Tae-Hwan Kim : Citation Profile

Yonsei University

19

H index

27

i10 index

1632

Citations

RESEARCH PRODUCTION:

44

Articles

51

Papers

1

Chapters

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 62
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 40 (2.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki53
   Updated: 2025-07-05    RAS profile: 2025-06-09    
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Relations with other researchers

Works with:

Mizen, Paul (3)

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

Is cited by:

Apergis, Nicholas (34)

Rault, Christophe (33)

Ventosa-Santaulària, Daniel (32)

Noriega, Antonio (26)

Taylor, Robert (20)

Kruse, Robinson (19)

Raputsoane, Leroi (18)

Pesaran, Mohammad (17)

Shahbaz, Muhammad (17)

Sibbertsen, Philipp (17)

MULLER, Christophe (15)

Cites to:

Chen, Xiaohong (33)

Chernozhukov, Victor (31)

MULLER, Christophe (29)

koenker, roger (27)

Wieland, Volker (24)

Andrews, Donald (21)

Hansen, Christian (20)

Gertler, Mark (20)

Xiao, Zhijie (20)

Svensson, Lars (19)

Bernanke, Ben (19)

Main data

Where Tae-Hwan Kim has published?

Journals with more than one article published# docs
Journal of Time Series Analysis6
Applied Economics5
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics3
Finance Research Letters3
Applied Economics Letters3
Economics Letters3
Journal of Macroeconomics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute19
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego6
Working Papers / HAL4
AMSE Working Papers / Aix-Marseille School of Economics, France4
Post-Print / HAL2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)2
Working Paper Series / European Central Bank2
Econometrics / University Library of Munich, Germany2

Recent works citing Tae-Hwan Kim (2025 and 2024)

YearTitle of citing document
2024Crowding-out Effect of Public Debt on Private Sector Credit in Nigeria. (2024). Nwankwo, Nneka ; Joseph, Terungwa Paul. In: African Journal of Economic Review. RePEc:ags:afjecr:347736.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2024). Zhang, Huacheng ; Lamoureux, Christopher G. In: Papers. RePEc:arx:papers:2104.12975.

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2024A semi-parametric dynamic conditional correlation framework for risk forecasting. (2024). Storti, Giuseppe ; Wang, Chao. In: Papers. RePEc:arx:papers:2207.04595.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2024). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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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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2024Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). Baruník, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497.

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2024A Structural Approach to Growth-at-Risk. (2024). Wojciechowski, Robert. In: Papers. RePEc:arx:papers:2410.04431.

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2024Inflation, Attention and Expectations. (2024). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: Working Papers. RePEc:bbh:wpaper:24-05.

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2025Intellectual Capital and Firm Performance of Deposit Money Banks: Supporting Role of Management. (2025). Orsaa, Gbegi Daniel ; Ilemona, Alfred Sani ; Orosegbo, Josiah Oteri. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2019-2029.

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2025The Role of Weather Anomalies in Shaping Investor Sentiment and Stock Market Performance: A Conceptual Analysis. (2025). Shehryar, Muhammad. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-3:p:558-565.

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2024Higherâ€order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2025Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01.

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2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

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2024Carbon Neutrality and Sustainable Development: An Empirical Study of Indonesia€™s Renewable Energy Adoption. (2024). Sabbar, Sabbar Dahham ; Djam, Fitriwati ; Agustin, Grisvia ; Paddu, Abdul Hamid ; Abdi, Indraswati Tri ; Sari, Nur Dwiana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-48.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024Decentralization, institutional quality, and carbon neutrality: Unraveling the nexus in Chinas pursuit of sustainable development. (2024). Ji, Xiangfeng ; Afshan, Sahar ; Umar, Muhammad ; Safi, Adnan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1238-1249.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Hu, Xin ; Zhou, Sitong ; Zhu, BO ; Zhang, Bokai. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Arshed, Noman ; Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740.

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2024Hypothesis testing on high dimensional quantile regression. (2024). Chen, Zhao ; Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2024Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Chen, Zhao ; Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk. (2024). Fosten, Jack ; Corradi, Valentina ; Gutknecht, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000927.

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2024Scenario-based quantile connectedness of the U.S. interbank liquidity risk network. (2024). Bai, Jushan ; Ando, Tomohiro ; Vojtech, Cindy M ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001325.

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2024Inference in predictive quantile regressions. (2024). Maynard, Alex ; Shimotsu, Katsumi ; Kuriyama, Nina. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203.

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2025Natural disasters as macroeconomic tail risks. (2025). Moench, Emanuel ; Chavleishvili, Sulkhan. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002653.

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2025Sparse simulation-based estimator built on quantiles. (2025). Petrella, Lea ; Bernardi, Mauro ; Stolfi, Paola. In: Econometrics and Statistics. RePEc:eee:ecosta:v:34:y:2025:i:c:p:32-43.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2024Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:332-344.

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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis. (2024). Singh, Prakash ; Siddiki, Jalal ; Kaur, Charanjit. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001361.

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2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Shahzad, Umer ; Sharma, Gagan Deep ; Orsi, Bianca. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025Chinas blueprint for a sustainable energy future: Analyzing the factors behind the climate change and globalized knowledge-based technological policies. (2025). , Danish ; Hassan, Syed Tauseef ; Gong, Bengang. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001926.

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2025News sentiment, climate conditions, and New Zealand electricity market: A real-time bidding policy perspective. (2025). Sbai, Erwann ; Tao, Miaomiao ; Sheng, Mingyue Selena ; Wang, Guanghao. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004268.

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2025Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2025EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2025Geoeconomic fragmentation: What is at stake for energy transition in the Global North? Empirical evidence from panel-quantile-type estimation methods. (2025). Kksal, Cihat ; Olasehinde-Williams, Godwin. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:2:s2949753125000244.

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2024Improving inflation forecasts using robust measures. (2024). Verbrugge, Randal ; Zaman, Saeed. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2024Inflation at risk in advanced and emerging market economies. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

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2024On the estimation of Value-at-Risk and Expected Shortfall at extreme levels. (2024). Wang, Shixuan ; Lazar, Emese ; Pan, Jingqi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000102.

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2024Food-fuel nexus beyond mean-variance: New evidence from a quantile approach. (2024). Etienne, Xiaoli ; Wang, Linjie ; Li, Jian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000606.

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2024Assessing the nexus between fintech, natural resources, government effectiveness, and environmental pollution in China: A QARDL study. (2024). Shamansurova, Zilola ; Feng, Shanshan ; Li, Jianfeng ; Nawi, Hafizah Mat ; Alhamdi, Fuad Mohammed. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011443.

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2024Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Du, HE ; Zhang, Chunguang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698.

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2024Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China. (2024). Dong, Yuxing ; Wang, Lei ; Liu, Jing ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012230.

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2024Exploring the Nexus between Fintech, natural resources, urbanization, and environment sustainability in China: A QARDL study. (2024). Liu, Liqun ; Halteh, Khaled ; Alzoubi, Haitham M ; Mahmoud, Haitham A ; Arnone, Gioia ; Shukurullaevich, Nizomjon Khajimuratov. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012680.

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2024How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199.

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2024Exploring the critical nexus among energy mineral, globalization, and CO2 emissions in NAFTA: Whats the forums response amid asymmetries?. (2024). Jahanger, Atif ; Hossain, Mohammad Razib ; Awan, Ashar. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001922.

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2024Fintech inclusion in natural resource utilization, trade openness, resource productivity, recycling and minimizing waste generation: Does technology really drive economies toward green growth?. (2024). Huang, Lihua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002228.

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2024Revolutionizing sustainable economic growth in China: Harnessing natural resources, green development, and fintech for a greener future.. (2024). Ma, Rui ; Chen, Liang ; Li, Jing ; Zhou, Fengjiao. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003118.

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2024Asymmetric impacts of coal prices, fintech, and financial stress on clean energy stocks. (2024). Liu, Yongtuan ; Wang, Kewei. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003210.

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2024Transition towards natural resource rents and green technology to achieve Chinas COP26 success: A novel insights in the case of trade openness and environmental pollution. (2024). Luqman, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s030142072400388x.

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2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

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2024Understanding the impact of Fintech, and Mineral Resources on Artificial Intelligence currency: A global evidence from QARDL Approach. (2024). Yang, Yandi ; Du, Xinqiang ; Jia, Xinlin ; Li, Wenting ; Song, Lina ; Gao, Hongyu. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005257.

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2024The effectiveness of geopolitical risk, load capacity factor, and urbanization on natural resource rent: Evidence from top ten oil supplier countries. (2024). Erdogan, Sinan ; Pata, Ugur Korkut ; Kartal, Mustafa Tevfik. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005919.

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2024Shades of sustainability: Decoding the influence of fintech, natural resources and green ICT on CO2 emissions and green growth in China. (2024). Wang, Mengzhen ; Chandni, Kehkashan ; Yang, Yihan ; Jiang, HU. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006421.

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2024Unlocking the potential of natural resources, fintech and fiscal policy for carbon neutrality; evidence from N-11 nations. (2024). Feng, Shaohuai ; Mohd, Mohd Wira ; Ren, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007116.

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2024Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234.

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2024Handling asymmetries in the trade balance. (2024). Bertsatos, Georgios ; Agiomirgianakis, George ; Tsounis, Nicholas. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:1:p:1-13.

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2024Environmental higher education, formal finance, energy security risk, and renewable energy investment in China: An aggregate and disaggregate analysis. (2024). Ullah, Sana ; Zeng, Qingrui ; Hafeez, Muhammad ; Sher, Falak. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011704.

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2025Exploring the nexus among green finance, renewable energy and environmental sustainability: Evidence from OECD economies. (2025). Shahzad, U ; Anwar, Muhammad Awais ; Altaf, Asma ; Bilan, Yuriy. In: Renewable Energy. RePEc:eee:renene:v:244:y:2025:i:c:s0960148125002514.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2025Decoding the nexus: How fintech and AI stocks drive the future of sustainable finance. (2025). Ren, Yi-Shuai ; Liu, Xukang ; Ma, Chao-Qun ; Klein, Tony. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000401.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Li, Yueshan ; Chen, Shoudong ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2025Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis. (2025). Wu, Xinyu ; Liu, Xiaoli ; Hau, Liya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003957.

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2024A new approach for measuring poverty or social exclusion reduction in European NUTS 2 regions. (2024). Postiglione, Paolo ; di Battista, Luca ; Cartone, Alfredo. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124001010.

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2025Functional-coefficient quantile cointegrating regression with stationary covariates. (2025). Zhang, Jing ; Li, Haiqi ; Zheng, Chaowen. In: Statistics & Probability Letters. RePEc:eee:stapro:v:219:y:2025:i:c:s0167715224003134.

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2025Profit produced by post-pandemic inflation: Evidence from an emerging economy. (2025). Ulug, Mehmet ; Mert, Mehmet ; Isik, Sayim. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:233-244.

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2024Transition towards environmental sustainability through financial inclusion, and digitalization in China: Evidence from novel quantile-on-quantile regression and wavelet coherence approach. (2024). Zhang, Wei ; Bakhsh, Satar ; Anas, Muhammad ; Ali, Kishwar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006984.

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2024A question for sustainable development goal 10: How relevant is innovation patenting receipts to income distributions?. (2024). Odhiambo, Nicholas ; Zaman, Umer ; Ngepah, Nicholas ; Onwe, Joshua Chukwuma ; Uche, Emmanuel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003020.

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2024Asymmetric spillovers and resilience in physical and financial assets amid climate policy uncertainties: Evidence from China. (2024). Hu, Guoheng ; Wu, Guo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004992.

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2025Higher-order Moment Inequality Restrictions for SVARs. (2025). Melosi, Leonardo ; ferroni, filippo ; Andrade, Philippe. In: Working Papers. RePEc:fip:fedbwp:99752.

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2024The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound. (2024). Martínez García, Enrique ; Zhang, Yixiang. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98916.

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2025The Asymmetric Relationship Between Tourism and Economic Growth: A Panel Quantile ARDL Analysis. (2025). Alsaraireh, Ahmad ; Alsarayreh, Ahmad ; Alqaralleh, Huthaifa. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:97-:d:1625470.

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2024Testing the Nonlinear Long- and Short-Run Distributional Asymmetries Effects of Bitcoin Prices on Bitcoin Energy Consumption: New Insights through the QNARDL Model and XGBoost Machine-Learning Tool. (2024). Zaghdoudi, Taha ; Boubaker, Sahbi ; Talbi, Mariem ; Tissaoui, Kais ; Hkiri, Besma. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2810-:d:1410957.

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2025The Impact of Energy Efficiency Technologies, Political Stability and Environmental Taxes on Biocapacity in the USA. (2025). Simionescu, Mihaela. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:9:p:2180-:d:1641640.

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2024Advanced Statistical Analysis of the Predicted Volatility Levels in Crypto Markets. (2024). Azhmyakov, Vadim ; Guzman, Luz Adriana ; Shirokov, Ilya. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:279-:d:1428174.

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2024The Refinement of a Common Correlated Effect Estimator in Panel Unit Root Testing: An Extensive Simulation Study. (2024). Omay, Tolga ; Eryilmaz, Meltem ; Emirmahmutoglu, Furkan ; Akdi, Yilmaz. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:22:p:3458-:d:1514655.

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2024Modified Block Bootstrap Testing for Persistence Change in Infinite Variance Observations. (2024). Zhang, SI ; Su, Menglin ; Jin, Hao. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:2:p:258-:d:1318318.

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2025Partially Functional Linear Regression Based on Gaussian Process Prior and Ensemble Learning. (2025). Xu, Jiaqi ; Sun, Weice ; Liu, Tao. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:853-:d:1605316.

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2025The Role of Human Capital and Energy Transition in Driving Economic Growth in Sub-Saharan Africa. (2025). Iik-Erbilen, Sheyla ; Tr-Seraj, Fatma. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4889-:d:1664940.

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2025Assessing the Impact of Green Environmental Policy Stringency on Eco-Innovation and Green Finance in Pakistan: A Quantile Autoregressive Distributed Lag (QARDL) Analysis for Sustainability. (2025). Haluza, Daniela ; Hafeez, Muhammad ; Tunio, Fayaz Hussain ; Ahmed, Farhan ; Nabi, Agha Amad. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1021-:d:1578052.

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2025The Impact of Human Capital, Natural Resources, and Renewable Energy on Achieving Sustainable Cities and Communities in European Union Countries. (2025). Simionescu, Mihaela ; Radulescu, Magdalena ; Kartal, Mustafa Tevfik ; Balsalobre-Lorente, Daniel. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:2237-:d:1605410.

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2024Leveraging interest-growth differentials: Hidden effects of government financial assets in the European Union. (2024). Alves, José ; Wagner, Clarisse. In: Working Papers REM. RePEc:ise:remwps:wp03072024.

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2024CAViaR Model Selection Via Adaptive Lasso. (2024). Cai, Zongwu ; Fang, Ying ; Tian, Dingshi. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202403.

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2025Penalized Optimal Forecast Combination for Quantile Regressions. (2025). Wang, Shouyang ; Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202514.

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2024New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices. (2024). Li, Yanglin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10381-8.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2024RETRACTED ARTICLE: Toward a greener energy transition: examining the effects of circular economy and carbon footprint for sustainable development. (2024). Niu, Yongqin. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09601-4.

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More than 100 citations found, this list is not complete...

Works by Tae-Hwan Kim:

YearTitleTypeCited
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers.
[Full Text][Citation analysis]		paper4
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2013A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers.
[Full Text][Citation analysis]		paper4
2013A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers.
[Full Text][Citation analysis]		paper0
2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2017A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers.
[Full Text][Citation analysis]		paper3
2017A robust test of exogeneity based on quantile regressions.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2001James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article10
2000James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2000James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(1999) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2002A Direct Test for Cointegration Between a Pair of Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2003Testing for Linear Trend with Application to Relative Primary Commodity Prices In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article54
2004Asymptotic meanâ€squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2004Behaviour of Dickey–Fuller Unitâ€Root Tests Under Trend Misspecification In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article14
2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics.
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This paper has nother version. Agregated cites: 14		paper
2005Examination of Some More Powerful Modifications of the Dickey–Fuller Test In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article45
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2007CUSUM of Squaresâ€Based Tests for a Change in Persistence In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article46
2000 Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article20
2000Spurious Rejections by Perron Tests in the Presence of a Break In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article18
2006Regressionâ€based Tests for a Change in Persistence* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article18
2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article56
2002Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper24
2003ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION.(2003) In: Advances in Econometrics.
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This paper has nother version. Agregated cites: 24		chapter
2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper13
2005Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2003On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper6
2008Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
[Full Text][Citation analysis]		paper210
2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		article
2012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 210		paper
2003Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper0
2004Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper9
2005Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2004Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper0
2003Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal.
[Full Text][Citation analysis]		article56
2004Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal.
[Full Text][Citation analysis]		article70
2004TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2021Impulse response analysis in conditional quantile models with an application to monetary policy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2020Impulse response analysis in conditional quantile models with an application to monetary policy.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2010Estimating monetary reaction functions at near zero interest rates In: Economics Letters.
[Full Text][Citation analysis]		article8
2004Spurious regressions with stationary processes around linear trends In: Economics Letters.
[Full Text][Citation analysis]		article25
2002Unit root tests with a break in innovation variance In: Journal of Econometrics.
[Full Text][Citation analysis]		article80
2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
[Full Text][Citation analysis]		article194
2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 194		paper
2015The instability of the Pearson correlation coefficient in the presence of coincidental outliers In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2014The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2004On more robust estimation of skewness and kurtosis In: Finance Research Letters.
[Full Text][Citation analysis]		article161
2012Robust estimation of covariance and its application to portfolio optimization In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2018Multi-dimensional portfolio risk and its diversification: A note In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2005On suboptimality of the Hodrick-Prescott filter at time series endpoints In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article122
2012Monetary information and monetary policy decisions: Evidence from the euroarea and the UK In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
2020Inconsistency transmission and variance reduction in two-stage quantile regression In: Post-Print.
[Full Text][Citation analysis]		paper2
2017Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression In: Working Papers.
[Full Text][Citation analysis]		paper2
2005TWO-STAGE HUBER ESTIMATION In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper2
2004More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article176
2008Forecasting changes in UK interest rates In: Journal of Forecasting.
[Full Text][Citation analysis]		article15
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2006Forecasting changes in UK interest rates.(2006) In: Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2025On the relationship between corruption and political ideology: the case of South Korea In: Asia Europe Journal.
[Full Text][Citation analysis]		article0
2021Testing for structural breaks in return-based style regression models In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2020Testing for Structural Breaks in Return-Based Style Regression Models.(2020) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking.
[Citation analysis]		article37
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper0
2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2010VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper.
[Full Text][Citation analysis]		paper19
2020Does political orientation affect happiness? The case of South Korea In: Applied Econometrics.
[Full Text][Citation analysis]		article0
2020Does Political Orientation Affect Happiness? The Case of South Korea.(2020) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2003Behaviour of cointegration tests in the presence of structural breaks in variance In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2010The effect of a variance shift on the Breusch-Godfreys LM test In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2001Unit root tests based on inequality-restricted estimators In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia In: Applied Financial Economics.
[Full Text][Citation analysis]		article27
2012The influence of school quality on housing prices in Korea In: Applied Economics.
[Full Text][Citation analysis]		article3
2011The influence of school quality on housing prices in Korea.(2011) In: Applied Economics.
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This paper has nother version. Agregated cites: 3		article
2006Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility In: Applied Economics.
[Full Text][Citation analysis]		article6
2008A more powerful modification of Johansens cointegration tests In: Applied Economics.
[Full Text][Citation analysis]		article0
2015Revisiting growth empirics based on IV panel quantile regression In: Applied Economics.
[Full Text][Citation analysis]		article0
2014Revisiting Growth Empirics Based on IV Panel Quantile Regression.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article0
2014UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2012A test for endogeneity in conditional quantile models In: Working papers.
[Full Text][Citation analysis]		paper0
2012On measuring the nonlinear effect of interest rates on inflation and output In: Working papers.
[Full Text][Citation analysis]		paper0
2013Testing for Autocorrelation in Quantile Regression Models In: Working papers.
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2014Testing for Autocorrelation in Quantile Regression Models.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2015Multi-dimensional Risk and its Diversification In: Working papers.
[Full Text][Citation analysis]		paper0
2015Revisiting the Effect of FDI on Economic Growth using Quantile Regression In: Working papers.
[Full Text][Citation analysis]		paper2
2017Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being In: Working papers.
[Full Text][Citation analysis]		paper0
2020Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy In: Working papers.
[Full Text][Citation analysis]		paper0
2020Dealing with Markov-Switching Parameters in Quantile Regression Models In: Working papers.
[Full Text][Citation analysis]		paper0
2024Generalized Impulse and Its Measure In: Working papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team