Details about Hyeongwoo Kim

Access statistics for papers by Hyeongwoo Kim.

Last updated 2013-05-07. Update your information in the RePEc Author Service.

Short-id: pki186

Working Papers

2013

1. How Does the Oil Price Shock Affect Consumers?
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
2. Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
3. Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
4. What Drives Commodity Prices?
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
   Also in MPRA Paper, University Library of Munich, Germany (2012)
   Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010)

2012

5. Fear and Closed-End Fund Discounts
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
6. Generalized Impulse Response Analysis: General or Extreme?
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
   Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (4)
7. Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
   Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011)
8. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
9. The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
10. Wages in a Factor Proportions Model with Energy Input
    Auburn Economics Working Paper Series, Department of Economics, Auburn University

2011

11. Fear and Closed-End Fund Discounts: Investor Sentiment Revisited
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
12. Hysteresis vs. Natural Rate of US Unemployment
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (4)
    See also Journal Article in Economic Modelling (2012)
13. On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
14. Purchasing Power Parity and the Taylor Rule
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Working Papers, Ohio State University, Department of Economics (2009) View citations (4)
15. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
16. The US Tourism Trade Balance and Exchange Rate Shock
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
17. VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored
    MPRA Paper, University Library of Munich, Germany
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010)
    See also Journal Article in Journal of Macroeconomics (2012)

2010

18. A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism"
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in MPRA Paper, University Library of Munich, Germany (2009)
19. Bias Correction and Out-of-Sample Forecast Accuracy
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in MPRA Paper, University Library of Munich, Germany (2009)
    See also Journal Article in International Journal of Forecasting (2012)
20. Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) View citations (1)
    See also Journal Article in Economic Modelling (2012)

2009

21. A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Journal of International Money and Finance (2010)
22. Factor Proportions Wages in a Structural Vector Autoregression
    MPRA Paper, University Library of Munich, Germany
23. Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in International Economic Journal (2011)
24. The Exchange Rate and US Tourism Balance of Trade
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2013

1. The real exchange rate and the balance of trade in US tourism
   International Review of Economics & Finance, 2013, 25, (C), 122-128

2012

2. A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects
   Empirical Economics, 2012, 42, (1), 261-277
3. Bias correction and out-of-sample forecast accuracy
   International Journal of Forecasting, 2012, 28, (3), 575-586
   See also Working Paper (2010)
4. Examining the evidence of purchasing power parity by recursive mean adjustment
   Economic Modelling, 2012, 29, (5), 1850-1857
   See also Working Paper (2010)
5. Hysteresis vs. natural rate of US unemployment
   Economic Modelling, 2012, 29, (2), 428-434 View citations (1)
   See also Working Paper (2011)
6. VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored
   Journal of Macroeconomics, 2012, 34, (1), 223-238
   See also Working Paper (2011)

2011

7. Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
   International Economic Journal, 2011, 25, (2), 239-250
   See also Working Paper (2009)

2010

8. A century of purchasing power parity confirmed: The role of nonlinearity
   Journal of International Money and Finance, 2010, 29, (7), 1398-1405
   See also Working Paper (2009)
9. Half-life bias correction and the G7 stock markets
   Economics Letters, 2010, 109, (1), 1-3 View citations (2)

2009

10. Forecasting the FOMC's interest rate setting behavior: a further analysis
    Journal of Forecasting, 2009, 28, (2), 145-165 View citations (2)
11. Nonlinear mean reversion in the G7 stock markets
    Applied Financial Economics, 2009, 19, (5), 347-355
12. On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates
    Economics Bulletin, 2009, 29, (1), 129-140
13. On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis
    Journal of Empirical Finance, 2009, 16, (5), 734-744 View citations (3)

2008

14. Country-specific shocks and optimal monetary policy
    Economics Bulletin, 2008, 5, (23), 1-9