Hyun Hak Kim : Citation Profile

Are you Hyun Hak Kim?

Kookmin University

4

H index

3

i10 index

155

Citations

RESEARCH PRODUCTION:

9

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 14
   Journals where Hyun Hak Kim has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 10 (6.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki382
   Updated: 2023-08-19    RAS profile: 2023-08-08    
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Relations with other researchers

Works with:

Kim, Hyeongwoo (4)

Shi, Wen (3)

Swanson, Norman (2)

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

Is cited by:

Swanson, Norman (13)

Stevanovic, Dalibor (11)

Kim, Hyeongwoo (7)

Rossi, Barbara (7)

Wohlrabe, Klaus (7)

Darné, Olivier (6)

GUPTA, RANGAN (6)

Giovannelli, Alessandro (6)

Lehmann, Robert (6)

Siliverstovs, Boriss (4)

Proietti, Tommaso (3)

Cites to:

Ng, Serena (44)

Watson, Mark (28)

Bai, Jushan (25)

Boivin, Jean (20)

Stock, James (18)

Swanson, Norman (15)

Reichlin, Lucrezia (15)

McCracken, Michael (15)

Forni, Mario (15)

Hallin, Marc (14)

Lippi, Marco (13)

Main data

Where Hyun Hak Kim has published?

Journals with more than one article published# docs
Empirical Economics3

Working Papers Series with more than one paper published# docs
Working Papers / Economic Research Institute, Bank of Korea5
Auburn Economics Working Paper Series / Department of Economics, Auburn University3

Recent works citing Hyun Hak Kim (2023 and 2022)

YearTitle of citing document
2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2022Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394.

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2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

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2022Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250.

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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios. (2023). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2307.02673.

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2021.

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2023Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques. (2023). Zheng, Conghan ; Krueger, Finja ; Heidland, Tobias ; Groeger, Andre ; Boss, Konstantin. In: Working Papers. RePEc:bge:wpaper:1387.

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2022Backcasting world trade growth using data reduction methods. (2022). Darné, Olivier ; Charles, Amelie. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:10:p:3169-3191.

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2022Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2022An interpretable machine learning workflow with an application to economic forecasting. (2022). Joseph, Andreas ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:0984.

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2021Nowcasting euro area GDP with news sentiment: a tale of two crises. (2021). Kalamara, Eleni ; Ashwin, Julian ; Saiz, Lorena. In: Working Paper Series. RePEc:ecb:ecbwps:20212616.

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2022Solar and wind power generation forecasts using elastic net in time-varying forecast combinations. (2022). Musgens, Felix ; Kaso, Mathias ; Nikodinoska, Dragana . In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921012861.

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2021Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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2022International financial stress spillovers to bank lending: Do internal characteristics matter?. (2022). Haddou, Samira . In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002459.

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2021Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24.

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2021Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:151-170.

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2021Bagging weak predictors. (2021). Wei, Wei ; Lukas, Manuel ; Hillebrand, Eric. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:237-254.

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2021Sparse structures with LASSO through principal components: Forecasting GDP components in the short-run. (2021). Leipus, Remigijus ; Celov, Dmitrij ; Jokubaitis, Saulius. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:759-776.

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2021Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354.

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2022The kernel trick for nonlinear factor modeling. (2022). Kutateladze, Varlam. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:165-177.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals. (2022). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:944-969.

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2021Mixed-frequency approaches to nowcasting GDP: An application to Japan. (2021). Kido, Yosuke ; Hirakata, Naohisa ; Otaka, Kazuki ; Chikamatsu, Kyosuke. In: Japan and the World Economy. RePEc:eee:japwor:v:57:y:2021:i:c:s0922142521000049.

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2021Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali. (2021). Kusumawardhani, Stella ; Priyadi, Lionel ; Aswicahyono, Haryo ; Tyas, Prabaning ; Damuri, Yose Rizal ; Yazid, Ega Kurnia. In: Working Papers. RePEc:era:wpaper:dp-2021-18.

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2022Forecasting economic activity using preselected predictors: the case of Cyprus. (2022). Pashourtidou, Nicoletta ; Anaxagorou, Christiana. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:16:y:2022:i:1:p:11-36.

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2023Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm. (2023). Siddik, Abu Bakkar ; Li, Yong ; Ye, Peng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4520-:d:1163782.

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2023Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166.

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2022Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-03626503.

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2021Another look into the factor model black box: factor interpretation and structural (in)stability. (2020). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-02235543.

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2022Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-03626503.

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2022Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices. (2022). Chiyaba, Grivas ; Mtwaepelo, Kaelo. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-06.

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2021Modeling Judgment in Macroeconomic Forecasts. (2021). Franses, Philip Hans. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00277-5.

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2023The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2022A two?stage Bayesian network model for corporate bankruptcy prediction. (2022). Hua, Shan ; Zhai, Jia ; Liu, Xiaoquan ; Cao, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:455-472.

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2022Does model complexity add value to asset allocation? Evidence from machine learning forecasting models. (2022). Panopoulou, Ekaterini ; Kynigakis, Iason. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:3:p:603-639.

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2022How is machine learning useful for macroeconomic forecasting?. (2022). Surprenant, Stephane ; Stevanovic, Dalibor ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:920-964.

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2023Identifying and interpreting the factors in factor models via sparsity: Different approaches. (2023). Doz, Catherine ; Despois, Thomas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:533-555.

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2021Forecasting financial vulnerability in the USA: A factor model approach. (2021). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457.

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2021State?dependent evaluation of predictive ability. (2021). Wochner, Daniel S ; Siliverstovs, Boriss. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:547-574.

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2022Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model. (2022). Liu, Yezheng ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:407-421.

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2022Forecasting unemployment in the euro area with machine learning. (2022). Sofianos, Emmanouil ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:551-566.

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2022The role of investor sentiment in forecasting housing returns in China: A machine learning approach. (2022). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:8:p:1725-1740.

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2023Estimation of short?run predictive factor for US growth using state employment data. (2023). Basistha, Arabinda. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:34-50.

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2023Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324.

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Works by Hyun Hak Kim:

YearTitleTypeCited
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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This paper has another version. Agregated cites: 15		paper
2019Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2019) In: Auburn Economics Working Paper Series.
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This paper has another version. Agregated cites: 15		paper
2015Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 15		paper
2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 15		paper
2020Forecasting financial stress indices in Korea: a factor model approach.(2020) In: Empirical Economics.
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This paper has another version. Agregated cites: 15		article
2015Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean) In: Economic Analysis (Quarterly).
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2015Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean).(2015) In: Working Papers.
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This paper has another version. Agregated cites: 0		paper
2013Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea In: Working Papers.
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2014Hysteresis in Korean Labor Market with Alternative Measures of Labor Utilization (in Korean) In: Working Papers.
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2019Systemic Risk of the Consumer Credit Network across Financial Institutions In: Working Papers.
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2014Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence In: Journal of Econometrics.
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2011Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers.
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2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods In: International Journal of Forecasting.
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2013Mining Big Data Using Parsimonious Factor and Shrinkage Methods In: Departmental Working Papers.
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2022A dynamic analysis of household debt using a self-organizing map In: Empirical Economics.
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2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008 In: Empirical Economics.
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2018Looking into the black box of the Korean economy: the sparse factor model approach1 In: Journal of the Asia Pacific Economy.
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2020Default Probability by Employment Status in South Korea* In: Asian Economic Papers.
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2018Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP In: Journal of Forecasting.
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