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Details about Hyeongwoo Kim

E-mail:
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 2019-10-30. Update your information in the RePEc Author Service.

Short-id: pki186


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Working Papers

2019

  1. Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  2. Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  3. Forecasting Financial Stress Indices in Korea: A Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2018) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) Downloads View citations (10)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads
    Working Papers, Economic Research Institute, Bank of Korea (2015) Downloads
  4. Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2018) Downloads
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017) Downloads

2018

  1. Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  2. Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2018) Downloads
  3. Fiscal Policy, Wages, and Jobs in the U.S
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads
  4. 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
    MPRA Paper, University Library of Munich, Germany (2018) Downloads
  5. Forecasting Net Charge-Off Rates of Banks: A PLS Approach
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  6. 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
  7. 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 (2014) Downloads View citations (1)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2017) Downloads

    See also Journal Article in The North American Journal of Economics and Finance (2018)
  8. 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 MPRA Paper, University Library of Munich, Germany (2018) Downloads

2017

  1. Consumer Spending on Entertainment and the Great Recession
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  2. Government Spending Shocks and Private Activity: The Role of Sentiments
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (2)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) Downloads View citations (3)
    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 in Applied Economics Letters (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 in Economic Inquiry (2017)
  3. Price Adjustment to the Exchange Rate Shock in World Commodity Markets
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
  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 in Journal of Economic Development (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
    See also Journal Article in Applied Economics (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 (2)
  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 (5)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2013) Downloads

    See also Journal Article in Economic Modelling (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
    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 (19)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) Downloads View citations (9)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2012) Downloads View citations (1)

    See also Journal Article in International Review of Economics & Finance (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 in International Review of Economics & Finance (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 (13)
    See also Journal Article in Energy Economics (2014)
  4. How Does the Oil Price Shock Affect Consumers?
    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 View citations (12)
    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 in Journal of Financial Services Research (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
    See also Journal Article in Telecommunications Policy (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 (5)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2011) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (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 (3)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) Downloads View citations (5)

    See also Journal Article in American Journal of Agricultural Economics (2014)

2012

  1. Fear and Closed-End Fund Discounts
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads
    See also Journal Article in Applied Economics Letters (2013)
  2. Generalized Impulse Response Analysis: General or Extreme?
    Auburn Economics Working Paper Series, Department of Economics, Auburn University Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (12)

    See also Journal Article in EconoQuantum, Revista de Economia y Negocios (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
  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 in Economic Modelling (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 (18)
    See also Journal Article in Economic Modelling (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 in Journal of International Money and Finance (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 in Journal of Macroeconomics (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 (1)

    See also Journal Article in International Journal of Forecasting (2012)
  3. Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) Downloads View citations (4)

    See also Journal Article in Economic Modelling (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 in Journal of International Money and Finance (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 in International Economic Journal (2011)
  4. The Exchange Rate and US Tourism Balance of Trade
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Journal Articles

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 (2018)
  2. The determinants of the benchmark interest rates in China
    Journal of Policy Modeling, 2018, 40, (2), 395-417 Downloads View citations (1)
  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 (1)

2017

  1. Is good news for Donald Trump bad news for the Peso?
    Applied Economics Letters, 2017, 24, (19), 1363-1368 Downloads
    See also Working Paper (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 (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 (4)
    See also Working Paper (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 (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
    See also Working Paper (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 (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 (5)
    See also Working Paper (2015)
  3. Purchasing Power Parity and the Taylor Rule
    Journal of Applied Econometrics, 2015, 30, (6), 874-903 Downloads View citations (1)
    See also Working Paper (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 (20)
    See also Working Paper (2015)

2014

  1. Capital investment and employment in the information sector
    Telecommunications Policy, 2014, 38, (4), 371-382 Downloads View citations (2)
    See also Working Paper (2013)
  2. How do oil price shocks affect consumer prices?
    Energy Economics, 2014, 45, (C), 313-323 Downloads View citations (13)
    See also Working Paper (2014)
  3. Wages in a factor proportions model with energy input
    Economic Modelling, 2014, 36, (C), 495-501 Downloads
    See also Working Paper (2012)
  4. What Drives Commodity Prices?
    American Journal of Agricultural Economics, 2014, 96, (5), 1455-1468 Downloads View citations (15)
    See also Working Paper (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 (49)
  2. Fear and Closed-End Fund discounts
    Applied Economics Letters, 2013, 20, (10), 956-959 Downloads View citations (1)
    See also Working Paper (2012)
  3. Generalized impulse response analysis: General or Extreme?
    EconoQuantum, Revista de Economia y Negocios, 2013, 10, (2), 135-141 Downloads View citations (1)
    See also Working Paper (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 (10)
    See also Working Paper (2011)
  5. 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 (10)

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 (1)
  2. Bias correction and out-of-sample forecast accuracy
    International Journal of Forecasting, 2012, 28, (3), 575-586 Downloads View citations (7)
    See also Working Paper (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 (2010)
  4. Hysteresis vs. natural rate of US unemployment
    Economic Modelling, 2012, 29, (2), 428-434 Downloads View citations (27)
    See also Working Paper (2011)
  5. 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 (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 (6)
    See also Working Paper (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 (16)
    See also Working Paper (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

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
 
Page updated 2019-12-10