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Working papers / Yonsei University, Yonsei Economics Research Institute

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
9
Impact Factor (IF)
0.35
5 Years IF
0.12
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2012 0 0.68 0.18 0 11 11 15 2 2 0 0 0 2 0.18 0.36
2013 0.36 0.67 0.48 0.36 10 21 11 9 12 11 4 11 4 3 33.3 5 0.5 0.35
2014 0.1 0.67 0.06 0.1 15 36 14 2 14 21 2 21 2 0 0 0.34
2015 0.24 0.66 0.28 0.25 11 47 39 13 27 25 6 36 9 2 15.4 1 0.09 0.36
2016 0.19 0.65 0.31 0.15 17 64 28 19 47 26 5 47 7 10 52.6 7 0.41 0.35
2017 0.29 0.62 0.29 0.17 15 79 46 21 70 28 8 64 11 10 47.6 9 0.6 0.35
2018 0.63 0.61 0.29 0.34 24 103 22 30 100 32 20 68 23 3 10 4 0.17 0.35
2019 0.46 0.63 0.32 0.4 22 125 21 40 140 39 18 82 33 6 15 3 0.14 0.36
2020 0.33 0.71 0.23 0.35 20 145 5 33 173 46 15 89 31 2 6.1 1 0.05 0.76
2021 0.19 0.98 0.17 0.15 11 156 23 27 200 42 8 98 15 7 25.9 2 0.18 0.4
2022 0.58 0.76 0.19 0.25 15 171 6 32 232 31 18 92 23 0 2 0.13 0.24
2023 0.35 0.61 0.11 0.12 15 186 0 20 252 26 9 92 11 1 5 0 0.22
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12015Testing Linearity Using Power Transforms of Regressors. (2015). Phillips, Peter ; Cho, Jin Seo ; Baek, Yaein ; Peter C. B. Phillips, . In: Working papers. RePEc:yon:wpaper:2015rwp-79.

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27
22021Bitcoin: An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2021rwp-185.

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15
32017Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies. (2017). Poplawski-Ribeiro, Marcos ; Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Mishra, Saurabh. In: Working papers. RePEc:yon:wpaper:2017rwp-111.

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14
42012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles. (2012). Manganelli, Simone ; Kim, Tae-Hwan ; White, Habert . In: Working papers. RePEc:yon:wpaper:2012rwp-45.

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13
52014Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014). (2014). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2014rwp-67a.

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12
62014Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing. (2014). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2014rwp-67.

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12
72013Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teras. (2013). Ishida, Isao ; Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2013rwp-55.

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11
82015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers. (2015). Kim, Tae-Hwan ; Ergun, Tolga . In: Working papers. RePEc:yon:wpaper:2015rwp-77.

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10
92019International Bank Lending Channel of Monetary Policy. (2019). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik ; Albrizio, Silvia. In: Working papers. RePEc:yon:wpaper:2019rwp-145.

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10
102017Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints. (2017). Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Huang, YI. In: Working papers. RePEc:yon:wpaper:2017rwp-109.

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9
112018Uncertainty and Cross-Border Banking Flows. (2018). Furceri, Davide ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-125.

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8
122021Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). Cho, Jin Seo ; Greenwood-Nimmo, Matthew ; Shin, Yongcheol. In: Working papers. RePEc:yon:wpaper:2021rwp-186.

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8
132017Optimal Taxation with Private Insurance. (2017). Chang, Yongsung ; Park, Yena. In: Working papers. RePEc:yon:wpaper:2017rwp-105.

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8
142016Pareto Weights in Practice: A Quantitative Analysis Across 32 OECD Countries. (2016). Kim, Sun-Bin ; Chang, Yongsung ; Hyun, BO. In: Working papers. RePEc:yon:wpaper:2016rwp-92.

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7
152018Financial vs. Policy Uncertainty in Emerging Market Economies. (2018). Choi, Sangyup ; Shim, Myungkyu. In: Working papers. RePEc:yon:wpaper:2018rwp-116.

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7
162016How Sticky Wages In Existing Jobs Can Affect Hiring. (2016). Kim, Sun-Bin ; Chang, Yongsung ; Bils, Mark. In: Working papers. RePEc:yon:wpaper:2016rwp-91.

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6
172017The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel. (2017). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2017rwp-113.

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6
182016In-group and Out-group Biases in the Marketplace: A Field Experiment during the World Cup. (2016). Kim, Sang-Hyun ; Lopez, Fernanda L. In: Working papers. RePEc:yon:wpaper:2016rwp-100.

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5
192017Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies. (2017). Jalles, Joao ; Furceri, Davide ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2017rwp-110.

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4
202016Price Discrimination with Loss Averse Consumers. (2016). Lee, Jihong ; Hahn, Jong-Hee ; Kim, Sang-Hyun. In: Working papers. RePEc:yon:wpaper:2016rwp-97.

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4
212019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-142.

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4
222022Monetary Policy and Inequality: How Does One Affect the Other?. (2022). Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-203.

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4
232016ON THE SELF-(IN) STABILITY OF WEIGHTED MAJORITY RULES. (2016). Azrieli, Yaron ; Kim, Semin . In: Working papers. RePEc:yon:wpaper:2016rwp-95.

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3
242017The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads. (2017). Choi, Sangyup ; Hashimoto, Yuko. In: Working papers. RePEc:yon:wpaper:2017rwp-112.

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3
252018Unanimity and Local Incentive Compatibility. (2018). Hong, Miho ; Kim, Semin. In: Working papers. RePEc:yon:wpaper:2018rwp-138.

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3
262017Supplements to Directionally Differentiable Econometric Models. (2017). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2017rwp-103a.

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3
272017Directionally Differentiable Econometric Models. (2017). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2017rwp-103.

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3
282019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model. (2019). Teräsvirta, Timo ; Cho, Jin Seo ; Terasvirta, Timo ; Seong, Dakyung. In: Working papers. RePEc:yon:wpaper:2019rwp-151.

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2
292020Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-167.

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2
302012Individual and Aggregate Labor Supply in a Heterogeneous Agent Economy with Intensive and Extensive Margins. (2012). Kim, Sun-Bin ; Kwon, Kyooho ; Chang, Yonsung . In: Working papers. RePEc:yon:wpaper:2012rwp-48.

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2
312018Deciphering Monetary Policy Committee Minutes with Text Mining Approach: A Case of South Korea. (2018). Young, KI ; Kim, Soohyon ; Lee, Young Joon. In: Working papers. RePEc:yon:wpaper:2018rwp-132.

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2
322019Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model. (2019). Greenwood-Nimmo, Matthew ; Cho, Jin Seo ; Shin, Yongcheol. In: Working papers. RePEc:yon:wpaper:2019rwp-154.

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2
332022Systematic Monetary Policy in a SVAR for Australia. (2022). Huh, Hyeon-Seung ; Fisher, Lance A. In: Working papers. RePEc:yon:wpaper:2022rwp-194.

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2
342020Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data. (2020). Jalles, Joao ; Choi, Sangyup ; Furceri, Davide. In: Working papers. RePEc:yon:wpaper:2020rwp-176.

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2
352013Mathematical Proofs for Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions. (2013). Ishida, Isao ; Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2013rwp-55a.

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2
362019Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves. (2019). Phillips, Peter ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2019rwp-153.

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2
372014Fixed and mobile broadband; Are they substitutes or complements?. (2014). Hahn, Jong-Hee ; Bae, Jinsoo ; Choi, Yun Jeong. In: Working papers. RePEc:yon:wpaper:2014rwp-68.

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2
382018Labor Market Dynamics in Developing Economies: the Role of Subsistence Consumption. (2018). Choi, Sangyup ; Shim, Myungkyu. In: Working papers. RePEc:yon:wpaper:2018rwp-127.

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1
392015We provide mathematical proofs for the results in Testing Linearity Using Power Transforms of Regressors. (2015). Phillips, Peter ; Cho, Jin Seo ; Baek, Yaein ; Peter C. B. Phillips, . In: Working papers. RePEc:yon:wpaper:2015rwp-79a.

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1
402016Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea. (2016). Phillips, Peter ; Cho, Jin Seo ; PEter, ; Park, Myung-Ho . In: Working papers. RePEc:yon:wpaper:2016rwp-88.

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1
412022Intensive and Extensive Margins of Labor Supply in HANK: Aggaregate and Disaggregate Implications.. (2022). Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-202.

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1
422012Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters. (2012). Schorfheide, Frank ; Kim, Sun-Bin ; Chang, Yongsung. In: Working papers. RePEc:yon:wpaper:2012rwp-51.

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1
432018Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey. (2018). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-126.

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1
442019Measuring the energy poverty and the severity in Korea. (2019). Kim, Hae-Dong ; Lim, Hyung-Woo ; Jo, Ha-Hyun. In: Working papers. RePEc:yon:wpaper:2019rwp-150.

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1
452016ORDINAL VERSUS CARDINAL VOTING RULES: A MECHANISM DESIGN APPROACH. (2016). Kim, Semin . In: Working papers. RePEc:yon:wpaper:2016rwp-94.

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1
462021Gender Differences in Repeated Dishonest Behavior: Experimental Evidence. (2021). Kim, Sang-Hyun ; Chowdhury, Subhasish M ; Jeon, Joo Young. In: Working papers. RePEc:yon:wpaper:2021rwp-184.

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1
472018Pre-planning and the Continuation of Dishonest Behavior: An Experiment. (2018). Chowdhury, Subhasish ; Kim, Sang-Hyun. In: Working papers. RePEc:yon:wpaper:2018rwp-133.

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1
482019Endowment Effects in Proposal Right Contest. (2019). Kim, Sang-Hyun ; Hahn, Youjin. In: Working papers. RePEc:yon:wpaper:2019rwp-156.

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1
492022Real Wage Cyclicality and Monetary Policy.. (2022). Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-201.

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1
502020Household Indebtedness and the Macroeconomic Effects of Tax Changes. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-178.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Bitcoin: An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2021rwp-185.

Full description at Econpapers || Download paper

14
22021Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). Cho, Jin Seo ; Greenwood-Nimmo, Matthew ; Shin, Yongcheol. In: Working papers. RePEc:yon:wpaper:2021rwp-186.

Full description at Econpapers || Download paper

6
32015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers. (2015). Kim, Tae-Hwan ; Ergun, Tolga . In: Working papers. RePEc:yon:wpaper:2015rwp-77.

Full description at Econpapers || Download paper

5
42022Monetary Policy and Inequality: How Does One Affect the Other?. (2022). Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-203.

Full description at Econpapers || Download paper

4
52015Testing Linearity Using Power Transforms of Regressors. (2015). Phillips, Peter ; Cho, Jin Seo ; Baek, Yaein ; Peter C. B. Phillips, . In: Working papers. RePEc:yon:wpaper:2015rwp-79.

Full description at Econpapers || Download paper

2
62014Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing. (2014). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2014rwp-67.

Full description at Econpapers || Download paper

2
72017Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies. (2017). Poplawski-Ribeiro, Marcos ; Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Mishra, Saurabh. In: Working papers. RePEc:yon:wpaper:2017rwp-111.

Full description at Econpapers || Download paper

2
82022Systematic Monetary Policy in a SVAR for Australia. (2022). Huh, Hyeon-Seung ; Fisher, Lance A. In: Working papers. RePEc:yon:wpaper:2022rwp-194.

Full description at Econpapers || Download paper

2
92014Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014). (2014). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2014rwp-67a.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 9
YearTitle
2023Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies. (2023). Auer, Raphael A ; Zoss, Markus ; Orazem, Lovrenc ; Lewrick, Ulf ; Farag, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10355.

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2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Rice, John ; Choi, Sun-Yong ; Usman, Muhammad ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831.

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2023An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria. (2023). Gbolahan, Kolawole Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-06-11.

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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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2023.

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2023Are lay expectations of inflation based on recall of specific prices? If so, how and under what conditions?. (2023). Harvey, Nigel ; Niu, Xiaoxiao. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:98:y:2023:i:c:s0167487023000636.

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2023The heterogeneous welfare effects of business cycles. (2023). Ma, Eunseong ; Cho, Daeha. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000296.

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2023Were COVID and the Great Recession Well-Being Reducing?. (2023). Bryson, Alex ; Blanchflower, David G. In: IZA Discussion Papers. RePEc:iza:izadps:dp16355.

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2023Modelling monetary policy’s impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665.

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Recent citations
Recent citations received in 2022
YearCiting document
2022Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. (2022). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-09.

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2022.

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Recent citations received in 2021
YearCiting document
2021Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies. (2021). Sahut, Jean Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim ; Guesmi, Khaled. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004704.

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2021Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model. (2021). Cho, Jin Seo ; Mensi, Walid ; Hammoudeh, Shawkat. In: Working papers. RePEc:yon:wpaper:2021rwp-191.

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Recent citations received in 2020
YearCiting document
2020Inflation Anchoring and Growth: The Role of Credit Constraints. (2020). Choi, Sangyup ; Shim, Myungkyu ; Loungani, Prakash ; Furceri, Davide. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_032.

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