Access Statistics for Hyeongwoo Kim

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Century of Purchasing Power Parity Confirmed: The Role of Nonlinearity 0 0 0 80 0 1 3 239
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 0 1 1 63
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 0 0 1 125
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 55 0 0 1 269
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 0 0 2 259
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 69 0 0 3 142
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 0 0 66
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 0 0 36
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 15 0 0 0 49
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 2 5 5 3 8 18 18
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 0 0 0 370
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 1 1 3 475
Capital Investment and Employment in the Information Sector 0 0 1 30 0 0 2 182
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 1 2 29 0 2 5 32
Consumer Spending on Entertainment and the Great Recession 0 0 5 113 1 4 34 548
Dissecting the Heterogeneity of China's Regional Housing Markets 0 0 0 0 2 2 2 2
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 2 4 82
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 1 1 2 178
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 0 0 0 140
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 0 0 0 144
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 0 1 3 68
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 1 24 0 2 4 65
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 1 3 105
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 35 0 1 3 69
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 1 4 210
Fear and Closed-End Fund Discounts 0 0 0 19 0 0 2 98
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 0 56 0 0 12 246
Fiscal Policy Effects on U.S. Labor Market 0 0 2 23 1 1 7 55
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 1 1 2 37
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 1 1 3 117
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 3 106 0 1 18 197
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 0 0 1 174
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 1 25 1 3 4 79
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 0 1 129
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 0 1 2 57
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 0 0 1 83
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 1 2 3 114
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 0 0 1 40
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 0 3 55
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 0 0 1 117
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 1 1 2 65
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 1 1 1 39 1 3 6 216
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 0 40 0 3 8 77
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 2 38 0 1 4 70
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 79 0 1 3 246
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 316 2 3 12 956
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 0 0 2 85
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 1 1 2 72
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 0 2 61
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 0 0 2 94
How Do Oil Price Shocks Affect Consumer Prices? 0 1 2 65 0 1 4 127
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 0 2 95
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 0 1 264
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 0 0 1 113
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 0 0 503
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 2 11 11 2 5 23 23
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 0 0 32
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 1 46 0 0 3 62
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 0 3 74
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 0 0 0 38
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 0 2 78
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 18 0 1 3 58
Is Good News for Donald Trump Bad News for the Peso? 1 1 1 61 1 2 4 167
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 1 10 0 0 3 86
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 0 1 49
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 0 0 1 148
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 0 0 2 121
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 1 24 1 1 4 78
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 0 2 332
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 52 0 0 1 160
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 20 0 0 1 82
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 0 2 154
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 0 5 66
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 0 0 3 150
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 0 0 0 32
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 1 21 0 1 8 74
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 6 12 2 4 17 35
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 2 55 0 0 5 125
Purchasing Power Parity and the Taylor Rule 0 0 1 126 0 0 6 464
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 1 219
Purchasing Power Parity and the Taylor Rule 0 0 0 84 1 1 4 252
Purchasing power parity and the Taylor rule 0 0 0 55 0 0 1 114
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 0 0 1 234
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 0 0 3 205
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 0 2 306
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 80 0 0 2 166
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 1 4 747
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 0 0 1 16
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 0 1 2 41
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 0 0 1 34
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 0 3 80
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 1 54
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 1 50
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 3 3 3 3 5 5 5 5
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 1 1 2 105
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 0 7 135
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 0 0 51
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 0 1 6 6 1 4 15 15
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 0 0 1 452
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 1 1 2 74
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 0 1 113
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 0 1 140
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 0 0 1 227
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 0 0 1 186
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 0 0 1 21
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 1 4 0 1 9 16
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 1 2 31 0 1 3 43
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 4 0 1 6 19
Trend-Breaks and the Persistence of Closed-End Fund Discounts 1 3 3 3 3 7 7 7
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 15 0 1 4 45
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 2 2 45
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 0 1 5 111
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 26 0 0 2 50
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 0 0 1 36
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 0 0 1 131
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 0 2 368
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 1 38 0 0 4 188
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 0 0 1 75
Was the KORUS FTA a Horrible Deal? 0 0 1 39 0 0 10 90
Was the KORUS FTA a Horrible Deal? 1 1 2 2 4 6 13 13
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 23 0 1 5 30
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 19 1 1 5 22
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 3 19 1 1 17 53
What Drives Commodity Prices? 0 0 0 50 0 0 1 168
What Drives Commodity Prices? 0 0 2 180 0 1 6 409
What Drives Commodity Prices? 0 0 0 195 0 0 2 517
Total Working Papers 7 17 78 6,116 42 104 479 17,744

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A century of purchasing power parity confirmed: The role of nonlinearity 0 0 3 77 0 0 4 211
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 0 0 3 80
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 0 27 0 0 1 115
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 1 4 19 0 2 10 68
Bias correction and out-of-sample forecast accuracy 0 0 0 38 0 0 1 182
Capital investment and employment in the information sector 0 0 0 22 0 3 4 122
Country-specific shocks and optimal monetary policy 0 0 0 24 0 0 0 78
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 1 1 67 1 3 6 252
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 1 26 1 2 4 60
Examining the evidence of purchasing power parity by recursive mean adjustment 1 1 2 36 1 1 2 93
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 1 28 1 3 13 99
Fear and Closed-End Fund discounts 0 0 2 31 1 2 5 81
Fiscal Policy Effects on U.S. Labor Market 2 2 5 20 2 5 20 61
Forecasting financial stress indices in Korea: a factor model approach 0 0 1 24 2 3 8 81
Forecasting financial vulnerability in the USA: A factor model approach 0 1 4 37 0 1 8 74
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 0 1 4 292
Generalized impulse response analysis: General or Extreme? 0 0 1 20 0 0 3 105
Half-life bias correction and the G7 stock markets 0 0 4 50 2 2 7 162
How do oil price shocks affect consumer prices? 0 1 5 83 0 2 10 266
Hysteresis vs. natural rate of US unemployment 0 0 1 73 0 0 2 280
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 0 0 29 2 3 9 82
Investigating properties of commodity price responses to real and nominal shocks 1 1 3 27 2 2 8 77
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 0 0 0 76
London calling: Nonlinear mean reversion across national stock markets 0 0 1 25 0 1 8 95
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 1 1 12 0 2 5 66
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 0 0 2 167
Nonlinear mean reversion in the G7 stock markets 0 0 1 101 0 1 5 319
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 1 3 3 41 2 6 7 155
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 1 2 75 0 4 10 249
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 1 16 1 1 7 83
Policy coordination and the effectiveness of fiscal stimulus 0 1 8 13 1 7 19 38
Purchasing Power Parity and the Taylor Rule 0 1 1 51 1 2 4 159
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 0 0 4 254
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 1 2 55 0 1 5 223
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 1 2 3 92
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 1 7 0 1 2 17
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 2 18 0 0 3 71
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 0 0 0 21
The determinants of the benchmark interest rates in China 0 0 0 36 0 0 1 127
The effects of government spending shocks on the trade account balance in Korea 0 2 2 46 0 2 3 142
The real exchange rate and the balance of trade in US tourism 0 0 0 70 0 0 2 224
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 2 15 0 1 9 35
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 1 1 5 219
Wages in a factor proportions model with energy input 0 0 1 14 2 2 3 75
What Drives Commodity Prices? 1 2 7 89 2 3 13 218
What charge-off rates are predictable by macroeconomic latent factors? 3 4 6 6 4 9 18 18
Total Journal Articles 9 24 79 1,754 30 81 270 6,064

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 0 3 0 0 1 27
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 2 19 1 1 8 86
Total Chapters 0 0 2 22 1 1 9 113

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