Details about Jaebeom Kim

Access statistics for papers by Jaebeom Kim.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pki195

Working Papers

2018

1. Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach
   Working Papers, Economic Research Institute, Bank of Korea View citations (1)
   See also Journal Article Uncertainty shocks and asymmetric dynamics in Korea: a non-linear approach, Applied Economics, Taylor & Francis Journals (2019) (2019)

2016

2. Stock Returns and Mutual Fund Flows in the Korean Financial Market: A System Approach
   Working Papers, Economic Research Institute, Bank of Korea View citations (2)
   See also Journal Article Stock returns and mutual fund flows in the korean financial markets: a system approach, Applied Economics, Taylor & Francis Journals (2020) (2020)

2013

3. Performance Analysis of Hybrid Forecasting Model In Stock Market Forecasting
   Papers, arXiv.org

2004

4. Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (10)
   See also Journal Article Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2004) View citations (9) (2004)

2003

5. Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model
   RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (4)
   Also in Working Papers, Ohio State University, Department of Economics (2001) View citations (1)

Journal Articles

2021

1. Oil price shocks and the US stock market: A nonlinear approach
   Journal of Empirical Finance, 2021, 64, (C), 23-36 View citations (15)

2020

2. Financial development and innovation-led growth: Is too much finance better?
   Journal of International Money and Finance, 2020, 100, (C) View citations (48)
3. Foreign direct investment and economic growth: Is more financial development better?
   Economic Modelling, 2020, 93, (C), 154-161 View citations (61)
4. Stock returns and mutual fund flows in the korean financial markets: a system approach
   Applied Economics, 2020, 52, (33), 3588-3599
   See also Working Paper Stock Returns and Mutual Fund Flows in the Korean Financial Market: A System Approach, Working Papers (2016) View citations (2) (2016)

2019

5. Uncertainty shocks and asymmetric dynamics in Korea: a non-linear approach
   Applied Economics, 2019, 51, (6), 594-610
   See also Working Paper Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach, Working Papers (2018) View citations (1) (2018)

2018

6. Financial development, economic growth and convergence clubs
   Applied Economics, 2018, 50, (60), 6512-6528 View citations (8)
7. Stock markets, banks, and economic growth: Evidence from more homogeneous panels
   Research in International Business and Finance, 2018, 44, (C), 504-517 View citations (16)

2017

8. Inflation-targeting and real interest rate parity: A bias correction approach
   Economic Modelling, 2017, 60, (C), 132-137 View citations (6)

2016

9. The Responsiveness of Casino Revenue to the Casino Tax Rate
   Public Budgeting & Finance, 2016, 36, (3), 22-44 View citations (2)

2014

10. Inflation targeting and real exchange rates: A bias correction approach
    Economics Letters, 2014, 125, (2), 253-256 View citations (4)

2012

11. Does inflation targeting matter for PPP? An empirical investigation
    Applied Economics Letters, 2012, 19, (18), 1777-1780 View citations (2)
12. Multi-step sales forecasting in automotive industry based on structural relationship identification
    International Journal of Production Economics, 2012, 140, (2), 875-887 View citations (17)

2011

13. Nonlinear dynamics of real exchange rates for sectoral data
    International Journal of Finance & Economics, 2011, 16, (2), 146-151 View citations (1)

2010

14. Stock returns and aggregate mutual fund flows: a system approach
    Applied Financial Economics, 2010, 20, (19), 1493-1498 View citations (7)
15. Stock returns and investment trust flows in the Japanese financial market: A system approach
    Journal of Asian Economics, 2010, 21, (4), 327-332 View citations (3)

2008

16. The relative regressivity of seven lottery games
    Applied Economics, 2008, 40, (1), 35-39 View citations (16)

2007

17. Real exchange rates and real interest differentials for sectoral data: A dynamic SUR approach
    Economics Letters, 2007, 97, (3), 247-252 View citations (5)
18. Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model
    Journal of Money, Credit and Banking, 2007, 39, (8), 2057-2075 View citations (6)
    Also in Journal of Money, Credit and Banking, 2007, 39, (8), 2057-2075 (2007) View citations (3)

2006

19. Reconsidering Real Interest Parity for Traded and Nontraded Goods
    Review of International Economics, 2006, 14, (2), 306-315 View citations (4)

2005

20. Convergence Rates to Purchasing Power Parity for Traded and Nontraded Goods: A Structural Error-Correction Model Approach
    Journal of Business & Economic Statistics, 2005, 23, 76-86 View citations (13)

2004

21. Half‐lives of Deviations from PPP: Contrasting Traded and Nontraded Components of Consumption Baskets
    Review of International Economics, 2004, 12, (1), 162-168 View citations (4)
22. Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach
    Monetary and Economic Studies, 2004, 22, (1), 1-25 View citations (9)
    See also Working Paper Purchasing Power Parity for Traded and Non-traded Goods: A Structural Error Correction Model Approach, Econometric Society 2004 Far Eastern Meetings (2004) View citations (10) (2004)
23. Short run real exchange rate dynamics: a SUR approach
    Applied Economics Letters, 2004, 11, (14), 909-913 View citations (6)