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Working papers / Yonsei University, Yonsei Economics Research Institute

Citation Profile [Updated: 2025-10-23 16:37:32]
5 Years H Index
10
Impact Factor (IF)
0.03
5 Years IF
0.17
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2012 0 0.67 0.18 0 11 11 15 2 4 0 0 0 2 0.18 0.36
2013 0.36 0.64 0.48 0.36 10 21 11 9 14 11 4 11 4 3 33.3 5 0.5 0.34
2014 0.1 0.67 0.06 0.1 15 36 16 2 16 21 2 21 2 0 0 0.34
2015 0.24 0.65 0.28 0.25 11 47 40 13 29 25 6 36 9 2 15.4 1 0.09 0.36
2016 0.19 0.63 0.31 0.15 17 64 32 19 49 26 5 47 7 10 52.6 7 0.41 0.34
2017 0.29 0.61 0.29 0.17 15 79 50 21 72 28 8 64 11 10 47.6 9 0.6 0.34
2018 0.63 0.6 0.29 0.34 24 103 22 30 102 32 20 68 23 3 10 4 0.17 0.34
2019 0.46 0.6 0.33 0.41 22 125 32 41 143 39 18 82 34 6 14.6 3 0.14 0.35
2020 0.33 0.68 0.23 0.35 20 145 5 33 176 46 15 89 31 2 6.1 1 0.05 0.72
2021 0.21 0.91 0.18 0.16 11 156 34 28 204 42 9 98 16 7 25 2 0.18 0.37
2022 0.58 0.66 0.19 0.25 15 171 10 32 236 31 18 92 23 0 2 0.13 0.21
2023 0.46 0.51 0.16 0.16 15 186 2 30 266 26 12 92 15 1 3.3 3 0.2 0.16
2024 0.03 0.54 0.09 0.17 14 200 0 18 284 30 1 83 14 0 0 0.2
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12015Testing Linearity Using Power Transforms of Regressors. (2015). Phillips, Peter ; Cho, Jin Seo ; Baek, Yaein ; Peter C. B. Phillips, . In: Working papers. RePEc:yon:wpaper:2015rwp-79.

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27
22021Bitcoin: An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2021rwp-185.

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21
32017Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies. (2017). Poplawski-Ribeiro, Marcos ; Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Mishra, Saurabh. In: Working papers. RePEc:yon:wpaper:2017rwp-111.

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17
42021Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). shin, yongcheol ; Greenwood-Nimmo, Matthew ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2021rwp-186.

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13
52012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles. (2012). Manganelli, Simone ; Kim, Tae-Hwan ; white, Habert . In: Working papers. RePEc:yon:wpaper:2012rwp-45.

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13
62019International Bank Lending Channel of Monetary Policy. (2019). Furceri, Davide ; Choi, Sangyup ; ALBRIZIO, SILVIA ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-145.

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12
72014Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014). (2014). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2014rwp-67a.

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12
82014Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing. (2014). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2014rwp-67.

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12
92013Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teras. (2013). Ishida, Isao ; Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2013rwp-55.

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11
102015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers. (2015). Kim, Tae-Hwan ; Ergun, Tolga . In: Working papers. RePEc:yon:wpaper:2015rwp-77.

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10
112017Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints. (2017). Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Huang, YI. In: Working papers. RePEc:yon:wpaper:2017rwp-109.

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9
122018Uncertainty and Cross-Border Banking Flows. (2018). Furceri, Davide ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-125.

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8
132017Optimal Taxation with Private Insurance. (2017). Chang, Yongsung ; Park, Yena. In: Working papers. RePEc:yon:wpaper:2017rwp-105.

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8
142016ON THE SELF-(IN) STABILITY OF WEIGHTED MAJORITY RULES. (2016). Azrieli, Yaron ; Kim, Semin. In: Working papers. RePEc:yon:wpaper:2016rwp-95.

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7
152016Pareto Weights in Practice: A Quantitative Analysis Across 32 OECD Countries. (2016). Kim, Sun-Bin ; Chang, Yongsung ; Hyun, BO. In: Working papers. RePEc:yon:wpaper:2016rwp-92.

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7
162018Financial vs. Policy Uncertainty in Emerging Market Economies. (2018). Shim, Myungkyu ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-116.

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7
172017The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel. (2017). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2017rwp-113.

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7
182016How Sticky Wages In Existing Jobs Can Affect Hiring. (2016). Kim, Sun-Bin ; Chang, Yongsung ; Bils, Mark. In: Working papers. RePEc:yon:wpaper:2016rwp-91.

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6
192016In-group and Out-group Biases in the Marketplace: A Field Experiment during the World Cup. (2016). Kim, Sang-Hyun ; Lopez, Fernanda L. In: Working papers. RePEc:yon:wpaper:2016rwp-100.

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5
202019Uncertainty, Financial Markets, and Monetary Policy over the Last Century. (2019). Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-142.

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5
212019Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model. (2019). shin, yongcheol ; Greenwood-Nimmo, Matthew ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2019rwp-154.

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4
222017Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies. (2017). Jalles, Joao ; Furceri, Davide ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2017rwp-110.

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4
232016Price Discrimination with Loss Averse Consumers. (2016). Lee, Jihong ; Kim, Sang-Hyun ; Hahn, Jong-Hee. In: Working papers. RePEc:yon:wpaper:2016rwp-97.

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4
242022Monetary Policy and Inequality: How Does One Affect the Other?. (2022). Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-203.

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4
252014Fixed and mobile broadband; Are they substitutes or complements?. (2014). Hahn, Jong-Hee ; Choi, Yunjeong ; Bae, Jin Soo. In: Working papers. RePEc:yon:wpaper:2014rwp-68.

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4
262017The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads. (2017). Choi, Sangyup ; Hashimoto, Yuko. In: Working papers. RePEc:yon:wpaper:2017rwp-112.

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3
272018Unanimity and Local Incentive Compatibility. (2018). Kim, Semin ; Hong, Miho. In: Working papers. RePEc:yon:wpaper:2018rwp-138.

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3
282017Supplements to Directionally Differentiable Econometric Models. (2017). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2017rwp-103a.

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3
292019Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves. (2019). Phillips, Peter ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2019rwp-153.

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3
302017Directionally Differentiable Econometric Models. (2017). Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2017rwp-103.

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3
312020Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data. (2020). Jalles, Joao ; Furceri, Davide ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2020rwp-176.

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2
322019Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development. (2019). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-144.

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2
332023The Asymmetric Response of Dividends to Earnings News. (2023). shin, yongcheol ; Greenwood-Nimmo, Matthew ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2023rwp-210.

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2
342012Individual and Aggregate Labor Supply in a Heterogeneous Agent Economy with Intensive and Extensive Margins. (2012). Kim, Sun-Bin ; Chang, Yonsung ; Kwon, Kyooho. In: Working papers. RePEc:yon:wpaper:2012rwp-48.

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2
352020Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-167.

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2
362022Gini in the Taylor Rule: Should the Fed Care About Inequality?. (2022). Park, Kwangyong ; Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-200.

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2
372018Deciphering Monetary Policy Committee Minutes with Text Mining Approach: A Case of South Korea. (2018). Lee, Young Joon ; Kim, Soohyon ; Young, KI. In: Working papers. RePEc:yon:wpaper:2018rwp-132.

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2
382019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model. (2019). Teräsvirta, Timo ; Seong, Dakyung ; Cho, Jin Seo ; Terasvirta, Timo. In: Working papers. RePEc:yon:wpaper:2019rwp-151.

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2
392013Mathematical Proofs for Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions. (2013). Ishida, Isao ; Cho, Jin Seo ; White, Halbert. In: Working papers. RePEc:yon:wpaper:2013rwp-55a.

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2
402019Measuring the energy poverty and the severity in Korea. (2019). Lim, Hyung-Woo ; Kim, Hae-Dong ; Jo, Ha-Hyun. In: Working papers. RePEc:yon:wpaper:2019rwp-150.

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2
412015Revisiting the Effect of FDI on Economic Growth using Quantile Regression. (2015). Kim, Tae-Hwan ; Huo, Lijuan. In: Working papers. RePEc:yon:wpaper:2015rwp-83.

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2
422022Systematic Monetary Policy in a SVAR for Australia. (2022). Fisher, Lance A ; Huh, Hyeon-Seung. In: Working papers. RePEc:yon:wpaper:2022rwp-194.

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2
432018Labor Market Dynamics in Developing Economies: the Role of Subsistence Consumption. (2018). Shim, Myungkyu ; Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-127.

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1
442025HOW COSTLY ARE BUSINESS CYCLE VOLATILITY AND INFLATION? A VOX POPULI APPROACH. (2025). Weber, Michael ; Shim, Myungkyu ; Kenny, Geoff ; Gorodnichenko, Yuriy ; Georgarakos, Dimitris ; Coibion, Olivier ; Kim, Kwang Hwan ; Han, Seowoo ; Lee, Myunghwan Andrew. In: Working papers. RePEc:yon:wpaper:2025rwp-241.

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1
452015We provide mathematical proofs for the results in Testing Linearity Using Power Transforms of Regressors. (2015). Phillips, Peter ; Cho, Jin Seo ; Baek, Yaein ; Peter C. B. Phillips, . In: Working papers. RePEc:yon:wpaper:2015rwp-79a.

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1
462022Intensive and Extensive Margins of Labor Supply in HANK: Aggaregate and Disaggregate Implications.. (2022). Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-202.

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1
472016Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea. (2016). Phillips, Peter ; Cho, Jin Seo ; Park, Myung-Ho. In: Working papers. RePEc:yon:wpaper:2016rwp-88.

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1
482023Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach. (2023). Choi, Sangyup ; Willems, Tim ; Yoo, Seung Yong. In: Working papers. RePEc:yon:wpaper:2023rwp-215.

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1
492012Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters. (2012). Schorfheide, Frank ; Kim, Sun-Bin ; Chang, Yongsung. In: Working papers. RePEc:yon:wpaper:2012rwp-51.

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1
502018Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey. (2018). Choi, Sangyup. In: Working papers. RePEc:yon:wpaper:2018rwp-126.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Bitcoin: An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2021rwp-185.

Full description at Econpapers || Download paper

9
22021Recent Developments of the Autoregressive Distributed Lag Modelling Framework. (2021). shin, yongcheol ; Greenwood-Nimmo, Matthew ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2021rwp-186.

Full description at Econpapers || Download paper

5
32016ON THE SELF-(IN) STABILITY OF WEIGHTED MAJORITY RULES. (2016). Azrieli, Yaron ; Kim, Semin. In: Working papers. RePEc:yon:wpaper:2016rwp-95.

Full description at Econpapers || Download paper

5
42017Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies. (2017). Poplawski-Ribeiro, Marcos ; Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Mishra, Saurabh. In: Working papers. RePEc:yon:wpaper:2017rwp-111.

Full description at Econpapers || Download paper

4
52022Monetary Policy and Inequality: How Does One Affect the Other?. (2022). Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-203.

Full description at Econpapers || Download paper

3
62015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers. (2015). Kim, Tae-Hwan ; Ergun, Tolga . In: Working papers. RePEc:yon:wpaper:2015rwp-77.

Full description at Econpapers || Download paper

3
72019Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model. (2019). shin, yongcheol ; Greenwood-Nimmo, Matthew ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2019rwp-154.

Full description at Econpapers || Download paper

3
82023The Asymmetric Response of Dividends to Earnings News. (2023). shin, yongcheol ; Greenwood-Nimmo, Matthew ; Cho, Jin Seo. In: Working papers. RePEc:yon:wpaper:2023rwp-210.

Full description at Econpapers || Download paper

2
92019International Bank Lending Channel of Monetary Policy. (2019). Furceri, Davide ; Choi, Sangyup ; ALBRIZIO, SILVIA ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-145.

Full description at Econpapers || Download paper

2
102014Fixed and mobile broadband; Are they substitutes or complements?. (2014). Hahn, Jong-Hee ; Choi, Yunjeong ; Bae, Jin Soo. In: Working papers. RePEc:yon:wpaper:2014rwp-68.

Full description at Econpapers || Download paper

2
112022Gini in the Taylor Rule: Should the Fed Care About Inequality?. (2022). Park, Kwangyong ; Ma, Eunseong. In: Working papers. RePEc:yon:wpaper:2022rwp-200.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 1
YearTitle
2024Does Household Heterogeneity across Countries Matter for Optimal Monetary Policy within a Monetary Union?. (2024). Schwanebeck, Benjamin ; Thiel, Luzie. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302405.

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Recent citations
Recent citations received in 2023
YearCiting document
2023What are the effects of monetary policy on productivity?. (2023). Guérin, Pierre ; Guerin, Pierre. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004664.

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2023Threshold cointegration and asymmetries between dividends and earnings news. (2023). Sephton, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061.

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2023Wholesale price rigidities and exchange rate pass-through: Evidence from daily data of agricultural products. (2023). Trujillo-Barrera, Andres ; Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: International Economics. RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000574.

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Recent citations received in 2022
YearCiting document
2022Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions. (2022). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-09.

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2022Monetary policy and inequality: The Finnish case. (2022). Kilponen, Juha ; Gulan, Adam ; Maki-Franti, Petri ; Silvo, Aino. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:rdp2022_003.

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Recent citations received in 2021
YearCiting document
2021Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies. (2021). Nakhli, Mohamed Sahbi ; Guesmi, Khaled ; Sahut, Jean Michel ; Gaies, Brahim. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004704.

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2021Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model. (2021). Cho, Jin Seo ; Mensi, Walid ; Hammoudeh, Shawkat. In: Working papers. RePEc:yon:wpaper:2021rwp-191.

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