Access Statistics for Dooyeon Cho

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework 0 0 0 8 1 1 2 23
Assessing Euro Crises from a Time Varying International CAPM Approach 0 0 1 51 1 1 2 67
Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data 0 0 0 15 1 4 9 57
Long Memory, Realized Volatility and HAR Models 0 0 4 115 5 9 24 291
Nonlinear Effects of Government Debt on Private Consumption in OECD Countries 0 0 0 2 0 1 1 21
Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge 0 0 0 99 3 7 9 233
Total Working Papers 0 0 5 290 11 23 47 692

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters 0 0 0 24 1 3 3 92
Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility 0 0 1 5 2 6 10 21
Assessing Euro crises from a time varying international CAPM approach 0 0 0 4 0 1 2 55
Business Cycle Accounting East and West: Asian Finance and the Investment Wedge 0 0 0 155 1 3 11 721
Can structural changes in the persistence of the forward premium explain the forward premium anomaly? 0 0 0 7 0 3 4 41
Carry trades and endogenous regime switches in exchange rate volatility 0 0 1 19 2 3 8 80
Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs 0 1 1 5 4 9 11 15
Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks? 1 4 8 8 3 10 18 22
Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia 0 0 0 2 0 2 2 5
Economic policy uncertainty and the Kimchi premium in the cryptocurrency market 0 0 0 0 6 7 7 7
Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms 0 0 2 5 3 5 9 17
Government debt and fiscal multipliers in the era of population aging 1 1 5 8 2 5 11 21
Government size and the effectiveness of fiscal policy: the bigger the better? 0 0 2 2 3 4 11 11
Inflation target adjustments: Does an improvement in institutional or economic preconditions matter? 0 1 4 5 1 5 9 11
Long Memory, Realized Volatility and Heterogeneous Autoregressive Models 0 0 0 13 0 0 0 44
Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations 2 2 4 4 3 5 9 9
Macroeconomic effects of uncertainty shocks: Evidence from Korea 4 7 22 53 6 11 51 134
Measuring the time‐varying effects of fiscal policy on private saving in the process of financial integration 0 0 0 8 3 3 3 28
Mind the tone: Responses of inflation expectations to central bankers’ speeches 1 1 1 1 3 3 3 3
Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints 0 0 0 2 0 1 3 17
Nonlinear effects of government debt on private consumption: Evidence from OECD countries 0 0 1 49 1 1 6 174
On asymmetric volatility effects in currency markets 0 0 3 14 0 2 8 36
On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes 0 0 0 11 0 1 3 50
On the predictability of the distribution of excess returns in currency markets 0 0 0 12 0 0 5 28
Pension sustainability and government effectiveness in the presence of population aging 1 5 10 10 6 17 30 30
Population aging and fiscal sustainability: Nonlinear evidence from Europe 1 2 10 32 7 19 45 95
Reassessing growth vulnerability 0 1 4 16 2 6 20 43
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework 0 0 0 13 1 3 8 73
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 1 2 19 4 9 18 71
Time variation in the persistence of unemployment over the past century 0 0 0 13 1 2 4 38
Time variation in the standard forward premium regression: Some new models and tests 0 0 0 17 1 2 2 76
Trade intensity and purchasing power parity 0 1 1 56 2 5 9 262
Trend shifts in the forward premium and the predictability of excess returns in currency markets 0 0 0 1 1 1 2 17
When Carry Trades in Currency Markets are not Profitable 0 0 2 14 0 1 5 57
Total Journal Articles 11 27 84 607 69 158 350 2,404

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility 0 0 0 0 2 7 10 10
Total Chapters 0 0 0 0 2 7 10 10

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge" 0 1 2 344 2 5 9 808
Total Software Items 0 1 2 344 2 5 9 808

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Statistics updated 2026-01-09