6
H index
6
i10 index
325
Citations
Sogang University | 6 H index 6 i10 index 325 Citations RESEARCH PRODUCTION: 12 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yun Jung Kim. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 2 |
| Journal of International Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Research Seminar in International Economics, University of Michigan | 2 |
| Working Paper Series / Federal Reserve Bank of Chicago | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2024 | Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577. Full description at Econpapers || Download paper |
| 2024 | Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper |
| 2024 | Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664. Full description at Econpapers || Download paper |
| 2025 | Opening the Black Box of Local Projections. (2025). Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2505.12422. Full description at Econpapers || Download paper |
| 2025 | FARS: Factor Augmented Regression Scenarios in R. (2025). Ruiz, Esther ; Bellocca, Gian Pietro ; Garr, Ignacio ; Rodr, Vladimir. In: Papers. RePEc:arx:papers:2507.10679. Full description at Econpapers || Download paper |
| 2025 | Causal mechanism and mediation analysis for macroeconomics dynamics: a bridge of Granger and Sims causality. (2025). Wang, Endong ; Dufour, Jean-Marie. In: Papers. RePEc:arx:papers:2509.05284. Full description at Econpapers || Download paper |
| 2025 | Windfalls for All? International Elasticities and Dutch Disease in a Commodity Exporting Economy. (2025). Stern, Mauricio. In: Working Papers. RePEc:bdm:wpaper:2025-06. Full description at Econpapers || Download paper |
| 2024 | The Risk of Inflation Dispersion in the Euro Area. (2024). Lhuissier, Stéphane ; Tripier, Fabien ; Ortmans, Aymeric. In: Working papers. RePEc:bfr:banfra:954. Full description at Econpapers || Download paper |
| 2024 | The plucking model of the unemployment rate floor: Corss-country estimates and empirics. (2024). Suah, Jing Lian. In: BIS Working Papers. RePEc:bis:biswps:1159. Full description at Econpapers || Download paper |
| 2025 | Exchange Rate Effects on Firm Performance: A NICER Approach. (2025). Rungcharoenkitkul, Phurichai ; Nookhwun, Nuwat ; Pattararangrong, Jettawat. In: BIS Working Papers. RePEc:bis:biswps:1266. Full description at Econpapers || Download paper |
| 2025 | FX debt and optimal exchange rate hedging. (2025). Hardy, Bryan ; Caballero, Julian ; Alfaro, Laura. In: BIS Working Papers. RePEc:bis:biswps:1303. Full description at Econpapers || Download paper |
| 2024 | International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814. Full description at Econpapers || Download paper |
| 2024 | US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919. Full description at Econpapers || Download paper |
| 2024 | Risk-to buffer: setting cyclical and structural banks capital requirements through stress test. (2024). Scalone, Valerio ; Couaillier, Cyril. In: Working Paper Series. RePEc:ecb:ecbwps:20242966. Full description at Econpapers || Download paper |
| 2025 | Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105. Full description at Econpapers || Download paper |
| 2024 | Bias in local projections. (2024). Herbst, Edward P ; Johannsen, Benjamin K. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000010. Full description at Econpapers || Download paper |
| 2024 | Local projections vs. VARs: Lessons from thousands of DGPs. (2024). Plagborg-Moller, Mikkel ; Wolf, Christian K ; Plagborg-Mller, Mikkel ; Li, Dake. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s030440762400068x. Full description at Econpapers || Download paper |
| 2025 | Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119. Full description at Econpapers || Download paper |
| 2024 | Global corporate income tax competition, knowledge spillover, and growth. (2024). Maebayashi, Noritaka ; Morimoto, Keiichi. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000527. Full description at Econpapers || Download paper |
| 2024 | The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491. Full description at Econpapers || Download paper |
| 2024 | The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533. Full description at Econpapers || Download paper |
| 2024 | The boom of corporate debt in emerging markets: Carry trade or save to invest?. (2024). Jara, Mauricio ; de Gregorio, Jose. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199623001307. Full description at Econpapers || Download paper |
| 2024 | Underinvestment and capital misallocation under sovereign risk. (2024). Esquivel, Carlos. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624001004. Full description at Econpapers || Download paper |
| 2025 | Synchronization of endogenous business cycles. (2025). Pangallo, Marco. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004414. Full description at Econpapers || Download paper |
| 2024 | Exchange rates, invoicing currencies and the margins of exports. (2024). Naknoi, Kanda ; Lee, Kwan Yong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000032. Full description at Econpapers || Download paper |
| 2025 | Monetary policy surprise shocks under different fiscal regimes: A panel analysis of the Euro Area. (2025). Afonso, Antonio ; Alves, Jos ; Ionta, Serena. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:156:y:2025:i:c:s0261560625000762. Full description at Econpapers || Download paper |
| 2025 | Are the effects of monetary policy larger in recessions? A reconciliation of the evidence. (2025). Stockwell, Thomas ; Piger, Jeremy. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000434. Full description at Econpapers || Download paper |
| 2024 | Role of natural resources markets and environmental sustainability on economic growth. (2024). Li, Shangpu. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s030142072400062x. Full description at Econpapers || Download paper |
| 2024 | Digital finance and capital mobility: Evidence from cross-regional investment of listed companies in China. (2024). Wang, Yuqin ; Li, Renke ; Liu, Qiongzhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002671. Full description at Econpapers || Download paper |
| 2025 | Taxation on cross-border capital flows, foreign exchange reserves rescue and risk prevention. (2025). Yu, BO ; Yang, Qiuju ; Guan, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002230. Full description at Econpapers || Download paper |
| 2025 | Inference of Impulse Responses via Bayesian Graphical Structural VAR Models. (2025). Ahelegbey, Daniel Felix. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:15-:d:1626420. Full description at Econpapers || Download paper |
| 2024 | The anatomy of government bond yields synchronization in the Eurozone. (2024). Napoletano, Mauro ; Barbieri, Claudio ; Guerini, Mattia. In: Post-Print. RePEc:hal:journl:hal-04530954. Full description at Econpapers || Download paper |
| 2024 | Accuracy in Recursive Minimal State Space Methods. (2024). Pierri, Damian ; Damian, Pierri. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10438-8. Full description at Econpapers || Download paper |
| 2024 | Testing the effects of fiscal policy shocks on output growth in recession and expansion: empirical evidence from developing countries. (2024). Ali, Syed Sadaqat ; Rafique, Rabia ; Nisar, Asad. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09708-8. Full description at Econpapers || Download paper |
| 2025 | Monetary policy surprises and fiscal sustainability: the case of the Euro Area. (2025). Afonso, Antonio ; Ionta, Serena ; Alves, Jos. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09881-4. Full description at Econpapers || Download paper |
| 2025 | Do business confidence and economic growth expectations react to discretionary fiscal policy, fiscal opacity, and fiscal credibility?. (2025). Montes, Gabriel ; Cabral, Joaci Mariano. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00667-7. Full description at Econpapers || Download paper |
| 2024 | Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409. Full description at Econpapers || Download paper |
| 2025 | Do inequality and fiscal redistribution matter when credit bites back?. (2025). Grochova, Ladislava Issever ; Skara, Michal. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:108_2025. Full description at Econpapers || Download paper |
| 2024 | Spillover Effects of Foreign Currency Loans: the Role of the Bank Lending Channel. (2024). Kaszab, Lorant ; Filep-Mosberger, Palma ; Ren, Zhou. In: MNB Working Papers. RePEc:mnb:wpaper:2024/2. Full description at Econpapers || Download paper |
| 2024 | Misvaluation and technological acquisitions: An empirical study and mechanism analysis. (2024). Zhou, Jinwei ; Gao, Qizheng ; Luo, QI. In: PLOS ONE. RePEc:plo:pone00:0313848. Full description at Econpapers || Download paper |
| 2025 | The Retreat from Causality: Local Projections and Econometrics Without Economics. (2025). Chung, Sungyup. In: MPRA Paper. RePEc:pra:mprapa:125198. Full description at Econpapers || Download paper |
| 2025 | Exchange Rate Effects on Firm Performance: A NICER Approach. (2025). Rungcharoenkitkul, Phurichai ; Nookhwun, Nuwat ; Pattararangrong, Jettawat. In: PIER Discussion Papers. RePEc:pui:dpaper:233. Full description at Econpapers || Download paper |
| 2025 | Judicial inefficiency and the default of zombie firms. (2025). Oliviero, Tommaso ; Fatica, Serena ; Rancan, Michela. In: CSEF Working Papers. RePEc:sef:csefwp:747. Full description at Econpapers || Download paper |
| 2025 | A Causal Linkage: Corporate Debt and Sovereign Spreads. (2025). Kwak, Jun Hee. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02683-z. Full description at Econpapers || Download paper |
| 2025 | Capital flow freezes. (2025). Tsomocos, Dimitrios P ; Sokolova, Anna ; Peiris, Udara M. In: Economic Theory. RePEc:spr:joecth:v:79:y:2025:i:3:d:10.1007_s00199-024-01604-6. Full description at Econpapers || Download paper |
| 2024 | Optimal Fiscal Rules and Macroprudential Policies with Sovereign Default Risk. (2024). Maideu-Morera, Gerard. In: TSE Working Papers. RePEc:tse:wpaper:129336. Full description at Econpapers || Download paper |
| 2024 | Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Oh, Minseog ; Kim, Donggyu. In: Working Papers. RePEc:ucr:wpaper:202420. Full description at Econpapers || Download paper |
| 2024 | Linkages of International Business Cycle: An Euclidean Distance-Based Network Approach. (2024). Paramanik, Rajendra Narayan ; Mustafa, MD ; Ansari, Zeeshan Nezami. In: Economic Research Guardian. RePEc:wei:journl:v:14:y:2024:i:2:p:163-175. Full description at Econpapers || Download paper |
| 2024 | Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Do Local Projections Solve the Bias Problem in Impulse Response Inference? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2021 | International output synchronization at different frequencies In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2018 | Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2016 | Foreign currency exposure and balance sheet effects: A firm-level analysis for Korea In: Emerging Markets Review. [Full Text][Citation analysis] | article | 12 |
| 2012 | Decentralized borrowing and centralized default In: Journal of International Economics. [Full Text][Citation analysis] | article | 33 |
| 2010 | Decentralized Borrowing and Centralized Default.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2010 | Decentralized Borrowing and Centralized Default.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2015 | The impact of foreign liabilities on small firms: Firm-level evidence from the Korean crisis In: Journal of International Economics. [Full Text][Citation analysis] | article | 62 |
| 2011 | The Impact of Foreign Liabilities on Small Firms: Firm-Level Evidence from the Korean Crisis.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2012 | The Impact of Foreign Liabilities on Small Firms: Firm-Level Evidence from the Korean Crisis.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
| 2017 | Sudden stops, limited enforcement, and optimal reserves In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2021 | The dynamic relationship between global debt and output In: Chicago Fed Letter. [Full Text][Citation analysis] | article | 2 |
| 2020 | The Relationship between Debt and Output In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2021 | The Relationship Between Debt and Output.(2021) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2020 | International Capital Flows: Private Versus Public Flows in Developing and Developed Countries In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2023 | INTERNATIONAL CAPITAL FLOWS: PRIVATE VERSUS PUBLIC FLOWS IN DEVELOPING AND DEVELOPED COUNTRIES.(2023) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2016 | A Multilevel Factor Model: Identification, Asymptotic Theory and Applications In: Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 2018 | A multilevel factor model: Identification, asymptotic theory and applications.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2024 | Financing the R&D investment of Chinese firms: state-owned versus private firms In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | How Reliable Are Local Projection Estimators of Impulse Responses? In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 144 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team