9
H index
9
i10 index
349
Citations
Hahn Shik LEE : Citation Profile
Sogang University | RESEARCH PRODUCTION: 18 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1991 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hahn Shik LEE. | Is cited by:
| Cites to:
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Main data
Where Hahn Shik LEE has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| Economics Letters | 3 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Wilfrid Laurier University, Department of Economics | 4 |
Recent works citing Hahn Shik LEE (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110. Full description at Econpapers || Download paper |
| 2020 | Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820. Full description at Econpapers || Download paper |
| 2020 | Seasonal patterns of global oil consumption: Implications for long term energy policy. (2020). Inchauspe, Julian ; Park, Jason. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:536-556. Full description at Econpapers || Download paper |
| 2020 | Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242. Full description at Econpapers || Download paper |
| 2020 | A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State. (2020). Cassim, Lucius. In: MPRA Paper. RePEc:pra:mprapa:101453. Full description at Econpapers || Download paper |
| 2020 | On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611. Full description at Econpapers || Download paper |
Works by Hahn Shik LEE:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Economic Effect of Zoning Regulations on Koreas Small and Mediumâ€Sized Retailers* In: Asian Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | Seasonal Time Series and Autocorrelation Function Estimation In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 1997 | Seasonal Time Series and Autocorrelation Function Estimation.(1997) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1993 | The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1992 | The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991..(1992) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1991 | Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 1991 | Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence..(1991) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1995 | Spurious deterministic seasonality In: Economics Letters. [Full Text][Citation analysis] | article | 26 |
| 1995 | A note on the critical values for the maximum likelihood (seasonal) cointegration tests In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 1992 | Maximum likelihood inference on cointegration and seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 55 |
| 1993 | The Japanese consumption function In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
| 1994 | Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
| 1997 | The role of seasonality in economic time series reinterpreting money-output causality in U.S. data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 1997 | The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data..(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2019 | Cross-regional connectedness in the Korean housing market In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Predictability of Term Spread for Economic Activity with Liquidity Premium Theory In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 1991 | Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1991 | Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation..(1991) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1992 | On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 16 |
| 1992 | On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1993 | On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data..(1993) In: Empirical Economics. [Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 1992 | On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data..(1992) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2020 | Connectedness among Northeast Asian Housing Markets and Business Cycles In: East Asian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2015 | Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Housing market volatility connectedness among G7 countries In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Housing market volatility connectedness among G7 countries.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2004 | International transmission of stock market movements: a wavelet analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 43 |
| 2013 | COMMON FEATURES IN EAST ASIAN STOCK MARKETS: LONG-TERM AND SHORT-TERM COMOVEMENTS BETWEEN CHINA AND KOREA In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
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