Details about Heejoon Kang

Access statistics for papers by Heejoon Kang.

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Short-id: pka308

Working Papers

2006

1. Inappropriate Detrending and Spurious Cointegration
   Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy
   Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004)
2. International Terrorism, International Trade, and Borders
   Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy View citations (23)
3. International Trade Efficiency, the Gravity Equation, and the Stochastic Frontier
   Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy View citations (18)

2004

4. National Security and International Trade
   Econometric Society 2004 Far Eastern Meetings, Econometric Society

1983

5. Pitfalls in the use of Time as an Explanatory Variable in Regression
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (11)
   See also Journal Article Pitfalls in the Use of Time as an Explanatory Variable in Regression, Journal of Business & Economic Statistics, American Statistical Association (1984) View citations (68) (1984)

1979

6. Spurious Periodicity in Inappropriately Detrended Time Series
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
   See also Journal Article Spurious Periodicity in Inappropriately Detrended Time Series, Econometrica, Econometric Society (1981) View citations (178) (1981)

Journal Articles

2008

1. The canonical least squares estimation of large-scale simultaneous-equations models
   Economic Modelling, 2008, 25, (2), 191-200
2. The cointegration relationships among G-7 foreign exchange rates
   International Review of Financial Analysis, 2008, 17, (3), 446-460 View citations (2)

2006

3. Heterogeneous distance-elasticities in trade gravity models
   Economics Letters, 2006, 90, (1), 68-71 View citations (30)
4. International Trade, OECD Membership, and Religion
   Open Economies Review, 2006, 17, (4), 493-508 View citations (15)

2003

5. A Simultaneous‐Equations Model of Trade, Conflict, and Cooperation
   Review of International Economics, 2003, 11, (2), 279-295 View citations (7)

2001

6. Exploring multi-country dynamic relations between trade and conflict
   Defence and Peace Economics, 2001, 12, (3), 175-196 View citations (2)

1999

7. The Applied Cointegration Analysis for the Open Economy: A Critical Review
   Open Economies Review, 1999, 10, (3), 325-346 View citations (2)

1998

8. Bilateral Trade and Political Conflict/Cooperation: Do Goods Matter?
   Journal of Peace Research, 1998, 35, (5), 581-602 View citations (20)

1995

9. Estimating Simultaneous Equations Models by a Simulation Technique
   Computational Economics, 1995, 8, (4), 255-65

1993

10. International equality of stock market returns
    Open Economies Review, 1993, 4, (4), 381-401 View citations (4)

1992

11. Forward exchange rates as unbiased predictors of future spot rates a review and re-interpretation
    Open Economies Review, 1992, 3, (2), 215-232 View citations (3)

1990

12. A composite model for deterministic and stochastic trends
    International Journal of Forecasting, 1990, 6, (2), 175-186

1989

13. Changes in long-term economic trends: Before and after the 1930s
    Journal of Macroeconomics, 1989, 11, (1), 1-23
14. The optimal lag selection and transfer function analysis in Granger causality tests
    Journal of Economic Dynamics and Control, 1989, 13, (2), 151-169 View citations (12)

1987

15. Random walk and monetary causality in five exchange markets
    Journal of International Money and Finance, 1987, 6, (4), 505-514 View citations (2)

1986

16. Univariate ARIMA Forecasts of Defined Variables
    Journal of Business & Economic Statistics, 1986, 4, (1), 81-86 View citations (2)
17. Unstable Weights in the Combination of Forecasts
    Management Science, 1986, 32, (6), 683-695 View citations (23)

1985

18. The Effects of Detrending in Granger Causality Tests
    Journal of Business & Economic Statistics, 1985, 3, (4), 344-49 View citations (9)

1984

19. Pitfalls in the Use of Time as an Explanatory Variable in Regression
    Journal of Business & Economic Statistics, 1984, 2, (1), 73-82 View citations (68)
    See also Working Paper Pitfalls in the use of Time as an Explanatory Variable in Regression, NBER Technical Working Papers (1983) View citations (11) (1983)

1983

20. The Effect of Monetary Changes on Interest Rates: A Comment
    The Review of Economics and Statistics, 1983, 65, (2), 360-62

1981

21. Spurious Periodicity in Inappropriately Detrended Time Series
    Econometrica, 1981, 49, (3), 741-51 View citations (178)
    See also Working Paper Spurious Periodicity in Inappropriately Detrended Time Series, The Warwick Economics Research Paper Series (TWERPS) (1979) (1979)

1980

22. Characterizing a Production or a Cost Function by Elasticities of Substitution
    The Review of Economic Studies, 1980, 47, (5), 1003-1004