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Details about Hyun Hak Kim

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Homepage:http://khdouble.googlepages.com
Workplace:College of Economics and Business, Kookmin University, (more information at EDIRC)

Access statistics for papers by Hyun Hak Kim.

Last updated 2020-10-16. Update your information in the RePEc Author Service.

Short-id: pki382


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Working Papers

2019

  1. Forecasting Financial Stress Indices in Korea: 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 View citations (11)
    Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018) Downloads
    MPRA Paper, University Library of Munich, Germany (2018) Downloads
    Working Papers, Economic Research Institute, Bank of Korea (2015) Downloads
  2. Systemic Risk of the Consumer Credit Network across Financial Institutions
    Working Papers, Economic Research Institute, Bank of Korea Downloads

2015

  1. Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean)
    Working Papers, Economic Research Institute, Bank of Korea Downloads
    See also Journal Article in Economic Analysis (Quarterly) (2015)

2014

  1. Hysteresis in Korean Labor Market with Alternative Measures of Labor Utilization (in Korean)
    Working Papers, Economic Research Institute, Bank of Korea Downloads

2013

  1. Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea
    Working Papers, Economic Research Institute, Bank of Korea Downloads View citations (1)
  2. Mining Big Data Using Parsimonious Factor and Shrinkage Methods
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (2)

2011

  1. Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence
    Departmental Working Papers, Rutgers University, Department of Economics Downloads
    See also Journal Article in Journal of Econometrics (2014)

Journal Articles

2020

  1. Default Probability by Employment Status in South Korea*
    Asian Economic Papers, 2020, 19, (3), 62-84 Downloads

2018

  1. Looking into the black box of the Korean economy: the sparse factor model approach1
    Journal of the Asia Pacific Economy, 2018, 23, (1), 1-16 Downloads
  2. Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP
    Journal of Forecasting, 2018, 37, (3), 281-302 Downloads View citations (1)
  3. Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
    International Journal of Forecasting, 2018, 34, (2), 339-354 Downloads View citations (31)

2015

  1. Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast (in Korean)
    Economic Analysis (Quarterly), 2015, 21, (3), 103-136 Downloads
    See also Working Paper (2015)

2014

  1. Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
    Journal of Econometrics, 2014, 178, (P2), 352-367 Downloads View citations (63)
    See also Working Paper (2011)
 
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