yongcheol shin : Citation Profile

University of York

35

H index

49

i10 index

28781

Citations

RESEARCH PRODUCTION:

56

Articles

75

Papers

2

Books

3

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 899
   Journals where yongcheol shin has often published
   Relations with other researchers
   Recent citing documents: 2797.    Total self citations: 67 (0.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh557
   Updated: 2025-12-20    RAS profile: 2025-04-06    
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Relations with other researchers

Works with:

Greenwood-Nimmo, Matthew (6)

Cho, Jin Seo (4)

Pesaran, Mohammad (3)

Zheng, Chaowen (3)

Kapetanios, George (3)

Choi, In (3)

Chen, Jia (2)

Nguyen, Viet Hoang (2)

Lin, Rui (2)

Serlenga, Laura (2)

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

Is cited by:

Shahbaz, Muhammad (486)

Pesaran, Mohammad (301)

Bahmani-Oskooee, Mohsen (273)

GUPTA, RANGAN (182)

Odhiambo, Nicholas (177)

Chang, Tsangyao (154)

Asongu, Simplice (148)

Tiwari, Aviral (131)

Mohaddes, Kamiar (125)

Gil-Alana, Luis (121)

Rault, Christophe (119)

Cites to:

Pesaran, Mohammad (182)

Kapetanios, George (52)

Hansen, Bruce (43)

Phillips, Peter (38)

Diebold, Francis (35)

Bai, Jushan (35)

Yilmaz, Kamil (34)

Schmidt, Peter (26)

Chudik, Alexander (25)

Smith, L. Vanessa (24)

Dees, Stephane (23)

Main data

Where yongcheol shin has published?

Journals with more than one article published# docs
Journal of Econometrics12
Economics Letters6
Econometric Reviews2
Journal of Business & Economic Statistics2
Econometric Theory2
Econometrics Journal2
Journal of Applied Econometrics2
Journal of Applied Econometrics2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh19
SERIES / Dipartimento di Economia e Finanza - Universit degli Studi di Bari "Aldo Moro"4
Working papers / Yonsei University, Yonsei Economics Research Institute4
Working Papers / Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)3
CESifo Working Paper Series / CESifo2
IMK Working Paper / IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute2
Royal Economic Society Annual Conference 2002 / Royal Economic Society2

Recent works citing yongcheol shin (2025 and 2024)

YearTitle of citing document
2025Energy demand response to the dynamics of the currency valuation: Evidence from G7 countries. (2025). Chang, Bisharat Hussain ; Pan, Shin-Hung ; Laurinavicius, Algimantas ; Vongmileuth, Sonesavanh. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:1:p:1-34.

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2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

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2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2025Worldwide Nickel Ore Trade, Its Stability and the Characteristics: A Fresh Policy Analysis. (2025). Uddin, Mohammed Ahmar ; Laurinavicius, Antanas ; Salman, Asma ; Abdelsalam, Mohamed Elsayed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:85-118.

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2025Analyzing the impact of macroeconomic variables on agricultural derivatives performance in the SAFEX market. (2025). Mudau, Tanganedzani ; Mokatsanyane, Daniel. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:7:y:2025:i:1:p:16-29.

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2025Asymmetric Impact of Interest Rate on Economic Growth in Kenya. (2025). Maluleke, Glenda ; Saungweme, Talknice ; Odhiambo, Nicholas M. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:7:y:2025:i:1:p:69-81.

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2024The Relationship Between Inflation, Human Development Index and CO2 in Selected Country Groups. (2024). Engl, Aykut ; Akan, Canan Daidir ; Alkan, Ufuk ; Ate, Mehmet Hanifi. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:39:y:2024:i:122:p:79-109.

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2025he Power That Rusts the Gears: How Corruption Affects Russia’s Growth. (2025). Tosunolu, Mahir ; Polat, Brahim Halil. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:124:p:122-146.

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2025The Role of Carbon Tax in the Paradox of Environmental Quality and Economic Growth: An Application on Finland With the ARDL Approach. (2025). Dilber, Caner. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:124:p:371-393.

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2025Sectoral labour productivity and unemployment in South Africa. (2025). Megbowon, Ebenezer ; Zerihun, Mulatu. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:1:p:131-141.

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2025Multivariate Granger causality between financial markets: Evidence from US, Europe, Asia and Emerging market. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:270-275.

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2024Midiendo la relación entre crecimiento e inversión en un modelo AK. (2024). Luis, Descalzi Ricardo ; Sergio, Barone. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4726.

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2024Intergovernmental transfers and dynamic adjustment of subnational budgets. (2024). Puig, Jorge ; Bautista, Vidal Juan ; Alberto, Porto. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4754.

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2025DOES GOVERNANCE MATTER IN MEDIATING THE RESOURCE CURSE? EVIDENCE FROM ZAMBIA. (2025). Saungweme, T ; Nondo, C ; Odhiambo, N M. In: Working Papers. RePEc:afa:wpaper:wp022025.

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2024DO NATURAL RESOURCE RENTS AID RENEWABLE ENERGY TRANSITION IN RESOURCE-RICH AFRICAN COUNTRIES? THE ROLES OF INSTITUTIONAL QUALITY AND ITS THRESHOLD. (2024). Odhiambo, N M ; Olaniyi, C O. In: Working Papers. RePEc:afa:wpaper:wp032024.

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2024DOES INSTITUTIONAL QUALITY MATTER IN THE FINANCIAL DEVELOPMENT-ECONOMIC COMPLEXITY NEXUS? EMPIRICAL INSIGHTS FROM AFRICA. (2024). Odhiambo, N M ; Olaniyi, C O. In: Working Papers. RePEc:afa:wpaper:wp042024.

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2024Is there convergence or divergence in per capita energy consumption in sub-Saharan African countries?. (2024). Tıraşoğlu, Muhammed ; Tiraolu, Muhammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:129-140.

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2024Nexus between global financial integration and economic growth: An ARDL approach. (2024). Faruk, Mohammad Omar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:161-182.

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2024What drives Tunisian economic growth: urbanization or rural development?. (2024). Bakari, Sayef ; el Weriemmi, Malek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:215-242.

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2024Impact of inflation and exchange rate on stock market returns in India: An ARDL approach. (2024). Tejesh, H R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:2(639):p:25-36.

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2024The effect of population ageing on savings: a time series analysis for Türkiye. (2024). Karagz, Kadir. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:153-164.

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2024Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan. (2024). Rahimov, Vugar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:85-96.

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2025Analyze the environmental sustainability factors in India: the role of ecological footprint and CO2 emission. (2025). Gona, Babu Rao. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:207-220.

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2025Is Balance of Payments a monetary phenomenon: doctrinal aspects and empirical evidence from India. (2025). Raj, Rose Govindha ; Roula, Balaram ; Kubendran, N. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:281-300.

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2025Analysis of the relationship between the optimal level of public spending and economic growth Evidence and experimental study on Algeria. (2025). Benazza, Mohammed ; Layati, Djahida. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:313-327.

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2024State-level heterogeneities in US food insecurity – an assessment of long-term predictors. (2024). Yu, Xiaohua ; Hoeschle, Lisa ; Wang, Hong Holly. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343686.

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2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Sawadgo, Wendiam ; Li, Wenying ; Deb, Prokash. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343809.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024State-level heterogeneities in US food insecurity – an assessment of long-term predictors. (2024). Yu, Xiaohua ; Wang, Hong Holly ; Hoeschle, Lisa. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343686.

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2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Deb, Prokash ; Sawadgo, Wendiam ; Li, Wenying. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343809.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Zhang, Wenbei ; Qiu, Feng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344062.

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2025Price Connectedness in U.S. Biodiesel and Petroleum Diesel Markets. (2025). Irwin, Scott H ; Gerveni, Maria ; Serra, Teresa. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360642.

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2025Quantile Connectedness and Tail Risks: Interactions between Energy and Agricultural Markets. (2025). Albores, Isaac. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360695.

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2025Stochastic modelling of food insecurity risk in Africa: Use of Vine Copulas and cointegration approaches. (2025). Pede, Valerien O ; Okou, Cyrille Guei ; Jeremy, Ronald ; Amar, Amine. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360696.

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2024The role of agriculture, industry and the service sector in economic growth: The case of Mozambique. (2024). Muyambiri, Brian. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:339728.

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2024Oil Price Shocks and Income Inequality in Nigeria: Evidence from Nonlinear ARDL Approach. (2024). Akinlo, Anthony. In: African Journal of Economic Review. RePEc:ags:afjecr:340552.

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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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2024Agriculture and Climate Change: Assessing Carbon Emissions from Diverse Agricultural Activities in Nigeria. (2024). Oyeleke, Olusola Joel ; Rasaki, Mutiu Gbade. In: African Journal of Economic Review. RePEc:ags:afjecr:362934.

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2024Testing Gender and Race Non-linear Unemployment Invariance Hypothesis in South Africa: Evidence from Threshold Regression. (2024). , Unknown. In: African Journal of Economic Review. RePEc:ags:afjecr:362936.

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2025Impact of Institutional Quality on Inclusive Growth in Nigeria. (2025). Baruwa, Oluwatosin Yewande. In: African Journal of Economic Review. RePEc:ags:afjecr:362945.

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2024Modeling Asymmetric Effects of Exchange Rate Fluctuations on Agricultural Trade Balance: Evidence from Iran and Iraq. (2024). Falsafian, Azadeh ; Hamad, Mudhafar Ahmed. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:348977.

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2024Impact of the total expenditure shocks on food security: VAR model. (2024). Al-Mahish, Mohammed ; Elzaki, Raga M ; Alkunain, Batool. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355971.

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2024Impact of Covid-19 pandemic on Indonesia’s agricultural subsectors: an ARDL approach. (2024). Tampubolon, Jongkers ; Sembiring, Surya Abadi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:355980.

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2024Spatial Price Transmission in the Retail Rice Markets of the Philippines. (2024). Bathan, B M. In: ASEAN University for Sustainable Food System, Faculty of Economics, Kasetsart University, Bangkok, Thailand, April 18-19, 2024. RePEc:ags:asea24:344438.

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2024Cointegration Analysis of the Worlds Black Pepper Export Market Among Major Producers. (2024). Allan, R ; Rosli, A ; Daud, A. In: ASEAN University for Sustainable Food System, Faculty of Economics, Kasetsart University, Bangkok, Thailand, April 18-19, 2024. RePEc:ags:asea24:344439.

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2024Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344294.

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2024Trade policies and the transmission of international to domestic prices. (2024). von Cramon-Taubadel, Stephan ; Kastens, Lina ; Hoffmann, Clemens ; Vportugal-Perez, Alberto. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344313.

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2024Food Price Inflation in India: Determinants and their Asymmetric Impact. (2024). Sharma, Purushottam ; Anwer, Md Ejaz ; Meena, Dinesh Chand. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344332.

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2083Investment behaviour of EU arable crop farms in selected EU countries and the impact of policy reforms. (2013). Veneziani, Mario ; Sckokai, Paolo ; Moro, Daniele ; Guastella, Gianni. In: Working papers. RePEc:ags:famawp:152083.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2024Analysis of Relationship between Maize Production and Fertilizer Imports in Malawi: Auto Regressive Distributed Lag (ARDL) Model Approach to Cointegration. (2024). Kumwenda, Nemon ; Chikafa, Scora. In: Agri-Tech Economics Papers. RePEc:ags:haaepa:373443.

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2024Analysis of Relationship between Maize Production and Fertilizer Imports in Malawi: Auto Regressive Distributed Lag (ARDL) Model Approach to Cointegration. (2024). Kumwenda, Nemon ; Chikafa, Scora. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:373443.

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2024Measuring and benchmarking time-varying market efficiency. (2024). Mu, Yali. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344294.

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2024Trade policies and the transmission of international to domestic prices. (2024). Hoffmann, Clemens ; Vportugal-Perez, Alberto ; Kastens, Lina ; von Cramon-Taubadel, Stephan. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344313.

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2024Food Price Inflation in India: Determinants and their Asymmetric Impact. (2024). Meena, Dinesh Chand ; Sharma, Purushottam ; Anwer, Md Ejaz. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344332.

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2024Higher Derivative Block Method Forecast Analysis of Agricultural Components and Their Impact on Economic Growth. (2024). Oyetade, Oluwatoyese Oluwapemi ; Adeyeye, Oluwaseun. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:341521.

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2024Price Links Among Qualitatively Differentiated Meats: Evidence from The UK Wholesale Beef Market. (2024). Fousekis, Panos. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:344846.

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2024Higher Derivative Block Method Forecast Analysis of Agricultural Components and their Impact on Economic Growth. (2024). Adeyeye, Oluwaseun ; Oyetade, Oluwatoyese Oluwapemi. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:346747.

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2024Wzrost gospodarczy napędzany przez płace czy zyski? Przypadek Polski. (2024). Kaczmarski, Dominik. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360586.

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2024Czy zrównoważony rozwój gospodarczy może ograniczyć emisję dwutlenku węgla? Spostrzeżenia dotyczące przemysłu Algierii. (2024). Boumediene, Sidi Mohamed ; Zemri, Bouazza Elamine. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361240.

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2024Ocena wpływów makroekonomicznych na rentowność indyjskich obligacji skarbowych – spostrzeżenia z podejścia opartego na teście granic ARDL. (2024). Patra, Suresh Kumar ; Naik, Pramod Kumar. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361246.

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2024Determinants of the Share of the Economy Contributed by the Forestry Industry in Ghana from 1975 to 2023. (2024). Kwabena, Samuel Ampomah. In: Research on World Agricultural Economy. RePEc:ags:reowae:347932.

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2024The Painful Double-Knock on Food Prices: 2008 Financial Crises and COVID-19 Pandemic. (2024). Oduniyi, Oluwaseun Samuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:347936.

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2024Analysis of Ghana—Nigeria Export Trade: Linkages, Impacts and Policy Implications. (2024). Shaibu, Ufedo Monday. In: Research on World Agricultural Economy. RePEc:ags:reowae:348768.

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2024The Painful Double-Knock on Food Prices: 2008 Financial Crises and COVID-19 Pandemic. (2024). Oduniyi, Oluwaseun Samuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:348824.

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2024Analysis of Ghana—Nigeria Export Trade: Linkages, Impacts and Policy Implications. (2024). Shaibu, Ufedo Monday. In: Research on World Agricultural Economy. RePEc:ags:reowae:348846.

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2024An Empirical Investigation of the Relationship Between Foreign Direct Investment and Unemployment Rate in Azerbaijan: An ARDL approach. (2024). Karimov, Mehman. In: Asian Journal of Applied Economics. RePEc:ags:thkase:356813.

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2025Assessing the Recent Shift in the Price Relationship Between India’s and Global Grain Markets. (2025). Zereyesus, Yacob Abrehe ; Majumdar, Inder ; Sabala, Ethan ; Cardell, Lila ; Ajewole, Kayode. In: Economic Research Report. RePEc:ags:uersrr:356562.

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2024Revolutionising Trade: Exploring how Innovation in Selected African Countries Shapes Economic Relations with Key Regions. (2024). Ijirshar, Victor ; Gbaka, Solomon ; Abachi, Philip Terhemen ; Andohol, Jerome Terhemba ; Okpe, Isa Jibrin. In: CECCAR Business Review. RePEc:ahd:journl:v:5:y:2024:i:5:p:51-70.

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2025Economic Policy Uncertainty, Foreign Investment and Capital Market Growth in Nigeria. (2025). Ijirshar, Victor Ushahemba ; Udaah, Isaiah Iortyom ; Abachi, Philip Terhemen ; Akaa, Rita Hiifan. In: CECCAR Business Review. RePEc:ahd:journl:v:6:y:2025:i:7:p:57-70.

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2025Inflation Spillovers and Geopolitical Risks: Evidence from Euro Area Countries Using TVP-VAR and Quantile Models. (2025). Marangoz, Cumali. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:10:y:2025:i:1:p:140-159.

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2024Forecasting Entrepreneurial and Employability Opportunities in the UAE: A Government Finance Analysis. (2024). Hacine, Elhachemi Abdelkader ; Ahmed, Gamal Sayed ; Kwilinski, Aleksy. In: Virtual Economics. RePEc:aid:journl:v:7:y:2024:i:4:p:92-121.

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2025Foreign Direct Investment, Exports, and Labor Force: An ARDL Analysis of Economic Growth in Laos. (2025). Keothephar, Keoudone ; Aimin, Deng ; Srithilat, Vilayvanh. In: International Journal of Science and Business. RePEc:aif:journl:v:45:y:2025:i:1:p:30-43.

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2025Monetary Policy Effectiveness and Inflation Dynamics in a Dollarized Economy: Fresh insight from Laos. (2025). Keokinnaly, Thonemy ; Sivongxay, Khamfong ; Srithilat, Vilayvanh ; Keothephar, Keoudone. In: International Journal of Science and Business. RePEc:aif:journl:v:46:y:2025:i:1:p:15-28.

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2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2024Analysis of Long-Term and Short-Term Relationships between Electricity Consumption and Economic Growth in Industrialized Regions of Russia. (2024). Petrov, Mikhail B ; Serkov, Leonid A. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:136-158.

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2025Analysis of the Relationship between Inflation, Exchange Rate and Household Expenditures in the Russian Economy Using Wavelet Analysis. (2025). Serkov, Leonid A. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:1:p:59-90.

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2025The Impact of Subnational Internally Generated Revenue on Infrastructural Development: The Case of Kwara State, Nigeria. (2025). Yusuf, Agboola Hammed ; Alakija, Olufunmilayo Temitope ; Semana, Javan ; Shittu, Abiola ; Elegbede, Ganiy Adewale. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:24:y:2025:i:2:p:528-554.

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2025Intergovernmental transfers and dynamic adjustment of subnational budgets. (2025). Puig, Jorge ; Vidal, Bautista ; Porto, Alberto. In: CEFIP, Working Papers. RePEc:akh:wcefip:049.

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2024Uncertainty and Money Demand Function in Developing Countries. (2024). Asik, Bekir. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:111-136.

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2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2024Is the relationship between foreign direct investment and energy consumption asymmetric? Empirical evidence from Türkiye. (2024). Aydou, Zgr ; Gkce, Cem. In: Ekonomista. RePEc:aoq:ekonom:y:2024:i:4:p:420-433.

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2024“Economic uncertainty and redistribution”. (2024). Sorić, Petar ; Claveria, Oscar ; Soric, Petar. In: AQR Working Papers. RePEc:aqr:wpaper:202405.

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2024The Impact of Renewable and Non-Renewable Energy Consumption on CO2 Emissions in Türkiye: Evidence from Augmented ARDL Approach. (2024). Gezdim, Seyhat Bayrak ; Huseynov, Adil. In: Journal of Sustainable Development Issues (JOSDI). RePEc:arv:journl:v:2:y:2024:i:2:p:89-103.

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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2024). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2025Uniform Inference on High-dimensional Spatial Panel Networks. (2025). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2024Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests. (2024). Schienle, Melanie ; Gorgen, Konstantin ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2025Linear Multidimensional Regression with Interactive Fixed-Effects. (2025). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2025Bootstraps for Dynamic Panel Threshold Models. (2024). Gong, Woosik ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2211.04027.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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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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2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875.

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2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

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2024Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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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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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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

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2024On the Asymmetric Volatility Connectedness. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.12997.

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

Works by yongcheol shin:

YearTitleTypeCited
2021Dynamic Network Quantile Regression Model In: Papers.
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2024Dynamic Network Quantile Regression Model.(2024) In: Journal of Business & Economic Statistics.
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2011TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach In: SERIES.
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2012Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach.(2012) In: Review of International Economics.
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2012Globalisation and Technological Convergence in the EU In: SERIES.
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2013Globalisation and technological convergence in the EU.(2013) In: Journal of Productivity Analysis.
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2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels In: SERIES.
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2019Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure In: SERIES.
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2021Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure.(2021) In: Journal of Econometrics.
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1996Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks In: Archive Working Papers.
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2003Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy In: Journal of the American Statistical Association.
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2001Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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2018Noise Momentum Around the World In: Abacus.
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2023Recent developments of the autoregressive distributed lag modelling framework In: Journal of Economic Surveys.
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2021Recent Developments of the Autoregressive Distributed Lag Modelling Framework.(2021) In: Working papers.
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2016Forecasting distributions of inflation rates: the functional auto-regressive approach In: Journal of the Royal Statistical Society Series A.
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2012Trade, Technology and the Labour Market: The Case of South Africa-super- In: Oxford Bulletin of Economics and Statistics.
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2014Mapping Koreas International Linkages using Generalised Connectedness Measures In: Working Papers.
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2008Optimal Test for Markov Switching GARCH Models In: Studies in Nonlinear Dynamics & Econometrics.
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2000Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy In: Cambridge Working Papers in Economics.
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2002Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy.(2002) In: Royal Economic Society Annual Conference 2002.
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2023Reflections on Testing for Unit Roots in Heterogeneous Panels In: Cambridge Working Papers in Economics.
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2023Reflections on “Testing for Unit Roots in Heterogeneous Panels”.(2023) In: CESifo Working Paper Series.
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1993Cointegration and Speed of Convergence to Equilibrium. In: Cambridge Working Papers in Economics.
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1996Cointegration and speed of convergence to equilibrium.(1996) In: Journal of Econometrics.
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1995Long-Run Structural Modelling. In: Cambridge Working Papers in Economics.
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1999Long-Run Structural Modelling.(1999) In: Edinburgh School of Economics Discussion Paper Series.
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2002LONG-RUN STRUCTURAL MODELLING.(2002) In: Econometric Reviews.
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1995An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis. In: Cambridge Working Papers in Economics.
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1995Testing for Unit Roots in Heterogeneous Panels. In: Cambridge Working Papers in Economics.
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2003Testing for unit roots in heterogeneous panels.(2003) In: Journal of Econometrics.
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1996Testing for the Existence of a Long-run Relationship In: Cambridge Working Papers in Economics.
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1997Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables In: Cambridge Working Papers in Economics.
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1999Structural analysis of vector error correction models with exogenous I(1) variables.(1999) In: Edinburgh School of Economics Discussion Paper Series.
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1997Structural analysis of vector error correction models with exogenous I(1) variables.(1997) In: Edinburgh School of Economics Discussion Paper Series.
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2000Structural analysis of vector error correction models with exogenous I(1) variables.(2000) In: Journal of Econometrics.
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1997Generalised Impulse Response Analysis in Linear Multivariate Models In: Cambridge Working Papers in Economics.
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1998Generalized impulse response analysis in linear multivariate models.(1998) In: Economics Letters.
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1997Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels In: Cambridge Working Papers in Economics.
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1998A Long-run Structural Macro-econometric Model of the UK In: Cambridge Working Papers in Economics.
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2003A Long run structural macroeconometric model of the UK.(2003) In: Economic Journal.
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2001A long run structural macroeconometric model of the UK.(2001) In: Edinburgh School of Economics Discussion Paper Series.
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1998A Structural Cointegrating VAR Approach to Macroeconometric Modelling In: Cambridge Working Papers in Economics.
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1998A structural cointegrating VAR approach to macroeconometric modelling.(1998) In: Edinburgh School of Economics Discussion Paper Series.
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1999Bounds Testing Approaches to the Analysis of Long-run Relationships In: Cambridge Working Papers in Economics.
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1999Bounds Testing Approaches to the Analysis of Long Run Relationships.(1999) In: Edinburgh School of Economics Discussion Paper Series.
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2014Dynamic Panels with Threshold Effect and Endogeneity In: STICERD - Econometrics Paper Series.
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2023Regional Productivity Network in the EU In: CESifo Working Paper Series.
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1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration In: Econometric Theory.
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2006TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS In: Econometric Theory.
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2002A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models In: Royal Economic Society Annual Conference 2002.
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2002A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models.(2002) In: Edinburgh School of Economics Discussion Paper Series.
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2004Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors In: Econometric Society 2004 Far Eastern Meetings.
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2004Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors.(2004) In: Edinburgh School of Economics Discussion Paper Series.
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2006Mean group tests for stationarity in heterogeneous panels In: Econometrics Journal.
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2002Mean Group Tests for Stationarity in Heterogeneous Panels.(2002) In: Edinburgh School of Economics Discussion Paper Series.
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2006Unit root tests in three-regime SETAR models In: Econometrics Journal.
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2003Unit Root Tests in Three-Regime SETAR Models.(2003) In: Edinburgh School of Economics Discussion Paper Series.
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2002Unit Root Tests in Three-Regime SETAR Models.(2002) In: Working Papers.
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2003Trade, Technology and Wage Inequality in the South African Manufacturing Sectors In: Edinburgh School of Economics Discussion Paper Series.
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2003GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks In: Edinburgh School of Economics Discussion Paper Series.
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1998Pooled Mean Group Estimation of Dynamic Heterogeneous Panels In: Edinburgh School of Economics Discussion Paper Series.
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1999A long run structural macroeconometric model of the UK (first version) In: Edinburgh School of Economics Discussion Paper Series.
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1999Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry In: Edinburgh School of Economics Discussion Paper Series.
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2000Testing for a Linear Unit Root against Nonlinear Threshold Stationarity In: Edinburgh School of Economics Discussion Paper Series.
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2000Testing for a Unit Root against Nonlinear STAR Models In: Edinburgh School of Economics Discussion Paper Series.
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2000Testing for a Unit Root against Nonlinear STAR Models.(2000) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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1999Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors In: Edinburgh School of Economics Discussion Paper Series.
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2008GLS detrending-based unit root tests in nonlinear STAR and SETAR models In: Economics Letters.
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2013Taxation and the asymmetric adjustment of selected retail energy prices in the UK In: Economics Letters.
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1992The KPSS stationarity test as a unit root test In: Economics Letters.
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1997On stationary tests in the presence of structural breaks In: Economics Letters.
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2002Nonlinear mean reversion in real exchange rates In: Economics Letters.
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2003Testing for a unit root in the nonlinear STAR framework In: Journal of Econometrics.
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2014A nonlinear panel data model of cross-sectional dependence In: Journal of Econometrics.
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2012A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2012) In: Discussion Papers in Economics.
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2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
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2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
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2022Estimation and inference in heterogeneous spatial panels with a multifactor error structure In: Journal of Econometrics.
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2023Canonical correlation-based model selection for the multilevel factors In: Journal of Econometrics.
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2020Canonical Correlation-based Model Selection for the Multilevel Factors.(2020) In: Working Papers.
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2023Reprint of: Testing for unit roots in heterogeneous panels In: Journal of Econometrics.
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1992Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root? In: Journal of Econometrics.
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2012Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models In: Journal of Empirical Finance.
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2014Asymmetric adjustment toward optimal capital structure: Evidence from a crisis In: International Review of Financial Analysis.
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2023The asymmetric response of dividends to earnings news In: Finance Research Letters.
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2023The Asymmetric Response of Dividends to Earnings News.(2023) In: Working papers.
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2023What is mine is yours: Sovereign risk transmission during the European debt crisis In: Journal of Financial Stability.
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2021Measuring the Connectedness of the Global Economy In: International Journal of Forecasting.
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2015In search of robust methods for dynamic panel data models in empirical corporate finance In: Journal of Banking & Finance.
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2017Exploring international linkages using generalised connectedness measures: The case of Korea In: International Review of Economics & Finance.
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2014Testing for Cointegration in Markov Switching Error Correction Models In: Advances in Econometrics.
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2011Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics In: Melbourne Institute Working Paper Series.
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2012International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach In: Melbourne Institute Working Paper Series.
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2014Quantifying Informational Linkages in a Global Model of Currency Spot Markets In: Melbourne Institute Working Paper Series.
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2017What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis In: Melbourne Institute Working Paper Series.
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2010The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany In: IMK Working Paper.
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2010Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis In: IMK Working Paper.
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2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks In: Management Science.
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2001Bounds testing approaches to the analysis of level relationships In: Journal of Applied Econometrics.
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2007Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors In: Journal of Applied Econometrics.
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2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors In: Computational Economics.
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2000Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy In: Discussion Papers in Economics.
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2013On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK In: Journal of Money, Credit and Banking.
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2013On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK.(2013) In: Journal of Money, Credit and Banking.
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2018The Effects of Oil Price on the Korean Economy: A Global VAR Approach In: Emerging Markets Finance and Trade.
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2004Testing for nonlinear cointegration between stock prices and dividends In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2006Global and National Macroeconometric Modelling: A Long-Run Structural Approach In: OUP Catalogue.
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2002GLS Detrending for Nonlinear Unit Root Tests In: Working Papers.
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2003Testing for Cointegration in Nonlinear STAR Error Correction Models In: Working Papers.
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2003Testing for Nonstationary Long Memory against Nonlinear Ergodic Models In: Working Papers.
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2010A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers.
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2002Unit Root Tests in Three-Regime SETAR Models In: Working Papers.
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2002GLS Detrending for Nonlinear Unit Root Tests In: Working Papers.
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2003Testing for Cointegration in Nonlinear STAR Error Correction Models In: Working Papers.
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2003Testing for Nonstationary Long Memory against Nonlinear Ergodic Models In: Working Papers.
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2010A Nonlinear Panel Model of Cross-sectional Dependence In: Working Papers.
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2023Dynamic Quantile Panel Data Models with Interactive Effects In: Economics Discussion Papers.
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2020Spatial Attendance Spillover in the European Football Leagues In: Working Papers.
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2020Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors In: Working Papers.
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2024Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects In: Advanced Studies in Theoretical and Applied Econometrics.
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2016Multilateral Resistance and the Euro Effects on Trade Flows In: Advances in Spatial Science.
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2021Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure In: Empirical Economics.
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2007Comments on: Panel data analysis—advantages and challenges In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2011Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model In: Econometric Reviews.
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2024An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects In: Journal of Business & Economic Statistics.
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2012Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework In: Journal of Applied Econometrics.
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2016Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels In: Journal of Applied Econometrics.
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2022Nonlinear limits to arbitrage In: Journal of Futures Markets.
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2019Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model In: Working papers.
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2020Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure In: Discussion Papers.
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