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Details about Soyoung Kim

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

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Last updated 2021-03-06. Update your information in the RePEc Author Service.

Short-id: pki18


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Working Papers

2020

  1. The Impact of Monetary Policy on Exchange Rate and Its Policy Implication
    World Economy Brief, Korea Institute for International Economic Policy

2019

  1. Examining macroprudential policy and its macroeconomic effects - some new evidence
    BIS Working Papers, Bank for International Settlements Downloads View citations (4)
  2. Macroprudential Policy in Asian Economies
    Working Papers, eSocialSciences Downloads View citations (1)
    Also in ADB Economics Working Paper Series, Asian Development Bank (2019) Downloads View citations (1)

2018

  1. New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR
    Working Papers, Joint Research Centre, European Commission (Ispra site) Downloads View citations (3)
  2. 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

  1. Asia’s rebalancing and growth
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article in The World Economy (2018)
  2. Demographic Change and Current Account (in Korean)
    Working Papers, Economic Research Institute, Bank of Korea Downloads
  3. 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 Economies in Transition Downloads View citations (4)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
  4. 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 Downloads
  5. 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

2016

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

2015

  1. Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?
    BIS Working Papers, Bank for International Settlements Downloads View citations (5)

2012

  1. The RMB Debate: Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (2)
    Also in Economics Working Papers, School of Business Administration, American University of Sharjah Downloads

    See also Journal Article in The World Economy (2016)

2011

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

2010

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

2009

  1. Emerging Asia: Decoupling or Recoupling
    Working Papers on Regional Economic Integration, Asian Development Bank Downloads View citations (24)
    See also Journal Article in The World Economy (2011)
  2. International Monetary Transmission and Exchange Rate Regimes: Floaters vs. Non-Floaters
    ADBI Working Papers, Asian Development Bank Institute Downloads View citations (6)

2008

  1. International Macroeconomic Fluctuations: A New Open Economy Macroeconomics Interpretation
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (5)
  2. Real and Financial Integration in East Asia
    Working Papers on Regional Economic Integration, Asian Development Bank Downloads View citations (16)
    See also Journal Article in Review of International Economics (2012)
  3. 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 Downloads View citations (14)

2007

  1. Consumption Smoothing Channels in Open Economies
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    Also in International Finance, University Library of Munich, Germany (2005) Downloads

    See also Journal Article in Journal of Banking & Finance (2009)
  2. Incomplete Intertemporal Consumption Smoothing and Incomplete Risksharing
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    Also in International Finance, University Library of Munich, Germany (2005) Downloads View citations (2)

    See also Journal Article in Journal of Money, Credit and Banking (2008)
  3. ON THE EMPIRICS OF INTERNATIONAL SMOOTHING
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads View citations (5)
    See also Journal Article in Journal of Banking & Finance (2008)
  4. The Economic Effects of the EU Budget: A VAR Analysis
    Discussion Paper Series, Institute of Economic Research, Korea University Downloads
    See also Journal Article in Journal of Common Market Studies (2008)
  5. 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 Downloads

2006

  1. Regional and Global Financial Integration in East Asia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    Also in Discussion Paper Series, Institute of Economic Research, Korea University (2006) Downloads View citations (24)

2005

  1. Fear of Floating in East Asia
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University Downloads View citations (6)
    See also Journal Article in Pacific Economic Review (2009)
  2. 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 Downloads View citations (9)

2004

  1. 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) Downloads View citations (2)
  2. 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 (27)
    See also Journal Article in Journal of International Economics (2008)
  3. 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 (1)

2003

  1. Exchange Rate and Output Dynamics Between Japan and Korea
    Discussion Paper Series, Hamburg Institute of International Economics Downloads
    Also in HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA) (2003) Downloads View citations (1)

2001

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

2000

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

1998

  1. Identifying European Monetary Policy Interactions: French and Spanish System with German Variables
    Working Papers, Banco de España View citations (7)
  2. Monetary Policy Rules and Business Cycles
    Working Papers, Banco de España
    See also Journal Article in Scandinavian Journal of Economics (2003)

Journal Articles

2021

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

2020

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

2019

  1. Macroprudential policy in Asia
    Journal of Asian Economics, 2019, 65, (C) Downloads View citations (2)

2018

  1. Asia's rebalancing and growth
    The World Economy, 2018, 41, (10), 2709-2731 Downloads
    See also Working Paper (2017)
  2. Capital Control and Monetary Policy in Asian Emerging Market Economies
    Asian Economic Papers, 2018, 17, (2), 111-134 Downloads
  3. 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 Downloads
  4. Effects of Monetary and Macroprudential Policies—Evidence from Four Inflation Targeting Economies
    Journal of Money, Credit and Banking, 2018, 50, (5), 967-992 Downloads View citations (14)
  5. Effects of monetary policy shocks on exchange rate in small open Economies
    Journal of Macroeconomics, 2018, 56, (C), 324-339 Downloads View citations (4)
  6. International capital mobility: regional versus global perspective
    Review of World Economics (Weltwirtschaftliches Archiv), 2018, 154, (1), 157-176 Downloads
  7. Screening group variables in the proportional hazards model
    Statistics & Probability Letters, 2018, 135, (C), 20-25 Downloads

2017

  1. Effects of Monetary Policy Shocks on Farm Prices and Exchange Rates in Korea
    Emerging Markets Finance and Trade, 2017, 53, (11), 2450-2462 Downloads View citations (1)
  2. Foreign exchange rate and trade balance dynamics in East African countries
    The Journal of International Trade & Economic Development, 2017, 26, (8), 979-999 Downloads View citations (1)
  3. Hurricane sandy (New Jersey): Mortality rates in the following month and quarter
    American Journal of Public Health, 2017, 107, (8), 1304-1307 Downloads View citations (1)
  4. Managing price and financial stability objectives in inflation targeting economies in Asia and the Pacific
    Journal of Financial Stability, 2017, 29, (C), 106-116 Downloads View citations (12)
  5. Optimal Macroprudential Policies and House Prices in Korea
    Emerging Markets Finance and Trade, 2017, 53, (11), 2419-2439 Downloads View citations (4)
  6. South and North Korea: Economic Challenges and Policy Issues
    Emerging Markets Finance and Trade, 2017, 53, (11), 2395-2396 Downloads

2016

  1. Reexamining the Exchange Rate Exposure Puzzle by Classifying Exchange Rate Risks into Two Types
    Global Economic Review, 2016, 45, (2), 116-133 Downloads View citations (4)
  2. The RMB Debate: Empirical Analysis on the Effects of Exchange Rate Shocks in China and Japan
    The World Economy, 2016, 39, (10), 1539-1557 Downloads View citations (2)
    See also Working Paper (2012)
  3. 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 Downloads View citations (2)

2015

  1. 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 Downloads View citations (15)
  2. INTERNATIONAL MACROECONOMIC FLUCTUATIONS
    Macroeconomic Dynamics, 2015, 19, (7), 1509-1539 Downloads View citations (1)
  3. Imbalances over the Pacific
    Journal of Macroeconomics, 2015, 45, (C), 173-185 Downloads View citations (1)

2014

  1. 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 Downloads View citations (4)
  2. Financing investment in East Asia: Regional or global savings?
    Japan and the World Economy, 2014, 31, (C), 1-7 Downloads View citations (6)
  3. 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 Downloads View citations (15)

2013

  1. Are Asian Business Cycles Different?
    Asian Economic Papers, 2013, 12, (3), 94-113 Downloads
    See also Working Paper (2011)
  2. Economic Integration and Business Cycle Synchronization in Asia
    Asian Economic Papers, 2013, 12, (1), 76-99 Downloads View citations (9)
  3. INTERNATIONAL CAPITAL FLOWS, BOOM-BUST CYCLES, AND BUSINESS CYCLE SYNCHRONIZATION IN THE ASIA PACIFIC REGION
    Contemporary Economic Policy, 2013, 31, (1), 191-211 Downloads View citations (6)

2012

  1. Are Capital Controls Effective? The Case of the Republic of Korea
    Asian Development Review, 2012, 29, (2), 96-133 View citations (5)
  2. International monetary transmission in East Asia: Floaters, non-floaters, and capital controls
    Japan and the World Economy, 2012, 24, (4), 305-316 Downloads View citations (10)
  3. MEASURING PRICE ELASTICITY OF SECTORIAL IMPORTS
    Pacific Economic Review, 2012, 17, (2), 181-203 Downloads
  4. Real and Financial Integration in East Asia
    Review of International Economics, 2012, 20, (2), 332-349 Downloads View citations (22)
    See also Working Paper (2008)

2011

  1. Emerging Asia: Decoupling or Recoupling
    The World Economy, 2011, 34, (1), 23-53 View citations (27)
    See also Working Paper (2009)
  2. Financial and Monetary Cooperation in Asia: Challenges after the Global Financial Crisis
    International Economic Journal, 2011, 25, (4), 573-587 Downloads View citations (3)
  3. 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 Downloads View citations (39)
  4. Ties Binding Asia, Europe and the USA
    China & World Economy, 2011, 19, (1), 24-46 View citations (4)

2010

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

2009

  1. Consumption smoothing channels in open economies
    Journal of Banking & Finance, 2009, 33, (12), 2293-2300 Downloads View citations (1)
    See also Working Paper (2007)
  2. Do Capital Inflows Matter to Asset Prices? The Case of Korea
    Asian Economic Journal, 2009, 23, (3), 323-348 Downloads View citations (23)
  3. 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 Downloads
  4. FEAR OF FLOATING IN EAST ASIA?
    Pacific Economic Review, 2009, 14, (2), 176-193 Downloads View citations (3)
    See also Working Paper (2005)

2008

  1. Demographic changes, saving, and current account: An analysis based on a panel VAR model
    Japan and the World Economy, 2008, 20, (2), 236-256 Downloads View citations (24)
  2. Government Spending Shocks, the Current Account and the Real Exchange Rate in OECD Countries
    East Asian Economic Review, 2008, 12, (1), 191-212 Downloads
  3. Incomplete Intertemporal Consumption Smoothing and Incomplete Risk Sharing
    Journal of Money, Credit and Banking, 2008, 40, (7), 1521-1531 View citations (21)
    Also in Journal of Money, Credit and Banking, 2008, 40, (7), 1521-1531 (2008) Downloads

    See also Working Paper (2007)
  4. On the empirics of international smoothing
    Journal of Banking & Finance, 2008, 32, (3), 374-381 Downloads View citations (14)
    See also Working Paper (2007)
  5. The Economic Effects of the EU Budget: A VAR Analysis*
    Journal of Common Market Studies, 2008, 46, (5), 933-968 Downloads
    See also Working Paper (2007)
  6. 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 Downloads View citations (203)
    See also Working Paper (2004)

2007

  1. Demographic Changes, Saving, and Current Account in East Asia
    Asian Economic Papers, 2007, 6, (2), 22-53 Downloads View citations (18)
  2. Financial Panic and Exchange Rate Overshooting during Currency Crises
    International Economic Journal, 2007, 21, (1), 71-89 Downloads View citations (3)
  3. Saving, investment and international capital mobility in East Asia
    Japan and the World Economy, 2007, 19, (2), 279-291 Downloads View citations (24)

2006

  1. Counter-Cyclical and Counter-Inflation Monetary Policy Rules and Comovement Properties of Money Growth
    The B.E. Journal of Macroeconomics, 2006, 6, (2), 1-39 Downloads
  2. Financial integration and consumption risk sharing in East Asia
    Japan and the World Economy, 2006, 18, (2), 143-157 Downloads View citations (26)

2005

  1. Monetary Policy Shocks and Real Farm Price: Evidence from Identification Scheme Using Federal Funds
    Korean Economic Review, 2005, 21, 163-178 Downloads View citations (1)
  2. Monetary Policy, Foreign Exchange Policy, and Delayed Overshooting
    Journal of Money, Credit and Banking, 2005, 37, (4), 775-82 View citations (36)
  3. The effects of the yen|dollar exchange rate on the Korean economy
    International Journal of Finance & Economics, 2005, 10, (2), 167-183 Downloads

2004

  1. Dynamic risksharing in the United States and Europe
    Journal of Monetary Economics, 2004, 51, (4), 809-836 Downloads View citations (49)
    See also Working Paper (2000)
  2. Inflation volatility, government debts, and the fiscal theory of the price level
    Economics Letters, 2004, 85, (1), 117-121 Downloads
  3. Macroeconomic Effects of Capital Account Liberalization: the Case of Korea
    Review of Development Economics, 2004, 8, (4), 624-639 Downloads View citations (10)
  4. Regional Versus Global Risk Sharing in East Asia
    Asian Economic Papers, 2004, 3, (3), 182-201 Downloads View citations (8)

2003

  1. Monetary Policy Rules and Business Cycles
    Scandinavian Journal of Economics, 2003, 105, (2), 221-245 Downloads View citations (8)
    See also Working Paper (1998)
  2. Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework
    Journal of International Economics, 2003, 60, (2), 355-386 Downloads View citations (82)
  3. STRUCTURAL SHOCKS AND THE FISCAL THEORY OF THE PRICE LEVEL IN THE STICKY PRICE MODEL
    Macroeconomic Dynamics, 2003, 7, (5), 759-782 Downloads View citations (26)
    Also in Macroeconomic Dynamics, 2003, 7, (5), 759-782 (2003) Downloads

2002

  1. Exchange rate stabilization in the ERM: identifying European monetary policy reactions
    Journal of International Money and Finance, 2002, 21, (3), 413-434 Downloads View citations (24)
  2. 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 (8)

2001

  1. Effects of monetary policy shocks on the trade balance in small open European countries
    Economics Letters, 2001, 71, (2), 197-203 Downloads View citations (27)
  2. International transmission of U.S. monetary policy shocks: Evidence from VAR's
    Journal of Monetary Economics, 2001, 48, (2), 339-372 Downloads View citations (250)

2000

  1. Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach
    Journal of Monetary Economics, 2000, 45, (3), 561-586 Downloads View citations (518)

1999

  1. 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 Downloads View citations (148)

1998

  1. 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 Downloads View citations (1)

Chapters

2016

  1. 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 Downloads

2013

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

2012

  1. 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 Downloads View citations (3)

2010

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

2006

  1. Inflation targeting in Korea: a model of success?
    A chapter in Monetary policy in Asia: approaches and implementation, 2006, vol. 31, pp 140-164 Downloads View citations (17)

2005

  1. International Capital Flows and Business Cycles in the Asia Pacific Region
    Chapter 6 in A New Financial Market Structure for East Asia, 2005 Downloads View citations (2)
 
Page updated 2021-05-18