9
H index
9
i10 index
445
Citations
Hahn Shik LEE : Citation Profile
Sogang University | RESEARCH PRODUCTION: 17 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1991 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hahn Shik LEE. | Is cited by:
| Cites to:
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Main data
Where Hahn Shik LEE has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 3 |
| Economics Letters | 3 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Wilfrid Laurier University, Department of Economics | 4 |
Recent works citing Hahn Shik LEE (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper |
| 2023 | Does energy infrastructure spur total factor productivity (TFP) in middle-income economies? An application of a novel energy infrastructure index. (2023). Islam, Md Monirul ; Ur, Faheem. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923002003. Full description at Econpapers || Download paper |
| 2023 | Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426. Full description at Econpapers || Download paper |
| 2024 | A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Bai, Wei ; Liu, Haifei ; Zhang, Junting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456. Full description at Econpapers || Download paper |
| 2023 | Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327. Full description at Econpapers || Download paper |
| 2024 | Integration and risk transmission across supply, demand, and prices in China’s housing market. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09713-x. Full description at Econpapers || Download paper |
| 2023 | Periodic Integration and Seasonal Unit Roots. (2023). del Barrio Castro, Tomás ; Osborn, Denise R. In: MPRA Paper. RePEc:pra:mprapa:117935. Full description at Econpapers || Download paper |
| 2023 | Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis. (2023). Aftab, Muhammad ; Qureshi, Saba. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1180-1204. Full description at Econpapers || Download paper |
Works by Hahn Shik LEE:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | Seasonal Time Series and Autocorrelation Function Estimation In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 1997 | Seasonal Time Series and Autocorrelation Function Estimation.(1997) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1993 | The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 3 |
| 1992 | The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991..(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1991 | Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 1991 | Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence..(1991) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1995 | Spurious deterministic seasonality In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 1995 | A note on the critical values for the maximum likelihood (seasonal) cointegration tests In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 1992 | Maximum likelihood inference on cointegration and seasonal cointegration In: Journal of Econometrics. [Full Text][Citation analysis] | article | 65 |
| 1993 | The Japanese consumption function In: Journal of Econometrics. [Full Text][Citation analysis] | article | 88 |
| 1994 | Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 108 |
| 1997 | The role of seasonality in economic time series reinterpreting money-output causality in U.S. data In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
| 1997 | The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data..(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Cross-regional connectedness in the Korean housing market In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 5 |
| 2016 | Predictability of Term Spread for Economic Activity with Liquidity Premium Theory In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 1991 | Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation. In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1991 | Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation..(1991) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1992 | On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data. In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 20 |
| 1992 | On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data..(1992) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 1993 | On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data..(1993) In: Empirical Economics. [Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 1992 | On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data..(1992) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2020 | Connectedness among Northeast Asian Housing Markets and Business Cycles In: East Asian Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2016 | Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2015 | Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Housing market volatility connectedness among G7 countries In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2018 | Housing market volatility connectedness among G7 countries.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2004 | International transmission of stock market movements: a wavelet analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 55 |
| 2013 | COMMON FEATURES IN EAST ASIAN STOCK MARKETS: LONG-TERM AND SHORT-TERM COMOVEMENTS BETWEEN CHINA AND KOREA In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
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