Details about Young-Kyu Moh

Access statistics for papers by Young-Kyu Moh.

Last updated 2011-10-19. Update your information in the RePEc Author Service.

Short-id: pmo398

Working Papers

2010

1. Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment
   MPRA Paper, University Library of Munich, Germany View citations (5)
   Also in Auburn Economics Working Paper Series, Department of Economics, Auburn University (2010) View citations (5)

2009

2. A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article A century of purchasing power parity confirmed: The role of nonlinearity, Journal of International Money and Finance, Elsevier (2010) View citations (22) (2010)

2004

3. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market
   Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (5)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (8)

Journal Articles

2010

1. A century of purchasing power parity confirmed: The role of nonlinearity
   Journal of International Money and Finance, 2010, 29, (7), 1398-1405 View citations (22)
   See also Working Paper A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity, MPRA Paper (2009) View citations (1) (2009)
2. Nonlinear dynamics in exchange rate deviations from the monetary fundamentals: An empirical study
   Economic Modelling, 2010, 27, (5), 1167-1177 View citations (8)
3. The Effect of Migration on Wages: Evidence from a Natural Experiment
   American Economic Review, 2010, 100, (2), 321-26 View citations (44)

2009

4. On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates
   Economics Bulletin, 2009, 29, (1), 129-140

2007

5. How useful are tests for unit-root in distinguishing unit-root processes from stationary but non-linear processes&quest
   Econometrics Journal, 2007, 10, (1), 82-112 View citations (45)
6. Official interventions and the forward premium anomaly
   Journal of Empirical Finance, 2007, 14, (4), 499-522 View citations (13)

2006

7. Continuous-time model of uncovered interest parity with regulated jump-diffusion interest differential
   Applied Economics, 2006, 38, (21), 2523-2533

2005

8. The real exchange rate and real interest differentials: the role of nonlinearities
   International Journal of Finance & Economics, 2005, 10, (4), 323-335 View citations (13)