ; Maxand, Simone ; Herwartz, Helmut . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:314.

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2017Are linear models really unuseful to describe business cycle data?. (2017). Lopes, Artur Silva ; Zsurkis, Gabriel Florin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20175.

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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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2017A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers.
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2017A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers.
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2001James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association.
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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.
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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.
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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.
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2003Testing for Linear Trend with Application to Relative Primary Commodity Prices In: Journal of Time Series Analysis.
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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.
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2004Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification In: Journal of Time Series Analysis.
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2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics.
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2005Examination of Some More Powerful Modifications of the Dickey-Fuller Test In: Journal of Time Series Analysis.
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2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics.
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2007CUSUM of Squares-Based Tests for a Change in Persistence In: Journal of Time Series Analysis.
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2000 Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics.
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2006Regression-based Tests for a Change in Persistence In: Oxford Bulletin of Economics and Statistics.
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2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
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2002Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series.
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2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
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2005Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: Journal of Financial Econometrics.
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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.
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2008Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series.
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2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
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2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics.
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2012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers.
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2003Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003.
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2004Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004.
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2005Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters.
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2004Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004.
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2003Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal.
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2004Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal.
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2004TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD.
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