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 3 9 248
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 0 1 22 85
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 0 3 10 135
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 0 2 12 271
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 55 0 2 16 285
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 70 0 2 9 151
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 3 18 0 1 15 64
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 3 16 52
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 2 7 73
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 4 9 0 3 39 54
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 9 9 0 6 26 26
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 2 8 18 492
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 0 3 14 384
Capital Investment and Employment in the Information Sector 0 0 0 30 0 0 6 188
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 0 29 0 1 12 44
Consumer Spending on Entertainment and the Great Recession 0 2 7 120 4 34 86 633
Dissecting the Heterogeneity of China's Regional Housing Markets 0 0 5 5 0 2 37 37
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 0 10 92
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 0 2 12 189
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 2 6 11 151
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 0 2 11 155
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 0 1 16 84
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 1 1 1 25 1 8 18 83
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 4 16 121
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 1 36 0 1 7 76
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 6 13 223
Fear and Closed-End Fund Discounts 0 0 0 19 0 2 7 105
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 1 1 1 57 1 3 28 274
Fiscal Policy Effects on U.S. Labor Market 0 0 1 24 0 1 10 64
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 0 1 12 128
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 0 2 19 55
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 0 106 0 0 10 207
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 0 3 12 186
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 0 5 22 79
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 2 12 141
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 25 0 7 38 116
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 0 1 15 98
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 1 4 17 130
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 0 2 15 132
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 2 18 73
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 0 3 16 56
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 2 13 77
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 1 39 0 3 13 228
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 1 41 0 4 16 93
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 0 38 2 4 12 82
Generalized Impulse Response Analysis: General or Extreme? 1 2 5 321 2 8 40 994
Generalized Impulse Response Analysis: General or Extreme? 0 0 1 80 0 4 11 257
Government Employment Shocks, Policy Coordination, and Debt Structure 0 6 6 6 2 5 5 5
Government Employment Shocks, Policy Coordination, and Debt Structure 0 14 14 14 1 10 10 10
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 0 1 17 102
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 0 2 19 113
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 0 2 15 86
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 1 14 75
How Do Oil Price Shocks Affect Consumer Prices? 0 1 2 67 0 5 18 145
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 0 1 10 123
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 1 7 16 111
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 4 12 276
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 1 23 23 23 4 19 19 19
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 0 1 14 14 1 9 49 49
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 3 9 512
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 0 11 0 3 21 42
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 3 11 43
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 4 6 80
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 0 1 9 71
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 0 2 12 50
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 4 14 92
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 2 20 0 3 18 76
Is Good News for Donald Trump Bad News for the Peso? 0 0 1 61 0 1 5 171
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 1 3 14 63
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 1 11 0 0 11 97
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 1 3 12 160
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 24 1 2 5 82
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 0 4 15 136
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 3 14 346
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 21 0 3 10 92
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 53 0 1 8 168
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 2 3 157
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 3 6 72
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 0 1 8 158
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 2 23 0 1 9 83
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 0 0 17 49
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 0 12 0 3 18 51
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 2 57 1 6 31 156
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 1 5 224
Purchasing Power Parity and the Taylor Rule 0 0 0 126 0 3 17 481
Purchasing Power Parity and the Taylor Rule 0 0 0 84 1 6 12 263
Purchasing power parity and the Taylor rule 0 0 0 55 1 2 13 127
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 0 4 10 244
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 1 8 16 221
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 1 12 318
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 1 1 81 0 6 22 188
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 3 27 774
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 1 2 12 28
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 0 1 7 48
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 1 3 14 48
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 1 9 89
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 3 8 62
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 1 3 12 62
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 0 7 7 2 5 34 34
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 2 16 151
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 10 16 67
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 1 5 11 115
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 0 0 4 10 1 5 31 45
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 2 5 14 466
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 1 2 11 84
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 1 4 117
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 2 8 148
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 0 4 7 234
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 1 3 12 198
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 0 3 8 29
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 1 5 0 4 13 29
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 5 0 2 11 30
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 32 0 1 9 52
Trend-Breaks and the Persistence of Closed-End Fund Discounts 1 1 4 6 4 7 41 45
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 1 16 2 5 22 67
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 1 5 50
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 27 0 2 12 62
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 1 3 14 125
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 0 3 13 49
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 1 1 16 147
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 1 8 376
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 0 38 0 2 9 197
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 0 3 11 86
Was the KORUS FTA a Horrible Deal? 0 0 8 8 1 3 32 32
Was the KORUS FTA a Horrible Deal? 0 0 0 39 0 2 8 98
Was the KORUS FTA a Horrible Deal? 0 0 3 4 0 4 37 46
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 23 1 4 14 44
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 0 3 21 73
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 0 2 22 43
What Drives Commodity Prices? 0 0 0 180 1 1 11 420
What Drives Commodity Prices? 0 0 0 50 0 3 8 176
What Drives Commodity Prices? 0 0 0 195 0 1 14 531
When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China 0 1 4 4 0 5 46 46
When Cointegration Misleads: Regional Evidence on the Determinants of Housing Prices in China 0 21 21 21 1 9 9 9
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 29 29 29 1 10 10 10
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 0 8 8 1 4 25 25
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 23 25 25 3 8 8 8
Total Working Papers 5 127 229 6,338 59 482 2,131 19,833

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 0 16 227
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 1 6 16 96
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 1 28 1 5 12 127
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 3 22 0 2 14 82
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 0 0 0 2 2 2
Bias correction and out-of-sample forecast accuracy 0 0 0 38 0 4 16 198
Capital investment and employment in the information sector 0 0 0 22 3 9 19 141
Country-specific shocks and optimal monetary policy 0 0 0 24 0 3 7 85
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 0 67 1 3 17 268
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 1 27 0 1 7 66
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 1 36 0 5 18 110
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 3 31 0 4 12 110
Fear and Closed-End Fund discounts 0 0 1 32 0 2 11 91
Fiscal Policy Effects on U.S. Labor Market 1 2 16 34 2 12 44 103
Forecasting financial stress indices in Korea: a factor model approach 0 0 3 27 0 3 22 101
Forecasting financial vulnerability in the USA: A factor model approach 0 0 2 39 1 3 17 91
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 0 0 7 299
Generalized impulse response analysis: General or Extreme? 0 2 2 22 2 5 7 112
Half-life bias correction and the G7 stock markets 0 0 2 52 0 4 17 177
How do oil price shocks affect consumer prices? 0 0 4 87 1 9 28 294
Hysteresis vs. natural rate of US unemployment 1 1 1 74 2 5 19 299
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 0 3 32 0 7 23 103
Investigating properties of commodity price responses to real and nominal shocks 0 0 3 29 0 0 18 93
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 0 2 14 90
London calling: Nonlinear mean reversion across national stock markets 0 0 1 26 0 1 7 102
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 0 12 1 1 7 73
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 0 3 13 180
Nonlinear mean reversion in the G7 stock markets 0 0 0 101 0 2 10 329
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 1 41 0 8 17 170
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 0 75 0 1 12 261
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 0 16 0 3 13 95
Policy coordination and the effectiveness of fiscal stimulus 0 2 14 27 1 4 36 73
Purchasing Power Parity and the Taylor Rule 0 0 1 52 0 2 10 168
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 1 3 16 270
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 0 55 1 5 22 245
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 0 3 16 107
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 0 7 0 2 24 41
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 18 1 1 12 83
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 1 3 13 34
The determinants of the benchmark interest rates in China 0 0 0 36 0 4 11 138
The effects of government spending shocks on the trade account balance in Korea 0 0 1 47 0 6 12 154
The real exchange rate and the balance of trade in US tourism 0 0 1 71 0 3 20 244
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 2 17 0 3 13 48
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 0 6 13 231
Wages in a factor proportions model with energy input 0 0 1 15 0 3 16 89
What Drives Commodity Prices? 0 0 3 91 1 1 18 234
What charge-off rates are predictable by macroeconomic latent factors? 1 2 13 16 4 9 44 58
Total Journal Articles 3 9 85 1,830 25 173 758 6,792

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 3 10 37
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 0 19 0 0 14 99
Total Chapters 0 0 0 22 0 3 24 136

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Statistics updated 2026-07-10