Hyun Hak Kim : Citation Profile

Kookmin University

4

H index

3

i10 index

198

Citations

RESEARCH PRODUCTION:

11

Articles

11

Papers

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 14
   Journals where Hyun Hak Kim has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 10 (4.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki382
   Updated: 2026-01-17    RAS profile: 2025-03-16    
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Relations with other researchers

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:

Swanson, Norman (16)

Stevanovic, Dalibor (12)

Cepni, Oguzhan (11)

Kim, Hyeongwoo (10)

Goulet Coulombe, Philippe (8)

Wohlrabe, Klaus (7)

Rossi, Barbara (7)

Giovannelli, Alessandro (6)

Lehmann, Robert (6)

GUPTA, RANGAN (6)

Darné, Olivier (6)

Cites to:

Ng, Serena (44)

Watson, Mark (29)

Bai, Jushan (25)

Boivin, Jean (20)

Stock, James (19)

McCracken, Michael (15)

Swanson, Norman (15)

Reichlin, Lucrezia (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
Journal of the Asia Pacific Economy2

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 (2025 and 2024)

YearTitle of citing document
2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01.

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2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

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2024Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach. (2024). Gindelsky, Marina ; Cornwall, Gary. In: BEA Papers. RePEc:bea:papers:0130.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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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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2024What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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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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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fan, Xinyue ; Jin, Wei ; Zheng, Tingguo ; Fang, Kuangnan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Prediction-led prescription: Optimal Decision-Making in times of turbulence and business performance improvement. (2024). Bougioukos, V ; Nikolopoulos, K ; Karamatzanis, G ; Schafers, A. In: Journal of Business Research. RePEc:eee:jbrese:v:182:y:2024:i:c:s0148296324003096.

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2025Enhancing economic cycle forecasting based on interpretable machine learning and news narrative sentiment. (2025). Sun, Weixin ; Wang, Yong ; Zhang, LI ; Chen, Xihui Haviour ; Hoang, Yen Hai. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:215:y:2025:i:c:s0040162525001258.

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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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2024Time Series Forecasting with Many Predictors. (2024). Huang, Shuo-Chieh ; Tsay, Ruey S. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:15:p:2336-:d:1443454.

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2025Forecasting of Inflation Based on Univariate and Multivariate Time Series Models: An Empirical Application. (2025). Khan, Faridoon ; Rodrigues, Paulo Canas ; Alharbi, Abdulmajeed Atiah ; Iftikhar, Hasnain ; Allohibi, Jeza. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1121-:d:1623158.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04675599.

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2024Boosting and Predictability of Macroeconomic Variables: Evidence from Brazil. (2024). Torrent, Hudson Silva ; Lindenmeyer, Guilherme Schultz. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10421-3.

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2025Forecasting portfolio variance: a new decomposition approach. (2025). Zhang, Dayong ; Yu, BO ; Ji, Qiang. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:1:d:10.1007_s10479-023-05546-5.

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2024“Fly down”: the impact of new accounting standards on the airline industry risk assessment. (2024). Comerio, Niccol ; Pacicco, Fausto ; Serati, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02608-w.

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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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2024Capturing Swiss economic confidence. (2024). Wegmueller, Philipp ; Glocker, Christian. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00120-7.

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2024Panel data nowcasting: The case of price–earnings ratios. (2024). Babii, Andrii ; Ball, Ryan T ; Striaukas, Jonas ; Ghysels, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:292-307.

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2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2341-2357.

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2025Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting. (2025). Schweikert, Karsten ; Franjic, Domenic. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:255-269.

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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 nother version. Agregated cites: 22		paper
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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This paper has nother version. Agregated cites: 22		paper
2018Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: MPRA Paper.
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This paper has nother version. Agregated cites: 22		paper
2020Forecasting financial stress indices in Korea: a factor model approach.(2020) In: Empirical Economics.
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This paper has nother version. Agregated cites: 22		article
2015Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2015Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean).(2015) In: Working Papers.
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This paper has nother 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.
[Full Text][Citation analysis]		paper0
2019Systemic Risk of the Consumer Credit Network across Financial Institutions In: Working Papers.
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2024Systemic risk in the consumer credit network across financial institutions.(2024) In: Journal of the Asia Pacific Economy.
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This paper has nother version. Agregated cites: 0		article
2014Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence In: Journal of Econometrics.
[Full Text][Citation analysis]		article99
2011Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence.(2011) In: Departmental Working Papers.
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This paper has nother version. Agregated cites: 99		paper
2018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods In: International Journal of Forecasting.
[Full Text][Citation analysis]		article67
2025State-Dependent Phillips Curve In: Economies.
[Full Text][Citation analysis]		article0
2013Mining Big Data Using Parsimonious Factor and Shrinkage Methods In: Departmental Working Papers.
[Full Text][Citation analysis]		paper1
2022A dynamic analysis of household debt using a self-organizing map In: Empirical Economics.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article8

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