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Details about Chang Sik Kim

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Workplace:School of Economics, Sungkyunkwan University, (more information at EDIRC)

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

  1. Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
    Working Papers, Department of Economics, University of Missouri Downloads
    Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2024) Downloads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2024) Downloads

2023

  1. 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 Downloads

2019

  1. Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach
    Working Papers, Department of Economics, University of Missouri Downloads
    See also Journal Article Forecasting regional long-run energy demand: A functional coefficient panel approach, Energy Economics, Elsevier (2021) Downloads View citations (12) (2021)

2018

  1. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
    Working Papers, Department of Economics, University of Missouri Downloads 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) Downloads View citations (22) (2020)

2016

  1. Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies
    Working Papers, Department of Economics, University of Missouri Downloads View citations (10)

2015

  1. A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads
    See also Journal Article A new approach to modeling the effects of temperature fluctuations on monthly electricity demand, Energy Economics, Elsevier (2016) Downloads View citations (17) (2016)

2014

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

2013

  1. Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
    Working Papers, Department of Economics, University of Missouri Downloads View citations (3)
    See also Journal Article Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand, Energy Economics, Elsevier (2016) Downloads View citations (22) (2016)

2007

  1. Long Run Covariance Matrices for Fractionally Integrated Processes
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (9)
    See also Journal Article LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES, Econometric Theory, Cambridge University Press (2007) Downloads View citations (10) (2007)

2006

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

2004

  1. 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 Downloads
  2. Re-examining The Time-varying Relationship Between Health and Income Distributions
    International Economic Journal, 2022, 36, (2), 158-170 Downloads View citations (1)

2021

  1. Forecasting regional long-run energy demand: A functional coefficient panel approach
    Energy Economics, 2021, 96, (C) Downloads View citations (12)
    See also Working Paper Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach, Working Papers (2019) Downloads (2019)

2020

  1. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
    Journal of Econometrics, 2020, 214, (1), 274-294 Downloads 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) Downloads View citations (1) (2018)
  2. World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s
    Empirical Economics, 2020, 59, (2), 765-798 Downloads View citations (1)

2018

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

2016

  1. A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
    Energy Economics, 2016, 60, (C), 206-216 Downloads View citations (17)
    See also Working Paper A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand, Working Papers (2015) Downloads (2015)
  2. Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
    Energy Economics, 2016, 60, (C), 232-243 Downloads View citations (22)
    See also Working Paper Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand, Working Papers (2013) Downloads View citations (3) (2013)
  3. Nonstationarity in time series of state densities
    Journal of Econometrics, 2016, 192, (1), 152-167 Downloads View citations (36)

2014

  1. Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
    Energy Economics, 2014, 46, (C), 334-347 Downloads View citations (45)

2012

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

2011

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

2010

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

2009

  1. 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 Downloads View citations (3)

2007

  1. LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
    Econometric Theory, 2007, 23, (6), 1233-1247 Downloads View citations (10)
    See also Working Paper Long Run Covariance Matrices for Fractionally Integrated Processes, Cowles Foundation Discussion Papers (2007) Downloads View citations (9) (2007)

2006

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