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 3 4 10 248
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 2 2 9 134
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 1 2 23 85
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 2 3 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 2 8 16 285
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 70 2 3 9 151
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 3 18 1 3 15 64
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 2 3 15 51
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 1 5 71
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 2 9 9 5 13 25 25
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 1 6 9 2 11 43 53
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 2 3 13 383
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 4 5 14 488
Capital Investment and Employment in the Information Sector 0 0 0 30 0 1 6 188
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 1 29 1 4 14 44
Consumer Spending on Entertainment and the Great Recession 1 2 6 119 15 32 70 614
Dissecting the Heterogeneity of China's Regional Housing Markets 0 0 5 5 2 10 37 37
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 4 12 92
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 2 3 12 189
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 4 5 9 149
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 0 1 9 153
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 24 5 6 17 80
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 1 4 17 84
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 2 3 15 119
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 1 1 36 1 3 8 76
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 6 6 14 223
Fear and Closed-End Fund Discounts 0 0 0 19 1 2 6 104
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 0 56 2 7 27 273
Fiscal Policy Effects on U.S. Labor Market 0 0 1 24 0 3 9 63
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 1 7 18 54
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 1 3 12 128
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 0 106 0 1 11 207
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 3 6 12 186
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 1 4 15 127
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 5 9 23 79
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 2 4 12 141
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 25 4 13 37 113
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 0 3 14 97
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 3 10 16 56
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 2 5 18 73
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 0 7 13 130
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 2 3 13 77
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 1 39 3 4 15 228
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 1 41 4 8 19 93
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 0 38 2 5 11 80
Generalized Impulse Response Analysis: General or Extreme? 1 2 4 320 5 15 38 991
Generalized Impulse Response Analysis: General or Extreme? 0 0 1 80 2 4 10 255
Government Employment Shocks, Policy Coordination, and Debt Structure 8 8 8 8 5 5 5 5
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 0 9 16 101
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 1 3 14 85
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 2 4 19 113
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 1 6 14 75
How Do Oil Price Shocks Affect Consumer Prices? 1 2 3 67 5 13 19 145
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 4 9 13 108
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 1 5 10 123
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 2 6 10 274
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 10 10 10 10 5 5 5 5
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 1 2 14 14 6 16 46 46
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 3 3 9 512
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 2 11 2 4 23 41
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 2 4 10 42
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 1 3 9 71
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 3 4 5 79
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 1 3 11 49
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 4 7 14 92
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 1 2 20 2 7 18 75
Is Good News for Donald Trump Bad News for the Peso? 0 0 1 61 1 1 6 171
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 2 8 13 62
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 1 11 0 1 11 97
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 1 3 10 158
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 24 0 1 3 80
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 3 7 14 135
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 2 4 13 345
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 53 1 4 8 168
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 21 3 4 10 92
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 1 1 155
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 1 2 8 158
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 2 3 5 71
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 1 2 23 0 1 9 82
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 3 7 20 51
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 2 57 3 7 28 153
Purchasing Power Parity and the Taylor Rule 0 0 0 75 1 1 5 224
Purchasing Power Parity and the Taylor Rule 0 0 0 84 4 5 10 261
Purchasing Power Parity and the Taylor Rule 0 0 0 126 2 4 16 480
Purchasing power parity and the Taylor rule 0 0 0 55 1 2 12 126
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 3 4 9 243
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 5 6 13 218
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 1 1 1 81 6 8 22 188
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 1 4 12 318
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 2 6 27 773
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 1 5 11 27
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 1 2 8 48
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 2 6 13 47
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 1 3 9 89
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 2 4 11 61
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 3 4 8 62
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 0 7 7 2 4 31 31
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 3 4 9 60
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 3 4 9 113
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 2 5 16 151
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 0 0 5 10 3 9 32 43
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 3 6 12 464
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 1 2 10 83
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 1 2 7 147
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 1 3 4 117
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 3 4 6 233
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 1 4 10 196
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 2 2 7 28
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 1 5 3 3 13 28
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 5 1 1 11 29
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 2 32 1 1 10 52
Trend-Breaks and the Persistence of Closed-End Fund Discounts 0 1 5 5 1 7 39 39
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 1 1 16 3 10 21 65
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 2 6 49
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 2 4 12 48
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 0 5 15 146
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 27 1 1 11 61
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 1 1 13 123
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 1 1 8 376
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 0 38 2 6 9 197
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 3 5 11 86
Was the KORUS FTA a Horrible Deal? 0 0 3 4 4 8 39 46
Was the KORUS FTA a Horrible Deal? 0 0 0 39 2 3 8 98
Was the KORUS FTA a Horrible Deal? 0 0 8 8 0 4 29 29
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 23 3 6 14 43
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 3 5 21 73
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 2 6 22 43
What Drives Commodity Prices? 0 0 0 50 2 4 7 175
What Drives Commodity Prices? 0 0 0 195 1 4 14 531
What Drives Commodity Prices? 0 0 0 180 0 5 11 419
When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China 0 0 3 3 3 17 44 44
When Cointegration Misleads: Regional Evidence on the Determinants of Housing Prices in China 5 5 5 5 5 5 5 5
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 15 15 15 15 5 5 5 5
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 0 8 8 3 6 24 24
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 23 25 25 25 3 3 3 3
Total Working Papers 66 80 178 6,277 297 677 2,008 19,648

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 1 16 227
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 4 5 14 94
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 1 28 4 4 11 126
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 4 22 2 8 16 82
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 0 0 2 2 2 2
Bias correction and out-of-sample forecast accuracy 0 0 0 38 2 3 14 196
Capital investment and employment in the information sector 0 0 0 22 5 8 18 137
Country-specific shocks and optimal monetary policy 0 0 0 24 3 4 7 85
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 1 67 0 4 16 265
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 1 27 1 2 8 66
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 1 36 4 5 17 109
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 1 3 31 3 5 13 109
Fear and Closed-End Fund discounts 0 0 1 32 2 3 12 91
Fiscal Policy Effects on U.S. Labor Market 1 3 15 33 6 16 41 97
Forecasting financial stress indices in Korea: a factor model approach 0 1 3 27 2 5 22 100
Forecasting financial vulnerability in the USA: A factor model approach 0 1 3 39 0 2 15 88
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 0 1 8 299
Generalized impulse response analysis: General or Extreme? 2 2 2 22 3 4 5 110
Half-life bias correction and the G7 stock markets 0 0 2 52 4 7 17 177
How do oil price shocks affect consumer prices? 0 2 5 87 5 14 26 290
Hysteresis vs. natural rate of US unemployment 0 0 0 73 3 7 17 297
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 0 3 32 5 6 22 101
Investigating properties of commodity price responses to real and nominal shocks 0 1 3 29 0 3 18 93
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 1 1 13 89
London calling: Nonlinear mean reversion across national stock markets 0 0 1 26 1 2 8 102
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 1 12 0 1 8 72
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 2 4 12 179
Nonlinear mean reversion in the G7 stock markets 0 0 0 101 2 3 11 329
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 3 41 6 8 19 168
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 1 75 1 1 16 261
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 0 16 3 4 13 95
Policy coordination and the effectiveness of fiscal stimulus 1 3 14 26 1 6 39 70
Purchasing Power Parity and the Taylor Rule 0 0 2 52 1 1 10 167
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 2 5 15 269
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 1 55 2 5 20 242
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 2 4 16 106
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 0 7 1 15 24 40
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 18 0 3 11 82
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 2 3 12 33
The determinants of the benchmark interest rates in China 0 0 0 36 4 6 11 138
The effects of government spending shocks on the trade account balance in Korea 0 1 3 47 5 7 13 153
The real exchange rate and the balance of trade in US tourism 0 1 1 71 2 6 19 243
U.S. presidential election polls and the economic prospects of China and Mexico 0 2 2 17 3 6 14 48
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 5 5 12 230
Wages in a factor proportions model with energy input 0 0 1 15 2 4 15 88
What Drives Commodity Prices? 0 0 4 91 0 3 18 233
What charge-off rates are predictable by macroeconomic latent factors? 1 1 13 15 5 12 45 54
Total Journal Articles 5 19 96 1,826 113 234 749 6,732

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 3 5 10 37
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 0 19 0 5 14 99
Total Chapters 0 0 0 22 3 10 24 136

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Statistics updated 2026-05-06