EconPapers    
Economics at your fingertips  
 

Details about Hyeongwoo Kim

Homepage:https://sites.google.com/site/hkimphd/
Phone:334-844-2928
Postal address:Department of Economics Auburn University 138 Miller Hall Auburn, AL 36849
Workplace:Department of Economics, Auburn University, (more information at EDIRC)

Access statistics for papers by Hyeongwoo Kim.

Last updated 2024-02-19. Update your information in the RePEc Author Service.

Short-id: pki186


Jump to Journal Articles Chapters

Working Papers

2024

  1. Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  2. What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2023) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2023) Downloads View citations (1)

2023

  1. Fiscal Policy Effects on U.S. Labor Market
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    See also Journal Article Fiscal Policy Effects on U.S. Labor Market, Journal of Economic Development, The Economic Research Institute, Chung-Ang University (2023) Downloads (2023)
  2. Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  3. Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  4. Trend Breaks and the Persistence of Closed-End Fund Discounts
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  5. Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2023) Downloads

2022

  1. Policy Coordination and the Effectiveness of Fiscal Stimulus
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2022) Downloads View citations (1)

    See also Journal Article Policy coordination and the effectiveness of fiscal stimulus, Journal of Macroeconomics, Elsevier (2023) Downloads (2023)
  2. Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2021) Downloads
  3. Was the KORUS FTA a Horrible Deal?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads

2021

  1. Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2020) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads

    See also Journal Article Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus, The B.E. Journal of Macroeconomics, De Gruyter (2022) Downloads View citations (2) (2022)
  2. U.S. Presidential Election Polls and the Economic Prospects of China and Mexico
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2020) Downloads

    See also Journal Article U.S. presidential election polls and the economic prospects of China and Mexico, Applied Economics, Taylor & Francis Journals (2021) Downloads View citations (1) (2021)
  3. Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2019) Downloads
    MPRA Paper, University Library of Munich, Germany (2018) Downloads

2020

  1. Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate
    Working Papers, Economic Research Institute, Bank of Korea Downloads
  2. Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2019) Downloads

    See also Journal Article Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices, Open Economies Review, Springer (2021) Downloads View citations (1) (2021)
  3. Forecasting Financial Vulnerability in the US: A Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads
    MPRA Paper, University Library of Munich, Germany (2018) Downloads

    See also Journal Article Forecasting financial vulnerability in the USA: A factor model approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2021) Downloads View citations (3) (2021)
  4. Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads

2019

  1. Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  2. Forecasting Financial Stress Indices in Korea: A Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (3)
    Also in Working Papers, Economic Research Institute, Bank of Korea (2015) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) Downloads View citations (10)
    MPRA Paper, University Library of Munich, Germany (2018) Downloads

    See also Journal Article Forecasting financial stress indices in Korea: a factor model approach, Empirical Economics, Springer (2020) Downloads View citations (4) (2020)
  3. Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2018) Downloads

    See also Journal Article Improving forecast accuracy of financial vulnerability: PLS factor model approach, Economic Modelling, Elsevier (2020) Downloads View citations (5) (2020)

2018

  1. Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads
  2. Fiscal Policy, Wages, and Jobs in the U.S
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2018) Downloads
  3. Forecasting Net Charge-Off Rates of Banks: A PLS Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (2)
    See also Chapter Forecasting Net Charge-Off Rates of Banks: A PLS Approach, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2020) Downloads View citations (1) (2020)
  4. Investigating Properties of Commodity Price Responses to Real and Nominal Shocks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017) Downloads

    See also Journal Article Investigating properties of commodity price responses to real and nominal shocks, The North American Journal of Economics and Finance, Elsevier (2020) Downloads View citations (2) (2020)
  5. London Calling: Nonlinear Mean Reversion across National Stock Markets
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2014) Downloads View citations (2)

    See also Journal Article London calling: Nonlinear mean reversion across national stock markets, The North American Journal of Economics and Finance, Elsevier (2018) Downloads (2018)

2017

  1. Consumer Spending on Entertainment and the Great Recession
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
  2. Government Spending Shocks and Private Activity: The Role of Sentiments
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (5)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) Downloads View citations (5)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2015) Downloads
    MPRA Paper, University Library of Munich, Germany (2015) Downloads View citations (2)
  3. Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach
    Working Papers, Economic Research Institute, Bank of Korea Downloads View citations (1)
  4. The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2014) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) Downloads

2016

  1. Is Good News for Donald Trump Bad News for the Peso?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    See also Journal Article Is good news for Donald Trump bad news for the Peso?, Applied Economics Letters, Taylor & Francis Journals (2017) Downloads View citations (2) (2017)
  2. Pitfalls in Testing for Cointegration between Inequality and the Real Income
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2015) Downloads

    See also Journal Article PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME, Economic Inquiry, Western Economic Association International (2017) Downloads (2017)
  3. Price Adjustment to the Exchange Rate Shock in World Commodity Markets
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
  4. Testing the Predictability of Consumption Growth: Evidence from China
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2014) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2015) Downloads

    See also Journal Article TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA, Journal of Economic Development, Chung-Ang Unviersity, Department of Economics (2016) Downloads (2016)

2015

  1. Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
    See also Journal Article Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach, Applied Economics, Taylor & Francis Journals (2016) Downloads View citations (5) (2016)
  2. Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (6)
  3. Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (8)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013) Downloads

    See also Journal Article Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach, Economic Modelling, Elsevier (2015) Downloads View citations (8) (2015)
  4. On the Effect of the Great Recession on US Household Expenditures for Entertainment
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013) Downloads
  5. Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (70)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) Downloads View citations (16)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2012) Downloads View citations (2)

    See also Journal Article Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries, International Review of Economics & Finance, Elsevier (2015) Downloads View citations (59) (2015)
  6. The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads

2014

  1. A Nonparametric Study of Real Exchange Rate Persistence over a Century
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013) Downloads

    See also Journal Article A nonparametric study of real exchange rate persistence over a century, International Review of Economics & Finance, Elsevier (2015) Downloads (2015)
  2. Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  3. How Do Oil Price Shocks Affect Consumer Prices?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (45)
    See also Journal Article How do oil price shocks affect consumer prices?, Energy Economics, Elsevier (2014) Downloads View citations (44) (2014)
  4. How Does the Oil Price Shock Affect Consumers?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (18)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013) Downloads View citations (21)
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
  5. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2012) Downloads

    See also Journal Article The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds, Journal of Financial Services Research, Springer (2016) Downloads View citations (4) (2016)

2013

  1. Are Global Food Prices Becoming More Volatile and More Persistent?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  2. Capital Investment and Employment in the Information Sector
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
    See also Journal Article Capital investment and employment in the information sector, Telecommunications Policy, Elsevier (2014) Downloads View citations (3) (2014)
  3. Purchasing Power Parity and the Taylor Rule
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    Also in AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University (2013) Downloads
    Working Papers, Ohio State University, Department of Economics (2009) Downloads View citations (6)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) Downloads View citations (3)

    See also Journal Article Purchasing Power Parity and the Taylor Rule, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) Downloads View citations (2) (2015)
  4. Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
  5. What Drives Commodity Prices?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) Downloads View citations (6)

    See also Journal Article What Drives Commodity Prices?, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2014) Downloads View citations (39) (2014)

2012

  1. Fear and Closed-End Fund Discounts
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    See also Journal Article Fear and Closed-End Fund discounts, Applied Economics Letters, Taylor & Francis Journals (2013) Downloads View citations (5) (2013)
  2. Generalized Impulse Response Analysis: General or Extreme?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (15)

    See also Journal Article Generalized impulse response analysis: General or Extreme?, EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia. (2013) Downloads View citations (14) (2013)
  3. The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in Working Papers, Economic Research Institute, Bank of Korea (2012) Downloads

    See also Journal Article The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests, Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea (2012) Downloads (2012)
  4. Wages in a Factor Proportions Model with Energy Input
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    See also Journal Article Wages in a factor proportions model with energy input, Economic Modelling, Elsevier (2014) Downloads View citations (2) (2014)

2011

  1. Fear and Closed-End Fund Discounts: Investor Sentiment Revisited
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  2. Hysteresis vs. Natural Rate of US Unemployment
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (23)
    See also Journal Article Hysteresis vs. natural rate of US unemployment, Economic Modelling, Elsevier (2012) Downloads View citations (34) (2012)
  3. On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  4. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    See also Journal Article Reassessing the link between the Japanese yen and emerging Asian currencies, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (17) (2013)
  5. The US Tourism Trade Balance and Exchange Rate Shock
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  6. VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) Downloads

    See also Journal Article VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored, Journal of Macroeconomics, Elsevier (2012) Downloads View citations (3) (2012)

2010

  1. A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism"
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads
  2. Bias Correction and Out-of-Sample Forecast Accuracy
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (2)

    See also Journal Article Bias correction and out-of-sample forecast accuracy, International Journal of Forecasting, Elsevier (2012) Downloads View citations (8) (2012)
  3. Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) Downloads View citations (5)

    See also Journal Article Examining the evidence of purchasing power parity by recursive mean adjustment, Economic Modelling, Elsevier (2012) Downloads View citations (1) (2012)

2009

  1. A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article A century of purchasing power parity confirmed: The role of nonlinearity, Journal of International Money and Finance, Elsevier (2010) Downloads View citations (22) (2010)
  2. Factor Proportions Wages in a Structural Vector Autoregression
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets, International Economic Journal, Taylor & Francis Journals (2011) Downloads View citations (9) (2011)
  4. The Exchange Rate and US Tourism Balance of Trade
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2023

  1. Fiscal Policy Effects on U.S. Labor Market
    Journal of Economic Development, 2023, 48, (1), 85-110 Downloads
    See also Working Paper Fiscal Policy Effects on U.S. Labor Market, Auburn Economics Working Paper Series (2023) Downloads (2023)
  2. Policy coordination and the effectiveness of fiscal stimulus
    Journal of Macroeconomics, 2023, 75, (C) Downloads
    See also Working Paper Policy Coordination and the Effectiveness of Fiscal Stimulus, Auburn Economics Working Paper Series (2022) Downloads View citations (1) (2022)

2022

  1. Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus
    The B.E. Journal of Macroeconomics, 2022, 22, (2), 699-728 Downloads View citations (2)
    See also Working Paper Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus, Auburn Economics Working Paper Series (2021) Downloads (2021)

2021

  1. Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices
    Open Economies Review, 2021, 32, (2), 395-415 Downloads View citations (1)
    See also Working Paper Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices, Auburn Economics Working Paper Series (2020) Downloads (2020)
  2. Forecasting financial vulnerability in the USA: A factor model approach
    Journal of Forecasting, 2021, 40, (3), 439-457 Downloads View citations (3)
    See also Working Paper Forecasting Financial Vulnerability in the US: A Factor Model Approach, Auburn Economics Working Paper Series (2020) Downloads (2020)
  3. U.S. presidential election polls and the economic prospects of China and Mexico
    Applied Economics, 2021, 53, (54), 6231-6248 Downloads View citations (1)
    See also Working Paper U.S. Presidential Election Polls and the Economic Prospects of China and Mexico, Auburn Economics Working Paper Series (2021) Downloads View citations (1) (2021)

2020

  1. Forecasting financial stress indices in Korea: a factor model approach
    Empirical Economics, 2020, 59, (6), 2859-2898 Downloads View citations (4)
    See also Working Paper Forecasting Financial Stress Indices in Korea: A Factor Model Approach, Auburn Economics Working Paper Series (2019) Downloads View citations (3) (2019)
  2. Improving forecast accuracy of financial vulnerability: PLS factor model approach
    Economic Modelling, 2020, 88, (C), 341-355 Downloads View citations (5)
    See also Working Paper Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach, Auburn Economics Working Paper Series (2019) Downloads (2019)
  3. Investigating properties of commodity price responses to real and nominal shocks
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (2)
    See also Working Paper Investigating Properties of Commodity Price Responses to Real and Nominal Shocks, MPRA Paper (2018) Downloads View citations (1) (2018)

2018

  1. London calling: Nonlinear mean reversion across national stock markets
    The North American Journal of Economics and Finance, 2018, 44, (C), 265-277 Downloads
    See also Working Paper London Calling: Nonlinear Mean Reversion across National Stock Markets, Auburn Economics Working Paper Series (2018) Downloads (2018)
  2. The determinants of the benchmark interest rates in China
    Journal of Policy Modeling, 2018, 40, (2), 395-417 Downloads View citations (4)
  3. The effects of government spending shocks on the trade account balance in Korea
    International Review of Economics & Finance, 2018, 53, (C), 57-70 Downloads View citations (3)

2017

  1. Is good news for Donald Trump bad news for the Peso?
    Applied Economics Letters, 2017, 24, (19), 1363-1368 Downloads View citations (2)
    See also Working Paper Is Good News for Donald Trump Bad News for the Peso?, Auburn Economics Working Paper Series (2016) Downloads (2016)
  2. PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME
    Economic Inquiry, 2017, 55, (2), 941-950 Downloads
    See also Working Paper Pitfalls in Testing for Cointegration between Inequality and the Real Income, Auburn Economics Working Paper Series (2016) Downloads (2016)

2016

  1. Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach
    Applied Economics, 2016, 48, (23), 2199-2214 Downloads View citations (5)
    See also Working Paper Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach, Auburn Economics Working Paper Series (2015) Downloads View citations (1) (2015)
  2. TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA
    Journal of Economic Development, 2016, 41, (3), 21-30 Downloads
    See also Working Paper Testing the Predictability of Consumption Growth: Evidence from China, Auburn Economics Working Paper Series (2016) Downloads (2016)
  3. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds
    Journal of Financial Services Research, 2016, 50, (3), 363-386 Downloads View citations (4)
    See also Working Paper The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds, Auburn Economics Working Paper Series (2014) Downloads (2014)

2015

  1. A nonparametric study of real exchange rate persistence over a century
    International Review of Economics & Finance, 2015, 37, (C), 406-418 Downloads
    See also Working Paper A Nonparametric Study of Real Exchange Rate Persistence over a Century, Auburn Economics Working Paper Series (2014) Downloads (2014)
  2. Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach
    Economic Modelling, 2015, 51, (C), 227-241 Downloads View citations (8)
    See also Working Paper Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach, Auburn Economics Working Paper Series (2015) Downloads View citations (8) (2015)
  3. Purchasing Power Parity and the Taylor Rule
    Journal of Applied Econometrics, 2015, 30, (6), 874-903 Downloads View citations (2)
    See also Working Paper Purchasing Power Parity and the Taylor Rule, CAMA Working Papers (2013) Downloads (2013)
  4. Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries
    International Review of Economics & Finance, 2015, 39, (C), 192-210 Downloads View citations (59)
    See also Working Paper Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries, Auburn Economics Working Paper Series (2015) Downloads View citations (70) (2015)

2014

  1. Capital investment and employment in the information sector
    Telecommunications Policy, 2014, 38, (4), 371-382 Downloads View citations (3)
    See also Working Paper Capital Investment and Employment in the Information Sector, Auburn Economics Working Paper Series (2013) Downloads View citations (1) (2013)
  2. How do oil price shocks affect consumer prices?
    Energy Economics, 2014, 45, (C), 313-323 Downloads View citations (44)
    See also Working Paper How Do Oil Price Shocks Affect Consumer Prices?, MPRA Paper (2014) Downloads View citations (45) (2014)
  3. Wages in a factor proportions model with energy input
    Economic Modelling, 2014, 36, (C), 495-501 Downloads View citations (2)
    See also Working Paper Wages in a Factor Proportions Model with Energy Input, Auburn Economics Working Paper Series (2012) Downloads (2012)
  4. What Drives Commodity Prices?
    American Journal of Agricultural Economics, 2014, 96, (5), 1455-1468 Downloads View citations (39)
    See also Working Paper What Drives Commodity Prices?, Auburn Economics Working Paper Series (2013) Downloads View citations (1) (2013)

2013

  1. Determinants of stock market comovements among US and emerging economies during the US financial crisis
    Economic Modelling, 2013, 35, (C), 338-348 Downloads View citations (80)
  2. Fear and Closed-End Fund discounts
    Applied Economics Letters, 2013, 20, (10), 956-959 Downloads View citations (5)
    See also Working Paper Fear and Closed-End Fund Discounts, Auburn Economics Working Paper Series (2012) Downloads (2012)
  3. Generalized impulse response analysis: General or Extreme?
    EconoQuantum, Revista de Economia y Finanzas, 2013, 10, (2), 135-141 Downloads View citations (14)
    See also Working Paper Generalized Impulse Response Analysis: General or Extreme?, Auburn Economics Working Paper Series (2012) Downloads View citations (4) (2012)
  4. Reassessing the link between the Japanese yen and emerging Asian currencies
    Journal of International Money and Finance, 2013, 33, (C), 306-326 Downloads View citations (17)
    See also Working Paper Reassessing the Link between the Japanese Yen and Emerging Asian Currencies, Auburn Economics Working Paper Series (2011) Downloads (2011)
  5. The Exchange Rate and US Tourism Trade, 1973–2007
    Tourism Economics, 2013, 19, (4), 883-896 Downloads View citations (5)
  6. The real exchange rate and the balance of trade in US tourism
    International Review of Economics & Finance, 2013, 25, (C), 122-128 Downloads View citations (19)

2012

  1. A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects
    Empirical Economics, 2012, 42, (1), 261-277 Downloads View citations (2)
  2. Bias correction and out-of-sample forecast accuracy
    International Journal of Forecasting, 2012, 28, (3), 575-586 Downloads View citations (8)
    See also Working Paper Bias Correction and Out-of-Sample Forecast Accuracy, Auburn Economics Working Paper Series (2010) Downloads (2010)
  3. Examining the evidence of purchasing power parity by recursive mean adjustment
    Economic Modelling, 2012, 29, (5), 1850-1857 Downloads View citations (1)
    See also Working Paper Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment, MPRA Paper (2010) Downloads View citations (5) (2010)
  4. Hysteresis vs. natural rate of US unemployment
    Economic Modelling, 2012, 29, (2), 428-434 Downloads View citations (34)
    See also Working Paper Hysteresis vs. Natural Rate of US Unemployment, Auburn Economics Working Paper Series (2011) Downloads View citations (23) (2011)
  5. The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests
    Economic Analysis (Quarterly), 2012, 18, (4), 1-22 Downloads
    See also Working Paper The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests, Auburn Economics Working Paper Series (2012) Downloads (2012)
  6. VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored
    Journal of Macroeconomics, 2012, 34, (1), 223-238 Downloads View citations (3)
    See also Working Paper VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored, MPRA Paper (2011) Downloads (2011)

2011

  1. Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
    International Economic Journal, 2011, 25, (2), 239-250 Downloads View citations (9)
    See also Working Paper Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets, MPRA Paper (2009) Downloads View citations (1) (2009)

2010

  1. A century of purchasing power parity confirmed: The role of nonlinearity
    Journal of International Money and Finance, 2010, 29, (7), 1398-1405 Downloads View citations (22)
    See also Working Paper A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity, MPRA Paper (2009) Downloads View citations (1) (2009)
  2. Half-life bias correction and the G7 stock markets
    Economics Letters, 2010, 109, (1), 1-3 Downloads View citations (5)

2009

  1. Forecasting the FOMC's interest rate setting behavior: a further analysis
    Journal of Forecasting, 2009, 28, (2), 145-165 Downloads View citations (14)
  2. Nonlinear mean reversion in the G7 stock markets
    Applied Financial Economics, 2009, 19, (5), 347-355 Downloads View citations (7)
  3. On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates
    Economics Bulletin, 2009, 29, (1), 129-140 Downloads
  4. On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis
    Journal of Empirical Finance, 2009, 16, (5), 734-744 Downloads View citations (12)

2008

  1. Country-specific shocks and optimal monetary policy
    Economics Bulletin, 2008, 5, (23), 1-9 Downloads

Chapters

2020

  1. Forecasting Net Charge-Off Rates of Banks: A PLS Approach
    Chapter 63 in HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, 2020, pp 2265-2301 Downloads View citations (1)
    See also Working Paper Forecasting Net Charge-Off Rates of Banks: A PLS Approach, Department of Economics, Auburn University (2018) Downloads View citations (2) (2018)

2010

  1. Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns
    Chapter 2 in The Financial and Economic Crises, 2010 Downloads View citations (2)
 
Page updated 2024-04-12