Hahn Shik LEE : Citation Profile


Are you Hahn Shik LEE?

Sogang University

9

H index

9

i10 index

349

Citations

RESEARCH PRODUCTION:

18

Articles

14

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 12
   Journals where Hahn Shik LEE has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (1.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ple719
   Updated: 2021-03-01    RAS profile: 2020-09-07    
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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:

Taylor, Robert (20)

Rodrigues, Paulo (18)

Franses, Philip Hans (13)

Osborn, Denise (12)

del Barrio Castro, Tomás (11)

Gil-Alana, Luis (10)

Otero, Jesus (9)

Kumawat, Lokendra (8)

Smith, Jeremy (8)

Dua, Pami (8)

Silva Lopes, Artur (8)

Cites to:

Granger, Clive (9)

Hylleberg, Svend (7)

Engle, Robert (7)

Miron, Jeffrey (7)

Terrones, Marco (6)

Kose, Ayhan (6)

Sims, Christopher (5)

Bernanke, Ben (5)

Yilmaz, Kamil (5)

Ghysels, Eric (4)

Hirata, Hideaki (4)

Main data


Where Hahn Shik LEE has published?


Journals with more than one article published# docs
Journal of Econometrics3
Economics Letters3
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Wilfrid Laurier University, Department of Economics4

Recent works citing Hahn Shik LEE (2021 and 2020)


YearTitle of citing document
2020A 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

2020Bayesian analysis of seasonally cointegrated VAR model. (2020). Wr, Justyna. In: Papers. RePEc:arx:papers:2012.14820.

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2020Seasonal 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

2020Hedging 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

2020A 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.

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2020On 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:


YearTitleTypeCited
2020Economic Effect of Zoning Regulations on Koreas Small and Medium‐Sized Retailers* In: Asian Economic Journal.
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article0
2002Seasonal Time Series and Autocorrelation Function Estimation In: Manchester School.
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article0
1997Seasonal Time Series and Autocorrelation Function Estimation.(1997) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 0
paper
1995On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers.
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paper7
1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 7
paper
1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 7
paper
1993The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991. In: Canadian Journal of Economics.
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article0
1992The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991..(1992) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
1991Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence In: Economics Letters.
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article15
1991Unit 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
1995Spurious deterministic seasonality In: Economics Letters.
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article26
1995A note on the critical values for the maximum likelihood (seasonal) cointegration tests In: Economics Letters.
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article16
1992Maximum likelihood inference on cointegration and seasonal cointegration In: Journal of Econometrics.
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article55
1993The Japanese consumption function In: Journal of Econometrics.
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article51
1994Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation In: Journal of Econometrics.
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article103
1997The role of seasonality in economic time series reinterpreting money-output causality in U.S. data In: International Journal of Forecasting.
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article12
1997The 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
2019Cross-regional connectedness in the Korean housing market In: Journal of Housing Economics.
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article0
2016Predictability of Term Spread for Economic Activity with Liquidity Premium Theory In: Emerging Markets Finance and Trade.
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article0
1991Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation. In: Cahiers de recherche.
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paper0
1991Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation..(1991) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 0
paper
1992On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data. In: Cahiers de recherche.
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paper16
1992On 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
1993On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data..(1993) In: Empirical Economics.
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This paper has another version. Agregated cites: 16
article
1992On 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
2020Connectedness among Northeast Asian Housing Markets and Business Cycles In: East Asian Economic Review.
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article0
2016Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method In: Journal for Economic Forecasting.
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article3
2015Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods In: Proceedings of International Academic Conferences.
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2016Housing market volatility connectedness among G7 countries In: Working Papers.
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paper2
2018Housing market volatility connectedness among G7 countries.(2018) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 2
article
2004International transmission of stock market movements: a wavelet analysis In: Applied Economics Letters.
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article43
2013COMMON FEATURES IN EAST ASIAN STOCK MARKETS: LONG-TERM AND SHORT-TERM COMOVEMENTS BETWEEN CHINA AND KOREA In: The Singapore Economic Review (SER).
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article0

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