Hyeongwoo Kim
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Hyeongwoo |
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Kim |
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Auburn University
/ Department of Economics
Research profile
author of:
- A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" (RePEc:abn:wpaper:auwp2010-01)
by T. Randolph Beard & John D. Jackson & David Kaserman & Hyeongwoo Kim - Bias Correction and Out-of-Sample Forecast Accuracy (RePEc:abn:wpaper:auwp2010-02)
by Hyeongwoo Kim & Nazif Durmaz - VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored (RePEc:abn:wpaper:auwp2010-03)
by Hyeongwoo Kim - What Drives Commodity Prices? (RePEc:abn:wpaper:auwp2010-05)
by Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini - Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment (RePEc:abn:wpaper:auwp2010-08)
by Hyeongwoo Kim & Young-Kyu Moh - Hysteresis vs. Natural Rate of US Unemployment (RePEc:abn:wpaper:auwp2011-01)
by Ka Ming Cheng & Nazif Durmaz & Hyeongwoo Kim & Michael Stern - Purchasing Power Parity and the Taylor Rule (RePEc:abn:wpaper:auwp2011-02)
by Hyeongwoo Kim & Masao Ogaki - Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries (RePEc:abn:wpaper:auwp2011-04)
by Bong-Han Kim & Hyeongwoo Kim - Reassessing the Link between the Japanese Yen and Emerging Asian Currencies (RePEc:abn:wpaper:auwp2011-05)
by Bong-Han Kim & Hyeongwoo Kim & Hong-Ghi Min - On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds (RePEc:abn:wpaper:auwp2011-07)
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern - Fear and Closed-End Fund Discounts: Investor Sentiment Revisited (RePEc:abn:wpaper:auwp2011-11)
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern - The US Tourism Trade Balance and Exchange Rate Shock (RePEc:abn:wpaper:auwp2011-12)
by Ka Ming Cheng & Hyeongwoo Kim & Henry Thompson - The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests (RePEc:abn:wpaper:auwp2012-02)
by Hyeongwoo Kim & Young-Kyu Moh - The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds (RePEc:abn:wpaper:auwp2012-03)
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern - Generalized Impulse Response Analysis: General or Extreme? (RePEc:abn:wpaper:auwp2012-04)
by Hyeongwoo Kim - Wages in a Factor Proportions Model with Energy Input (RePEc:abn:wpaper:auwp2012-05)
by Hyeongwoo Kim & Henry Thompson - Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries (RePEc:abn:wpaper:auwp2012-06)
by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee - Fear and Closed-End Fund Discounts (RePEc:abn:wpaper:auwp2012-07)
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern - What Drives Commodity Prices? (RePEc:abn:wpaper:auwp2013-03)
by Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini - How Does the Oil Price Shock Affect Consumers? (RePEc:abn:wpaper:auwp2013-04)
by Liping Gao & Hyeongwoo Kim & Richard Saba - Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China (RePEc:abn:wpaper:auwp2013-05)
by Liping Gao & Hyeongwoo Kim & Yaoqi Zhang - Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach (RePEc:abn:wpaper:auwp2013-06)
by Hyeongwoo Kim & Deockhyun Ryu - A Nonparametric Study of Real Exchange Rate Persistence over a Century (RePEc:abn:wpaper:auwp2013-08)
by Hyeongwoo Kim & Deockhyun Ryu - On the Effect of the Great Recession on US Household Expenditures for Entertainment (RePEc:abn:wpaper:auwp2013-09)
by Liping Gao & Hyeongwoo Kim & Yaoqi Zhang - Capital Investment and Employment in the Information Sector (RePEc:abn:wpaper:auwp2013-14)
by T. Randolph Beard & George Ford & Hyeongwoo Kim - Are Global Food Prices Becoming More Volatile and More Persistent? (RePEc:abn:wpaper:auwp2013-22)
by Hyeongwoo Kim - Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach (RePEc:abn:wpaper:auwp2014-02)
by Hyeongwoo Kim - How Does the Oil Price Shock Affect Consumers? (RePEc:abn:wpaper:auwp2014-10)
by Liping Gao & Hyeongwoo Kim & Richard Saba - Testing the Predictability of Consumption Growth: Evidence from China (RePEc:abn:wpaper:auwp2014-11)
by Liping Gao & Hyeongwoo Kim - The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach (RePEc:abn:wpaper:auwp2014-12)
by Hyeongwoo Kim & Wen Shi - London Calling: Nonlinear Mean Reversion across National Stock Markets (RePEc:abn:wpaper:auwp2014-13)
by Hyeongwoo Kim & Jintae Kim - The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds (RePEc:abn:wpaper:auwp2014-14)
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana Stern - A Nonparametric Study of Real Exchange Rate Persistence over a Century (RePEc:abn:wpaper:auwp2014-15)
by Hyeongwoo Kim & Deockhyun Ryu - Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries (RePEc:abn:wpaper:auwp2015-01)
by Bong-Han Kim & Hyeongwoo Kim & Bong-Soo Lee - Government Spending Shocks and Private Acitivity: The Role of Sentiments (RePEc:abn:wpaper:auwp2015-02)
by Bijie Jia & Hyeongwoo Kim - Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach (RePEc:abn:wpaper:auwp2015-04)
by Hyeongwoo Kim & Wen Shi - On the Effect of the Great Recession on US Household Expenditures for Entertainment (RePEc:abn:wpaper:auwp2015-06)
by Liping Gao & Hyeongwoo Kim & Yaoqi Zhang - Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach (RePEc:abn:wpaper:auwp2015-08)
by Hyeongwoo Kim & Deockhyun Ryu - Pitfalls in Testing for Cointegration between Inequality and the Real Income (RePEc:abn:wpaper:auwp2015-15)
by Ghislain N. Gueye & Hyeongwoo Kim & Gilad Sorek - Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach (RePEc:abn:wpaper:auwp2015-17)
by Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang - The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks (RePEc:abn:wpaper:auwp2015-18)
by Hyeongwoo Kim & Jintae Kim - Testing the Predictability of Consumption Growth: Evidence from China (RePEc:abn:wpaper:auwp2015-19)
by Liping Gao & Hyeongwoo Kim - Price Adjustment to the Exchange Rate Shock in World Commodity Markets (RePEc:abn:wpaper:auwp2016-01)
by Hyeongwoo Kim & Jintae Kim - Government Spending Shocks and Private Activity: The Role of Sentiments (RePEc:abn:wpaper:auwp2016-04)
by Bijie Jia & Hyeongwoo Kim - Pitfalls in Testing for Cointegration between Inequality and the Real Income (RePEc:abn:wpaper:auwp2016-07)
by Ghislain N. Gueye & Hyeongwoo Kim & Gilad Sorek - Testing the Predictability of Consumption Growth: Evidence from China (RePEc:abn:wpaper:auwp2016-09)
by Liping Gao & Hyeongwoo Kim - Forecasting Financial Stress Indices in Korea: A Factor Model Approach (RePEc:abn:wpaper:auwp2016-10)
by Hyeongwoo Kim & Wen Shi & Hyun Hak Kim - Is Good News for Donald Trump Bad News for the Peso? (RePEc:abn:wpaper:auwp2016-13)
by T. Randolph Beard & Hyeongwoo Kim & Michael Stern - The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach (RePEc:abn:wpaper:auwp2016-14)
by Hyeongwoo Kim & Wen Shi - Forecasting Financial Vulnerability in the US: A Factor Model Approach (RePEc:abn:wpaper:auwp2016-15)
by Hyeongwoo Kim & Wen Shi - Investigating Properties of Commodity Price Responses to Real and Nominal Shocks (RePEc:abn:wpaper:auwp2017-02)
by Hyeongwoo Kim & Yunxiao Zhang - Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach (RePEc:abn:wpaper:auwp2017-03)
by Hyeongwoo Kim & Kyunghwan Ko - The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach (RePEc:abn:wpaper:auwp2017-04)
by Hyeongwoo Kim & Wen Shi - London Calling: Nonlinear Mean Reversion across National Stock Markets (RePEc:abn:wpaper:auwp2017-05)
by Hyeongwoo Kim & Jintae Kim - Consumer Spending on Entertainment and the Great Recession (RePEc:abn:wpaper:auwp2017-07)
by Hyeongwoo Kim & Liping Gao - Government Spending Shocks and Private Activity: The Role of Sentiments (RePEc:abn:wpaper:auwp2017-08)
by Hyeongwoo Kim & Bijie Jia - London Calling: Nonlinear Mean Reversion across National Stock Markets (RePEc:abn:wpaper:auwp2018-01)
by Hyeongwoo Kim & Jintae Kim - Fiscal Policy, Wages, and Jobs in the U.S (RePEc:abn:wpaper:auwp2018-02)
by Hyeongwoo Kim - Forecasting Net Charge-Off Rates of Banks: A PLS Approach (RePEc:abn:wpaper:auwp2018-03)
by James Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen - Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters (RePEc:abn:wpaper:auwp2018-04)
by Hyeongwoo Kim & Shuwei Zhang - Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices (RePEc:abn:wpaper:auwp2018-05)
by Hyeongwoo Kim & Ying Lin - Forecasting Financial Stress Indices in Korea: A Factor Model Approach (RePEc:abn:wpaper:auwp2018-06)
by Hyeongwoo Kim & Wen Shi & Hyun Hak Kim - Forecasting Financial Vulnerability in the US: A Factor Model Approach (RePEc:abn:wpaper:auwp2018-07)
by Hyeongwoo Kim & Wen Shi - Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus (RePEc:abn:wpaper:auwp2018-08)
by Hyeongwoo Kim & Bijie Jia - Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices (RePEc:abn:wpaper:auwp2019-01)
by Hyeongwoo Kim & Ying Lin & Henry Thompson - Forecasting Financial Stress Indices in Korea: A Factor Model Approach (RePEc:abn:wpaper:auwp2019-02)
by Hyeongwoo Kim & Wen Shi & Hyun Hak Kim - Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach (RePEc:abn:wpaper:auwp2019-03)
by Hyeongwoo Kim & Kyunghwan Ko - Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors (RePEc:abn:wpaper:auwp2019-04)
by Sarthak Behera & Hyeongwoo Kim - Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters (RePEc:abn:wpaper:auwp2019-06)
by Hyeongwoo Kim & Shuwei Zhang - Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach (RePEc:abn:wpaper:auwp2020-02)
by Sarthak Behera & Hyeongwoo Kim & Soohyon Kim - Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices (RePEc:abn:wpaper:auwp2020-03)
by Hyeongwoo Kim & Ying Lin & Henry Thompson - Forecasting Financial Vulnerability in the US: A Factor Model Approach (RePEc:abn:wpaper:auwp2020-04)
by Hyeongwoo Kim & Wen Shi - Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus (RePEc:abn:wpaper:auwp2020-05)
by Hyeongwoo Kim & Bijie Jia - U.S. Presidential Election Polls and the Economic Prospects of China and Mexico (RePEc:abn:wpaper:auwp2020-08)
by Hyeongwoo Kim & Madeline H. Kim - Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus (RePEc:abn:wpaper:auwp2021-01)
by Bijie Jia & Hyeongwoo Kim & Shuwei Zhang - U.S. Presidential Election Polls and the Economic Prospects of China and Mexico (RePEc:abn:wpaper:auwp2021-02)
by Hyeongwoo Kim & Madeline Kim - Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate (RePEc:abn:wpaper:auwp2021-03)
by Sarthak Behera & Hyeongwoo Kim & Soohyon Kim - Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters (RePEc:abn:wpaper:auwp2021-04)
by Hyeongwoo Kim & Shuwei Zhang - Policy Coordination and the Effectiveness of Fiscal Stimulus (RePEc:abn:wpaper:auwp2022-01)
by Hyeongwoo Kim & Shuwei Zhang - Was the KORUS FTA a Horrible Deal? (RePEc:abn:wpaper:auwp2022-02)
by Hyeongwoo Kim & Madeline H. Kim & Divya Sadana & Jie Zhang - Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate (RePEc:abn:wpaper:auwp2022-03)
by Sarthak Behera & Hyeongwoo Kim & Soohyon Kim - Policy Coordination and the Effectiveness of Fiscal Stimulus (RePEc:abn:wpaper:auwp2022-04)
by Hyeongwoo Kim & Peng Shao & Shuwei Zhang - Fiscal Policy Effects on U.S. Labor Market (RePEc:abn:wpaper:auwp2023-01)
by Hyeongwoo Kim & Deockyun Ryu & Jisoo Son - Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors (RePEc:abn:wpaper:auwp2023-02)
by Hyeongwoo Kim & Jisoo Son - Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts (RePEc:abn:wpaper:auwp2023-03)
by Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun - Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate (RePEc:abn:wpaper:auwp2023-05)
by Sarthak Behera & Hyeongwoo Kim & Soohyon Kim - What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? (RePEc:abn:wpaper:auwp2023-06)
by Hyeongwoo Kim & Jisoo Son - Trend Breaks and the Persistence of Closed-End Fund Discounts (RePEc:abn:wpaper:auwp2023-08)
by Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun - What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? (RePEc:abn:wpaper:auwp2024-01)
by Hyeongwoo Kim & Jisoo Son - Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate (RePEc:abn:wpaper:auwp2024-02)
by Sarthak Behera & Hyeongwoo Kim & Soohyon Kim - Pitfalls In Testing For Cointegration Between Inequality And The Real Income (RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950)
by Ghislain N. Gueye & Hyeongwoo Kim & Gilad Sorek - The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests (RePEc:bok:journl:v:18:y:2012:i:4:p:1-22)
by Hyeongwoo Kim & Young-Kyu Moh - The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests (RePEc:bok:wpaper:1205)
by Hyeongwoo Kim & Young-Kyu Moh - Forecasting Financial Stress Indices in Korea: A Factor Model Approach (RePEc:bok:wpaper:1530)
by Hyeongwoo Kim & Hyun Hak Kim & Wen Shi - Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach (RePEc:bok:wpaper:1714)
by Hyeongwoo Kim & Kyunghwan Ko - Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate (RePEc:bok:wpaper:2005)
by Hyeongwoo Kim & Soohyon Kim - Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus (RePEc:bpj:bejmac:v:22:y:2022:i:2:p:699-728:n:2)
by Jia Bijie & Kim Hyeongwoo & Zhang Shuwei - Purchasing power parity and the Taylor rule (RePEc:csg:ajrcwp:1305)
by Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim - Country-specific shocks and optimal monetary policy (RePEc:ebl:ecbull:eb-08e50017)
by Hyeongwoo Kim - On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates (RePEc:ebl:ecbull:eb-08f30078)
by Hyeongwoo Kim & Young-Kyu Moh - Hysteresis vs. natural rate of US unemployment (RePEc:eee:ecmode:v:29:y:2012:i:2:p:428-434)
by Cheng, Ka Ming & Durmaz, Nazif & Kim, Hyeongwoo & Stern, Michael L. - Examining the evidence of purchasing power parity by recursive mean adjustment (RePEc:eee:ecmode:v:29:y:2012:i:5:p:1850-1857)
by Kim, Hyeongwoo & Moh, Young-Kyu - Determinants of stock market comovements among US and emerging economies during the US financial crisis (RePEc:eee:ecmode:v:35:y:2013:i:c:p:338-348)
by Hwang, Eugene & Min, Hong-Ghi & Kim, Bong-Han & Kim, Hyeongwoo - Wages in a factor proportions model with energy input (RePEc:eee:ecmode:v:36:y:2014:i:c:p:495-501)
by Kim, Hyeongwoo & Thompson, Henry - Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach (RePEc:eee:ecmode:v:51:y:2015:i:c:p:227-241)
by Kim, Hyeongwoo & Ryu, Deockhyun - Improving forecast accuracy of financial vulnerability: PLS factor model approach (RePEc:eee:ecmode:v:88:y:2020:i:c:p:341-355)
by Kim, Hyeongwoo & Ko, Kyunghwan - London calling: Nonlinear mean reversion across national stock markets (RePEc:eee:ecofin:v:44:y:2018:i:c:p:265-277)
by Kim, Hyeongwoo & Kim, Jintae - Investigating properties of commodity price responses to real and nominal shocks (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305151)
by Kim, Hyeongwoo & Zhang, Yunxiao - Half-life bias correction and the G7 stock markets (RePEc:eee:ecolet:v:109:y:2010:i:1:p:1-3)
by Kim, Hyeongwoo & Stern, Liliana V. & Stern, Michael L. - On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis (RePEc:eee:empfin:v:16:y:2009:i:5:p:734-744)
by Kim, Hyeongwoo - How do oil price shocks affect consumer prices? (RePEc:eee:eneeco:v:45:y:2014:i:c:p:313-323)
by Gao, Liping & Kim, Hyeongwoo & Saba, Richard - Bias correction and out-of-sample forecast accuracy (RePEc:eee:intfor:v:28:y:2012:i:3:p:575-586)
by Kim, Hyeongwoo & Durmaz, Nazif - A century of purchasing power parity confirmed: The role of nonlinearity (RePEc:eee:jimfin:v:29:y:2010:i:7:p:1398-1405)
by Kim, Hyeongwoo & Moh, Young-Kyu - Reassessing the link between the Japanese yen and emerging Asian currencies (RePEc:eee:jimfin:v:33:y:2013:i:c:p:306-326)
by Kim, Bong-Han & Kim, Hyeongwoo & Min, Hong-Ghi - VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored (RePEc:eee:jmacro:v:34:y:2012:i:1:p:223-238)
by Kim, Hyeongwoo - Policy coordination and the effectiveness of fiscal stimulus (RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000829)
by Kim, Hyeongwoo & Shao, Peng & Zhang, Shuwei - The determinants of the benchmark interest rates in China (RePEc:eee:jpolmo:v:40:y:2018:i:2:p:395-417)
by Kim, Hyeongwoo & Shi, Wen - The real exchange rate and the balance of trade in US tourism (RePEc:eee:reveco:v:25:y:2013:i:c:p:122-128)
by Cheng, Ka Ming & Kim, Hyeongwoo & Thompson, Henry - A nonparametric study of real exchange rate persistence over a century (RePEc:eee:reveco:v:37:y:2015:i:c:p:406-418)
by Kim, Hyeongwoo & Ryu, Deockhyun - Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries (RePEc:eee:reveco:v:39:y:2015:i:c:p:192-210)
by Kim, Bong-Han & Kim, Hyeongwoo & Lee, Bong-Soo - The effects of government spending shocks on the trade account balance in Korea (RePEc:eee:reveco:v:53:y:2018:i:c:p:57-70)
by Kim, Hyeongwoo & Lee, Daeyup - Capital investment and employment in the information sector (RePEc:eee:telpol:v:38:y:2014:i:4:p:371-382)
by Randolph Beard, T. & Ford, George S. & Kim, Hyeongwoo - Purchasing Power Parity and the Taylor Rule (RePEc:een:camaaa:2013-41)
by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki - Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns (RePEc:elg:eechap:13642_2)
by Apanard Penny Angkinand & James R. Barth & Hyeongwoo Kim - Testing The Predictability Of Consumption Growth: Evidence From China (RePEc:jed:journl:v:41:y:2016:i:3:p:21-30)
by Liping Gao And Hyeongwoo Kim - Forecasting the FOMC's interest rate setting behavior: a further analysis (RePEc:jof:jforec:v:28:y:2009:i:2:p:145-165)
by Hyeongwoo Kim & John Jackson & Richard Saba - The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds (RePEc:kap:jfsres:v:50:y:2016:i:3:d:10.1007_s10693-015-0227-9)
by Seth Anderson & T. Randolph Beard & Hyeongwoo Kim & Liliana V. Stern - Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices (RePEc:kap:openec:v:32:y:2021:i:2:d:10.1007_s11079-020-09601-7)
by Hyeongwoo Kim & Ying Lin & Henry Thompson - Purchasing Power Parity and the Taylor Rule (RePEc:osu:osuewp:09-03)
by Masao Ogaki & Hyeongwoo Kim - What Drives Commodity Prices? (RePEc:oup:ajagec:v:96:y:2014:i:5:p:1455-1468.)
by Shu-Ling Chen & John D. Jackson & Hyeongwoo Kim & Pramesti Resiandini - What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? (RePEc:pra:mprapa:116880)
by Kim, Hyeongwoo & Son, Jisoo - Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts (RePEc:pra:mprapa:117789)
by Durmaz, Nazif & Kim, Hyeongwoo & Lee, Hyejin & Sun, Yanfei - Bias Correction and Out-of-Sample Forecast Accuracy (RePEc:pra:mprapa:16780)
by Kim, Hyeongwoo & Durmaz, Nazif - Generalized Impulse Response Analysis: General or Extreme? (RePEc:pra:mprapa:17014)
by Hyeongwoo, Kim - A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity (RePEc:pra:mprapa:17488)
by Kim, Hyeongwoo & Moh, Young-Kyu - A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" (RePEc:pra:mprapa:17620)
by Beard, T. Randolph & Jackson, John D. & Kaserman, David & Kim, Hyeongwoo - Factor Proportions Wages in a Structural Vector Autoregression (RePEc:pra:mprapa:17798)
by Kim, Hyeongwoo & Thompson, Henry - The Exchange Rate and US Tourism Balance of Trade (RePEc:pra:mprapa:18318)
by Cheng, Ka Ming & Kim, Hyeongwoo & Thompson, Henry - Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets (RePEc:pra:mprapa:18680)
by Chen, Shu-Ling & Kim, Hyeongwoo - Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment (RePEc:pra:mprapa:22712)
by Kim, Hyeongwoo & Moh, Young-Kyu - VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored (RePEc:pra:mprapa:33005)
by Kim, Hyeongwoo - What Drives Commodity Prices? (RePEc:pra:mprapa:40711)
by Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti - How Does the Oil Price Shock Affect Consumers? (RePEc:pra:mprapa:49565)
by Gao, Liping & Kim, Hyeongwoo & Saba, Richard - How Do Oil Price Shocks Affect Consumer Prices? (RePEc:pra:mprapa:57259)
by Gao, Liping & Kim, Hyeongwoo & Saba, Richard - Government Spending Shocks and Private Activity: The Role of Sentiments (RePEc:pra:mprapa:66263)
by Jia, Bijie & Kim, Hyeongwoo - Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters (RePEc:pra:mprapa:89326)
by Kim, Hyeongwoo & Zhang, Shuwei - Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices (RePEc:pra:mprapa:89345)
by Kim, Hyeongwoo & Lin, Ying - Investigating Properties of Commodity Price Responses to Real and Nominal Shocks (RePEc:pra:mprapa:89432)
by Kim, Hyeongwoo & Zhang, Yunxiao - Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach (RePEc:pra:mprapa:89449)
by Kim, Hyeongwoo & Ko, Kyunghwan - Fiscal Policy, Wages, and Jobs in the U.S (RePEc:pra:mprapa:89763)
by Kim, Hyeongwoo - Forecasting Financial Vulnerability in the US: A Factor Model Approach (RePEc:pra:mprapa:89766)
by Kim, Hyeongwoo & Shi, Wen - Forecasting Financial Stress Indices in Korea: A Factor Model Approach (RePEc:pra:mprapa:89768)
by Kim, Hyeongwoo & Shi, Wen & Kim, Hyun Hak - Generalized impulse response analysis: General or Extreme? (RePEc:qua:journl:v:10:y:2013:i:2:p:135-141)
by Hyeongwoo Kim - Fiscal Policy Effects on U.S. Labor Market (RePEc:ris:jecdev:0052)
by Kim, Hyeongwoo & Ryu , Deockhyun & Son , Jisoo - The Exchange Rate and US Tourism Trade, 1973–2007 (RePEc:sae:toueco:v:19:y:2013:i:4:p:883-896)
by Ka Ming Cheng & Hyeongwoo Kim & Henry Thompson - A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects (RePEc:spr:empeco:v:42:y:2012:i:1:p:261-277)
by T. Beard & John Jackson & David Kaserman & Hyeongwoo Kim - Forecasting financial stress indices in Korea: a factor model approach (RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01744-y)
by Hyeongwoo Kim & Wen Shi & Hyun Hak Kim - Fear and Closed-End Fund discounts (RePEc:taf:apeclt:v:20:y:2013:i:10:p:956-959)
by S. Anderson & T. R. Beard & H. Kim & L. V. Stern - Is good news for Donald Trump bad news for the Peso? (RePEc:taf:apeclt:v:24:y:2017:i:19:p:1363-1368)
by T. Randolph Beard & Hyeongwoo Kim & Michael L. Stern - Unknown item RePEc:taf:apfiec:v:19:y:2009:i:5:p:347-355 (article)
- Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach (RePEc:taf:applec:v:48:y:2016:i:23:p:2199-2214)
by Hyeongwoo Kim & Wen Shi & Kwang-Myoung Hwang - U.S. presidential election polls and the economic prospects of China and Mexico (RePEc:taf:applec:v:53:y:2021:i:54:p:6231-6248)
by Hyeongwoo Kim & Madeline H. Kim - Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets (RePEc:taf:intecj:v:25:y:2011:i:2:p:239-250)
by Shu-Ling Chen & Hyeongwoo Kim - Purchasing Power Parity and the Taylor Rule (RePEc:wly:japmet:v:30:y:2015:i:6:p:874-903)
by Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki - Forecasting financial vulnerability in the USA: A factor model approach (RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457)
by Hyeongwoo Kim & Wen Shi - Forecasting Net Charge-Off Rates of Banks: A PLS Approach (RePEc:wsi:wschap:9789811202391_0063)
by James R. Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen