Details about Hyun Hak Kim

Access statistics for papers by Hyun Hak Kim.

Last updated 2025-03-16. Update your information in the RePEc Author Service.

Short-id: pki382

Working Papers

2023

1. 빅데이터 기반의 국제거시경제 전망모형 개발 연구(Developing an International Macroeconomic Forecasting Model Based on Big Data)
   Policy Analyses, Korea Institute for International Economic Policy

2019

2. Forecasting Financial Stress Indices in Korea: A Factor Model Approach
   Auburn Economics Working Paper Series, Department of Economics, Auburn University View citations (3)
   Also in Working Papers, Economic Research Institute, Bank of Korea (2015)
   Auburn Economics Working Paper Series, Department of Economics, Auburn University (2018)
   MPRA Paper, University Library of Munich, Germany (2018)
   Auburn Economics Working Paper Series, Department of Economics, Auburn University (2016) View citations (10)
   See also Journal Article Forecasting financial stress indices in Korea: a factor model approach, Empirical Economics, Springer (2020) View citations (7) (2020)
3. Systemic Risk of the Consumer Credit Network across Financial Institutions
   Working Papers, Economic Research Institute, Bank of Korea
   See also Journal Article Systemic risk in the consumer credit network across financial institutions, Journal of the Asia Pacific Economy, Taylor & Francis Journals (2024) (2024)

2015

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

2014

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

2013

6. Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea
   Working Papers, Economic Research Institute, Bank of Korea View citations (6)
7. Mining Big Data Using Parsimonious Factor and Shrinkage Methods
   Departmental Working Papers, Rutgers University, Department of Economics View citations (2)

2011

8. Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence
   Departmental Working Papers, Rutgers University, Department of Economics View citations (1)
   See also Journal Article Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence, Journal of Econometrics, Elsevier (2014) View citations (98) (2014)

Journal Articles

2025

1. State-Dependent Phillips Curve
   Economies, 2025, 13, (1), 1-14

2024

2. Systemic risk in the consumer credit network across financial institutions
   Journal of the Asia Pacific Economy, 2024, 29, (3), 1462-1482
   See also Working Paper Systemic Risk of the Consumer Credit Network across Financial Institutions, Working Papers (2019) (2019)

2023

3. Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008
   Empirical Economics, 2023, 64, (3), 1421-1469 View citations (1)

2022

4. A dynamic analysis of household debt using a self-organizing map
   Empirical Economics, 2022, 62, (6), 2893-2919

2020

5. Default Probability by Employment Status in South Korea*
   Asian Economic Papers, 2020, 19, (3), 62-84 View citations (1)
6. Forecasting financial stress indices in Korea: a factor model approach
   Empirical Economics, 2020, 59, (6), 2859-2898 View citations (7)
   See also Working Paper Forecasting Financial Stress Indices in Korea: A Factor Model Approach, Auburn Economics Working Paper Series (2019) View citations (3) (2019)

2018

7. 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
8. Methods for backcasting, nowcasting and forecasting using factor†MIDAS: With an application to Korean GDP
   Journal of Forecasting, 2018, 37, (3), 281-302 View citations (9)
9. Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
   International Journal of Forecasting, 2018, 34, (2), 339-354 View citations (64)

2015

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

2014

11. Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
    Journal of Econometrics, 2014, 178, (P2), 352-367 View citations (98)
    See also Working Paper Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence, Departmental Working Papers (2011) View citations (1) (2011)