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

Working Papers

2024

1. 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

2. 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

3. 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 (15) (2021)

2018

4. 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 (24) (2020)

2016

5. 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

6. 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 (19) (2016)

2014

7. Time-varying Long-run Income and Output Elasticities of Electricity Demand
   Working Papers, Department of Economics, University of Missouri View citations (46)

2013

8. 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 (25) (2016)

2007

9. 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

10. Log Periodogram Regression: The Nonstationary Case
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (32)

2004

11. Bias Reduced Band Spectrum Least Squares in Fractional
    Econometric Society 2004 Far Eastern Meetings, Econometric Society

Journal Articles

2022

1. Measuring the Effects of Bid-Rigging on Prices with Binary Misclassification
   Review of Industrial Organization, 2022, 61, (3), 319-339
2. Re-examining The Time-varying Relationship Between Health and Income Distributions
   International Economic Journal, 2022, 36, (2), 158-170 View citations (1)

2021

3. Forecasting regional long-run energy demand: A functional coefficient panel approach
   Energy Economics, 2021, 96, (C) View citations (15)
   See also Working Paper Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach, Working Papers (2019) (2019)

2020

4. 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 (24)
   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)
5. 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

6. RMB Bloc in East Asia: Too Early to Talk About It?
   Asian Economic Papers, 2018, 17, (3), 31-48 View citations (4)

2016

7. A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
   Energy Economics, 2016, 60, (C), 206-216 View citations (19)
   See also Working Paper A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand, Working Papers (2015) (2015)
8. Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
   Energy Economics, 2016, 60, (C), 232-243 View citations (25)
   See also Working Paper Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand, Working Papers (2013) View citations (3) (2013)
9. Nonstationarity in time series of state densities
   Journal of Econometrics, 2016, 192, (1), 152-167 View citations (37)

2014

10. 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 (47)

2012

11. Partial parametric estimation for nonstationary nonlinear regressions
    Journal of Econometrics, 2012, 167, (2), 448-457 View citations (1)
12. Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach
    Korean Economic Review, 2012, 28, 69-90

2011

13. Spurious regressions driven by excessive volatility
    Economics Letters, 2011, 113, (3), 292-297

2010

14. Cointegrating Regressions with Time Heterogeneity
    Econometric Reviews, 2010, 29, (4), 397-438 View citations (6)
15. Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach
    Korean Economic Review, 2010, 26, 401-430 View citations (1)

2009

16. 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

17. 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

18. Band Spectrum Least Squares in Fractional Cointegration Models with Unknown Fractional Integration Orders
    Korean Economic Review, 2006, 22, 21-54