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Details about Chi-Young Choi

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Workplace:Department of Economics, College of Business Administration, University of Texas-Arlington, (more information at EDIRC)

Access statistics for papers by Chi-Young Choi.

Last updated 2021-08-15. Update your information in the RePEc Author Service.

Short-id: pch322


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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 Downloads

2019

  1. Estimating Impulse Response Functions When the Shock Series Is Observed
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (9)
    See also Journal Article in Economics Letters (2019)

2017

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

2015

  1. 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 Downloads

2014

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

2005

  1. Structural Spurious Regressions and A Hausman-type Cointegration Test
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (4)

2004

  1. A Spurious Regression Approach to Estimating Structural Parameters
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (3)
    Also in Working Papers, Ohio State University, Department of Economics (2004) Downloads View citations (3)
  2. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
    Econometrics, University Library of Munich, Germany Downloads View citations (7)
  3. Prewhitening Bias in HAC Estimation
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (10)
    Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) Downloads View citations (11)
    Working Papers, Department of Economics, The University of Auckland (2003) Downloads View citations (11)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
  4. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (20)
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2001

  1. The Gauss-Markov Theorem and Spurious Regressions
    Working Papers, Ohio State University, Department of Economics Downloads 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) Downloads

2020

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

2019

  1. Estimating impulse response functions when the shock series is observed
    Economics Letters, 2019, 180, (C), 71-75 Downloads View citations (9)
    See also Working Paper (2019)

2017

  1. Segmentation of consumer markets in the US: What do intercity price differences tell us?
    Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (3), 738-777 Downloads View citations (2)
    Also in Canadian Journal of Economics, 2017, 50, (3), 738-777 (2017) Downloads View citations (3)

2016

  1. 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 Downloads View citations (3)
    See also Working Paper (2014)

2015

  1. DISCONTINUITY OF OUTPUT CONVERGENCE WITHIN THE UNITED STATES: WHY HAS THE COURSE CHANGED?
    Economic Inquiry, 2015, 53, (1), 49-71 Downloads View citations (9)

2014

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

2013

  1. 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 Downloads View citations (7)

2011

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

2010

  1. Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment
    Oxford Bulletin of Economics and Statistics, 2010, 72, (5), 567-599 Downloads View citations (25)
  2. Is there any asymmetry in the effect of inflation on relative price variability?
    Economics Letters, 2010, 108, (2), 233-236 Downloads View citations (15)
  3. Reconsidering the Relationship between Inflation and Relative Price Variability
    Journal of Money, Credit and Banking, 2010, 42, (5), 769-798 Downloads View citations (5)
    Also in Journal of Money, Credit and Banking, 2010, 42, (5), 769-798 (2010) View citations (43)

2008

  1. A multivariate threshold stochastic volatility model
    Mathematics and Computers in Simulation (MATCOM), 2008, 79, (3), 306-317 Downloads View citations (4)
  2. Robust estimation for structural spurious regressions and a Hausman-type cointegration test
    Journal of Econometrics, 2008, 142, (1), 327-351 Downloads View citations (33)

2007

  1. 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 Downloads View citations (13)
  2. 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 (39)

2006

  1. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    Journal of Money, Credit and Banking, 2006, 38, (4), 921-938 Downloads View citations (54)
    See also Working Paper (2004)

2005

  1. Prewhitening Bias in HAC Estimation
    Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 517-546 Downloads View citations (134)
    See also Working Paper (2004)

2004

  1. 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 Downloads View citations (17)
  2. 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 Downloads View citations (13)
 
Page updated 2022-05-28