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Details about Hahn Shik LEE

E-mail:
Homepage:http://hompi.sogang.ac.kr/~hahnlee
Workplace:College of Economics, Sogang University, (more information at EDIRC)

Access statistics for papers by Hahn Shik LEE.

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

Short-id: ple719


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Working Papers

2016

  1. Housing market volatility connectedness among G7 countries
    Working Papers, Research Institute for Market Economy, Sogang University Downloads
    See also Journal Article in Applied Economics Letters (2018)

2015

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

1997

  1. Seasonal Time Series and Autocorrelation Function Estimation
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article in Manchester School (2002)
  2. 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 (12)
    See also Journal Article in International Journal of Forecasting (1997)

1995

  1. On Periodic Structures and Testing for Seasonal Unit Roots
    CIRANO Working Papers, CIRANO Downloads 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) Downloads View citations (1)

1992

  1. 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, Universite de Montreal, Departement de sciences economiques (1992) Downloads View citations (5)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)

    See also Journal Article in Empirical Economics (1993)
  2. The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Canadian Journal of Economics (1993)

1991

  1. Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (4)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1991) View citations (4)
  2. 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 in Economics Letters (1991)

Journal Articles

2020

  1. Connectedness among Northeast Asian Housing Markets and Business Cycles
    East Asian Economic Review, 2020, 24, (2), 185-203 Downloads 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 Downloads

2019

  1. Cross-regional connectedness in the Korean housing market
    Journal of Housing Economics, 2019, 46, (C) Downloads View citations (4)

2018

  1. Housing market volatility connectedness among G7 countries
    Applied Economics Letters, 2018, 25, (3), 146-151 Downloads View citations (8)
    See also Working Paper (2016)

2016

  1. Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method
    Journal for Economic Forecasting, 2016, (4), 65-78 Downloads View citations (6)
  2. Predictability of Term Spread for Economic Activity with Liquidity Premium Theory
    Emerging Markets Finance and Trade, 2016, 52, (7), 1528-1541 Downloads View citations (1)

2013

  1. 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 Downloads

2004

  1. International transmission of stock market movements: a wavelet analysis
    Applied Economics Letters, 2004, 11, (3), 197-201 Downloads View citations (52)

2002

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

1997

  1. 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 Downloads View citations (12)
    See also Working Paper (1997)

1995

  1. A note on the critical values for the maximum likelihood (seasonal) cointegration tests
    Economics Letters, 1995, 49, (2), 137-145 Downloads View citations (19)
  2. Spurious deterministic seasonality
    Economics Letters, 1995, 48, (3-4), 249-256 Downloads View citations (28)

1994

  1. Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation
    Journal of Econometrics, 1994, 62, (2), 415-442 Downloads View citations (110)

1993

  1. 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 (13)
    See also Working Paper (1992)
  2. The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991
    Canadian Journal of Economics, 1993, 26, (3), 575-89 Downloads
    See also Working Paper (1992)
  3. The Japanese consumption function
    Journal of Econometrics, 1993, 55, (1-2), 275-298 Downloads View citations (91)

1992

  1. Maximum likelihood inference on cointegration and seasonal cointegration
    Journal of Econometrics, 1992, 54, (1-3), 1-47 Downloads View citations (68)

1991

  1. Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence
    Economics Letters, 1991, 35, (3), 273-277 Downloads View citations (16)
    See also Working Paper (1991)
 
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