Working papers

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2016rwp-89: Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices

Jin Seo Cho and Peter Phillips

2016rwp-88a: Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±

Jin Seo Cho, Myung-Ho Park and Peter Phillips

2016rwp-88: Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea

Jin Seo Cho, Myung-Ho Park and Peter Phillips

2016rwp-87: Vertical Integration and Market Foreclosure: Empirical Evidence in the Korean Movie Industry

Yun Jeong Choi, Jong-Hee Hahn and Hojung Kim

2015rwp-86: Regime shift model by three types of distribution considering a heavy tail and dependence

Jungwoo Kim and Joocheol Kim

2015rwp-85: Competitive Equilibrium and Singleton Cores in Generalized Matching Problems (published in:International Journal of Game Theory, May 2017, Vol.46, Issue2, 487-509)

Jaeok Park

2015rwp-84: Repeated Games with General Discounting

Ichiro Obara and Jaeok Park

2015rwp-83: Revisiting the Effect of FDI on Economic Growth using Quantile Regression

Lijuan Huo, Tae-Hwan Kim and Yunmi Kim

2015rwp-82: A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression

Tae-Hwan Kim and Christophe Muller

2015rwp-81: Multi-dimensional Risk and its Diversification

Woohwan Kim, Young Min Kim, Tae-Hwan Kim and Seungbeom Bang

2015rwp-80: The Empirical Study on the CDM projects in Korea: with PDD data of 2005¡­2015

Ha-Hyun Jo and Yi Seul Eom

2015rwp-79a: We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"

Yae In Baek, Jin Seo Cho and Peter Phillips

2015rwp-79: Testing Linearity Using Power Transforms of Regressors

Yae In Baek, Jin Seo Cho and Peter Phillips

2015rwp-78: Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity

Yae Ji Jun and Jin Seo Cho

2015rwp-77: The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers

Yunmi Kim, Tae-Hwan Kim and Tolga Ergun

2014rwp-76: Testing for Autocorrelation in Quantile Regression Models

Lijuan Huo, Tae-Hwan Kim, Yunmi Kim and Dong Jin Lee

2014rwp-75: Dynamic mixture distribution: A new approach to minimize mean squared error

Joocheol Kim and Jungwoo Kim

2014rwp-74: The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers

Yunmi Kim, Tae-Hwan Kim and Tolga Ergun

2014rwp-73: Option Pricing with Heavy Tailed Distribution: Application to Barrier Options

Joocheol Kim and Jeonggyu Heo

2014rwp-72: Revisiting Growth Empirics Based on IV Panel Quantile Regression

Lijuan Huo, Tae-Hwan Kim and Yunmi Kim

2014rwp-71: Multivariate Tail Dependence in Financial Markets

JOOCHEOl Kim and Sungho Kim

2014rwp-70: UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE

Soo-Bin Jeong, Bong-Hwan Kim, Tae-Hwan Kim and Hyung-Ho Moon

2014rwp-69: Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework

Jin Seo Cho, Tae-Hwan Kim and Yongcheol Shin

2014rwp-68: Fixed and mobile broadband; Are they substitutes or complements?

Jinsoo Bae, Yun Jeong Choi and Jong-Hee Hahn

2014rwp-67a: Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)

Jin Seo Cho and Halbert White

2014rwp-67: Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing

Jin Seo Cho and Halbert White

2014rwp-66: Option Pricing with Generalized Logistic Distributions(published in:Global Economic Review, (2014) Vol.43, NO.3)

Joocheol Kim and HyunOh Kim

2014rwp-65: How the new leniency program in Korea affect cartel formation and cartel detection?

Hyo Won Lee and Yun Jeong Choi

2014rwp-64: Limited Income Mobility in Korea

Hyungna Oh and Yun Jeong Choi

2014rwp-63: Collateral Constraints, Sticky Wages, and Monetary Policy

Kwang Hwan Kim and Joonseok Oh

2013rwp-62: Examining the determinants of food prices in developing Asia

Hyeon-seung Huh and Cyn-Young Park

2013rwp-61: Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables

Lance A. Fisher, Hyeon-seung Huh and Adrian Pagan

2013rwp-60: game theoretic analysis of North Korean political situation

Sunku Hahn

2013rwp-59: Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?

Hyeon-seung Huh and David Kim

2013rwp-58: A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union

Hyeon-seung Huh, David Kim, Won Joong Kim and Cyn-Young Park

2013rwp-57: Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)

Kyu Lee Shin and Jin Seo Cho

2013rwp-56: CELEBRITY, MEDIA, AND SUICIDE

Yun Jeong Choi and Hyungha Oh

2013rwp-55a: Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"

Jin Seo Cho, Isao Ishida and Halbert White

2013rwp-55: Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.)

Jin Seo Cho, Isao Ishida and Halbert White

2013rwp-54: Testing for Autocorrelation in Quantile Regression Models

Lijuan Huo, Tae-Hwan Kim and Yunmi Kim

2013rwp-53: On measuring the nonlinear effect of interest rates on inflation and output

Hyeong Ho Moon, Tae-Hwan Kim and Seongho Nah

2012rwp-52: Sunk Cost and Reputation Effect

Sunku Hahn

2012rwp-51: Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters

Yongsung Chang, Sun-Bin Kim and Frank Schorfheide

2012rwp-50: Technical Change and Economic Development: A Doctrinal-Historical Viewpoint

Hoon Hong

2012rwp-49: A test for endogeneity in conditional quantile models

Tae-Hwan Kim and Christophe Muller

2012rwp-48: Individual and Aggregate Labor Supply in a Heterogeneous Agent Economy with Intensive and Extensive Margins

Yonsung Chang, Sun-Bin Kim and Kyooho Kwon

2012rwp-47: Interfirm Bundled Discounts in Oligopolies

Jong-Hee Hahn and Sang-Hyun Kim

2012rwp-46: Competition, Monopoly and Fairness in the Korean socioeconomic system: as revealed in the market and entrance examination

Hoon Hong

2012rwp-45: VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles

Habert White, Tae-Hwan Kim and Simone Manganelli

2012rwp-44: Accounting for Global Dispersion of Current Accounts

Yongsung Chang, Sun-Bin Kim and Jaewoo Lee

2012rwp-43: Monopoly R&D and Compatibility Decisions in Network Industries

Jong-Hee Hahn and Jin-Hyuk Kim