Details about Chi-Young Choi

Access statistics for papers by Chi-Young Choi.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pch322

Working Papers

2020

1. How Do Housing Markets Affect Local Consumer Prices? – Evidence from U.S. Cities
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas

2019

2. Estimating Impulse Response Functions When the Shock Series Is Observed
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (12)
   See also Journal Article Estimating impulse response functions when the shock series is observed, Economics Letters, Elsevier (2019) View citations (15) (2019)

2017

3. Geographic Inequality of Economic Well-being among U.S. Cities: Evidence from Micro Panel Data
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas

2015

4. Monetary Policy Regime Change and Regional Inflation Dynamics: Looking through the Lens of Sector-Level Data for Korea
   Working Papers, Economic Research Institute, Bank of Korea

2014

5. The role of two frictions in geographic price dispersion: when market friction meets nominal rigidity
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
   See also Journal Article The role of two frictions in geographic price dispersion: When market friction meets nominal rigidity, Journal of International Money and Finance, Elsevier (2016) View citations (4) (2016)

2005

6. Structural Spurious Regressions and A Hausman-type Cointegration Test
   RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (3)

2004

7. A Spurious Regression Approach to Estimating Structural Parameters
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (5)
   Also in Working Papers, Ohio State University, Department of Economics (2004) View citations (5)
8. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
   Econometrics, University Library of Munich, Germany View citations (7)
9. Prewhitening Bias in HAC Estimation
   Yale School of Management Working Papers, Yale School of Management View citations (10)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (12)
   Working Papers, Department of Economics, The University of Auckland (2003) View citations (12)
   See also Journal Article Prewhitening Bias in HAC Estimation, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2005) View citations (144) (2005)
10. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
    See also Journal Article Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (57) (2006)

2001

11. The Gauss-Markov Theorem and Spurious Regressions
    Working Papers, Ohio State University, Department of Economics View citations (6)

Journal Articles

2021

1. From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices
   Journal of Financial Stability, 2021, 54, (C)

2020

2. Regional inequality in the U.S.: Evidence from city‐level purchasing power
   Journal of Regional Science, 2020, 60, (4), 738-774 View citations (6)

2019

3. Estimating impulse response functions when the shock series is observed
   Economics Letters, 2019, 180, (C), 71-75 View citations (15)
   See also Working Paper Estimating Impulse Response Functions When the Shock Series Is Observed, Globalization Institute Working Papers (2019) View citations (12) (2019)

2017

4. Segmentation of consumer markets in the US: What do intercity price differences tell us?
   Canadian Journal of Economics, 2017, 50, (3), 738-777 View citations (5)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (3), 738-777 (2017) View citations (5)

2016

5. The role of two frictions in geographic price dispersion: When market friction meets nominal rigidity
   Journal of International Money and Finance, 2016, 63, (C), 1-27 View citations (4)
   See also Working Paper The role of two frictions in geographic price dispersion: when market friction meets nominal rigidity, Globalization Institute Working Papers (2014) View citations (1) (2014)

2015

6. DISCONTINUITY OF OUTPUT CONVERGENCE WITHIN THE UNITED STATES: WHY HAS THE COURSE CHANGED?
   Economic Inquiry, 2015, 53, (1), 49-71 View citations (10)

2014

7. Consuming price differences persist among eight Texas cities
   Economic Letter, 2014, 9, (14), 1-4

2013

8. Heterogeneous response of disaggregate inflation to monetary policy regime change: The role of price stickiness
   Journal of Economic Dynamics and Control, 2013, 37, (9), 1814-1832 View citations (8)

2011

9. Inflation Targeting and Relative Price Variability: What Difference Does Inflation Targeting Make?
   Southern Economic Journal, 2011, 77, (4), 934-957

2010

10. Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment
    Oxford Bulletin of Economics and Statistics, 2010, 72, (5), 567-599 View citations (25)
11. Is there any asymmetry in the effect of inflation on relative price variability?
    Economics Letters, 2010, 108, (2), 233-236 View citations (16)
12. Reconsidering the Relationship between Inflation and Relative Price Variability
    Journal of Money, Credit and Banking, 2010, 42, (5), 769-798 View citations (10)
    Also in Journal of Money, Credit and Banking, 2010, 42, (5), 769-798 (2010) View citations (49)

2008

13. A multivariate threshold stochastic volatility model
    Mathematics and Computers in Simulation (MATCOM), 2008, 79, (3), 306-317 View citations (5)
14. Robust estimation for structural spurious regressions and a Hausman-type cointegration test
    Journal of Econometrics, 2008, 142, (1), 327-351 View citations (44)

2007

15. Heterogeneity in the persistence of relative prices: What do the Japanese cities tell us?
    Journal of the Japanese and International Economies, 2007, 21, (2), 260-286 View citations (16)
16. How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes&quest
    Econometrics Journal, 2007, 10, (1), 82-112 View citations (45)

2006

17. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    Journal of Money, Credit and Banking, 2006, 38, (4), 921-938 View citations (57)
    See also Working Paper Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data, NBER Working Papers (2004) View citations (22) (2004)

2005

18. Prewhitening Bias in HAC Estimation
    Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 517-546 View citations (144)
    See also Working Paper Prewhitening Bias in HAC Estimation, Yale School of Management Working Papers (2004) View citations (10) (2004)

2004

19. A Reexamination of Output Convergence in the U.S. States: Toward Which Level(s) are they Converging?
    Journal of Regional Science, 2004, 44, (4), 713-741 View citations (17)
20. Searching for evidence of long-run PPP from a post-Bretton Woods panel: separating the wheat from the chaff
    Journal of International Money and Finance, 2004, 23, (7-8), 1159-1186 View citations (13)