Details about Hyeon-seung Huh

Access statistics for papers by Hyeon-seung Huh.

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Short-id: phu347

Working Papers

2019

1. A New Index of Globalization: Measuring Impacts of Integration on Economic Growth and Income Inequality
   ADB Economics Working Paper Series, Asian Development Bank View citations (8)

2018

2. An IV framework for combining sign and long-run parametric restrictions in SVARs
   Working papers, Yonsei University, Yonsei Economics Research Institute
   See also Journal Article An IV framework for combining sign and long-run parametric restrictions in SVARs, Journal of Macroeconomics, Elsevier (2019) View citations (1) (2019)
3. Combining sign and parametric restrictions in SVARs by Givens Rotations
   Working papers, Yonsei University, Yonsei Economics Research Institute

2017

4. Asia-Pacific Regional Integration Index: Construction, Interpretation, and Comparison
   ADB Economics Working Paper Series, Asian Development Bank View citations (7)
   See also Journal Article Asia-Pacific regional integration index: Construction, interpretation, and comparison, Journal of Asian Economics, Elsevier (2018) View citations (13) (2018)

2014

5. Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables
   EcoMod2014, EcoMod View citations (2)
   See also Journal Article Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (16) (2016)

2013

6. A Factor-Augmented Vector Autoregression Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union
   ADB Economics Working Paper Series, Asian Development Bank
7. A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union
   Working papers, Yonsei University, Yonsei Economics Research Institute
   See also Journal Article A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union, International Review of Economics & Finance, Elsevier (2015) View citations (5) (2015)
8. Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?
   Working papers, Yonsei University, Yonsei Economics Research Institute
   See also Journal Article Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?, The Economic Record, The Economic Society of Australia (2014) (2014)
9. Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
   NCER Working Paper Series, National Centre for Econometric Research View citations (1)
   Also in Working papers, Yonsei University, Yonsei Economics Research Institute (2013) View citations (1)
10. Examining the Determinants of Food Prices in Developing Asia
    ADB Economics Working Paper Series, Asian Development Bank
    Also in Working papers, Yonsei University, Yonsei Economics Research Institute (2013)

2005

11. Debt sustainability in East Asia after the financial crisis
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

1999

12. Money and Interest Rate Shocks: Some International Evidence
    Working Papers, New South Wales - School of Economics

1998

13. Money and Economic Activity: Some International Evidence
    Working Papers, New South Wales - School of Economics View citations (1)

Journal Articles

2020

1. Combining sign and parametric restrictions in SVARs by utilising Givens rotations
   Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 19 View citations (1)

2019

2. An IV framework for combining sign and long-run parametric restrictions in SVARs
   Journal of Macroeconomics, 2019, 61, (C), - View citations (1)
   See also Working Paper An IV framework for combining sign and long-run parametric restrictions in SVARs, Working papers (2018) (2018)
3. Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S.: a sign restriction VAR approach
   Applied Economics, 2019, 51, (15), 1634-1646 View citations (1)

2018

4. Asia-Pacific regional integration index: Construction, interpretation, and comparison
   Journal of Asian Economics, 2018, 54, (C), 22-38 View citations (13)
   See also Working Paper Asia-Pacific Regional Integration Index: Construction, Interpretation, and Comparison, ADB Economics Working Paper Series (2017) View citations (7) (2017)

2016

5. Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables
   Journal of Applied Econometrics, 2016, 31, (5), 892-911 View citations (16)
   See also Working Paper Econometric Methods for Modelling Systems with a Mixture of I(1) and I(0) Variables, EcoMod2014 (2014) View citations (2) (2014)
6. Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions
   Journal of Macroeconomics, 2016, 49, (C), 177-191 View citations (10)
7. On the econometric modelling of consumer sentiment shocks in SVARs
   Empirical Economics, 2016, 51, (3), 1033-1051 View citations (4)
8. The ‘trilemma’ hypothesis and policy implications for Fiji
   Asian-Pacific Economic Literature, 2016, 30, (1), 99-119 View citations (2)

2015

9. A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union
   International Review of Economics & Finance, 2015, 39, (C), 449-468 View citations (5)
   See also Working Paper A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union, Working papers (2013) (2013)
10. Sources of Fluctuations in the Real Exchange Rates and Trade Balances of the G-7: A Sign Restriction VAR Approach
    Review of International Economics, 2015, 23, (4), 715-737 View citations (3)

2014

11. Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?
    The Economic Record, 2014, 90, (288), 98-118
    See also Working Paper Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?, Working papers (2013) (2013)
12. IDENTIFICATION METHODS IN VECTOR-ERROR CORRECTION MODELS: EQUIVALENCE RESULTS
    Journal of Economic Surveys, 2014, 28, (1), 1-16 View citations (7)

2013

13. A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model
    Applied Economics Letters, 2013, 20, (6), 601-605
14. An empirical test of exogenous versus endogenous growth models for the G-7 countries
    Economic Modelling, 2013, 32, (C), 262-272 View citations (2)
15. Financial Integration in East Asia: An Empirical Investigation
    The World Economy, 2013, 36, (4), 396-418 View citations (14)

2012

16. A note on the equivalence of the Blanchard and Quah (1989) and Sims (1980) identification procedures
    Economics Bulletin, 2012, 32, (3), 2646-2652
17. Structural cointegrated models of US consumption and wealth
    Journal of Macroeconomics, 2012, 34, (4), 1111-1124

2011

18. A combined measure of UK core inflation estimates
    Applied Economics, 2011, 43, (18), 2331-2341 View citations (1)

2010

19. OPTIMAL FOREIGN BORROWING REVISITED
    The Japanese Economic Review, 2010, 61, (3), 367-381

2009

20. A NEW MEASURE OF US POTENTIAL OUTPUT, INFLATION FORECASTS, AND MONETARY POLICY RULES*
    Manchester School, 2009, 77, (5), 611-631
21. Nonlinear Phillips curve, NAIRU and monetary policy rules
    Empirical Economics, 2009, 37, (1), 131-151 View citations (9)

2008

22. Optimal capital investment under uncertainty: An extension
    Economics Bulletin, 2008, 5, (4), 1-7

2007

23. Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment
    Economic Modelling, 2007, 24, (5), 797-813 View citations (15)
24. PERMANENT-TRANSITORY DECOMPOSITIONS UNDER WEAK EXOGENEITY
    Econometric Theory, 2007, 23, (1), 183-189 View citations (17)
25. Uncertainty Surrounding The U.S. NAIRU Estimates Of Estrella And Mishkin(1999)
    Korean Economic Review, 2007, 23, 49-63

2006

26. A forecast based NAIRU measure of the US
    Applied Economics Letters, 2006, 13, (3), 177-182
27. A method to allocate GDP statistical discrepancy
    Applied Economics Letters, 2006, 13, (9), 587-591

2005

28. A simple test of exogeneity for recursively structured VAR models
    Applied Economics, 2005, 37, (20), 2307-2313 View citations (5)

2003

29. Permanent income and transitory variation in investment and output
    Journal of Macroeconomics, 2003, 25, (2), 149-168 View citations (5)
30. The relative impact of the US and Japanese business cycles on the Australian economy
    Japan and the World Economy, 2003, 15, (1), 111-129 View citations (5)

2002

31. Asymmetric output cost of lowering inflation: empirical evidence for Canada
    Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (2), 218-238 View citations (12)
    Also in Canadian Journal of Economics, 2002, 35, (2), 218-238 (2002) View citations (15)
32. GDP growth and the composite leading index: a nonlinear causality analysis for eleven countries
    Economics Letters, 2002, 77, (1), 93-99 View citations (12)
33. Real exchange rates, trade balances and nominal shocks: evidence for the G-7
    Journal of International Money and Finance, 2002, 21, (4), 497-518 View citations (16)

2000

34. Structural Identification of Permanent Shocks in VEC Models: A Generalization
    Journal of Macroeconomics, 2000, 22, (1), 53-68 View citations (19)

1999

35. How well does the Mundell-Fleming model fit Australian data since the collapse of Bretton Woods?
    Applied Economics, 1999, 31, (3), 397-407 View citations (22)
36. Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models
    Economics Letters, 1999, 63, (2), 159-165 View citations (12)

1998

37. Private and Givernment Investment: A Study of Three OECD Countries
    International Economic Journal, 1998, 12, (2), 93-104 View citations (3)

1996

38. Sources of fluctuations in Australian imports
    Applied Economics Letters, 1996, 3, (9), 563-566