Hyeongwoo Kim : Citation Profile

Auburn University

11

H index

13

i10 index

572

Citations

RESEARCH PRODUCTION:

46

Articles

129

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 33
   Journals where Hyeongwoo Kim has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 79 (12.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki186
   Updated: 2026-01-17    RAS profile: 2025-11-20    
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Relations with other researchers

Works with:

Son, Jisoo (8)

Zhang, Shuwei (6)

Durmaz, Nazif (4)

Jia, Bijie (3)

Behera, Sarthak (2)

Sul, Donggyu (2)

Thompson, Henry (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hyeongwoo Kim.

Is cited by:

Baas, Timo (11)

GUPTA, RANGAN (9)

Nguyen, Duc Khuong (7)

Akhtaruzzaman, Md (6)

Boubaker, Sabri (6)

Medel, Carlos A. (5)

Phiri, Andrew (5)

Pauwels, Laurent (5)

Pincheira, Pablo (5)

Furuoka, Fumitaka (5)

Mensi, walid (5)

Cites to:

Frankel, Jeffrey (45)

Rose, Andrew (41)

Pesaran, Mohammad (32)

Andrews, Donald (31)

Taylor, Mark (31)

Obstfeld, Maurice (29)

Ng, Serena (29)

Rogoff, Kenneth (29)

shin, yongcheol (29)

Phillips, Peter (24)

Taylor, Alan (24)

Main data

Where Hyeongwoo Kim has published?

Journals with more than one article published# docs
Economic Modelling6
International Review of Economics & Finance4
Journal of Macroeconomics2
Journal of International Money and Finance2
Economics Bulletin2
Applied Economics Letters2
Applied Economics2
The North American Journal of Economics and Finance2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Auburn Economics Working Paper Series / Department of Economics, Auburn University101
MPRA Paper / University Library of Munich, Germany22
Working Papers / Economic Research Institute, Bank of Korea3

Recent works citing Hyeongwoo Kim (2025 and 2024)

YearTitle of citing document
2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343544.

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2024Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Chavas, Jean-Paul ; Li, Jian. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343544.

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2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024Causality from Oil Price Shocks to Macroeconomic Indicators: A Comparison for Top Oil Importer Countries. (2024). Kocaman, Merve. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:8:y:2024:i:2:p:205-218.

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2024Global shocks and the dynamics of EU countries specialisation. (2024). Resmini, Laura ; Comi, Simona ; Grasseni, Mara. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:8:p:3394-3420.

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2024Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998.

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2025Do financial markets in central and eastern European countries experience post-crisis mean reversion?. (2025). Nivoix, Sophie ; Boulerne, Sandrine. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00392.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2024The pass-through to inflation of gas price shocks. (2024). Silgado-Gómez, Edgar ; Parraga, Susana ; Lopez, Lucia ; Odendahl, Florens ; Silgado-Gomez, Edgar. In: Working Paper Series. RePEc:ecb:ecbwps:20242968.

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2024Adapting fiscal strategies to energy and food price shocks in Portugal. (2024). Mamboundou, Pierre ; Escalante, Luis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:651-665.

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2024Fiscal and monetary policy regimes: New evidence from India. (2024). Ahmad, Wasim ; Sachdeva, Paras. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001950.

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2024Predicting systemic financial risk with interpretable machine learning. (2024). Tang, Tiantian ; Lu, Chennuo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

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2024Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

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2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Ge, Zhenyu ; Sun, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Shi, Yujie ; Li, Yanshuang ; Xiong, Xiong ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2024The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131.

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2025Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis. (2025). Marangoz, Cumali ; Bulut, Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000535.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2025Organization capital and labor investment efficiency. (2025). Chowdhury, Hasibul ; Le, Trinh Hue ; Keng, Kelvin Jui. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000130.

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2025Dating housing booms fueled by credit: A Markov switching approach. (2025). Cañizares Martínez, Carlos ; Martnez, Carlos Caizares. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000415.

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2024Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x.

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2025Fuel price surges and rising inflation expectations in the Euro Area. (2025). Morão, Hugo. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000994.

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2025Floating exchange rate efficiency: Grouping patterns and pandemic impacts. (2025). Portela, Jose ; Rodriguez-Gallego, Alejandro ; Corzo, Teresa ; Martin-Bujack, Karin. In: International Economics. RePEc:eee:inteco:v:182:y:2025:i:c:s2110701725000149.

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2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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2024The effects of a money-financed fiscal stimulus under fiscal stress. (2024). Wang, Junfeng ; Jin, Hao. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000363.

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2024Option pricing revisited: The role of price volatility and dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000715.

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2024Oil jump tail risk as a driver of inflation dynamics. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Triantafyllou, Athanasios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000539.

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2024Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations. (2024). Ahmad, Wasim ; Kumar, Utkarsh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002610.

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2024Weaponized disinformation spread and its impact on multi-commodity critical infrastructure networks. (2024). Jamalzadeh, Saeed ; Mettenbrink, Lily ; Barker, Kash ; Johansson, Jonas ; Bessarabova, Elena ; Gonzlez, Andrs D ; Radhakrishnan, Sridhar. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:243:y:2024:i:c:s0951832023007330.

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2024The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528.

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2025Comparative Analysis of VAR and SVAR Models in Assessing Oil Price Shocks and Exchange Rate Transmission to Consumer Prices in South Africa. (2025). Msomi, Simiso ; Mpungose, Sakhile ; Majenge, Luyanda. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:8-:d:1595752.

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2024What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023). (2024). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:167-:d:1378380.

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2025The General Equilibrium Effects of Fiscal Policy with Government Debt Maturity. (2025). Lin, Zhilu ; Zhang, Shuwei. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:396-:d:1704185.

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2024Systemic Financial Risk Forecasting: A Novel Approach with IGSA-RBFNN. (2024). Tian, Yishuai ; Wu, Yifan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1610-:d:1398620.

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2025Understanding Gas Price Shocks: Elasticities, Volatility and Macroeconomic Transmission. (2025). Toni, Francesco ; Colombo, Daniele. In: GREDEG Working Papers. RePEc:gre:wpaper:2025-20.

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2024Family ties and firm performance empirical evidence from East Asia. (2024). Godlewski, Christophe. In: Post-Print. RePEc:hal:journl:hal-04435944.

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2024On the Impact of Oil Prices on Sectoral Inflation: Evidence from Worlds Top Oil Exporters and Importers. (2024). Rault, Christophe ; Nouira, Ridha ; ben Salem, Leila. In: IZA Discussion Papers. RePEc:iza:izadps:dp16706.

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2024The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market. (2024). An, Yunbi ; Yang, Baochen ; Li, Jia ; Su, Yunpeng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09442-7.

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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2025Characteristics of RMB Internationalization and Stock Market Co-movement Between China and RCEP Countries: An Analysis Based on Kernel PCA and SV-TVP-SVAR Model. (2025). Huang, KE ; Zhang, Zuominyang ; Wang, Yakun. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10691-5.

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2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Caporin, Massimiliano ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202407.

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2024Climate Policy Uncertainty and Financial Stress: Evidence for China. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202428.

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2025Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis. (2025). Albu, Lucian Liviu ; Dima, Tefana Maria ; Ioan, Roxana ; Ionacui, Anca Saraolu ; Siminica, Marian Ilie. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:5-22.

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2024Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24.

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2024The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1.

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2024Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?. (2024). Kim, Jaebeom ; Hwang, Inwook. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02484-w.

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2024Do consumer price indices in oil-producing economies respond differently to oil market shocks? Evidence from Canada. (2024). Segelhorst, Annika ; Harrison, Andre. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02606-y.

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2025Economic activity and $$\hbox {CO}_2$$ CO 2 emissions in Spain. (2025). Ruiz, Esther ; Poncela, Pilar ; Juan, Arnzazu. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:3:d:10.1007_s00181-024-02673-1.

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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2024The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets. (2024). Baba, Boubekeur. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00350-4.

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2024Portfolio Selection with Contrarian Strategy. (2024). Lu, Zhichao ; Xu, Yuhong ; Zhang, Wenxin ; Pang, Peiyuan. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:2:d:10.1007_s11009-024-10085-y.

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2024Impact of External Shocks on Tax Revenue Stress in Russian Regions. (2024). Yu, M ; Balakin, R V. In: Regional Research of Russia. RePEc:spr:rrorus:v:14:y:2024:i:1:d:10.1134_s2079970523600361.

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2025Understanding Gas Price Shocks: Elasticities, Volatilities, and Macroeconomic Transmission. (2025). Toni, Francesco ; Colombo, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2025/20.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024International trade fluctuations: Global versus regional factors. (2024). Beck, Krzysztof ; Jackson, Karen. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:57:y:2024:i:1:p:331-358.

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2024Returns and volatility connectedness among the Eurozone equity markets. (2024). Umar, Zaghum ; Boubaker, Sabri ; Adekoya, Oluwasegun Babatunde ; Gubareva, Mariya. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3103-3122.

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2024Forecasting the direction of the Feds monetary policy decisions using random forest. (2024). Fan, Juanjuan ; Yoon, Jungyeon. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2848-2859.

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Works by Hyeongwoo Kim:

YearTitleTypeCited
2010A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and Dirty Altruism In: Auburn Economics Working Paper Series.
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2009A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and Dirty Altruism.(2009) In: MPRA Paper.
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2010Bias Correction and Out-of-Sample Forecast Accuracy In: Auburn Economics Working Paper Series.
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2012Bias correction and out-of-sample forecast accuracy.(2012) In: International Journal of Forecasting.
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2009Bias Correction and Out-of-Sample Forecast Accuracy.(2009) In: MPRA Paper.
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2010VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored In: Auburn Economics Working Paper Series.
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2012VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored.(2012) In: Journal of Macroeconomics.
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2011VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored.(2011) In: MPRA Paper.
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2010What Drives Commodity Prices? In: Auburn Economics Working Paper Series.
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2013What Drives Commodity Prices?.(2013) In: Auburn Economics Working Paper Series.
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2014What Drives Commodity Prices?.(2014) In: American Journal of Agricultural Economics.
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2012What Drives Commodity Prices?.(2012) In: MPRA Paper.
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2010Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment In: Auburn Economics Working Paper Series.
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2012Examining the evidence of purchasing power parity by recursive mean adjustment.(2012) In: Economic Modelling.
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2010Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment.(2010) In: MPRA Paper.
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2011Hysteresis vs. Natural Rate of US Unemployment In: Auburn Economics Working Paper Series.
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2012Hysteresis vs. natural rate of US unemployment.(2012) In: Economic Modelling.
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2011Purchasing Power Parity and the Taylor Rule In: Auburn Economics Working Paper Series.
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2013Purchasing power parity and the Taylor rule.(2013) In: AJRC Working Papers.
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2013Purchasing Power Parity and the Taylor Rule.(2013) In: CAMA Working Papers.
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2009Purchasing Power Parity and the Taylor Rule.(2009) In: Working Papers.
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2015Purchasing Power Parity and the Taylor Rule.(2015) In: Journal of Applied Econometrics.
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2011Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries In: Auburn Economics Working Paper Series.
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2012Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries.(2012) In: Auburn Economics Working Paper Series.
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2015Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries.(2015) In: Auburn Economics Working Paper Series.
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2015Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries.(2015) In: International Review of Economics & Finance.
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2011Reassessing the Link between the Japanese Yen and Emerging Asian Currencies In: Auburn Economics Working Paper Series.
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2013Reassessing the link between the Japanese yen and emerging Asian currencies.(2013) In: Journal of International Money and Finance.
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2011On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds In: Auburn Economics Working Paper Series.
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2011Fear and Closed-End Fund Discounts: Investor Sentiment Revisited In: Auburn Economics Working Paper Series.
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2011The US Tourism Trade Balance and Exchange Rate Shock In: Auburn Economics Working Paper Series.
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2012The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests In: Auburn Economics Working Paper Series.
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2012The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests.(2012) In: Economic Analysis (Quarterly).
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2012The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests.(2012) In: Working Papers.
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2012The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds In: Auburn Economics Working Paper Series.
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2014The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds.(2014) In: Auburn Economics Working Paper Series.
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2016The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds.(2016) In: Journal of Financial Services Research.
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2012Generalized Impulse Response Analysis: General or Extreme? In: Auburn Economics Working Paper Series.
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2009Generalized Impulse Response Analysis: General or Extreme?.(2009) In: MPRA Paper.
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2012Wages in a Factor Proportions Model with Energy Input In: Auburn Economics Working Paper Series.
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2014Wages in a factor proportions model with energy input.(2014) In: Economic Modelling.
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2012Fear and Closed-End Fund Discounts In: Auburn Economics Working Paper Series.
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2013Fear and Closed-End Fund discounts.(2013) In: Applied Economics Letters.
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2013How Does the Oil Price Shock Affect Consumers? In: Auburn Economics Working Paper Series.
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2014How Does the Oil Price Shock Affect Consumers?.(2014) In: Auburn Economics Working Paper Series.
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2013How Does the Oil Price Shock Affect Consumers?.(2013) In: MPRA Paper.
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2013Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach In: Auburn Economics Working Paper Series.
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2015Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach.(2015) In: Auburn Economics Working Paper Series.
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2015Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach.(2015) In: Economic Modelling.
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2013A Nonparametric Study of Real Exchange Rate Persistence over a Century In: Auburn Economics Working Paper Series.
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2014A Nonparametric Study of Real Exchange Rate Persistence over a Century.(2014) In: Auburn Economics Working Paper Series.
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2015A nonparametric study of real exchange rate persistence over a century.(2015) In: International Review of Economics & Finance.
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2013On the Effect of the Great Recession on US Household Expenditures for Entertainment In: Auburn Economics Working Paper Series.
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2015On the Effect of the Great Recession on US Household Expenditures for Entertainment.(2015) In: Auburn Economics Working Paper Series.
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2013Capital Investment and Employment in the Information Sector In: Auburn Economics Working Paper Series.
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2014Capital investment and employment in the information sector.(2014) In: Telecommunications Policy.
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2013Are Global Food Prices Becoming More Volatile and More Persistent? In: Auburn Economics Working Paper Series.
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2014Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach In: Auburn Economics Working Paper Series.
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2014Testing the Predictability of Consumption Growth: Evidence from China In: Auburn Economics Working Paper Series.
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2015Testing the Predictability of Consumption Growth: Evidence from China.(2015) In: Auburn Economics Working Paper Series.
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2016Testing the Predictability of Consumption Growth: Evidence from China.(2016) In: Auburn Economics Working Paper Series.
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2016TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA.(2016) In: Journal of Economic Development.
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2014The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach In: Auburn Economics Working Paper Series.
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2016The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2016) In: Auburn Economics Working Paper Series.
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2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2017) In: Auburn Economics Working Paper Series.
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2014London Calling: Nonlinear Mean Reversion across National Stock Markets In: Auburn Economics Working Paper Series.
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2017London Calling: Nonlinear Mean Reversion across National Stock Markets.(2017) In: Auburn Economics Working Paper Series.
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2018London Calling: Nonlinear Mean Reversion across National Stock Markets.(2018) In: Auburn Economics Working Paper Series.
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2018London calling: Nonlinear mean reversion across national stock markets.(2018) In: The North American Journal of Economics and Finance.
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2015Government Spending Shocks and Private Acitivity: The Role of Sentiments In: Auburn Economics Working Paper Series.
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2016Government Spending Shocks and Private Activity: The Role of Sentiments.(2016) In: Auburn Economics Working Paper Series.
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2017Government Spending Shocks and Private Activity: The Role of Sentiments.(2017) In: Auburn Economics Working Paper Series.
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2015Government Spending Shocks and Private Activity: The Role of Sentiments.(2015) In: MPRA Paper.
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2015Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach In: Auburn Economics Working Paper Series.
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2015Pitfalls in Testing for Cointegration between Inequality and the Real Income In: Auburn Economics Working Paper Series.
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2016Pitfalls in Testing for Cointegration between Inequality and the Real Income.(2016) In: Auburn Economics Working Paper Series.
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2017PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME.(2017) In: Economic Inquiry.
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2016Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach.(2016) In: Applied Economics.
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2015The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks In: Auburn Economics Working Paper Series.
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2016Price Adjustment to the Exchange Rate Shock in World Commodity Markets In: Auburn Economics Working Paper Series.
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2016Forecasting Financial Stress Indices in Korea: A Factor Model Approach In: Auburn Economics Working Paper Series.
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2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: Auburn Economics Working Paper Series.
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2019Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2019) In: Auburn Economics Working Paper Series.
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2015Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2015) In: Working Papers.
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2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: MPRA Paper.
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2020Forecasting financial stress indices in Korea: a factor model approach.(2020) In: Empirical Economics.
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2017Is good news for Donald Trump bad news for the Peso?.(2017) In: Applied Economics Letters.
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2018Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2018) In: Auburn Economics Working Paper Series.
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2020Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2020) In: Auburn Economics Working Paper Series.
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2018Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2018) In: MPRA Paper.
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2021Forecasting financial vulnerability in the USA: A factor model approach.(2021) In: Journal of Forecasting.
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2017Investigating Properties of Commodity Price Responses to Real and Nominal Shocks In: Auburn Economics Working Paper Series.
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2020Investigating properties of commodity price responses to real and nominal shocks.(2020) In: The North American Journal of Economics and Finance.
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2018Investigating Properties of Commodity Price Responses to Real and Nominal Shocks.(2018) In: MPRA Paper.
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2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach In: Auburn Economics Working Paper Series.
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2019Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach.(2019) In: Auburn Economics Working Paper Series.
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2020Improving forecast accuracy of financial vulnerability: PLS factor model approach.(2020) In: Economic Modelling.
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2018Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach.(2018) In: MPRA Paper.
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2017Consumer Spending on Entertainment and the Great Recession In: Auburn Economics Working Paper Series.
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2018Fiscal Policy, Wages, and Jobs in the U.S. In: Auburn Economics Working Paper Series.
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2018Fiscal Policy, Wages, and Jobs in the U.S..(2018) In: MPRA Paper.
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2018Forecasting Net Charge-Off Rates of Banks: A PLS Approach In: Auburn Economics Working Paper Series.
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2020Forecasting Net Charge-Off Rates of Banks: A PLS Approach.(2020) In: World Scientific Book Chapters.
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2018Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters In: Auburn Economics Working Paper Series.
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2019Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters.(2019) In: Auburn Economics Working Paper Series.
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2021Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters.(2021) In: Auburn Economics Working Paper Series.
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2018Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters.(2018) In: MPRA Paper.
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2018Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices In: Auburn Economics Working Paper Series.
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2018Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices.(2018) In: MPRA Paper.
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2018Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus In: Auburn Economics Working Paper Series.
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2020Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus.(2020) In: Auburn Economics Working Paper Series.
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2021Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus.(2021) In: Auburn Economics Working Paper Series.
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2022Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus.(2022) In: The B.E. Journal of Macroeconomics.
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2019Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices In: Auburn Economics Working Paper Series.
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2020Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices.(2020) In: Auburn Economics Working Paper Series.
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2021Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices.(2021) In: Open Economies Review.
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2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors In: Auburn Economics Working Paper Series.
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2020Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach In: Auburn Economics Working Paper Series.
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2020U.S. Presidential Election Polls and the Economic Prospects of China and Mexico In: Auburn Economics Working Paper Series.
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2021Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate In: Auburn Economics Working Paper Series.
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2022Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate.(2022) In: Auburn Economics Working Paper Series.
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2022Policy Coordination and the Effectiveness of Fiscal Stimulus.(2022) In: Auburn Economics Working Paper Series.
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2023Policy coordination and the effectiveness of fiscal stimulus.(2023) In: Journal of Macroeconomics.
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2024Was the KORUS FTA a Horrible Deal?.(2024) In: Auburn Economics Working Paper Series.
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2025Was the KORUS FTA a Horrible Deal?.(2025) In: Auburn Economics Working Paper Series.
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2023Fiscal Policy Effects on U.S. Labor Market In: Auburn Economics Working Paper Series.
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2023Fiscal Policy Effects on U.S. Labor Market.(2023) In: Journal of Economic Development.
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2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors In: Auburn Economics Working Paper Series.
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2023Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts.(2023) In: MPRA Paper.
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2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?.(2024) In: Auburn Economics Working Paper Series.
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2023What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?.(2023) In: MPRA Paper.
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2025When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes In: Auburn Economics Working Paper Series.
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2017Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach In: Working Papers.
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2008Country-specific shocks and optimal monetary policy In: Economics Bulletin.
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2009On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates In: Economics Bulletin.
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2013Determinants of stock market comovements among US and emerging economies during the US financial crisis In: Economic Modelling.
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2010Half-life bias correction and the G7 stock markets In: Economics Letters.
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2009On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis In: Journal of Empirical Finance.
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2014How do oil price shocks affect consumer prices? In: Energy Economics.
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2014How Do Oil Price Shocks Affect Consumer Prices?.(2014) In: MPRA Paper.
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2009A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity.(2009) In: MPRA Paper.
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2018The effects of government spending shocks on the trade account balance in Korea In: International Review of Economics & Finance.
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2010Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns In: Chapters.
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2009Forecasting the FOMCs interest rate setting behavior: a further analysis In: Journal of Forecasting.
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2009Factor Proportions Wages in a Structural Vector Autoregression In: MPRA Paper.
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2009The Exchange Rate and US Tourism Balance of Trade In: MPRA Paper.
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2009Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets In: MPRA Paper.
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2011Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets.(2011) In: International Economic Journal.
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2013Generalized impulse response analysis: General or Extreme? In: EconoQuantum, Revista de Economia y Finanzas.
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2012A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects In: Empirical Economics.
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2009Nonlinear mean reversion in the G7 stock markets In: Applied Financial Economics.
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