yongcheol shin : Citation Profile

University of York

35

H index

47

i10 index

27475

Citations

RESEARCH PRODUCTION:

56

Articles

75

Papers

2

Books

3

Chapters

RESEARCH ACTIVITY:

   32 years (1992 - 2024). See details.
   Cites by year: 858
   Journals where yongcheol shin has often published
   Relations with other researchers
   Recent citing documents: 1805.    Total self citations: 67 (0.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh557
   Updated: 2025-05-10    RAS profile: 2025-04-06    
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Relations with other researchers

Works with:

Greenwood-Nimmo, Matthew (6)

Cho, Jin Seo (4)

Choi, In (3)

Zheng, Chaowen (3)

Pesaran, Mohammad (3)

Kapetanios, George (3)

Serlenga, Laura (2)

Nguyen, Viet Hoang (2)

Lin, Rui (2)

Chen, Jia (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 (485)

Pesaran, Mohammad (293)

Bahmani-Oskooee, Mohsen (270)

GUPTA, RANGAN (175)

Odhiambo, Nicholas (150)

Chang, Tsangyao (145)

Asongu, Simplice (144)

Tiwari, Aviral (126)

Mohaddes, Kamiar (121)

Rault, Christophe (117)

Gil-Alana, Luis (115)

Cites to:

Pesaran, Mohammad (181)

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
Journal of Applied Econometrics2
Empirical Economics2
Journal of Business & Economic Statistics2
Econometrics Journal2
Econometric Theory2
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
Working papers / Yonsei University, Yonsei Economics Research Institute4
SERIES / Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro"4
Working Papers / Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)3
Royal Economic Society Annual Conference 2002 / Royal Economic Society2
IMK Working Paper / IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute2
CESifo Working Paper Series / CESifo2

Recent works citing yongcheol shin (2025 and 2024)

YearTitle of citing document
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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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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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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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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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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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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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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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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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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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). Aimin, Deng ; Srithilat, Vilayvanh ; Keothephar, Keoudone. In: International Journal of Science and Business. RePEc:aif:journl:v:45:y:2025:i:1:p:30-43.

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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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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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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 redistributionâ€. (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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2024Bootstraps 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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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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2024Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide. (2024). Schmal, Wolfgang. In: Papers. RePEc:arx:papers:2404.18499.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

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2024Automated Market Making and Decentralized Finance. (2024). Monga, Marcello. In: Papers. RePEc:arx:papers:2407.16885.

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2024Heterogeneous Grouping Structures in Panel Data. (2024). Kapetanios, George ; Chrysikou, Katerina. In: Papers. RePEc:arx:papers:2407.19509.

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2024EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2025Beyond Rationality: Unveiling the Role of Animal Spirits and Inflation Extrapolation in Central Bank Communication of the US. (2025). Chakraborty, Arpan. In: Papers. RePEc:arx:papers:2409.10938.

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2024Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024Navigating Inflation in Ghana: How Can Machine Learning Enhance Economic Stability and Growth Strategies. (2024). Obeng, Ashley ; Baidoo, Theophilus G. In: Papers. RePEc:arx:papers:2410.05630.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2024Forecasting Company Fundamentals. (2024). Dhami, Devendra Singh ; Kersting, Kristian ; Endler, Kevin ; Divo, Felix ; Endress, Eric. In: Papers. RePEc:arx:papers:2411.05791.

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2024Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Jobbova, Eva ; Holm, Poul ; Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis. In: Papers. RePEc:arx:papers:2411.18978.

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2024Unveiling the Role of Artificial Intelligence and Stock Market Growth in Achieving Carbon Neutrality in the United States: An ARDL Model Analysis. (2024). Noman, Abdulla All ; Sultana, Adita ; al Abrar, Abdullah ; Rafi, Azizul Hakim. In: Papers. RePEc:arx:papers:2412.16166.

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2025Sectorial Exclusion Criteria in the Marxist Analysis of the Average Rate of Profit: The United States Case (1960-2020). (2025). Gomez, Jose Mauricio. In: Papers. RePEc:arx:papers:2501.06270.

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2025An Empirical Approach toward the Interaction between Pension System and Demographic Dividend: Evidence of a Co-Integrated Socio-Economic Model of China. (2025). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2501.12144.

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2025Detecting Sparse Cointegration. (2025). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2501.13839.

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2024Enhancing Green Economy with Artificial Intelligence: Role of Energy Use and FDI in the United States. (2024). Rafi, Azizul Hakim ; al Abrar, Abdullah ; Noman, Abdulla All ; Sultana, Adita. In: Papers. RePEc:arx:papers:2501.14747.

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2025Articulating the role of nuclear energy in the circular economy of China: A machine learning approach. (2025). , Danish ; Khan, Adnan ; Qiu, Yiting. In: Papers. RePEc:arx:papers:2501.17072.

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2025Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112.

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2025Predicting Insurance Penetration Rate in Ghana Using the Autoregressive Integrated Moving Average (ARIMA) Model. (2025). Gidisu, Godwin ; Gyima-Adu, Thomas. In: Papers. RePEc:arx:papers:2502.07841.

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2025Capitalizing on a Crisis: A Computational Analysis of all Five Million British Firms During the Covid-19 Pandemic. (2025). Reeves, Aaron ; Rahal, Charles ; Muggleton, Naomi. In: Papers. RePEc:arx:papers:2502.09383.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets. (2025). Yilmaz, Kamil ; Diebold, Francis ; Buchwalter, Bastien. In: Papers. RePEc:arx:papers:2502.15458.

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2025Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2503.01148.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2025Role of AI Innovation, Clean Energy and Digital Economy towards Net Zero Emission in the United States: An ARDL Approach. (2025). Noman, Abdulla All ; Rafi, Azizul Hakim ; al Abrar, Abdullah ; Sultana, Adita. In: Papers. RePEc:arx:papers:2503.19933.

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2024THE IMPACT OF SELECTED MACROECONOMIC VARIABLES ON HOUSE PRICES IN CROATIA. (2024). Benazic, Manuel ; Uckar, Dean. In: Economic Thought and Practice. RePEc:avo:emipdu:v:33:y:2024:i:1:p:65-88.

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2024The Tourism-led Economic Growth Hypothesis in the Euro Area: Do Asymmetries and Structural Breaks Matter?. (2024). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Konstantakopoulou, Ioanna. In: Working Papers. RePEc:awm:wpaper:20.

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2024Tightening of monetary policy as the root cause of the crisis of the banking system in modern conditions. (2024). Ermolaev, K N ; Manokhina, N V ; Stepanova, T E. In: Russian Journal of Social Sciences and Humanities. RePEc:aws:omskjl:v:18:y:2024:i:1:p:190-199.

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2024Economic Growth and Carbon Emissions: A Comparative Study between Kenya and South Africa. (2024). Mose, Naftaly ; Tanchev, Stoyan ; Ige-Gbadeyan, Omonike. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:27-50.

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2024Assessment of exchange rate determination in a mono-resource economy: A case of Nigeria. (2024). Akadiri, Seyi ; Izuchukwu, Oji-Okoro ; Musa, Nakorji. In: Journal of Economic Analysis. RePEc:bba:j00001:v:3:y:2024:i:2:p:101-120:d:181.

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2024Vector Error Correction Models with Stationary and Nonstationary Variables. (2024). Chen, PU. In: Economic Analysis Letters. RePEc:bba:j00004:v:3:y:2024:i:2:p:34-47:d:299.

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2024Impact of Monetary Policy on the Performance of Commercial Banks: Evidence from Nigeria: 2008-2023. (2024). Umeokwobi, Richard ; Obiaje, Elizabeth. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:3:p:25-35:d:365.

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2024Examining the Impact of Macroeconomic Factors on Housing Prices in Malaysia. (2024). Yaacob, Fatin Farazh ; Mohamed, Suhana ; Othman, Fifi Syafika. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:11:p:592-603.

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2024Effect of Deposit Money Bank€™s Credit on Manufacturing Sector Output in Nigeria. (2024). Uyo, Alula Anthonia ; Anthony, Ihuoma ; Nsonwu, Modestus. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:12:p:3528-3545.

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2024Empirical Analysis of the Impact of External Debt on Capital Formation in Sub-Saharan Africa: The Moderating Role of Institutional Quality. (2024). Abdullahi, Muhammad Mustapha ; Nadabo, Yusuf Shamsuddeen. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:12:p:4024-4036.

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2024Evaluating Sustainable Relationship between Stock Market Development and Nigeria€™s Economic Growth.. (2024). Aleke, Stephen F ; Udemezue, Ndubuisi N ; Okeke, Frankine C ; Nneli, Catherine A. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:1:p:2449-2470.

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2024Impact of Remittance on Financial Sector Growth in Nigeria: An Econometrics Approach. (2024). Olushola, Oluwatosin ; Nsonwu, Modestus Chidi ; Obansa, Joseph ; Anthony, Adewumi Olusola. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:4:p:1029-1042.

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2024Does Petroleum Products Pricing Stimulate Economic Growth in Nigeria? An Empirical Investigation Applying ARDL Approach.. (2024). Kalu, Ijeoma ; Nteegah, Alwell. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:4:p:1685-1701.

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2024The Effects of Technological Innovation on Sustainable Development in Morocco: Does the Transition to Social Innovation Matter?. (2024). Essaid, Tarbalouti ; Aboutayeb, Moussane ; Abir, El Aidi. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:5:p:901-927.

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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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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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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 Panelsâ€.(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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2016Dynamic panels with threshold effect and endogeneity.(2016) In: Journal of Econometrics.
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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 Uâ€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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2010A Nonlinear Panel Model of Cross-sectional Dependence 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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