Details about Hahn Shik LEE

Access statistics for papers by Hahn Shik LEE.

Last updated 2020-09-07. Update your information in the RePEc Author Service.

Short-id: ple719

Working Papers

2016

1. Housing market volatility connectedness among G7 countries
   Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy)
   See also Journal Article Housing market volatility connectedness among G7 countries, Applied Economics Letters, Taylor & Francis Journals (2018) View citations (10) (2018)

2015

2. Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

1997

3. Seasonal Time Series and Autocorrelation Function Estimation
   CIRANO Working Papers, CIRANO
   See also Journal Article Seasonal Time Series and Autocorrelation Function Estimation, Manchester School, University of Manchester (2002) (2002)
4. The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data
   Working Papers, Wilfrid Laurier University, Department of Economics View citations (13)
   See also Journal Article The role of seasonality in economic time series reinterpreting money-output causality in U.S. data, International Journal of Forecasting, Elsevier (1997) View citations (13) (1997)

1995

5. On Periodic Structures and Testing for Seasonal Unit Roots
   CIRANO Working Papers, CIRANO View citations (3)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (5)
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (1)

1992

6. On the (MIS)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data
   Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (5)
   See also Journal Article On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data, Empirical Economics, Springer (1993) View citations (17) (1993)
7. The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991
   Working Papers, Wilfrid Laurier University, Department of Economics
   See also Journal Article The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991, Canadian Journal of Economics, Canadian Economics Association (1993) View citations (5) (1993)

1991

8. Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation
   Cahiers de recherche, Universite de Montreal, Departement de sciences economiques View citations (4)
   Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1991) View citations (4)
9. Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence
   Working Papers, Wilfrid Laurier University, Department of Economics View citations (14)
   See also Journal Article Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence, Economics Letters, Elsevier (1991) View citations (16) (1991)

Journal Articles

2020

1. Connectedness among Northeast Asian Housing Markets and Business Cycles
   East Asian Economic Review, 2020, 24, (2), 185-203 View citations (1)
2. Economic Effect of Zoning Regulations on Korea's Small and Medium‐Sized Retailers*
   Asian Economic Journal, 2020, 34, (2), 185-211 View citations (1)

2019

3. Cross-regional connectedness in the Korean housing market
   Journal of Housing Economics, 2019, 46, (C) View citations (5)

2018

4. Housing market volatility connectedness among G7 countries
   Applied Economics Letters, 2018, 25, (3), 146-151 View citations (10)
   See also Working Paper Housing market volatility connectedness among G7 countries, Working Papers (2016) (2016)

2016

5. Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method
   Journal for Economic Forecasting, 2016, (4), 65-78 View citations (6)
6. Predictability of Term Spread for Economic Activity with Liquidity Premium Theory
   Emerging Markets Finance and Trade, 2016, 52, (7), 1528-1541 View citations (2)

2013

7. COMMON FEATURES IN EAST ASIAN STOCK MARKETS: LONG-TERM AND SHORT-TERM COMOVEMENTS BETWEEN CHINA AND KOREA
   The Singapore Economic Review (SER), 2013, 58, (03), 1-22

2004

8. International transmission of stock market movements: a wavelet analysis
   Applied Economics Letters, 2004, 11, (3), 197-201 View citations (56)

2002

9. Seasonal Time Series and Autocorrelation Function Estimation
   Manchester School, 2002, 70, (5), 651-665
   See also Working Paper Seasonal Time Series and Autocorrelation Function Estimation, CIRANO Working Papers (1997) (1997)

1997

10. The role of seasonality in economic time series reinterpreting money-output causality in U.S. data
    International Journal of Forecasting, 1997, 13, (3), 381-391 View citations (13)
    See also Working Paper The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data, Working Papers (1997) View citations (13) (1997)

1995

11. A note on the critical values for the maximum likelihood (seasonal) cointegration tests
    Economics Letters, 1995, 49, (2), 137-145 View citations (20)
12. Spurious deterministic seasonality
    Economics Letters, 1995, 48, (3-4), 249-256 View citations (28)

1994

13. Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation
    Journal of Econometrics, 1994, 62, (2), 415-442 View citations (111)

1993

14. On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data
    Empirical Economics, 1993, 18, (4), 747-60 View citations (17)
    See also Working Paper On the (MIS)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data, Working Papers (1992) View citations (1) (1992)
15. The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991
    Canadian Journal of Economics, 1993, 26, (3), 575-89 View citations (5)
    See also Working Paper The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991, Working Papers (1992) (1992)
16. The Japanese consumption function
    Journal of Econometrics, 1993, 55, (1-2), 275-298 View citations (93)

1992

17. Maximum likelihood inference on cointegration and seasonal cointegration
    Journal of Econometrics, 1992, 54, (1-3), 1-47 View citations (69)

1991

18. Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence
    Economics Letters, 1991, 35, (3), 273-277 View citations (16)
    See also Working Paper Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence, Working Papers (1991) View citations (14) (1991)