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 2 6 244
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 1 16 22 84
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 0 4 8 132
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 55 4 8 13 281
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 1 8 10 269
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 70 1 5 8 149
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 3 4 70
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 12 12 48
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 1 3 18 0 9 12 61
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 1 8 8 8 5 17 17 17
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 1 1 6 9 7 18 42 49
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 0 5 10 380
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 1 7 11 484
Capital Investment and Employment in the Information Sector 0 0 0 30 0 3 6 187
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 1 29 2 8 13 42
Consumer Spending on Entertainment and the Great Recession 1 3 7 118 7 30 62 589
Dissecting the Heterogeneity of China's Regional Housing Markets 0 0 5 5 4 12 31 31
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 3 9 12 91
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 1 6 11 187
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 0 4 4 144
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 1 7 9 153
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 2 10 16 82
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 24 1 8 13 75
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 5 13 116
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 1 1 1 36 2 5 8 75
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 3 9 217
Fear and Closed-End Fund Discounts 0 0 0 19 1 3 7 103
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 0 56 2 22 23 268
Fiscal Policy Effects on U.S. Labor Market 0 1 3 24 0 3 9 60
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 1 5 11 126
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 3 10 15 50
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 0 106 1 6 12 207
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 3 8 10 183
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 1 7 13 124
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 25 6 22 30 106
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 2 12 17 72
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 2 9 14 96
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 1 7 10 138
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 6 8 13 52
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 1 5 12 75
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 7 11 14 130
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 3 14 18 71
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 1 39 1 5 14 225
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 1 41 0 4 12 85
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 0 38 2 6 9 77
Generalized Impulse Response Analysis: General or Extreme? 0 0 1 80 1 4 8 252
Generalized Impulse Response Analysis: General or Extreme? 1 2 3 319 6 16 31 982
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 6 13 15 98
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 3 10 12 72
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 2 7 19 111
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 1 9 13 83
How Do Oil Price Shocks Affect Consumer Prices? 1 1 3 66 1 4 9 133
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 5 9 10 104
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 1 5 7 119
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 2 3 7 270
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 0 1 12 12 3 15 33 33
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 4 6 509
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 2 11 2 9 22 39
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 2 8 9 70
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 1 2 75
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 4 6 38
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 2 6 10 48
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 1 2 2 20 3 12 15 71
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 3 9 11 88
Is Good News for Donald Trump Bad News for the Peso? 0 0 1 61 0 2 6 170
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 2 11 1 9 13 97
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 2 5 10 157
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 3 6 9 57
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 24 0 1 4 79
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 4 10 13 132
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 1 6 11 342
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 21 0 4 7 88
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 1 1 53 3 7 8 167
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 1 1 2 155
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 1 2 4 69
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 1 4 8 157
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 1 1 22 0 4 9 81
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 0 14 17 49
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 1 12 4 9 20 48
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 2 3 57 2 18 25 148
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 3 4 223
Purchasing Power Parity and the Taylor Rule 0 0 0 126 2 11 18 478
Purchasing Power Parity and the Taylor Rule 0 0 0 84 1 3 7 257
Purchasing power parity and the Taylor rule 0 0 0 55 1 10 11 125
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 1 4 6 240
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 0 5 9 212
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 1 4 11 315
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 80 0 10 16 180
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 3 17 26 770
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 3 8 10 25
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 3 8 11 44
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 0 5 7 46
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 2 7 9 88
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 1 7 9 58
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 1 5 5 59
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 2 7 7 0 10 27 27
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 1 5 6 57
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 3 13 15 149
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 0 2 6 109
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 0 1 6 10 2 12 28 36
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 2 6 8 460
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 0 6 9 81
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 2 3 4 116
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 4 6 145
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 1 2 4 230
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 2 6 9 194
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 0 4 5 26
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 2 5 0 5 13 25
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 5 0 8 11 28
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 3 32 0 4 10 51
Trend-Breaks and the Persistence of Closed-End Fund Discounts 0 1 4 4 3 15 35 35
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 1 3 5 48
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 1 1 1 16 6 12 18 61
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 2 9 13 143
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 2 7 11 46
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 0 8 13 122
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 27 0 3 11 60
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 4 8 375
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 0 38 2 4 6 193
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 1 7 7 82
Was the KORUS FTA a Horrible Deal? 0 0 3 4 2 19 34 40
Was the KORUS FTA a Horrible Deal? 0 0 0 39 0 4 6 95
Was the KORUS FTA a Horrible Deal? 0 0 8 8 1 8 26 26
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 4 13 22 41
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 23 3 8 13 40
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 0 6 18 68
What Drives Commodity Prices? 0 0 0 50 2 5 5 173
What Drives Commodity Prices? 0 0 0 195 1 7 12 528
What Drives Commodity Prices? 0 0 0 180 2 4 9 416
When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China 0 0 3 3 10 25 37 37
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 3 8 8 2 16 20 20
Total Working Papers 8 33 118 6,205 228 1,025 1,705 19,199

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 1 78 0 14 15 226
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 1 10 11 90
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 1 28 0 5 7 122
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 1 4 22 5 9 17 79
Bias correction and out-of-sample forecast accuracy 0 0 0 38 1 11 12 194
Capital investment and employment in the information sector 0 0 0 22 1 6 11 130
Country-specific shocks and optimal monetary policy 0 0 0 24 1 4 4 82
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 1 67 2 6 15 263
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 2 27 1 4 8 65
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 1 36 0 8 12 104
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 1 2 3 31 2 6 12 106
Fear and Closed-End Fund discounts 0 0 2 32 1 7 12 89
Fiscal Policy Effects on U.S. Labor Market 2 4 15 32 2 9 31 83
Forecasting financial stress indices in Korea: a factor model approach 1 1 3 27 1 7 20 96
Forecasting financial vulnerability in the USA: A factor model approach 1 1 3 39 1 8 17 87
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 1 6 8 299
Generalized impulse response analysis: General or Extreme? 0 0 0 20 0 0 2 106
Half-life bias correction and the G7 stock markets 0 1 2 52 1 7 12 171
How do oil price shocks affect consumer prices? 1 2 4 86 3 7 16 279
Hysteresis vs. natural rate of US unemployment 0 0 0 73 3 9 13 293
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 1 3 32 1 10 18 96
Investigating properties of commodity price responses to real and nominal shocks 1 2 3 29 2 12 18 92
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 0 10 12 88
London calling: Nonlinear mean reversion across national stock markets 0 0 1 26 0 2 7 100
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 1 12 0 4 7 71
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 1 7 9 176
Nonlinear mean reversion in the G7 stock markets 0 0 0 101 1 7 10 327
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 3 41 2 5 13 162
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 1 75 0 9 15 260
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 0 16 0 3 9 91
Policy coordination and the effectiveness of fiscal stimulus 0 3 14 23 0 11 37 64
Purchasing Power Parity and the Taylor Rule 0 0 2 52 0 3 11 166
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 2 7 12 266
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 1 55 1 12 16 238
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 1 11 13 103
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 0 7 13 21 22 38
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 2 18 2 10 12 81
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 0 6 9 30
The determinants of the benchmark interest rates in China 0 0 0 36 1 6 6 133
The effects of government spending shocks on the trade account balance in Korea 1 1 3 47 1 5 8 147
The real exchange rate and the balance of trade in US tourism 1 1 1 71 2 9 15 239
U.S. presidential election polls and the economic prospects of China and Mexico 1 1 1 16 1 6 12 43
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 0 6 8 225
Wages in a factor proportions model with energy input 0 1 1 15 1 9 12 85
What Drives Commodity Prices? 0 1 4 91 2 11 18 232
What charge-off rates are predictable by macroeconomic latent factors? 0 2 12 14 5 13 40 47
Total Journal Articles 10 25 95 1,817 66 358 624 6,564

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 4 5 32
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 0 19 2 9 13 96
Total Chapters 0 0 0 22 2 13 18 128

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Statistics updated 2026-03-04