Tae-Hwan Kim : Citation Profile

Are you Tae-Hwan Kim?

Yonsei University

17

H index

24

i10 index

1386

Citations

RESEARCH PRODUCTION:

41

Articles

50

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 63
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 39 (2.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki53
   Updated: 2024-01-16    RAS profile: 2022-10-12    
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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:

Rault, Christophe (33)

Apergis, Nicholas (33)

Ventosa-SantaulĂ ria, Daniel (28)

Noriega, Antonio (26)

Taylor, Robert (20)

Kruse, Robinson (19)

Sibbertsen, Philipp (17)

Shahbaz, Muhammad (17)

Pesaran, Mohammad (17)

Cavaliere, Giuseppe (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)

Bernanke, Ben (19)

Svensson, Lars (19)

Main data

Where Tae-Hwan Kim has published?

Journals with more than one article published# docs
Journal of Time Series Analysis6
Applied Economics4
Journal of Econometrics3
Finance Research Letters3
Applied Economics Letters3
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 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
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)2
Econometrics / University Library of Munich, Germany2
Working Paper Series / European Central Bank2
Post-Print / HAL2

Recent works citing Tae-Hwan Kim (2024 and 2023)

YearTitle of citing document
2023An 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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2023An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2023A multivariate semi-parametric portfolio risk optimization and forecasting framework. (2022). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2207.04595.

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

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis. (2023). Poon, Aubrey ; Zhu, Dan ; Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2308.05486.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853.

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2023Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method. (2023). Huang, Weihuan. In: Papers. RePEc:arx:papers:2310.18658.

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2023A General Framework for Importance Sampling with Latent Markov Processes. (2023). Kou, Steven ; Jia, Yanwei ; Fuh, Cheng-Der. In: Papers. RePEc:arx:papers:2311.12330.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201.

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2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

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2023The Application of Multiple-Output Quantile Regression on the US Financial Cycle. (2023). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2023/2.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

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2023Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035.

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2023Variable screening based on Gaussian Centered L-moments. (2023). Marron, J S ; Oja, Hannu ; Zhang, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002122.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2023Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.

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2023Does financialization enhance renewable energy development in Sub-Saharan African countries?. (2023). Tiwari, Aviral ; Onifade, Stephen Taiwo ; Gyamfi, Bright Akwasi ; Ashraf, Sania ; Appiah, Michael. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003961.

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2023Energy security and CO2 emissions: New evidence from time-varying and quantile-varying aspects. (2023). Lobon, Oana-Ramona ; Su, Yun Hsuan ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223005583.

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2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023The asymmetric effect of geopolitical risk on Chinas crude oil prices: New evidence from a QARDL approach. (2023). Jin, Chenglu ; An, Yaning ; Ren, Xiaohang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000119.

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2023The asymmetric response of dividends to earnings news. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwood-Nimmo, Matthew. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001654.

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2023The impact of EPU spillovers on the bond market volatility: Global evidence. (2023). Xue, Wenjun ; Li, Xiao ; Gong, Yuting. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003033.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2023Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600.

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2023What are the events that shake our world? Measuring and hedging global COVOL. (2023). Campos-Martins, Susana ; Engle, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:221-242.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

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2023Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis. (2023). Sohag, Kazi ; Mariev, Oleg ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006729.

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2023Role of green finance in resource efficiency and green economic growth. (2023). Sun, Yunpeng ; Gao, Pengpeng ; She, Shengxiang ; Xu, Jiaqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000570.

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2023Natural resource rents and public debts nexus in African resource-rich and most indebted nations: Issues with aggregation bias. (2023). Ning, Zinan ; Wang, Wencheng ; Riti, Miriam-Kamah J ; Shu, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001174.

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2023The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China. (2023). Wang, Wendi ; Du, Yuqiu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001484.

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2023Breaking the climate deadlock: Leveraging the effects of natural resources on climate technologies to achieve COP26 targets. (2023). Patel, Ritesh ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002878.

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2023Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. (2023). Deng, Mingjie ; Cheng, Sheng ; Cao, Yan ; Liang, Ruibin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002908.

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2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270.

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2023Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406.

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2023Do natural resources determine energy consumption in Pakistan? The importance of quantile asymmetries. (2023). Roubaud, David ; Lahiani, Amine ; Nawaz, Kishwar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:200-211.

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2023Do Muslim economies need insurance to grow? Answer from rigorous empirical evidence. (2023). Shahbaz, Muhammad ; Jiao, Zhilun ; Mehmood, Bilal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:346-359.

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2023Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189.

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2023On the predictive ability of conditional market skewness. (2023). Serna, Gregorio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:186-191.

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2023Revisiting the carbon pollution-inhibiting policies in the USA using the quantile ARDL methodology: What roles can clean energy and globalization play?. (2023). Gangopadhyay, Partha ; Das, Narasingha ; Khan, Uzma ; Monirul, G M ; Hossain, Md Emran ; Haseeb, Mohammad. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:710-721.

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2023Heterogenous Effects of Circular Economy, Green energy and Globalization on CO2 emissions: Policy based analysis for sustainable development. (2023). Cai, Xiaotong ; Cifuentes-Faura, Javier ; Si, Kamel ; Hossain, Mohammad Razib ; Wang, Mengxia. In: Renewable Energy. RePEc:eee:renene:v:211:y:2023:i:c:p:789-801.

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2023Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions. (2023). Qiu, Hong ; Wang, Xiangjin ; Hu, Genhua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:408-417.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879.

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2023Do climate technologies and recycling asymmetrically mitigate consumption-based carbon emissions in the United States? New insights from Quantile ARDL. (2023). Li, Claire J ; Afshan, Sahar ; Sharif, Arshian ; Razzaq, Asif. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s004016252200659x.

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2023Post-COVID Inflation Dynamics: Higher for Longer. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Working Papers. RePEc:fip:fedcwq:95478.

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2023Identification Using Higher-Order Moments Restrictions. (2023). ferroni, filippo ; Andrade, Philippe ; Melosi, Leonardo. In: Working Paper Series. RePEc:fip:fedhwp:96666.

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2023Wheat Import Demand in Mexico: Evidence of Quantile Cointegration. (2023). Rios-Bolivar, Humberto ; Trejo-Garcia, Jose C ; Valencia-Romero, Ramon. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:980-:d:1136064.

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2023Multi-Objective Optimal Long-Term Operation of Cascade Hydropower for Multi-Market Portfolio and Energy Stored at End of Year. (2023). Cai, Huaxiang ; Lu, Jia ; Cheng, Chuntian ; Shen, Jianjian ; Yu, Haojianxiong. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:604-:d:1024976.

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2023Spatiotemporal Analysis of Urban Sprawl and Ecological Quality Study Case: Chiba Prefecture, Japan. (2023). Furuya, Katsunori ; Aurora, Ruth Mevianna. In: Land. RePEc:gam:jlands:v:12:y:2023:i:11:p:2013-:d:1273326.

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2023Evaluation of the Contribution of Farmland Attributes to the Total Benefit from Its Contamination Remediation: Evidence from Taiwan. (2023). Huang, Ta-Ken ; Liou, Je-Liang ; Su, Ching-En ; Wu, Pei-Ing. In: Land. RePEc:gam:jlands:v:12:y:2023:i:5:p:967-:d:1133618.

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2023.

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2023Can Digital Rural Construction Improve China’s Agricultural Surface Pollution? Autoregressive Modeling Based on Spatial Quartiles. (2023). Jin, Yuanyuan ; Dai, Jianhua ; Shen, Jianbo ; Li, Jianling ; Yang, Xiaofan ; Hu, Hanqing. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:13138-:d:1230363.

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2023Examining the Effect of Privatization on Renewable Energy Consumption in the Digital Economy under Economic Patriotism: A Nonlinear Perspective. (2023). Huang, Delin ; Kang, Jianjun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5864-:d:1109553.

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2023China’s Pathway to a Low Carbon Economy: Exploring the Influence of Urbanization on Environmental Sustainability in the Digital Era. (2023). Sohail, Muhammad Tayyab ; Xu, Yawen ; Li, Weisong ; Lv, Yan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:7000-:d:1129627.

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2023Desalination of Saline Irrigation Water Using Hydrophobic, Metal–Polymer Hydrogels. (2023). , David. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:9:p:7063-:d:1130722.

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2023.

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2023An Analysis of the Relationship Between Taxation and Democracy: The Example of European Union Member and Candidate Countries (2010-2020). (2023). Sagdic, Ersin Nail ; Yildiz, Fazli ; Demirkclic, Yucel. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:2:p:457-483.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: IZA Discussion Papers. RePEc:iza:izadps:dp15853.

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2023Income inequality, economic growth, and structural changes in Egypt: new insights from quantile cointegration approach. (2023). Ali, Ibrahim Mohamed. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09429-w.

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2023Economic growth and pollutant emissions: new panel evidence from the union for the Mediterranean countries. (2023). Rault, Christophe ; Fateh, BELAID ; Belaid, Fateh ; ben Abdeljelil, Mouna. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09476-3.

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2023Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6.

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2023Quantile-parameterized distributions for expert knowledge elicitation. (2023). Sahlin, Ullrika ; Lindsrom, Erik ; Perepolkin, Dmytro. In: OSF Preprints. RePEc:osf:osfxxx:tq3an.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia. (2023). Škrinjarić, Tihana. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:3:d:10.1057_s41294-023-00220-y.

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2023Estimating and Testing for Functional Coefficient Quantile Cointegrating Regression. (2023). Zheng, Chaowen ; Zhang, Jing ; Li, Haiqi. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-07.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06.

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2023Environmental risk of Covid-19 recovery. (2023). Asgary, Ali ; Haskuee, Mortaza Baky. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2758-2774.

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2023A spatial autoregressive geographically weighted quantile regression to explore housing rent determinants in Amsterdam and Warsaw. (2023). Helbich, Marco ; Tomal, Mateusz. In: Environment and Planning B. RePEc:sae:envirb:v:50:y:2023:i:3:p:579-599.

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2023Does air pollution affect the tourism industry in the USA? Evidence from the quantile autoregressive distributed lagged approach. (2023). Vu, Minh ; Sadiq, Muhammad ; Sharif, Arshian ; Zhang, Yunqian ; Chien, Fengsheng. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1164-1180.

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2023Are DeFi tokens a separate asset class from conventional cryptocurrencies?. (2023). Corbet, Shaen ; Kaskaloglu, Kerem ; Gunay, Samet ; Goodell, John W. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-022-05150-z.

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2023Unemployment persistence with an evolutionary perspective: job creation or destruction (or both)?. (2023). Liu, De-Chih. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:20:y:2023:i:1:d:10.1007_s40844-022-00246-4.

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2023Dynamism of the housing rental market in Guayaquil, Ecuador: an empirical analysis. (2023). Zambrano-Monserrate, Manuel ; Sanchez-Loor, Daniel A ; Rosero, Christian ; Campoverde, Ronald ; Silva, Carlos A ; Ruano, Maria Alejandra. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02271-z.

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Government–business relations, environmental information transparency, and Hu-line-related factors in China. (2023). Tang, Yanhong ; Miao, Xin ; Ji, Jianwan ; Feng, Yuchen ; Liu, Yiqun ; Chen, Yingwen ; Yang, Rui. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:7:d:10.1007_s10668-022-02374-8.

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2023Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?. (2023). Gangopadhyay, Partha ; Das, Narasingha. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00460-y.

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2023Linear and Nonlinear Causal Linkages Between Exports and Growth in Next Eleven Economies. (2023). el Montasser, Ghassen ; Abid, Abir ; Ben-Salha, Ousama. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00958-3.

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2023Does economic structure matter for income inequality?. (2023). Apergis, Nicholas ; Can, Muhlis ; Doan, Buhari ; Ghosh, Sudeshna ; Shah, Muhammad Ibrahim. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01462-1.

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2023Carbon emissions effect of trade openness and energy consumption in Sub-Saharan Africa. (2023). Yilmaz, Alper. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-022-00380-6.

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2023The unemployment hysteresis by territory, gender, and age groups in Iran. (2023). Gil-Alana, Luis ; Gil-Alaa, Luis A ; Goltabar, Saleh ; Cheratian, Iman. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-023-00424-5.

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2023COVID-19 and its short-term informational impact on the stock markets of the Pacific Alliance countries. (2023). Cardona-Arenas, Carlos David ; Morales-Zuluaga, Eliana ; Gomez-Gomez, Rafael. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:5:d:10.1007_s43546-023-00469-6.

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

Works by Tae-Hwan Kim:

YearTitleTypeCited
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.
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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.
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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.
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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.
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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]		article9
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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This paper has nother version. Agregated cites: 9		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: 9		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.
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This paper has nother version. Agregated cites: 9		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]		article52
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]		article12
2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics.
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This paper has nother version. Agregated cites: 12		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]		article44
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]		article17
2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article54
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]		paper13
2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper12
2005Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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]		paper25
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
[Full Text][Citation analysis]		paper166
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: 166		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: 166		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]		paper8
2005Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		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]		article57
2004Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal.
[Full Text][Citation analysis]		article67
2004TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD.
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This paper has nother version. Agregated cites: 67		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]		article2
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: 2		paper
2010Estimating monetary reaction functions at near zero interest rates In: Economics Letters.
[Full Text][Citation analysis]		article7
2004Spurious regressions with stationary processes around linear trends In: Economics Letters.
[Full Text][Citation analysis]		article24
2002Unit root tests with a break in innovation variance In: Journal of Econometrics.
[Full Text][Citation analysis]		article77
2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
[Full Text][Citation analysis]		article111
2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 111		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.
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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.
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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]		article143
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]		article106
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]		article165
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.
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This paper has nother version. Agregated cites: 13		paper
2006Forecasting changes in UK interest rates.(2006) In: Discussion Papers.
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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.
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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.
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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.
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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]		paper16
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.
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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]		article3
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]		article25
2012The influence of school quality on housing prices in Korea In: Applied Economics.
[Full Text][Citation analysis]		article2
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.
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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.
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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.
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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]		paper1
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

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