MYUNG HWAN SEO : Citation Profile


Are you MYUNG HWAN SEO?

Seoul National University

9

H index

8

i10 index

328

Citations

RESEARCH PRODUCTION:

23

Articles

43

Papers

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 19
   Journals where MYUNG HWAN SEO has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 26 (7.34 %)

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   Permalink: http://citec.repec.org/pse168
   Updated: 2021-11-28    RAS profile: 2021-10-12    
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Relations with other researchers


Works with:

Lee, Sokbae (Simon) (22)

Shin, Youngki (21)

Liao, Yuan (2)

Otsu, Taisuke (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with MYUNG HWAN SEO.

Is cited by:

Stengos, Thanasis (13)

Boldea, Otilia (10)

Mann, Janelle (9)

Kock, Anders (8)

Callot, Laurent (8)

Caner, Mehmet (8)

Sephton, Peter (8)

Ho, Sy-Hoa (6)

Su, Liangjun (5)

Kourtellos, Andros (5)

Chen, Chaoyi (5)

Cites to:

Hansen, Bruce (30)

Andrews, Donald (18)

Lee, Sokbae (Simon) (18)

Shin, Youngki (15)

Pesaran, M (11)

de jong, Robert (9)

Manski, Charles (9)

Card, David (9)

LINTON, OLIVER (7)

Perron, Pierre (7)

Campbell, John (7)

Main data


Where MYUNG HWAN SEO has published?


Journals with more than one article published# docs
Journal of Econometrics10
Journal of the American Statistical Association4
Econometric Theory3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies5
Department of Economics Working Papers / McMaster University3
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing MYUNG HWAN SEO (2021 and 2020)


YearTitle of citing document
2021Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2021Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data. (2020). Parker, Thomas ; Lamarche, Carlos. In: Papers. RePEc:arx:papers:2004.05127.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2021Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067.

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2021A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees. (2021). Chernozhukov, Victor ; Singh, Rahul ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2105.15197.

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2021Regression Discontinuity Design with Potentially Many Covariates. (2021). Arai, Yoichi ; Seo, Myung Hwan ; Otsu, Taisuke. In: Papers. RePEc:arx:papers:2109.08351.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023.

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2020Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute. (2020). , Craig ; Guo, Jinggang. In: Staff Working Papers. RePEc:bca:bocawp:20-10.

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2020Change‐point detection in a linear model by adaptive fused quantile method. (2020). MacIak, Matu ; Ciuperca, Gabriela. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:2:p:425-463.

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2021The Behavior of Divorce Rates: A Smooth Transition Regression Approach. (2021). Korhonen, Marko ; Marko, Korhonen ; Mikko, Puhakka. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:1-19:n:2.

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2020Testing for cointegration with threshold adjustment in the presence of structural breaks. (2020). Karsten, Schweikert. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:1:p:28:n:5.

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2020Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2020). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8148.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs. (2021). Fernandez-Villaverde, Jesus ; Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8977.

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2020La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es.

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2020The threshold effect of political institutions on the finance-growth nexus: Evidence from Sub-Saharan Africa. (2020). Gabsi, Foued Badr ; Bougharriou, Nouha ; Benayed, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00340.

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2021The asymmetric pattern of fuel demand in Brazil. (2021). , Leonardo ; de Jesus, Cleiton S ; Frederico, Carlos. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00490.

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2021Measures of human capital and the mechanics of economic growth. (2021). Wang, Xiaojun ; Zhang, Xiaobei. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000596.

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2020Do cash flow imbalances facilitate leverage adjustments of Chinese listed firms? Evidence from a dynamic panel threshold model. (2020). Jian, Wenqing ; Zhao, Zhao ; Zhang, Jianhua. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:201-214.

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2020Threshold effect of economic openness on bank risk-taking: Evidence from emerging markets. (2020). Mai, Hoai Thi ; Bui, Tung Duy. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:790-803.

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2020Trend instrumental variable regression with an application to the US New Keynesian Phillips Curve. (2020). Xia, Huizhu ; Chen, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:595-604.

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2020Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300668.

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2020Panel threshold regressions with latent group structures. (2020). Su, Liangjun ; Wang, Wendun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:451-481.

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2020Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170.

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2021Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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2021Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311.

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2020Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate. (2020). Tiwari, Aviral ; Olayeni, Olaolu ; Wohar, Mark E. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302784.

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2021Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments. (2021). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000219.

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2020Renewable energy consumption and economic growth nexus: Evidence from a threshold model. (2020). Stengos, Thanasis ; Pinar, Mehmet ; Chen, Chaoyi. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s0301421520300537.

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2021Technological progress and metal resource consumption in the electricity industry—A cross-country panel threshold data analysis. (2021). Huang, Jianbai ; Zhong, Meirui ; He, Ruifang. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s0360544221012275.

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2020Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. (2020). Urban, Jorg ; Ters, Kristyna. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119300084.

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2021Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute. (2021). , Craig ; Guo, Jinggang. In: Forest Policy and Economics. RePEc:eee:forpol:v:130:y:2021:i:c:s1389934121001313.

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2020The post-crises output growth effects in a globalized economy. (2020). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Lu, Jing ; Carare, Alina. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:139-158.

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2020Financial development and innovation-led growth: Is too much finance better?. (2020). Kim, Jaebeom ; Asimakopoulos, Stylianos ; Zhu, Xiaoyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618307587.

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2021Housing prices and trade surpluses in China: An inter-temporal approach. (2021). Lin, Ching-Yi ; Feng, Ling ; Chen, Qiuyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302400.

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2020Taxation and capital formation: Non-linear effects and asymmetry between developing and developed countries. (2020). Nguyen, Canh ; Dinhthanh, SU ; Canh, Nguyen Phuc. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300219.

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2020Government spending and economic growth in ECOWAS: An asymmetric analysis. (2020). Eluwole, Oluwatosin O ; Olaoye, Olumide O ; Afolabi, Olugbenga O ; Ayesha, Aziz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s170349492030027x.

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2021Short-term and long-term effects of touchpoints on customer perceptions. (2021). Trifu, Andreea ; Polo-Redondo, Yolanda ; Cambra-Fierro, Jess. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921000862.

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2021Pandemic uncertainties and fiscal procyclicality: A dynamic non-linear approach. (2021). Roy, Rudra Prosad ; Chakrabarty, Himadri Shekhar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:664-671.

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2021Vertical fiscal imbalance, transfer payments, and fiscal sustainability of local governments in China. (2021). Du, Tongwei ; Li, Tianyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:392-404.

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2021Monetary policy and corporate investment: A panel-data analysis of transmission mechanisms in contexts of high uncertainty. (2021). de la Fuente, Gabriel ; Perote, Javier ; de la Horra, Luis P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:609-624.

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2020Jump or kink: note on super-efficiency in segmented linear regression break-point estimation. (2020). Chen, Yining. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103488.

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2020Sensibilidad y asimetrías ante choques de ingreso en el consumo privado de México, 1995-2017. (Sensitivity and asymmetries of income shocks in Mexicos private consumption, 1995-2017).. (2020). Mendoza González, Miguel Ángel. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxix:y:2020:i:1:p:21-58.

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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs. (2021). Shin, Minchul ; Fernandez-Villaverde, Jesus ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Working Papers. RePEc:fda:fdaddt:2021-09.

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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-O?s. (2021). Shin, Minchul ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Arias, Jonas E. In: Working Papers. RePEc:fip:fedpwp:91527.

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2020Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598.

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2020Energy- and Environment-Biased Technological Progress Induced by Different Types of Environmental Regulations in China. (2020). Du, Juntao ; Zhang, Teng ; Xia, Ming ; Zhou, Xiaoxiao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7486-:d:412184.

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2021Protecting Species by Promoting Protected Areas and Human Development—A Panel Analysis. (2021). Mance, Diana ; Kruni, Katarina. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11970-:d:667908.

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2021Fiscal Rules for Natural Disaster- and Climate Change-Prone Small States. (2021). Nakatani, Ryota. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3135-:d:515886.

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2020Bank credit and short-run economic growth: a dynamic threshold panel model for ASEAN countries. (2020). Saadaoui, Jamel ; Ho, Sy-Hoa. In: Working Papers. RePEc:hal:wpaper:hal-03008069.

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2020Labour Market Institutions, Technology and Rent Sharing. (2020). Perugini, Cristiano ; Fukao, Kyoji ; Pompei, Fabrizio . In: IZA Discussion Papers. RePEc:iza:izadps:dp13155.

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2020Explaining regional inflation programmes in Indonesia: Does inflation rate converge?. (2020). Mubin, Khoerul M ; Yasin, Mohammad Zeqi ; Purwono, Rudi. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:4:d:10.1007_s10644-020-09264-x.

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2020Inference in Threshold Models. (2020). Wang, Yulong ; Lee, Yoonseok. In: Center for Policy Research Working Papers. RePEc:max:cprwps:223.

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2021Relationship Between ROA and Total Indebtedness by Threshold Regression Model. (2021). Lukacova, Marta ; Petruska, Igor ; Jencova, Silvia. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:17:y:2021:i:2:37-46.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-18.

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2020Dynamika dostosowa? transakcyjnej rezerwy p?ynno?ci przedsi?biorstw do poziomu optymalnego. (2020). Nehrebecka, Natalia ; Mirota, Fryderyk. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:6:p:613-638.

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2021Bayesian Estimation of Epidemiological Models: Methods, Causality, and Policy Trade-Offs. (2021). Shin, Minchul ; Fernandez-Villaverde, Jesus ; Ramirez, Juan Rubio ; Arias, Jonas E. In: NBER Working Papers. RePEc:nbr:nberwo:28617.

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2020Does the hashrate affect the bitcoin price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: MPRA Paper. RePEc:pra:mprapa:103812.

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2020The impact of credit for house price overvaluations in the euro area: Evidence from threshold models. (2020). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: MPRA Paper. RePEc:pra:mprapa:99523.

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2021Institutions and Economic Development: New Measurements and Evidence. (2021). Carbonari, Lorenzo ; Acquah, Esther ; Trovato, Giovanni ; Farcomeni, Alessio. In: Working Paper series. RePEc:rim:rimwps:21-15.

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2021Structural breaks in cointegration models. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0429.

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2021Institutions and Economic Development: New Measurements and Evidence. (2021). Farcomeni, Alessio ; Carbonari, Lorenzo ; Acquah, Esther ; Trovato, Giovanni. In: CEIS Research Paper. RePEc:rtv:ceisrp:521.

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2021Consistent multiple changepoint estimation with fused Gaussian graphical models. (2021). Roy, S ; Gibberd, A. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:2:d:10.1007_s10463-020-00749-0.

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2020Investigating the environmental Kuznets’s curve for Sweden: evidence from multivariate adaptive regression splines (MARS). (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Mahalik, Mantu Kumar. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01698-1.

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2020State-dependent biases and the quality of China’s preliminary GDP announcements. (2020). Yang, Lixiong. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01751-z.

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2021Nonlinear impact of financial deepening on income inequality. (2021). Kvedaras, Virmantas ; Benczur, Peter. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-019-01819-w.

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2021The role of nonlinearity on the financial development–economic performance nexus: an econometric application to Italian banks. (2021). Ruggiero, Nazzareno ; Barra, Cristian. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01836-0.

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2021Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests. (2021). Shum, Paul Kwok ; Lee, Shu-Kam ; Woo, Kai-Yin. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01884-6.

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2021Firms’ knowledge investment and market responses. (2021). Ketteni, Elena ; Economidou, Claire ; Drivas, Kyriakos ; Kottaridi, Konstantina. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01957-6.

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2021The dual-financial-threshold effect in the “club convergence” of economic growth: a dynamic panel threshold model. (2021). Wang, Qiaoru ; Liu, Dayu ; Song, Yang. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01975-4.

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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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2020Debt and Growth: Historical Evidence. (2020). Colombier, Carsten ; Breuer, Christian. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep036.

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2020Bank credit and short-run economic growth: a dynamic threshold panel model for ASEAN countries.. (2020). Saadaoui, Jamel ; Ho, Sy-Hoa. In: Working Papers of BETA. RePEc:ulp:sbbeta:2020-48.

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2021Bank credit and economic growth: a dynamic threshold panel model for ASEAN countries.. (2021). Saadaoui, Jamel ; Ho, Sy-Hoa. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-24.

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2020UNCERTAINTY AND ECONOMIC PERFORMANCE IN THE WEST AFRICAN MONETARY ZONE (WAMZ): A FIXED EFFECT PANEL THRESHOLD APPROACH. (2020). Abubakari, Hissan ; Egbuna, Ngozi E ; Adams, Kormay ; Sambolah, Eric L ; Mohammed, Dauda ; John-Sowe, Maimuna. In: Working Papers. RePEc:wam:wpaper:19.

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2021The sustainability of the Turkish current account: Smooth structural break and asymmetric adjustments. (2021). BAKIRTAS, Ibrahim ; Koc, Suleyman ; Abioglu, Vasif. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3916-3929.

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2021Is there a nonlinear relationship between nonperforming loans and bank profitability? Evidence from dynamic panel threshold. (2021). Vo, Xuan Vinh ; Olayeni, Richard Olaolu ; Bolarinwa, Segun Thompson. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:3:p:649-661.

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2020Antiquity and capitalism: The finance-growth perspective. (2020). Grigoriadis, Theocharis ; Zhu, Junbing ; Dombi, Akos. In: Discussion Papers. RePEc:zbw:fubsbe:20209.

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2020Inference of breakpoints in high-dimensional time series. (2020). Wang, Weining ; Wu, Wei Biao ; Chen, Likai. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2020019.

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2020Debt and growth: Historical evidence. (2020). Colombier, Carsten ; Breuer, Christian. In: FiFo Discussion Papers - Finanzwissenschaftliche Diskussionsbeiträge. RePEc:zbw:uoccpe:2004.

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2021.

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Works by MYUNG HWAN SEO:


YearTitleTypeCited
2016Oracle Estimation of a Change Point in High Dimensional Quantile Regression In: Papers.
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2018Oracle Estimation of a Change Point in High-Dimensional Quantile Regression.(2018) In: Journal of the American Statistical Association.
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2020Factor-Driven Two-Regime Regression In: Papers.
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2018Factor-Driven Two-Regime Regression.(2018) In: Department of Economics Working Papers.
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2019Factor-Driven Two-Regime Regression.(2019) In: Working Paper Series.
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2019Estimation of Dynamic Panel Threshold Model using Stata In: Papers.
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2019Estimation of dynamic panel threshold model using Stata.(2019) In: Stata Journal.
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2020Desperate times call for desperate measures: government spending multipliers in hard times In: Papers.
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2020DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES.(2020) In: Economic Inquiry.
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