Details about Chang Sik Kim
Access statistics for papers by Chang Sik Kim.
Last updated 2024-01-12. Update your information in the RePEc Author Service.
Short-id: pki366
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Working Papers
2024
- Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
Working Papers, Department of Economics, University of Missouri 
Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2024)  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2024)
2023
- Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective
Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
2019
- Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach
Working Papers, Department of Economics, University of Missouri 
See also Journal Article Forecasting regional long-run energy demand: A functional coefficient panel approach, Energy Economics, Elsevier (2021) View citations (12) (2021)
2018
- Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
Working Papers, Department of Economics, University of Missouri View citations (1)
See also Journal Article Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate, Journal of Econometrics, Elsevier (2020) View citations (22) (2020)
2016
- Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies
Working Papers, Department of Economics, University of Missouri View citations (10)
2015
- A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
Working Papers, Department of Economics, University of Missouri 
See also Journal Article A new approach to modeling the effects of temperature fluctuations on monthly electricity demand, Energy Economics, Elsevier (2016) View citations (17) (2016)
2014
- Time-varying Long-run Income and Output Elasticities of Electricity Demand
Working Papers, Department of Economics, University of Missouri View citations (46)
2013
- Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
Working Papers, Department of Economics, University of Missouri View citations (3)
See also Journal Article Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand, Energy Economics, Elsevier (2016) View citations (22) (2016)
2007
- Long Run Covariance Matrices for Fractionally Integrated Processes
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
See also Journal Article LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES, Econometric Theory, Cambridge University Press (2007) View citations (10) (2007)
2006
- Log Periodogram Regression: The Nonstationary Case
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (32)
2004
- Bias Reduced Band Spectrum Least Squares in Fractional
Econometric Society 2004 Far Eastern Meetings, Econometric Society
Journal Articles
2022
- Measuring the Effects of Bid-Rigging on Prices with Binary Misclassification
Review of Industrial Organization, 2022, 61, (3), 319-339
- Re-examining The Time-varying Relationship Between Health and Income Distributions
International Economic Journal, 2022, 36, (2), 158-170 View citations (1)
2021
- Forecasting regional long-run energy demand: A functional coefficient panel approach
Energy Economics, 2021, 96, (C) View citations (12)
See also Working Paper Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach, Working Papers (2019) (2019)
2020
- Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
Journal of Econometrics, 2020, 214, (1), 274-294 View citations (22)
See also Working Paper Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate, Working Papers (2018) View citations (1) (2018)
- World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s
Empirical Economics, 2020, 59, (2), 765-798 View citations (1)
2018
- RMB Bloc in East Asia: Too Early to Talk About It?
Asian Economic Papers, 2018, 17, (3), 31-48 View citations (3)
2016
- A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
Energy Economics, 2016, 60, (C), 206-216 View citations (17)
See also Working Paper A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand, Working Papers (2015) (2015)
- Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
Energy Economics, 2016, 60, (C), 232-243 View citations (22)
See also Working Paper Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand, Working Papers (2013) View citations (3) (2013)
- Nonstationarity in time series of state densities
Journal of Econometrics, 2016, 192, (1), 152-167 View citations (36)
2014
- Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
Energy Economics, 2014, 46, (C), 334-347 View citations (45)
2012
- Partial parametric estimation for nonstationary nonlinear regressions
Journal of Econometrics, 2012, 167, (2), 448-457 View citations (1)
- Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach
Korean Economic Review, 2012, 28, 69-90
2011
- Spurious regressions driven by excessive volatility
Economics Letters, 2011, 113, (3), 292-297
2010
- Cointegrating Regressions with Time Heterogeneity
Econometric Reviews, 2010, 29, (4), 397-438 View citations (6)
- Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach
Korean Economic Review, 2010, 26, 401-430 View citations (1)
2009
- Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis
Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (4), 27 View citations (3)
2007
- LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Econometric Theory, 2007, 23, (6), 1233-1247 View citations (10)
See also Working Paper Long Run Covariance Matrices for Fractionally Integrated Processes, Cowles Foundation Discussion Papers (2007) View citations (9) (2007)
2006
- Band Spectrum Least Squares in Fractional Cointegration Models with Unknown Fractional Integration Orders
Korean Economic Review, 2006, 22, 21-54
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