Details about Hyeongwoo Kim

Access statistics for papers by Hyeongwoo Kim.

Last updated 2025-01-16. Update your information in the RePEc Author Service.

Short-id: pki186

Working Papers

2025

1. Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data
   Auburn Economics Working Paper Series, Department of Economics, Auburn University

2024

2. Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
3. Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
4. The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
5. Was the KORUS FTA a Horrible Deal?
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
   Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2022)
6. What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?
   Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
   Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2023) View citations (1)
   MPRA Paper, University Library of Munich, Germany (2023) View citations (1)
   See also Journal Article What charge-off rates are predictable by macroeconomic latent factors?, Journal of Financial Stability, Elsevier (2024) View citations (1) (2024)

2023

7. Fiscal Policy Effects on U.S. Labor Market
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
   See also Journal Article Fiscal Policy Effects on U.S. Labor Market, Journal of Economic Development, The Economic Research Institute, Chung-Ang University (2023) (2023)
8. 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
9. Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate
   Auburn Economics Working Paper Series, Department of Economics, Auburn University
10. Trend Breaks and the Persistence of Closed-End Fund Discounts
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
11. Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts
    MPRA Paper, University Library of Munich, Germany
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2023)

2022

12. Policy Coordination and the Effectiveness of Fiscal Stimulus
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2022) View citations (1)
    See also Journal Article Policy coordination and the effectiveness of fiscal stimulus, Journal of Macroeconomics, Elsevier (2023) View citations (3) (2023)
13. Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2021)

2021

14. Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2020)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018)
    See also Journal Article Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus, The B.E. Journal of Macroeconomics, De Gruyter (2022) View citations (2) (2022)
15. U.S. Presidential Election Polls and the Economic Prospects of China and Mexico
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (2)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2020)
    See also Journal Article U.S. presidential election polls and the economic prospects of China and Mexico, Applied Economics, Taylor & Francis Journals (2021) View citations (2) (2021)
16. 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
    Also in MPRA Paper, University Library of Munich, Germany (2018)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2019)

2020

17. Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate
    Working Papers, Economic Research Institute, Bank of Korea
18. Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2019)
    See also Journal Article Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices, Open Economies Review, Springer (2021) View citations (1) (2021)
19. Forecasting Financial Vulnerability in the US: A Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in MPRA Paper, University Library of Munich, Germany (2018)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018)
    See also Journal Article Forecasting financial vulnerability in the USA: A factor model approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2021) View citations (7) (2021)
20. Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University

2019

21. Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (2)
22. Forecasting Financial Stress Indices in Korea: A Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2018)
    Working Papers, Economic Research Institute, Bank of Korea (2015)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) View citations (10)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018)
    See also Journal Article Forecasting financial stress indices in Korea: a factor model approach, Empirical Economics, Springer (2020) View citations (7) (2020)
23. Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017) View citations (1)
    MPRA Paper, University Library of Munich, Germany (2018)
    See also Journal Article Improving forecast accuracy of financial vulnerability: PLS factor model approach, Economic Modelling, Elsevier (2020) View citations (6) (2020)

2018

24. Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices
    MPRA Paper, University Library of Munich, Germany
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018)
25. Fiscal Policy, Wages, and Jobs in the U.S
    MPRA Paper, University Library of Munich, Germany
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018)
26. Forecasting Net Charge-Off Rates of Banks: A PLS Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University 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) View citations (2) (2020)
27. Investigating Properties of Commodity Price Responses to Real and Nominal Shocks
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017)
    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) View citations (2) (2020)
28. London Calling: Nonlinear Mean Reversion across National Stock Markets
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2014) View citations (2)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017)
    See also Journal Article London calling: Nonlinear mean reversion across national stock markets, The North American Journal of Economics and Finance, Elsevier (2018) View citations (1) (2018)

2017

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

2016

33. Is Good News for Donald Trump Bad News for the Peso?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    See also Journal Article Is good news for Donald Trump bad news for the Peso?, Applied Economics Letters, Taylor & Francis Journals (2017) View citations (2) (2017)
34. Pitfalls in Testing for Cointegration between Inequality and the Real Income
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2015)
    See also Journal Article PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME, Economic Inquiry, Western Economic Association International (2017) (2017)
35. Price Adjustment to the Exchange Rate Shock in World Commodity Markets
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
36. Testing the Predictability of Consumption Growth: Evidence from China
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2014)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2015)
    See also Journal Article TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA, Journal of Economic Development, Chung-Ang Unviersity, Department of Economics (2016) (2016)

2015

37. Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University 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) View citations (5) (2016)
38. Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (6)
39. Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (9)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013)
    See also Journal Article Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach, Economic Modelling, Elsevier (2015) View citations (9) (2015)
40. On the Effect of the Great Recession on US Household Expenditures for Entertainment
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013)
41. 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 View citations (76)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2012) View citations (2)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) View citations (16)
    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) View citations (63) (2015)
42. The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks
    Auburn Economics Working Paper Series, Department of Economics, Auburn University

2014

43. A Nonparametric Study of Real Exchange Rate Persistence over a Century
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013)
    See also Journal Article A nonparametric study of real exchange rate persistence over a century, International Review of Economics & Finance, Elsevier (2015) (2015)
44. Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
45. How Do Oil Price Shocks Affect Consumer Prices?
    MPRA Paper, University Library of Munich, Germany View citations (53)
    See also Journal Article How do oil price shocks affect consumer prices?, Energy Economics, Elsevier (2014) View citations (46) (2014)
46. How Does the Oil Price Shock Affect Consumers?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (25)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013) View citations (21)
    MPRA Paper, University Library of Munich, Germany (2013)
47. The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2012)
    See also Journal Article The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds, Journal of Financial Services Research, Springer (2016) View citations (4) (2016)

2013

48. Are Global Food Prices Becoming More Volatile and More Persistent?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
49. Capital Investment and Employment in the Information Sector
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
    See also Journal Article Capital investment and employment in the information sector, Telecommunications Policy, Elsevier (2014) View citations (4) (2014)
50. Purchasing Power Parity and the Taylor Rule
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) View citations (3)
    AJRC Working Papers, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University (2013)
    Working Papers, Ohio State University, Department of Economics (2009) View citations (6)
    See also Journal Article Purchasing Power Parity and the Taylor Rule, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (3) (2015)
51. Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
52. What Drives Commodity Prices?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (4)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) View citations (5)
    See also Journal Article What Drives Commodity Prices?, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2014) View citations (46) (2014)

2012

53. Fear and Closed-End Fund Discounts
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    See also Journal Article Fear and Closed-End Fund discounts, Applied Economics Letters, Taylor & Francis Journals (2013) View citations (5) (2013)
54. Generalized Impulse Response Analysis: General or Extreme?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2009) 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) View citations (14) (2013)
55. 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
    Also in Working Papers, Economic Research Institute, Bank of Korea (2012)
    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) (2012)
56. Wages in a Factor Proportions Model with Energy Input
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    See also Journal Article Wages in a factor proportions model with energy input, Economic Modelling, Elsevier (2014) View citations (2) (2014)

2011

57. Fear and Closed-End Fund Discounts: Investor Sentiment Revisited
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
58. Hysteresis vs. Natural Rate of US Unemployment
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (23)
    See also Journal Article Hysteresis vs. natural rate of US unemployment, Economic Modelling, Elsevier (2012) View citations (34) (2012)
59. 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
60. Reassessing the Link between the Japanese Yen and Emerging Asian Currencies
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    See also Journal Article Reassessing the link between the Japanese yen and emerging Asian currencies, Journal of International Money and Finance, Elsevier (2013) View citations (18) (2013)
61. The US Tourism Trade Balance and Exchange Rate Shock
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
62. VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored
    MPRA Paper, University Library of Munich, Germany
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010)
    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) View citations (3) (2012)

2010

63. 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 View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2009)
64. Bias Correction and Out-of-Sample Forecast Accuracy
    Auburn Economics Working Paper Series, Department of Economics, Auburn University
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (2)
    See also Journal Article Bias correction and out-of-sample forecast accuracy, International Journal of Forecasting, Elsevier (2012) View citations (8) (2012)
65. Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
    Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (5)
    See also Journal Article Examining the evidence of purchasing power parity by recursive mean adjustment, Economic Modelling, Elsevier (2012) View citations (1) (2012)

2009

66. A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity
    MPRA Paper, University Library of Munich, Germany 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) View citations (22) (2010)
67. Factor Proportions Wages in a Structural Vector Autoregression
    MPRA Paper, University Library of Munich, Germany
68. Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets
    MPRA Paper, University Library of Munich, Germany 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) View citations (9) (2011)
69. The Exchange Rate and US Tourism Balance of Trade
    MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2024

1. What charge-off rates are predictable by macroeconomic latent factors?
   Journal of Financial Stability, 2024, 74, (C) View citations (1)
   See also Working Paper What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?, Auburn Economics Working Paper Series (2024) View citations (1) (2024)

2023

2. Fiscal Policy Effects on U.S. Labor Market
   Journal of Economic Development, 2023, 48, (1), 85-110
   See also Working Paper Fiscal Policy Effects on U.S. Labor Market, Auburn Economics Working Paper Series (2023) (2023)
3. Policy coordination and the effectiveness of fiscal stimulus
   Journal of Macroeconomics, 2023, 75, (C) View citations (3)
   See also Working Paper Policy Coordination and the Effectiveness of Fiscal Stimulus, Auburn Economics Working Paper Series (2022) View citations (1) (2022)

2022

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

2021

5. Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices
   Open Economies Review, 2021, 32, (2), 395-415 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) View citations (1) (2020)
6. Forecasting financial vulnerability in the USA: A factor model approach
   Journal of Forecasting, 2021, 40, (3), 439-457 View citations (7)
   See also Working Paper Forecasting Financial Vulnerability in the US: A Factor Model Approach, Auburn Economics Working Paper Series (2020) (2020)
7. U.S. presidential election polls and the economic prospects of China and Mexico
   Applied Economics, 2021, 53, (54), 6231-6248 View citations (2)
   See also Working Paper U.S. Presidential Election Polls and the Economic Prospects of China and Mexico, Auburn Economics Working Paper Series (2021) View citations (2) (2021)

2020

8. Forecasting financial stress indices in Korea: a factor model approach
   Empirical Economics, 2020, 59, (6), 2859-2898 View citations (7)
   See also Working Paper Forecasting Financial Stress Indices in Korea: A Factor Model Approach, Auburn Economics Working Paper Series (2019) View citations (3) (2019)
9. Improving forecast accuracy of financial vulnerability: PLS factor model approach
   Economic Modelling, 2020, 88, (C), 341-355 View citations (6)
   See also Working Paper Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach, Auburn Economics Working Paper Series (2019) (2019)
10. Investigating properties of commodity price responses to real and nominal shocks
    The North American Journal of Economics and Finance, 2020, 51, (C) View citations (2)
    See also Working Paper Investigating Properties of Commodity Price Responses to Real and Nominal Shocks, MPRA Paper (2018) View citations (1) (2018)

2018

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

2017

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

2016

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

2015

19. A nonparametric study of real exchange rate persistence over a century
    International Review of Economics & Finance, 2015, 37, (C), 406-418
    See also Working Paper A Nonparametric Study of Real Exchange Rate Persistence over a Century, Auburn Economics Working Paper Series (2014) (2014)
20. Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach
    Economic Modelling, 2015, 51, (C), 227-241 View citations (9)
    See also Working Paper Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach, Auburn Economics Working Paper Series (2015) View citations (9) (2015)
21. Purchasing Power Parity and the Taylor Rule
    Journal of Applied Econometrics, 2015, 30, (6), 874-903 View citations (3)
    See also Working Paper Purchasing Power Parity and the Taylor Rule, CAMA Working Papers (2013) (2013)
22. 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 View citations (63)
    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) View citations (76) (2015)

2014

23. Capital investment and employment in the information sector
    Telecommunications Policy, 2014, 38, (4), 371-382 View citations (4)
    See also Working Paper Capital Investment and Employment in the Information Sector, Auburn Economics Working Paper Series (2013) View citations (1) (2013)
24. How do oil price shocks affect consumer prices?
    Energy Economics, 2014, 45, (C), 313-323 View citations (46)
    See also Working Paper How Do Oil Price Shocks Affect Consumer Prices?, MPRA Paper (2014) View citations (53) (2014)
25. Wages in a factor proportions model with energy input
    Economic Modelling, 2014, 36, (C), 495-501 View citations (2)
    See also Working Paper Wages in a Factor Proportions Model with Energy Input, Auburn Economics Working Paper Series (2012) (2012)
26. What Drives Commodity Prices?
    American Journal of Agricultural Economics, 2014, 96, (5), 1455-1468 View citations (46)
    See also Working Paper What Drives Commodity Prices?, Auburn Economics Working Paper Series (2013) View citations (1) (2013)

2013

27. Determinants of stock market comovements among US and emerging economies during the US financial crisis
    Economic Modelling, 2013, 35, (C), 338-348 View citations (73)
28. Fear and Closed-End Fund discounts
    Applied Economics Letters, 2013, 20, (10), 956-959 View citations (5)
    See also Working Paper Fear and Closed-End Fund Discounts, Auburn Economics Working Paper Series (2012) (2012)
29. Generalized impulse response analysis: General or Extreme?
    EconoQuantum, Revista de Economia y Finanzas, 2013, 10, (2), 135-141 View citations (14)
    See also Working Paper Generalized Impulse Response Analysis: General or Extreme?, Auburn Economics Working Paper Series (2012) View citations (4) (2012)
30. Reassessing the link between the Japanese yen and emerging Asian currencies
    Journal of International Money and Finance, 2013, 33, (C), 306-326 View citations (18)
    See also Working Paper Reassessing the Link between the Japanese Yen and Emerging Asian Currencies, Auburn Economics Working Paper Series (2011) (2011)
31. The Exchange Rate and US Tourism Trade, 1973–2007
    Tourism Economics, 2013, 19, (4), 883-896 View citations (5)
32. The real exchange rate and the balance of trade in US tourism
    International Review of Economics & Finance, 2013, 25, (C), 122-128 View citations (19)

2012

33. A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects
    Empirical Economics, 2012, 42, (1), 261-277 View citations (2)
34. Bias correction and out-of-sample forecast accuracy
    International Journal of Forecasting, 2012, 28, (3), 575-586 View citations (8)
    See also Working Paper Bias Correction and Out-of-Sample Forecast Accuracy, Auburn Economics Working Paper Series (2010) (2010)
35. Examining the evidence of purchasing power parity by recursive mean adjustment
    Economic Modelling, 2012, 29, (5), 1850-1857 View citations (1)
    See also Working Paper Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment, Auburn Economics Working Paper Series (2010) View citations (5) (2010)
36. Hysteresis vs. natural rate of US unemployment
    Economic Modelling, 2012, 29, (2), 428-434 View citations (34)
    See also Working Paper Hysteresis vs. Natural Rate of US Unemployment, Auburn Economics Working Paper Series (2011) View citations (23) (2011)
37. 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
    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) (2012)
38. VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored
    Journal of Macroeconomics, 2012, 34, (1), 223-238 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) (2011)

2011

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

2010

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

2009

42. Forecasting the FOMC's interest rate setting behavior: a further analysis
    Journal of Forecasting, 2009, 28, (2), 145-165 View citations (15)
43. Nonlinear mean reversion in the G7 stock markets
    Applied Financial Economics, 2009, 19, (5), 347-355 View citations (7)
44. 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
45. On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis
    Journal of Empirical Finance, 2009, 16, (5), 734-744 View citations (13)

2008

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

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 View citations (2)
   See also Working Paper Forecasting Net Charge-Off Rates of Banks: A PLS Approach, Department of Economics, Auburn University (2018) View citations (2) (2018)

2010

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