Details about Soyoung Kim

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Workplace:	Division of Economics, Seoul National University, (more information at EDIRC)

Access statistics for papers by Soyoung Kim.

Last updated 2023-07-09. Update your information in the RePEc Author Service.

Short-id: pki18

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Working Papers

2025

1. How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2025)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2025)

2024

2. Financial Frictions and Asymmetric International Risk Sharing
   European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission

2022

3. Impacts of Social Distancing Policy and Vaccination During the COVID-19 Pandemic in the Republic of Korea
   ADB Economics Working Paper Series, Asian Development Bank
   See also Journal Article Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea, Journal of Economic Dynamics and Control, Elsevier (2023) View citations (1) (2023)

2021

4. 대외자산 수익률 결정요인 분석 (The Determinants of Return on External Assets)
   Policy Reference, Korea Institute for International Economic Policy

2020

5. The Impact of Monetary Policy on Exchange Rate and Its Policy Implication
   World Economy Brief, Korea Institute for International Economic Policy
6. 환율과 경상수지의 구조적 변화와 정책방향 (Structural Factors Behind Foreign Exchange Rate and Current Account Balances and Policy Directions)
   Policy Analyses, Korea Institute for International Economic Policy

2019

7. Examining macroprudential policy and its macroeconomic effects - some new evidence
   BIS Working Papers, Bank for International Settlements View citations (19)
   See also Journal Article Examining macroprudential policy and its macroeconomic effects – Some new evidence, Journal of International Money and Finance, Elsevier (2022) View citations (11) (2022)
8. Macroprudential Policy in Asian Economies
   ADB Economics Working Paper Series, Asian Development Bank View citations (10)
   Also in Working Papers, eSocialSciences (2019) View citations (6)

2018

9. New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (10)
10. 통화정책이 환율에 미치는 영향분석과 정책적 시사점: 기축통화 보유 여부를 중심으로(The Impact of Monetary Policy on Exchange Rate and Its Policy Implications)
    Policy Analyses, Korea Institute for International Economic Policy

2017

11. Asia’s rebalancing and growth
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    See also Journal Article Asia's rebalancing and growth, The World Economy, Wiley Blackwell (2018) (2018)
12. Demographic Change and Current Account (in Korean)
    Working Papers, Economic Research Institute, Bank of Korea
13. Effects of monetary and macro-prudential policies – evidence from inflation targeting economies in the Asia-Pacific region and potential implications for China
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
14. Regional Business Cycle Synchronization in Emerging and Developing Countries: Regional or Global Integration? Trade or Financial Integration?
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit View citations (2)
15. 국제금융시장 통합이 한국 통화정책과 장기금리에 미치는 영향 및 정책 시사점(The Effect of Financial Market Integration on Monetary Policy and Long-term Interest Rate in Korea and Its Policy Implications)
    Policy Analyses, Korea Institute for International Economic Policy View citations (1)

2016

16. Effects of Monetary Policy Shocks on Exchange Rate in Emerging Countries
    Working Papers, Hong Kong Institute for Monetary Research View citations (4)
17. Endogeneity of Inflation Target
    Working Papers, Economic Research Institute, Bank of Korea View citations (1)

2015

18. Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?
    BIS Working Papers, Bank for International Settlements View citations (9)

2012

19. The RMB Debate: Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan
    Working Papers, Hong Kong Institute for Monetary Research View citations (6)
    Also in Economics Working Papers, School of Business Administration, American University of Sharjah
    See also Journal Article The RMB Debate: Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan, The World Economy, Wiley Blackwell (2016) View citations (5) (2016)

2011

20. Are Asian Business Cycles Different?
    Working Papers, Korea Institute for International Economic Policy View citations (1)
    See also Journal Article Are Asian Business Cycles Different?, Asian Economic Papers, MIT Press (2013) (2013)

2010

21. The Ties that Bind Asia, Europe, and United States
    ADB Economics Working Paper Series, Asian Development Bank View citations (2)

2009

22. Emerging Asia: Decoupling or Recoupling
    Working Papers on Regional Economic Integration, Asian Development Bank View citations (27)
    See also Journal Article Emerging Asia: Decoupling or Recoupling, The World Economy, Wiley Blackwell (2011) View citations (38) (2011)
23. International Monetary Transmission and Exchange Rate Regimes: Floaters vs. Non-Floaters
    ADBI Working Papers, Asian Development Bank Institute View citations (7)

2008

24. International Macroeconomic Fluctuations: A New Open Economy Macroeconomics Interpretation
    Working Papers, Hong Kong Institute for Monetary Research View citations (7)
25. Real and Financial Integration in East Asia
    Working Papers on Regional Economic Integration, Asian Development Bank View citations (21)
    See also Journal Article Real and Financial Integration in East Asia, Review of International Economics, Wiley Blackwell (2012) View citations (33) (2012)
26. The Impact of Capital Inflows on Emerging East Asian Economies: Is Too Much Money Chasing Too Little Good?
    Working Papers on Regional Economic Integration, Asian Development Bank View citations (22)

2007

27. Consumption Smoothing Channels in Open Economies
    Discussion Paper Series, Institute of Economic Research, Korea University
    Also in International Finance, University Library of Munich, Germany (2005)
    See also Journal Article Consumption smoothing channels in open economies, Journal of Banking & Finance, Elsevier (2009) View citations (2) (2009)
28. Incomplete Intertemporal Consumption Smoothing and Incomplete Risksharing
    Discussion Paper Series, Institute of Economic Research, Korea University
    Also in International Finance, University Library of Munich, Germany (2005) View citations (3)
    See also Journal Article Incomplete Intertemporal Consumption Smoothing and Incomplete Risk Sharing, Journal of Money, Credit and Banking, Blackwell Publishing (2008) View citations (3) (2008)
29. ON THE EMPIRICS OF INTERNATIONAL SMOOTHING
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (5)
    See also Journal Article On the empirics of international smoothing, Journal of Banking & Finance, Elsevier (2008) View citations (15) (2008)
30. The Economic Effects of the EU Budget: A VAR Analysis
    Discussion Paper Series, Institute of Economic Research, Korea University
    See also Journal Article The Economic Effects of the EU Budget: A VAR Analysis*, Journal of Common Market Studies, Wiley Blackwell (2008) View citations (6) (2008)
31. What is Learned from a Currency Crisis, Fear of Floating or Hollow Middle? Identifying Exchange Rate Policy in Recent Crisis Countries
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (1)

2006

32. Regional and Global Financial Integration in East Asia
    Discussion Paper Series, Institute of Economic Research, Korea University View citations (34)
    Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (25)

2005

33. Fear of Floating in East Asia
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (6)
    See also Journal Article FEAR OF FLOATING IN EAST ASIA?, Pacific Economic Review, Wiley Blackwell (2009) View citations (4) (2009)
34. International Capital Flows and Boom-Bust Cycles in the Asia Pacific Region
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University View citations (14)

2004

35. A new perspective on the PPP hypothesis
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) View citations (2)
36. Twin Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange Rate in the US
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (36)
    See also Journal Article Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S, Journal of International Economics, Elsevier (2008) View citations (336) (2008)
37. Twin Deficit or Twin Divergence? Fiscal Policy, Real Exchange Rate, and the Current Account in the U.S
    2004 Meeting Papers, Society for Economic Dynamics View citations (23)

2003

38. Exchange Rate and Output Dynamics Between Japan and Korea
    Discussion Paper Series, Hamburg Institute of International Economics View citations (2)
    Also in HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2003) View citations (3)

2001

39. Monetary Instrument Problem Revisited: The Role of Fiscal Policy
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (2)

2000

40. Dynamic Risk Sharing in the United States and Europe
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (10)
    See also Journal Article Dynamic risksharing in the United States and Europe, Journal of Monetary Economics, Elsevier (2004) View citations (72) (2004)

1998

41. Identifying European Monetary Policy Interactions: French and Spanish System with German Variables
    Working Papers, Banco de España View citations (6)
42. Monetary Policy Rules and Business Cycles
    Working Papers, Banco de España
    See also Journal Article Monetary Policy Rules and Business Cycles, Scandinavian Journal of Economics, Wiley Blackwell (2003) View citations (9) (2003)

Journal Articles

2025

1. Low-carbon hydrogen production by molten metal–catalyzed methane pyrolysis: Catalysts, reactor design, and process development
   Renewable and Sustainable Energy Reviews, 2025, 208, (C)

2023

2. Effects and Conduct of Macroprudential Policy in China
   Journal of Financial Stability, 2023, 66, (C) View citations (1)
3. Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea
   Journal of Economic Dynamics and Control, 2023, 150, (C) View citations (1)
   See also Working Paper Impacts of Social Distancing Policy and Vaccination During the COVID-19 Pandemic in the Republic of Korea, ADB Economics Working Paper Series (2022) (2022)
4. Long‐term determinants of valuation effects
   Review of International Economics, 2023, 31, (3), 985-1031
5. Risk sharing channels in OECD countries: A heterogeneous panel VAR approach
   Journal of International Money and Finance, 2023, 131, (C) View citations (3)

2022

6. Dynamic interactions between trade globalization and financial globalization: A heterogeneous panel VAR approach
   Journal of International Money and Finance, 2022, 122, (C) View citations (1)
7. Examining macroprudential policy and its macroeconomic effects – Some new evidence
   Journal of International Money and Finance, 2022, 128, (C) View citations (11)
   See also Working Paper Examining macroprudential policy and its macroeconomic effects - some new evidence, BIS Working Papers (2019) View citations (19) (2019)
8. From a Quantity to an Interest Rate‐Based Framework: Multiple Monetary Policy Instruments and Their Effects in China
   Journal of Money, Credit and Banking, 2022, 54, (7), 2103-2123 View citations (5)
9. Government spending news and surprise shocks: It’s the timing and persistence
   Journal of Macroeconomics, 2022, 73, (C) View citations (4)
10. Real business cycles in emerging countries: Are Asian business cycles different from Latin American business cycles?
    Journal of International Money and Finance, 2022, 129, (C)

2021

11. Delayed overshooting can still be a puzzle after the 1980s
    Economics Letters, 2021, 199, (C)
12. Monetary policy shocks and delayed overshooting in farm prices and exchange rates
    International Review of Economics & Finance, 2021, 71, (C), 620-628 View citations (1)
13. Offshore EME bond issuance and the transmission channels of global liquidity
    Journal of International Money and Finance, 2021, 112, (C) View citations (5)

2020

14. Do inflation-targeting central banks adjust inflation targets to meet the target?
    Journal of Economic Dynamics and Control, 2020, 113, (C) View citations (3)
15. Exchange Rate and Sectoral Trade Balance Dynamics: Empirical Evidence from Eastern Africa Panel Data
    The International Trade Journal, 2020, 34, (6), 535-551 View citations (1)
16. Macroeconomic effects of macroprudential policies: Evidence from LTV and DTI policies in Korea
    Japan and the World Economy, 2020, 53, (C) View citations (11)
17. Monetary policy shocks and exchange rates in Asian countries
    Japan and the World Economy, 2020, 56, (C) View citations (2)
18. The Global Economy after COVID-19: Challenges and Policy Resolutions
    East Asian Economic Review, 2020, 24, (4), 305-312

2019

19. Macroprudential policy in Asia
    Journal of Asian Economics, 2019, 65, (C) View citations (8)

2018

20. Asia's rebalancing and growth
    The World Economy, 2018, 41, (10), 2709-2731
    See also Working Paper Asia’s rebalancing and growth, CAMA Working Papers (2017) (2017)
21. Capital Control and Monetary Policy in Asian Emerging Market Economies
    Asian Economic Papers, 2018, 17, (2), 111-134
22. Cost-effectiveness of capping freeways for use as parks: The New York cross-bronx expressway case study
    American Journal of Public Health, 2018, 108, (3), 379-384
23. Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies
    Journal of Money, Credit and Banking, 2018, 50, (5), 967-992 View citations (57)
24. Effects of monetary policy shocks on exchange rate in small open Economies
    Journal of Macroeconomics, 2018, 56, (C), 324-339 View citations (17)
25. International capital mobility: regional versus global perspective
    Review of World Economics (Weltwirtschaftliches Archiv), 2018, 154, (1), 157-176
26. Screening group variables in the proportional hazards model
    Statistics & Probability Letters, 2018, 135, (C), 20-25 View citations (1)

2017

27. Effects of Monetary Policy Shocks on Farm Prices and Exchange Rates in Korea
    Emerging Markets Finance and Trade, 2017, 53, (11), 2450-2462 View citations (1)
28. Effects of government spending shocks in China, Japan, and Korea
    China Economic Journal, 2017, 10, (2), 194-225 View citations (1)
29. Foreign exchange rate and trade balance dynamics in East African countries
    The Journal of International Trade & Economic Development, 2017, 26, (8), 979-999 View citations (6)
30. Hurricane sandy (New Jersey): Mortality rates in the following month and quarter
    American Journal of Public Health, 2017, 107, (8), 1304-1307 View citations (2)
31. Managing price and financial stability objectives in inflation targeting economies in Asia and the Pacific
    Journal of Financial Stability, 2017, 29, (C), 106-116 View citations (31)
32. Optimal Macroprudential Policies and House Prices in Korea
    Emerging Markets Finance and Trade, 2017, 53, (11), 2419-2439 View citations (6)
33. South and North Korea: Economic Challenges and Policy Issues
    Emerging Markets Finance and Trade, 2017, 53, (11), 2395-2396

2016

34. Reexamining the Exchange Rate Exposure Puzzle by Classifying Exchange Rate Risks into Two Types
    Global Economic Review, 2016, 45, (2), 116-133 View citations (4)
35. The RMB Debate: Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan
    The World Economy, 2016, 39, (10), 1539-1557 View citations (5)
    See also Working Paper The RMB Debate: Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan, Working Papers (2012) View citations (6) (2012)
36. What Is Learned from a Currency Crisis, Fear of Floating, or Hollow Middle? Identifying Exchange Rate Policy in Crisis Countries
    International Journal of Central Banking, 2016, 12, (4), 105-146 View citations (3)

2015

37. Country characteristics and the effects of government consumption shocks on the current account and real exchange rate
    Journal of International Economics, 2015, 97, (2), 436-447 View citations (33)
38. INTERNATIONAL MACROECONOMIC FLUCTUATIONS
    Macroeconomic Dynamics, 2015, 19, (7), 1509-1539 View citations (7)
39. Imbalances over the Pacific
    Journal of Macroeconomics, 2015, 45, (C), 173-185 View citations (1)

2014

40. Effects of Monetary Policy Shocks on the Exchange Rate in the Republic of Korea: Capital Flows in Stock and Bond Markets
    Asian Development Review, 2014, 31, (1), 121-135 View citations (6)
41. Financing investment in East Asia: Regional or global savings?
    Japan and the World Economy, 2014, 31, (C), 1-7 View citations (6)
42. Influence of consumer attitude toward online brand community on revisit intention and brand trust
    Journal of Retailing and Consumer Services, 2014, 21, (4), 581-589 View citations (36)

2013

43. Are Asian Business Cycles Different?
    Asian Economic Papers, 2013, 12, (3), 94-113
    See also Working Paper Are Asian Business Cycles Different?, Working Papers (2011) View citations (1) (2011)
44. Economic Integration and Business Cycle Synchronization in Asia
    Asian Economic Papers, 2013, 12, (1), 76-99 View citations (11)
45. INTERNATIONAL CAPITAL FLOWS, BOOM-BUST CYCLES, AND BUSINESS CYCLE SYNCHRONIZATION IN THE ASIA PACIFIC REGION
    Contemporary Economic Policy, 2013, 31, (1), 191-211 View citations (12)

2012

46. Are Capital Controls Effective? The Case of the Republic of Korea
    Asian Development Review (ADR), 2012, 29, (02), 96-133
    Also in Asian Development Review, 2012, 29, (2), 96-133 (2012) View citations (6)
47. International monetary transmission in East Asia: Floaters, non-floaters, and capital controls
    Japan and the World Economy, 2012, 24, (4), 305-316 View citations (16)
48. MEASURING PRICE ELASTICITY OF SECTORIAL IMPORTS
    Pacific Economic Review, 2012, 17, (2), 181-203
49. Real and Financial Integration in East Asia
    Review of International Economics, 2012, 20, (2), 332-349 View citations (33)
    See also Working Paper Real and Financial Integration in East Asia, Working Papers on Regional Economic Integration (2008) View citations (21) (2008)

2011

50. Emerging Asia: Decoupling or Recoupling
    The World Economy, 2011, 34, (1), 23-53 View citations (38)
    See also Working Paper Emerging Asia: Decoupling or Recoupling, Working Papers on Regional Economic Integration (2009) View citations (27) (2009)
51. Financial and Monetary Cooperation in Asia: Challenges after the Global Financial Crisis
    International Economic Journal, 2011, 25, (4), 573-587 View citations (3)
52. The Impact of Capital Inflows on Asset Prices in Emerging Asian Economies: Is Too Much Money Chasing Too Little Good?
    Open Economies Review, 2011, 22, (2), 293-315 View citations (47)
53. Ties Binding Asia, Europe and the USA
    China & World Economy, 2011, 19, (1), 24-46 View citations (5)

2010

54. Local persistence and the PPP hypothesis
    Journal of International Money and Finance, 2010, 29, (3), 555-569 View citations (13)

2009

55. Consumption smoothing channels in open economies
    Journal of Banking & Finance, 2009, 33, (12), 2293-2300 View citations (2)
    See also Working Paper Consumption Smoothing Channels in Open Economies, Discussion Paper Series (2007) (2007)
56. Do Capital Inflows Matter to Asset Prices? The Case of Korea
    Asian Economic Journal, 2009, 23, (3), 323-348 View citations (31)
    See also Chapter Do Capital Inflows Matter to Asset Prices? The Case of Korea, Palgrave Macmillan Books, 2014, 51-82 (2014) (2014)
57. Erratum to "Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S." [Journal of International Economics. Volume (74) 362-383]
    Journal of International Economics, 2009, 77, (2), 276-276 View citations (2)
58. FEAR OF FLOATING IN EAST ASIA?
    Pacific Economic Review, 2009, 14, (2), 176-193 View citations (4)
    See also Working Paper Fear of Floating in East Asia, Discussion Papers Series, Department of Economics, Tufts University (2005) View citations (6) (2005)

2008

59. Demographic changes, saving, and current account: An analysis based on a panel VAR model
    Japan and the World Economy, 2008, 20, (2), 236-256 View citations (35)
60. Government Spending Shocks, the Current Account and the Real Exchange Rate in OECD Countries
    East Asian Economic Review, 2008, 12, (1), 191-212
61. Incomplete Intertemporal Consumption Smoothing and Incomplete Risk Sharing
    Journal of Money, Credit and Banking, 2008, 40, (7), 1521-1531 View citations (3)
    Also in Journal of Money, Credit and Banking, 2008, 40, (7), 1521-1531 (2008) View citations (28)
    See also Working Paper Incomplete Intertemporal Consumption Smoothing and Incomplete Risksharing, Discussion Paper Series (2007) (2007)
62. On the empirics of international smoothing
    Journal of Banking & Finance, 2008, 32, (3), 374-381 View citations (15)
    See also Working Paper ON THE EMPIRICS OF INTERNATIONAL SMOOTHING, Discussion Paper Series (2007) View citations (5) (2007)
63. The Economic Effects of the EU Budget: A VAR Analysis*
    Journal of Common Market Studies, 2008, 46, (5), 933-968 View citations (6)
    See also Working Paper The Economic Effects of the EU Budget: A VAR Analysis, Discussion Paper Series (2007) (2007)
64. Twin deficit or twin divergence? Fiscal policy, current account, and real exchange rate in the U.S
    Journal of International Economics, 2008, 74, (2), 362-383 View citations (336)
    See also Working Paper Twin Deficit or Twin Divergence? Fiscal Policy, Current Account, and Real Exchange Rate in the US, Econometric Society 2004 North American Winter Meetings (2004) View citations (36) (2004)

2007

65. Demographic Changes, Saving, and Current Account in East Asia
    Asian Economic Papers, 2007, 6, (2), 22-53 View citations (27)
66. Financial Panic and Exchange Rate Overshooting during Currency Crises
    International Economic Journal, 2007, 21, (1), 71-89 View citations (3)
67. Saving, investment and international capital mobility in East Asia
    Japan and the World Economy, 2007, 19, (2), 279-291 View citations (31)

2006

68. Counter-Cyclical and Counter-Inflation Monetary Policy Rules and Comovement Properties of Money Growth
    The B.E. Journal of Macroeconomics, 2006, 6, (2), 39 View citations (2)
69. Financial integration and consumption risk sharing in East Asia
    Japan and the World Economy, 2006, 18, (2), 143-157 View citations (44)

2005

70. Monetary Policy Shocks and Real Farm Price: Evidence from Identification Scheme Using Federal Funds
    Korean Economic Review, 2005, 21, 163-178 View citations (1)
71. Monetary Policy, Foreign Exchange Policy, and Delayed Overshooting
    Journal of Money, Credit and Banking, 2005, 37, (4), 775-82 View citations (40)
72. The effects of the yen|dollar exchange rate on the Korean economy
    International Journal of Finance & Economics, 2005, 10, (2), 167-183 View citations (2)

2004

73. Dynamic risksharing in the United States and Europe
    Journal of Monetary Economics, 2004, 51, (4), 809-836 View citations (72)
    See also Working Paper Dynamic Risk Sharing in the United States and Europe, Econometric Society World Congress 2000 Contributed Papers (2000) View citations (10) (2000)
74. Inflation volatility, government debts, and the fiscal theory of the price level
    Economics Letters, 2004, 85, (1), 117-121 View citations (2)
75. Macroeconomic Effects of Capital Account Liberalization: the Case of Korea
    Review of Development Economics, 2004, 8, (4), 624-639 View citations (10)
    See also Chapter Macroeconomic Effects of Capital Account Liberalization: The Case of Korea, Palgrave Macmillan Books, 2014, 27-49 (2014) (2014)
76. Regional Versus Global Risk Sharing in East Asia
    Asian Economic Papers, 2004, 3, (3), 182-201 View citations (8)

2003

77. Monetary Policy Rules and Business Cycles
    Scandinavian Journal of Economics, 2003, 105, (2), 221-245 View citations (9)
    See also Working Paper Monetary Policy Rules and Business Cycles, Working Papers (1998) (1998)
78. Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework
    Journal of International Economics, 2003, 60, (2), 355-386 View citations (101)
79. STRUCTURAL SHOCKS AND THE FISCAL THEORY OF THE PRICE LEVEL IN THE STICKY PRICE MODEL
    Macroeconomic Dynamics, 2003, 7, (5), 759-782 View citations (46)
    Also in Macroeconomic Dynamics, 2003, 7, (5), 759-782 (2003) View citations (43)

2002

80. Exchange rate stabilization in the ERM: identifying European monetary policy reactions
    Journal of International Money and Finance, 2002, 21, (3), 413-434 View citations (27)
81. Nominal Revaluation of Cross‐Border Assets, Terms‐of‐Trade Changes, International Portfolio Diversification, and International Risk Sharing
    Southern Economic Journal, 2002, 69, (2), 327-344 View citations (6)

2001

82. Effects of monetary policy shocks on the trade balance in small open European countries
    Economics Letters, 2001, 71, (2), 197-203 View citations (31)
83. International transmission of U.S. monetary policy shocks: Evidence from VAR's
    Journal of Monetary Economics, 2001, 48, (2), 339-372 View citations (313)

2000

84. Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach
    Journal of Monetary Economics, 2000, 45, (3), 561-586 View citations (646)

1999

85. Do monetary policy shocks matter in the G-7 countries? Using common identifying assumptions about monetary policy across countries
    Journal of International Economics, 1999, 48, (2), 387-412 View citations (184)

1998

86. Exact Algorithm for the Surrogate Dual of an Integer Programming Problem: Subgradient Method Approach
    Journal of Optimization Theory and Applications, 1998, 96, (2), 363-375 View citations (2)

Edited books

2014

1. Volatile Capital Flows in Korea
   Palgrave Macmillan Books, Palgrave Macmillan View citations (34)

Chapters

2022

1. International Capital Flows in ASEAN+3
   Chapter 24 in Trauma to Triumph Rising from the Ashes of the Asian Financial Crisis, 2022, pp 619-669

2016

2. Maintaining price and financial stability by monetary and macroprudential policy - evidence from Asia and the Pacific
   A chapter in Expanding the boundaries of monetary policy in Asia and the Pacific, 2016, vol. 88, pp 17-28 View citations (1)

2014

3. Do Capital Inflows Matter to Asset Prices? The Case of Korea
   Palgrave Macmillan
   See also Journal Article Do Capital Inflows Matter to Asset Prices? The Case of Korea, East Asian Economic Association (2009) View citations (31) (2009)
4. Macroeconomic Effects of Capital Account Liberalization: The Case of Korea
   Palgrave Macmillan
   See also Journal Article Macroeconomic Effects of Capital Account Liberalization: the Case of Korea, Wiley Blackwell (2004) View citations (10) (2004)

2013

5. Vector autoregressive models for macroeconomic policy analysis
   Chapter 23 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 555-572 View citations (1)

2012

6. International Monetary Transmission and Exchange Rate Regimes: Floaters vs Non-floaters in East Asia
   Chapter 4 in Monetary and Currency Policy Management in Asia, 2012 View citations (5)

2010

7. Managing Capital Flows: The Case of the Republic of Korea
   Chapter 11 in Managing Capital Flows, 2010 View citations (3)

2006

8. Inflation targeting in Korea: a model of success?
   A chapter in Monetary policy in Asia: approaches and implementation, 2006, vol. 31, pp 140-164 View citations (29)

2005

9. International Capital Flows and Business Cycles in the Asia Pacific Region
   Chapter 6 in A New Financial Market Structure for East Asia, 2005 View citations (2)