4
H index
3
i10 index
157
Citations
Kookmin University | 4 H index 3 i10 index 157 Citations RESEARCH PRODUCTION: 9 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hyun Hak Kim. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Empirical Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Economic Research Institute, Bank of Korea | 5 |
Auburn Economics Working Paper Series / Department of Economics, Auburn University | 3 |
Year | Title of citing document |
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2023 | Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers || Download paper |
2022 | Predicting 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. Full description at Econpapers || Download paper |
2022 | Feasible 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. Full description at Econpapers || Download paper |
2023 | Panel 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Backcasting 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. Full description at Econpapers || Download paper |
2022 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper |
2022 | An 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. Full description at Econpapers || Download paper |
2022 | Solar 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. Full description at Econpapers || Download paper |
2022 | International 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Forecasting: 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 |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Analysis 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. Full description at Econpapers || Download paper |
2022 | Identifying 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. Full description at Econpapers || Download paper |
2022 | Identifying and interpreting the factors in factor models via sparsity : Different approaches. (2022). Doz, Catherine ; Despois, Thomas. In: Working Papers. RePEc:hal:wpaper:halshs-03626503. Full description at Econpapers || Download paper |
2022 | Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices. (2022). Chiyaba, Grivas ; Mtwaepelo, Kaelo. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2022-06. Full description at Econpapers || Download paper |
2023 | Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2022 | Does 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. Full description at Econpapers || Download paper |
2022 | How 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. Full description at Econpapers || Download paper |
2023 | Identifying 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2023 | Estimation 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2018 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2019 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2019) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2015 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2018 | Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2020 | Forecasting financial stress indices in Korea: a factor model approach.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2015 | Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean) In: Economic Analysis (Quarterly). [Full Text][Citation analysis] | article | 0 |
2015 | Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean).(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Hysteresis in Korean Labor Market with Alternative Measures of Labor Utilization (in Korean) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Systemic Risk of the Consumer Credit Network across Financial Institutions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 85 |
2011 | Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2018 | Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 50 |
2013 | Mining Big Data Using Parsimonious Factor and Shrinkage Methods In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | A dynamic analysis of household debt using a self-organizing map In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2023 | Mixing 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. [Full Text][Citation analysis] | article | 0 |
2018 | Looking into the black box of the Korean economy: the sparse factor model approach1 In: Journal of the Asia Pacific Economy. [Full Text][Citation analysis] | article | 0 |
2020 | Default Probability by Employment Status in South Korea* In: Asian Economic Papers. [Full Text][Citation analysis] | article | 0 |
2018 | Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
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