Tae-Hwan Kim
Names
| first: |
Tae-Hwan |
| last: |
Kim |
Identifer
Contact
| homepage: |
http://web.yonsei.ac.kr/thkim/ |
|
| phone: |
+82-2-2123-5461 |
| postal address: |
School of Economics
College of Business and Economics
Yonsei University
134 Shinchon-dong, Seodaemun-gu
Seoul, 120-749
Korea |
Affiliations
-
Yonsei University
/ College of Business and Economics
/ School of Economics
Research profile
author of:
- Bias Transmission and Variance Reduction in Two-Stage Quantile Regression (RePEc:aim:wpaimx:1221)
by Tae-Hwan Kim, & Christophe Muller - A Test for Endogeneity in Conditional Quantiles (RePEc:aim:wpaimx:1342)
by Tae-Hwan Kim & Christophe Muller - A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression (RePEc:aim:wpaimx:1522)
by Tae-Hwan Kim & Christophe Muller - A Robust Test of Exogeneity Based on Quantile Regressions (RePEc:aim:wpaimx:1716)
by Tae-Hwan Kim & Christophe Muller - James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator (RePEc:bes:jnlasa:v:96:y:2001:m:june:p:697-705)
by Kim T-H. & White H. - A Direct Test for Cointegration Between a Pair of Time Series (RePEc:bla:jtsera:v:23:y:2002:i:2:p:173-191)
by Stephen J. Leybourne & Paul Newbold & Dimitrios Vougas & Tae‐Hwan Kim - Testing for Linear Trend with Application to Relative Primary Commodity Prices (RePEc:bla:jtsera:v:24:y:2003:i:5:p:539-551)
by Tae‐Hwan Kim & Stephan Pfaffenzeller & Tony Rayner & Paul Newbold - Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (RePEc:bla:jtsera:v:25:y:2004:i:4:p:583-602)
by Tae‐Hwan Kim & Stephen J. Leybourne & Paul Newbold - Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (RePEc:bla:jtsera:v:25:y:2004:i:5:p:755-764)
by Tae‐Hwan Kim & Stephen Leybourne & Paul Newbold - Examination of Some More Powerful Modifications of the Dickey–Fuller Test (RePEc:bla:jtsera:v:26:y:2005:i:3:p:355-369)
by Stephen Leybourne & Tae‐Hwan Kim & Paul Newbold - CUSUM of Squares‐Based Tests for a Change in Persistence (RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433)
by Stephen Leybourne & Robert Taylor & Tae‐Hwan Kim - Spurious Rejections by Perron Tests in the Presence of a Break (RePEc:bla:obuest:v:62:y:2000:i:3:p:433-444)
by Tae‐Hwan Kim & Stephen J. Leybourne & Paul Newbold - Regression‐based Tests for a Change in Persistence (RePEc:bla:obuest:v:68:y:2006:i:5:p:595-621)
by Stephen J. Leybourne & Tae‐Hwan Kim & A. M. Robert Taylor - Detecting Multiple Changes in Persistence (RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2)
by Leybourne Stephen & Kim Tae-Hwan & Taylor A.M. Robert - Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression (RePEc:cdl:ucsdec:qt1s38s0dn)
by White, Halbert & Kim, Tae-Hwan - James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator (RePEc:cdl:ucsdec:qt3mn102zs)
by Kim, Tae-Hwan & White, Halbert - James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator (RePEc:cdl:ucsdec:qt4zq9k3qh)
by Kim, Tae-Hwan & White, Halbert - Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights (RePEc:cdl:ucsdec:qt5h98h28m)
by Kim, Tae-Hwan & White, Halbert & Stone, Douglas - On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index (RePEc:cdl:ucsdec:qt7b52v07p)
by Kim, Tae-Hwan & White, Halbert - James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator (RePEc:cdl:ucsdec:qt9914w10r)
by Kim, Tae-Hwan & White, Halbert - Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR (RePEc:ecb:ecbwps:2008957)
by Manganelli, Simone & White, Halbert & Kim, Tae-Hwan - VAR for VaR: measuring tail dependence using multivariate regression quantiles (RePEc:ecb:ecbwps:20151814)
by Manganelli, Simone & White, Halbert & Kim, Tae-Hwan - Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom (RePEc:ecj:ac2003:122)
by Kim, Tae-Hwan & Thanaset Chevapatrakul & Paul Mizen - Spurious Nonlinear Regressions In Econometrics (RePEc:ecj:ac2004:27)
by Young-Sook Lee & Tae-Hwan Kim & Paul Newbold - Bias Transmission In Two-Stage Estimation (RePEc:ecj:ac2004:73)
by Tae-Hwan Kim & Christophe Muller - Tests for a change in persistence against the null of difference-stationarity (RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311)
by Stephen Leybourne & Tae-Hwan Kim & Vanessa Smith & Paul Newbold - Two-stage quantile regression when the first stage is based on quantile regression (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231)
by Tae-Hwan Kim & Christophe Muller - Impulse response analysis in conditional quantile models with an application to monetary policy (RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000373)
by Lee, Dong Jin & Kim, Tae-Hwan & Mizen, Paul - Estimating monetary reaction functions at near zero interest rates (RePEc:eee:ecolet:v:106:y:2010:i:1:p:57-60)
by Kim, Tae-Hwan & Mizen, Paul - Spurious regressions with stationary processes around linear trends (RePEc:eee:ecolet:v:83:y:2004:i:2:p:257-262)
by Kim, Tae-Hwan & Lee, Young-Sook & Newbold, Paul - Spurious nonlinear regressions in econometrics (RePEc:eee:ecolet:v:87:y:2005:i:3:p:301-306)
by Lee, Young-Sook & Kim, Tae-Hwan & Newbold, Paul - Unit root tests with a break in innovation variance (RePEc:eee:econom:v:109:y:2002:i:2:p:365-387)
by Kim, Tae-Hwan & Leybourne, Stephen & Newbold, Paul - VAR for VaR: Measuring tail dependence using multivariate regression quantiles (RePEc:eee:econom:v:187:y:2015:i:1:p:169-188)
by White, Halbert & Kim, Tae-Hwan & Manganelli, Simone - Quantile cointegration in the autoregressive distributed-lag modeling framework (RePEc:eee:econom:v:188:y:2015:i:1:p:281-300)
by Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol - On more robust estimation of skewness and kurtosis (RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73)
by Kim, Tae-Hwan & White, Halbert - The instability of the Pearson correlation coefficient in the presence of coincidental outliers (RePEc:eee:finlet:v:13:y:2015:i:c:p:243-257)
by Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga - Robust estimation of covariance and its application to portfolio optimization (RePEc:eee:finlet:v:9:y:2012:i:3:p:121-134)
by Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi - Multi-dimensional portfolio risk and its diversification: A note (RePEc:eee:glofin:v:35:y:2018:i:c:p:147-156)
by Kim, Woohwan & Kim, Young Min & Kim, Tae-Hwan & Bang, Seungbeom - On suboptimality of the Hodrick-Prescott filter at time series endpoints (RePEc:eee:jmacro:v:27:y:2005:i:1:p:53-67)
by Mise, Emi & Kim, Tae-Hwan & Newbold, Paul - Monetary information and monetary policy decisions: Evidence from the euroarea and the UK (RePEc:eee:jmacro:v:34:y:2012:i:2:p:326-341)
by Chevapatrakul, Thanaset & Kim, Tae-Hwan & Mizen, Paul - Estimation, Inference, And Specification Testing For Possibly Misspecified Quantile Regression (RePEc:eme:aecozz:s0731-9053(03)17005-3)
by Tae-Hwan Kim & Halbert White - A robust test of exogeneity based on quantile regressions (RePEc:hal:journl:hal-01647506)
by Tae-Hwan Kim & Christophe Muller - Inconsistency transmission and variance reduction in two-stage quantile regression (RePEc:hal:journl:hal-02084505)
by Tae-Hwan Kim & Christophe Muller - Bias Transmission and Variance Reduction in Two-Stage Quantile Regression (RePEc:hal:wpaper:halshs-00793372)
by Tae-Hwan Kim & Christophe Muller - A Test for Endogeneity in Conditional Quantiles (RePEc:hal:wpaper:halshs-00854527)
by Tae-Hwan Kim & Christophe Muller - Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression (RePEc:hal:wpaper:halshs-01157552)
by Christophe Muller - A Robust Test of Exogeneity Based on Quantile Regressions (RePEc:hal:wpaper:halshs-01508067)
by Tae-Hwan Kim & Christophe Muller - Two-Stage Quantile Regression When The First Stage Is Based On Quantile Regression (RePEc:ivi:wpasad:2004-03)
by Christophe Muller & Tae-Hwan Kim - Two-Stage Huber Estimation (RePEc:ivi:wpasad:2005-17)
by Christophe Muller & Tae-Hwan Kim - More powerful panel data unit root tests with an application to mean reversion in real exchange rates (RePEc:jae:japmet:v:19:y:2004:i:2:p:147-170)
by L. Vanessa Smith & Stephen Leybourne & Tae-Hwan Kim & Paul Newbold - Forecasting changes in UK interest rates (RePEc:jof:jforec:v:27:y:2008:i:1:p:53-74)
by Tae-Hwan Kim & Paul Mizen & Thanaset Chevapatrakul - Testing for structural breaks in return-based style regression models (RePEc:kap:fmktpm:v:35:y:2021:i:1:d:10.1007_s11408-020-00364-2)
by Yunmi Kim & Douglas Stone & Tae-Hwan Kim - Forecasting Changes in UK Interest Rates (RePEc:lbo:lbowps:2007_26)
by Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen - The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan (RePEc:mcb:jmoncb:v:41:y:2009:i:8:p:1705-1723)
by Thanaset Chevapatrakul & Tae-Hwan Kim & Paul Mizen - Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan (RePEc:mmf:mmfc06:51)
by Paul Mizen & Tae-Hwan Kim & Alan Thanaset - Forecasting Changes in UK Interest Rates (RePEc:not:notcfc:07/04)
by Tae-Hwan Kim & Paul Mizen & Alan Thanaset - Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan (RePEc:not:notcfc:07/05)
by Paul Mizen & Tae-Hwan Kim & Alan Thanaset - Impulse response analysis in conditional quantile models with an application to monetary policy (RePEc:not:notcfc:2020/08)
by Dong Jin Lee & Tae-Hwan Kim & Paul Mizen - Forecasting changes in UK interest rates (RePEc:not:notgts:06/06)
by Tae-Hwan Kim & Paul Mizen & Alan Thanaset - Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights (RePEc:oup:jfinec:v:3:y:2005:i:3:p:315-343)
by Tae-Hwan Kim - VAR for VaR: measuring systemic risk using multivariate regression quantiles (RePEc:pra:mprapa:35372)
by White, Halbert & Kim, Tae-Hwan & Manganelli, Simone - Does political orientation affect happiness? The case of South Korea (RePEc:ris:apltrx:0390)
by Kim, Yunmi & Lee, Sang-Wook & Kim, Tae-Hwan - Behaviour of cointegration tests in the presence of structural breaks in variance (RePEc:taf:apeclt:v:10:y:2003:i:15:p:999-1002)
by Jaesun Noh & Tae-Hwan Kim - The effect of a variance shift on the Breusch-Godfrey's LM test (RePEc:taf:apeclt:v:17:y:2010:i:4:p:399-404)
by Joo-Yeon Hyun & Hyeong Ho Mun & Tae-Hwan Kim & Jinook Jeong - Unit root tests based on inequality-restricted estimators (RePEc:taf:apeclt:v:8:y:2001:i:12:p:793-797)
by Tae-Hwan Kim & Paul Newbold - Unknown item RePEc:taf:apfiec:v:14:y:2004:i:14:p:1035-1043 (article)
- The influence of school quality on housing prices in Korea (RePEc:taf:applec:44:y:2012:i:8:p:1021-1023)
by Sunku Hahn & Tae-Hwan Kim & Minho Kim - Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility (RePEc:taf:applec:v:38:y:2006:i:4:p:395-413)
by Jaesun Noh & Tae-Hwan Kim - A more powerful modification of Johansen's cointegration tests (RePEc:taf:applec:v:40:y:2008:i:6:p:725-729)
by Steve Leybourne & Tae-Hwan Kim & Paul Newbold - Revisiting growth empirics based on IV panel quantile regression (RePEc:taf:applec:v:47:y:2015:i:36:p:3859-3873)
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim - The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan (RePEc:wly:jmoncb:v:41:y:2009:i:8:p:1705-1723)
by Thanaset Chevapatrakul & Tae‐Hwan Kim & Paul Mizen - Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test (RePEc:wpa:wuwpem:0311007)
by Steve Leybourne & Paul Newbold & Tae-Hwan Kim - Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification (RePEc:wpa:wuwpem:0311008)
by Steve Leybourne & Tae-Hwan Kim & Paul Newbold - Unit Root Tests In The Presence Of Multiple Breaks In Variance (RePEc:wsi:serxxx:v:62:y:2017:i:02:n:s0217590815500496)
by Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon - VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles (RePEc:yon:wpaper:2012rwp-45)
by Habert white & Tae-Hwan Kim & Simone Manganelli - A test for endogeneity in conditional quantile models (RePEc:yon:wpaper:2012rwp-49)
by Tae-Hwan Kim & Christophe Muller - On measuring the nonlinear effect of interest rates on inflation and output (RePEc:yon:wpaper:2013rwp-53)
by Hyeong Ho Moon & Tae-Hwan Kim & Seongho Nah - Testing for Autocorrelation in Quantile Regression Models (RePEc:yon:wpaper:2013rwp-54)
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim - Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework (RePEc:yon:wpaper:2014rwp-69)
by Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin - Unit Root Tests In The Presence Of Multiple Breaks In Variance (RePEc:yon:wpaper:2014rwp-70)
by Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon - Revisiting Growth Empirics Based on IV Panel Quantile Regression (RePEc:yon:wpaper:2014rwp-72)
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim - The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers (RePEc:yon:wpaper:2014rwp-74)
by Yunmi Kim & Tae-Hwan Kim & Tolga Ergun - Testing for Autocorrelation in Quantile Regression Models (RePEc:yon:wpaper:2014rwp-76)
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee - The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers (RePEc:yon:wpaper:2015rwp-77)
by Yunmi Kim & Tae-Hwan Kim & Tolga Ergun - Multi-dimensional Risk and its Diversification (RePEc:yon:wpaper:2015rwp-81)
by Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang - A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression (RePEc:yon:wpaper:2015rwp-82)
by Tae-Hwan Kim & Christophe Muller - Revisiting the Effect of FDI on Economic Growth using Quantile Regression (RePEc:yon:wpaper:2015rwp-83)
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim - Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being (RePEc:yon:wpaper:2017rwp-104)
by Tae-Hwan Kim & Hoon Hong & Jonghyun Park & Chung Sik Yoo & Jongick Jang - Does Political Orientation Affect Happiness? The Case of South Korea (RePEc:yon:wpaper:2020rwp-163)
by Yunmi Kim & Sang-Wook Lee & Tae-Hwan Kim - Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy (RePEc:yon:wpaper:2020rwp-164)
by Tae-Hwan Kim & Dong Jin Lee & Paul Mizen - Testing for Structural Breaks in Return-Based Style Regression Models (RePEc:yon:wpaper:2020rwp-165)
by Yunmi Kim & Douglas Stone & Tae-Hwan Kim - Dealing with Markov-Switching Parameters in Quantile Regression Models (RePEc:yon:wpaper:2020rwp-166)
by Yunmi Kim & Lijuan Huo & Tae-Hwan Kim