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 0 1 236
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 0 0 8 123
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 0 0 0 62
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 2 257
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 0 268
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 3 68 0 2 6 139
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 0 3 66
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 1 2 4 36
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 1 1 1 14 1 1 5 48
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 0 1 3 472
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 0 0 2 370
Capital Investment and Employment in the Information Sector 0 0 0 29 0 0 5 179
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 0 27 0 1 1 27
Consumer Spending on Entertainment and the Great Recession 2 2 5 107 5 6 22 511
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 0 1 78
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 1 95 0 0 3 176
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 1 1 144
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 1 33 0 0 2 65
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 23 0 1 3 61
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 2 5 102
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 2 35 0 1 4 65
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 0 0 206
Fear and Closed-End Fund Discounts 0 0 0 19 0 0 1 96
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 1 56 0 0 2 234
Fiscal Policy Effects on U.S. Labor Market 1 1 8 20 1 4 21 47
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 42 0 0 1 113
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 0 0 1 35
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 1 2 7 102 1 2 11 176
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 1 1 82 0 2 6 173
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 2 5 0 1 5 55
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 0 4 128
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 0 1 2 82
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 0 1 4 111
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 23 0 0 6 74
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 0 1 52
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 0 1 1 115
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 2 36 0 1 7 60
Forecasting Financial Vulnerability in the US: A Factor Model Approach 1 1 1 21 1 4 5 38
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 1 3 38 0 4 12 209
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 3 3 10 39 5 6 33 65
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 1 36 0 1 3 65
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 79 0 0 3 241
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 316 1 2 4 942
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 0 0 0 83
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 0 1 59
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 1 32 0 0 2 70
Government Spending Shocks and Private Activity: The Role of Sentiments 0 1 1 37 0 1 1 92
How Do Oil Price Shocks Affect Consumer Prices? 0 0 0 63 0 0 1 122
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 0 0 262
How Does the Oil Price Shock Affect Consumers? 0 0 0 28 0 0 1 111
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 0 0 93
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 1 1 503
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 1 1 32
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 1 81 0 1 3 69
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 1 45 0 1 4 59
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 1 28 0 0 4 37
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 1 2 76
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 18 1 1 2 55
Is Good News for Donald Trump Bad News for the Peso? 0 0 1 60 1 1 4 163
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 0 0 1 147
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 9 0 0 1 83
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 0 2 48
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 0 0 0 117
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 23 0 0 0 74
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 0 0 330
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 20 0 0 1 81
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 52 0 0 2 159
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 0 2 152
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 0 0 61
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 1 34 0 0 6 146
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 2 20 0 1 9 66
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 1 1 7 0 5 10 32
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 3 3 3 3 4 11 11 11
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 0 53 0 1 1 120
Purchasing Power Parity and the Taylor Rule 0 0 1 125 0 1 2 458
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 0 0 246
Purchasing Power Parity and the Taylor Rule 0 0 0 75 1 1 1 217
Purchasing power parity and the Taylor rule 0 0 0 55 0 0 1 113
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 1 59 0 1 3 233
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 72 0 0 2 200
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 2 80 0 0 4 164
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 0 1 304
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 0 1 743
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 2 2 0 3 15 15
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 0 0 1 33
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 2 22 1 3 7 39
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 2 3 3 49
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 0 0 77
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 1 53
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 1 1 51
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 0 3 125
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 0 0 0 103
The Exchange Rate and US Tourism Balance of Trade 0 0 1 126 0 0 4 450
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 1 29 0 0 1 72
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 0 1 112
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 0 0 139
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 0 0 1 223
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 1 1 2 185
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 2 20
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 2 2 0 3 6 6
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 3 3 0 0 12 12
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 29 0 3 24 40
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 15 0 2 4 39
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 0 0 43
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 10 0 0 3 34
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 26 0 1 2 48
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 37 1 6 22 103
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 49 0 0 2 129
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 0 1 366
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 0 37 0 0 0 184
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 0 0 0 74
Was the KORUS FTA a Horrible Deal? 0 0 2 37 1 3 11 78
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 1 1 22 22 2 6 24 24
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 3 12 12 12 6 21 21 21
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 15 17 0 0 11 16
What Drives Commodity Prices? 0 0 0 195 0 0 2 515
What Drives Commodity Prices? 0 1 1 50 0 1 2 167
What Drives Commodity Prices? 0 0 0 178 0 0 2 400
Total Working Papers 16 31 133 6,016 37 134 493 17,178


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 0 74 0 0 2 207
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 0 0 0 77
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 2 2 2 27 3 5 5 114
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 2 3 12 1 3 11 53
Bias correction and out-of-sample forecast accuracy 1 1 1 38 1 3 6 181
Capital investment and employment in the information sector 0 0 0 21 1 1 4 117
Country-specific shocks and optimal monetary policy 0 0 0 24 0 1 5 78
Determinants of stock market comovements among US and emerging economies during the US financial crisis 2 2 2 66 2 2 6 245
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 0 25 0 0 1 56
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 0 34 1 1 2 91
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 2 26 1 5 17 82
Fear and Closed-End Fund discounts 0 0 1 29 0 0 2 76
Fiscal Policy Effects on U.S. Labor Market 0 0 11 13 1 5 31 36
Forecasting financial stress indices in Korea: a factor model approach 0 2 5 22 2 5 12 71
Forecasting financial vulnerability in the USA: A factor model approach 2 4 7 32 3 6 12 64
Forecasting the FOMC's interest rate setting behavior: a further analysis 3 4 5 91 3 6 9 288
Generalized impulse response analysis: General or Extreme? 0 0 3 19 1 2 15 101
Half-life bias correction and the G7 stock markets 0 0 0 46 0 0 2 155
How do oil price shocks affect consumer prices? 0 1 7 75 0 2 16 251
Hysteresis vs. natural rate of US unemployment 0 0 1 71 1 2 5 277
Improving forecast accuracy of financial vulnerability: PLS factor model approach 1 3 3 29 1 6 9 70
Investigating properties of commodity price responses to real and nominal shocks 2 2 5 24 2 3 8 68
Is good news for Donald Trump bad news for the Peso? 0 0 1 24 0 2 4 75
London calling: Nonlinear mean reversion across national stock markets 0 0 0 24 1 2 7 87
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 2 10 0 0 3 59
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 0 0 0 165
Nonlinear mean reversion in the G7 stock markets 0 0 0 100 0 0 0 313
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 0 38 0 1 1 148
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 0 73 0 0 1 239
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 1 15 0 1 3 76
Policy coordination and the effectiveness of fiscal stimulus 0 1 2 4 0 3 11 15
Purchasing Power Parity and the Taylor Rule 0 0 1 49 0 0 4 154
Reassessing the link between the Japanese yen and emerging Asian currencies 0 1 1 49 0 2 13 249
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 1 1 1 52 1 2 8 217
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 2 2 2 30 2 3 6 89
The Exchange Rate and US Tourism Trade, 1973–2007 0 1 1 6 0 1 2 14
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 2 16 0 0 4 67
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 1 1 1 21
The determinants of the benchmark interest rates in China 0 0 1 35 0 1 4 125
The effects of government spending shocks on the trade account balance in Korea 0 0 1 44 0 1 3 137
The real exchange rate and the balance of trade in US tourism 0 0 4 70 0 0 8 222
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 0 13 0 1 3 24
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 1 55 0 0 3 214
Wages in a factor proportions model with energy input 0 0 0 13 0 0 1 72
What Drives Commodity Prices? 1 1 6 81 1 4 14 202
Total Journal Articles 17 30 85 1,654 30 83 284 5,742


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 1 3 0 1 6 26
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 1 17 0 1 4 78
Total Chapters 0 0 2 20 0 2 10 104


Statistics updated 2024-05-04