yongcheol shin : Citation Profile

Are you yongcheol shin?

University of York

33

H index

45

i10 index

24345

Citations

RESEARCH PRODUCTION:

47

Articles

71

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   30 years (1992 - 2022). See details.
   Cites by year: 811
   Journals where yongcheol shin has often published
   Relations with other researchers
   Recent citing documents: 2497.    Total self citations: 57 (0.23 %)

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   Permalink: http://citec.repec.org/psh557
   Updated: 2023-11-04    RAS profile: 2022-07-23    
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Relations with other researchers

Works with:

Serlenga, Laura (4)

Kapetanios, George (3)

Zheng, Chaowen (3)

Greenwood-Nimmo, Matthew (3)

Lin, Rui (2)

Choi, In (2)

Cho, Jin Seo (2)

faff, robert (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 (472)

Pesaran, Mohammad (294)

Bahmani-Oskooee, Mohsen (267)

GUPTA, RANGAN (163)

Odhiambo, Nicholas (146)

Chang, Tsangyao (144)

Asongu, Simplice (142)

Mohaddes, Kamiar (121)

Masih, Abul (110)

Rault, Christophe (109)

Tiwari, Aviral (108)

Cites to:

Pesaran, Mohammad (155)

Kapetanios, George (47)

Hansen, Bruce (41)

Phillips, Peter (30)

Diebold, Francis (27)

Yilmaz, Kamil (24)

Dees, Stephane (23)

Smith, L. Vanessa (23)

Chudik, Alexander (22)

Schmidt, Peter (22)

Bai, Jushan (21)

Main data

Where yongcheol shin has published?

Journals with more than one article published# docs
Journal of Econometrics10
Economics Letters6
Econometric Theory2
Journal of Applied Econometrics2
Econometrics Journal2
Econometric Reviews2
Journal of Applied Econometrics2

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 - Università degli Studi di Bari "Aldo Moro"4
Working papers / Yonsei University, Yonsei Economics Research Institute3
Working Papers / Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)3
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 (2023 and 2022)

YearTitle of citing document
2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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2022.

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2022West African Emerging Economies: Comparative Insights on Ghana’s and Nigeria’s Stock Market Development. (2022). Ajibike, John Oluwasegun ; Fagbemi, Fisayo. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2022.55.67.

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2023Dynamic Relationship Between Rupee-Dollar Exchange Rate and Major Economic Indicators. (2023). Kanthila, Sanath Kumar ; Vishwanath, Deepak Kallige ; Kulal, Abhinandan. In: American Journal of Economics and Business Administration. RePEc:abk:jajeba:ajebasp.2023.18.30.

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2022.

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2022Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa. (2022). Mustafa, Ghulam ; Chin, Lee ; Bala, Umar. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:14-27.

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2022Impact of Energy Consumption and Trade on CO2 Emission in Pakistan. (2022). Shazeb, Muhammad ; Bashir, Bilal ; Shah, Faisal Nadeem ; Fatima, Zainab. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:99-105.

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2022Nexus between Capital Flows and Economic Growth: An Evidence from South Asian Countries. (2022). Khan, Naeem ; Alim, Wajid ; Aslam, Muhammad. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:14-21.

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2022The Exchange Rate Volatility and Exports Growth of the Selected Developed Economies. (2022). Umar, Ayesha ; Muzammil, Muhammad ; Ali, Mahnaz Muhammad. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:51-57.

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2022Determinants of Domestic Bank Credit to Private sectors in Bangladesh: An Empirical Investigation. (2022). Islam, Didarul. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:65-74.

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2022Energy Use, Financial Development and Pollution in Selected African Countries. (2022). , Risikat ; Olaoye, Olugbenga. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:188-195.

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2022Towards Green Growth: Monitoring Progress and Investigating Its Determinants in South Asia. (2022). Nawaz, Sidra ; Awan, Asma. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:252-264.

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2023The Symmetric and Asymmetric Effect of Remittances on Financial Development: Evidence from South Africa. (2023). Naidoo, Yourishaa ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-02-2023.

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2022Military Spending and Inequality in South Africa: An ARDL Bounds Testing Approach to Cointegration. (2022). Zwane, Talent ; Udimal, Thomas ; Eita, Hinaunye ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-05-2022.

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2022REMITTANCES AND ECONOMIC GROWTH IN SOUTH AFRICA: APPLYING ARDL BOUNDS TESTING ANALYSIS IN THE PRESENCE OF STRUCTURAL BREAKS.. (2022). Udiman, Thomas ; Manguzvane, Mathias ; Biyase, Mduduzi. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-07-2022.

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2022Decarbonization of the Romanian Economy: An ARDL and KRLS Approach of Ecological Footprint. (2022). Ivan, Oana Raluca ; Socol, Adela ; Marin-Pantelescu, Andreea ; Topor, Dan Ioan. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:664.

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2022.

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2022.

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2022.

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2022Trade shocks and labour market Resilience in Sub-Saharan Africa: Does the franc zone Response Differently?. (2022). Nchofoung, Tii. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/005.

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2022The role of economic prosperity on informality in Africa: evidence of corruption thresholds from PSTR. (2022). Asongu, Simplice ; Ngouhouo, Ibrahim ; Njoya, Loudi ; Schneider, Friedrich. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/012.

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2022Corporate Finance, Industrial Performance and Environment in Africa: Lessons for Policy. (2022). Mesagan, Ekundayo ; Olaoye, Olugbenga ; Adewuyi, Titilope C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/026.

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2022The Non-Linear Effects of Fixed Broadband on Economic Growth in Africa. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/039.

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2022Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2022). Okwoche, Princewill U ; Asongu, Simplice A ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/068.

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2022Female Unemployment and Economic Growth in Cameroon: An Estimation of a Nonlinear Okuns Law Specification by the ARDL Cointegration Model. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/078.

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2023Foreign Investment, International Trade and Environmental Sustainability: Exploring Ecological Footprints in 37 African Countries. (2023). Asongu, Simplice ; Okwoche, Princewill U ; Emeka, Ekene Thankgod ; Iheonu, Chimere O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/053.

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2022Long-term price and income elasticity of residential natural gas demand in Turkey. (2022). Tatlı, Halim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:101-122.

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2023The potential of macroeconomic forces and ICT in affecting the sectorial growth: ARDL approach in the context of East Asian countries. (2023). Dirir, Sadik Aden. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:91-114.

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2022Linear and nonlinear effect of exchange rate on inflation in Pakistan. (2022). Munir, Kashif. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:165-174.

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2023Does foreign direct investment contribute to reducing unemployment in Algeria?. (2023). Daoudi, Mohammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:211-230.

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2022The effects of exchange rate changes on the bilateral trade balances between the MENA country group and France: empirical evidences based on non-linear ARDL approach. (2022). Yilmaz, Hande Aksoz. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:169-182.

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2022Energy consumption and economic growth nexus in Africa: New insights from emerging economies. (2022). Buzugbe, Ngozi Patricia ; Olele, Enoh Hilda ; Efayena, Obukohwo Oba. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(633):y:2022:i:4(633):p:185-196.

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2022.

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2022.

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2022.

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2022Loan syndication and cocoa production: Evidence from Ghana. (2022). Awuletey, Joyce Owusuaa ; Agbanyo, Richard ; Dziwornu, Raymond K ; Doku, James Ntiamoah. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:333972.

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2022Does Defence Expenditure Affect Education and Health expenditures in Saharan Africa?. (2022). Assan, Maman Mai. In: African Journal of Economic Review. RePEc:ags:afjecr:330366.

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2023Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408.

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2023Determinants of Bank Credit Supply to the Private Sector in Tanzania. (2023). Semu, Amanda M. In: African Journal of Economic Review. RePEc:ags:afjecr:333993.

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2022The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey. (2022). ARI, YAKUP ; Yelgen, Esin ; Uak, Harun. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:322732.

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2023Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664.

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2023Food and agricultural sector in Indonesia’s economic growth during COVID-19 pandemic: an ARDL approach. (2023). Tampubolon, Jongkers. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:337442.

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2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2022Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Agri-Tech Economics Proceedings. RePEc:ags:haaepr:335408.

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2022Proceedings of the 5th Symposium on Agri-Tech Economics for Sustainable Futures. (2022). Paparas, Dimitrios ; Behrendt, Karl. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:335408.

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2023Analyzing Food Import Demand in Indonesia: An ARDL Bounds Testing Approach. (2023). Khoiriyah, Nikmatul ; Forgenie, David. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330861.

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2023Dynamics of Stabilization Policies and Investment Effects on Agricultural Output in Nigeria (1981-2019). (2023). Tuaneh, Godwin Lebari ; Okuduwor, Adibie ; Obe-Nwaka, Mba Oloi ; Okidim, Iboh Andrew. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334708.

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2022Do Philippine Stocks Catch Coronavirus? Some Econometric Check-up on Pandemic Data, 2021-2022. (2022). Abueg, Luisito C ; Reniel, Mark. In: Journal of Economics, Management & Agricultural Development. RePEc:ags:pjemad:333542.

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2022Asymmetric Price Transmission in the Cocoa Supply Chain in Indonesia. (2022). Silvia, Vivi ; Masbar, Raja ; Ridha, Ahmad. In: Economia agro-alimentare / Food Economy. RePEc:ags:sieaea:334704.

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2022.

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2022Borsa ?stanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier K?r?lmal? ve Do?rusal Olmayan Birim Kök Testlerinden Kan?tlar. (2022). Umut, Alican ; Pazarci, Evket ; Kili, Emre ; Altunta, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:169-185.

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2022.

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2023The Impact of urbanization on banking development: Evidence from the West African Economic and Monetary Union (WAEMU). (2023). Stephane, Koffi Yao ; Ying, Haihua ; Dechun, Huang ; Arnaud, Anobua Acha. In: International Journal of Science and Business. RePEc:aif:journl:v:22:y:2023:i:1:p:1-13.

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2023The Impact of Trade Openness on Economic Growth in Landlocked Developing Countries. (2023). Yan, Wenshou ; Cao, Liang ; Khurelchuluun, Bolor. In: International Journal of Science and Business. RePEc:aif:journl:v:28:y:2023:i:1:p:84-97.

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2023The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico. (2023). Albuquerque, Pedro ; Rodriguez, Antonio ; Verma, Rahul ; Rivas, Andres. In: AMSE Working Papers. RePEc:aim:wpaimx:2312.

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2023Femicide Rates in Mexican Cities along the US-Mexico Border. (2023). Vemala, Prasad R ; Albuquerque, Pedro H. In: AMSE Working Papers. RePEc:aim:wpaimx:2316.

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2023.

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2022MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk. (2022). Moura, Rubens. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022001.

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2022The Effect of Natural Resources on Economic Growth in West Africa: The Mediating Role of Human Capital Disaggregation. (2022). Ouedraogo, Mohamed ; Bah, Chernor Momodu. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:v:4:y:2022:i:2:p:27-42:id:172.

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2022Sensibilidad de la heterogeneidad del consumo a los choques de política monetaria. El caso peruano. (2022). Yarasca, Julio Eduardo ; Caycho, Renzo Vidal. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:08-05.

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2022Effects of R&D, innovation and investments on development in Türkiye: An empirical investigation for the 1990-2019 period. (2022). Aytekin, Ibrahim. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202218.

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2022Determinants of financial inclusion in Algeria: An ARDL Bounds Test approach. (2022). Metair, Samiya ; Benaini, Rahima. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202219.

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2022Asymmetric Effectiveness of Monetary and Fiscal Policies: Evidence from Turkey. (2022). Altinkaynak, Gunsenin ; Ozturk, Cemal. In: World Journal of Applied Economics. RePEc:ana:journl:v:8:y:2022:i:1:p:1-14.

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2022International Trade, Foreign Direct Investment, Financial Development and Renewable Energy Supply: Panel Data Evidence from Newly Industrialized Countries. (2022). Acar, Tugce ; Ustabas, Ayfer ; Yucel, Gulcin Elif. In: World Journal of Applied Economics. RePEc:ana:journl:v:8:y:2022:i:2:p:51-64.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023Interrelationships between Tourist Arrivals, Exchange Rate, Inflation, and Economic Growth: Empirical Evidence for Turkiye. (2023). Akarsu, Gulsum. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:49-76.

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2022Do Migrant Remittances Promote Corruption in Pakistan?. (2022). Jadoon, Atif Khan ; Ahmed, Munazza ; Alamdar, Anam. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:1:p:88-97.

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2022Is the Impact of Technological Innovations on Environment Quality Symmetric or Asymmetric? Vietnam and Switzerland Evidence. (2022). Ur, Hafeez ; Asghar, Nabila ; Ahmad, Waheed ; Tanveer, Zubair. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:2:p:215-231.

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2022Empirical Analytics of SAARC vs ASEAN in Perspective of Economic Growth and Capital Accumulation. (2022). Nasim, Muhammad Mubashar ; Ul, Ahmed Raza ; Yang, Xiuyun ; Mansha, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:2:p:337-351.

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2022Identification and Evaluation of Decisive Factors in the Growth of Automobile Industry of Pakistan. (2022). Malik, Fahad ; Ishaq, Mazhir Nadeem ; Rasheed, Rukhsana. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:3:p:394-399.

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2022Exploring Intra-Group Income Convergence for the Central Asian Countries. (2022). Khan, Dilawar ; Ul, Ihtisham ; Gul, Hameed. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:3:p:448-461.

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2022Accelerating Industrial Output Growth through Islamic Bank Decomposed Financing Optimization in Malaysia. (2022). Ashraf, Muhammad Ather ; Ayaz, Mohammad ; Yasmin, Sadia. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:4:p:544-560.

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2022Remittances and Economic Growth: Exploring the Role of Financial Development. (2022). Ahmad, Rashid ; Ali, Sajjad ; Haroon, Muhammad ; Batool, Zakia. In: iRASD Journal of Management. RePEc:ani:irdjom:v:4:y:2022:i:1:p:127-134.

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2022Role of Stock Market Performance and Exchange Rate Volatility in the Inflow of Foreign Direct Investment: An Evidence from Pakistan. (2022). Malik, Muhammad Fahad ; Ishaq, Mazhir Nadeem ; Rasheed, Rukhsana. In: iRASD Journal of Management. RePEc:ani:irdjom:v:4:y:2022:i:1:p:77-83.

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2022The Impact of Economic Growth, Renewable Energy, Non-renewable Energy and Trade Openness on the Ecological Footprint and Forecasting in Turkiye: an Case of the ARDL and NMGM Forecasting Model. (2022). Amkaya, Serhat ; Topal, Samet ; Albayrak, Ozlem Karada. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:10:y:2022:i:2:p:139-154.

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2022Impact of Political Risk on Foreign Direct Investment with Fourier Approach: The Case of Turkiye. (2022). Konat, Gokhan. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:10:y:2022:i:2:p:187-196.

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2023Fiscal Federalism and Economic Development in Nigeria: An Econometric Analysis. (2023). Otto, Godly ; Nkoro, Emeka. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:12:y:2023:i:1:p:144-162.

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2022The Role of Pension Funds on Capital Market Growth in the New EU Member States. (2022). Gashi, Burim ; Rexhepi, Gazmore. In: Ekonomista. RePEc:aoq:ekonom:y:2022:i:4:p:437-454.

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2022Budget Deficit, Inflation and Economic Growth in Nigeria: An Empirical Analysis. (2022). Onwuka, Ifeanyi. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:1-14.

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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2022Loss-Based Variational Bayes Prediction. (2021). Frazier, David T ; Koo, Bonsoo ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2104.14054.

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2023Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

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2022The DONUT Approach to EnsembleCombination Forecasting. (2022). Krange, Kjartan ; Ankile, Lars Lien. In: Papers. RePEc:arx:papers:2201.00426.

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2022Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2022Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022Testing for a Threshold in Models with Endogenous Regressors. (2022). Boldea, Otilia ; Rothfelder, Mario P. In: Papers. RePEc:arx:papers:2207.10076.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2023Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2022From Rules to Regs: A Structural Topic Model of Collusion Research. (2022). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2210.02957.

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2022Monitoring the Dynamic Networks of Stock Returns. (2022). Bodnar, Olha ; Nguyen, Hoang ; Touli, Elena Farahbakhsh. In: Papers. RePEc:arx:papers:2210.16679.

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2022Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184.

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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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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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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2016Forecasting distributions of inflation rates: the functional auto-regressive approach In: Journal of the Royal Statistical Society Series A.
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1997A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis.
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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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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 (first version).(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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2016Dynamic panels with threshold effect and endogeneity.(2016) In: Journal of Econometrics.
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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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2013A Nonlinear Panel Data Model of Cross-Sectional Dependence.(2013) In: EMF Research Papers.
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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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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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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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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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2012Global and National Macroeconometric Modelling: A Long-Run Structural Approach.(2012) 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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2020Spatial Attendance Spillover in the European Football Leagues In: Working Papers.
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2020Canonical Correlation-based Model Selection for the Multilevel Factors 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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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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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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2021Recent Developments of the Autoregressive Distributed Lag Modelling Framework 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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2020Dynamic Spatial Network Quantile Autoregression In: IRTG 1792 Discussion Papers.
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