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 5 242
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 2 5 6 130
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 1 4 7 69
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 4 6 8 265
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 55 2 4 7 275
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 70 1 1 5 145
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 0 0 36
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 1 1 3 18 4 4 7 56
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 1 1 67
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 0 0 2 2 2 2
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 3 8 8 7 16 38 38
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 2 3 7 377
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 0 1 4 477
Capital Investment and Employment in the Information Sector 0 0 1 30 2 4 6 186
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 1 29 3 4 9 37
Consumer Spending on Entertainment and the Great Recession 1 3 7 116 11 15 48 570
Dissecting the Heterogeneity of China's Regional Housing Markets 0 1 5 5 5 13 24 24
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 1 1 4 83
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 2 5 7 183
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 1 1 3 147
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 1 1 1 141
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 3 7 9 75
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 24 1 2 6 68
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 6 8 111
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 35 2 3 5 72
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 4 6 214
Fear and Closed-End Fund Discounts 0 0 0 19 1 3 5 101
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 0 56 2 2 6 248
Fiscal Policy Effects on U.S. Labor Market 0 0 2 23 1 3 7 58
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 3 4 10 124
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 1 3 6 41
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 0 106 0 2 9 201
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 2 2 4 177
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 1 4 7 118
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 1 3 4 132
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 3 4 8 63
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 25 2 5 10 86
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 1 4 6 88
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 1 3 4 120
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 0 3 5 44
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 1 2 5 58
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 1 6 8 71
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 1 39 1 3 10 221
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 1 1 41 0 4 10 81
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 0 38 0 1 3 71
Generalized Impulse Response Analysis: General or Extreme? 1 2 2 318 6 13 21 972
Generalized Impulse Response Analysis: General or Extreme? 0 1 1 80 1 2 6 249
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 1 1 3 86
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 0 2 4 74
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 5 6 8 67
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 1 9 13 105
How Do Oil Price Shocks Affect Consumer Prices? 0 0 2 65 1 3 6 130
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 3 4 267
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 3 3 5 98
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 1 2 3 115
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 1 4 12 12 8 17 26 26
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 2 4 4 507
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 3 11 4 8 22 34
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 1 3 3 35
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 0 2 74
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 1 1 3 63
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 2 5 6 44
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 1 3 79
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 18 1 1 4 60
Is Good News for Donald Trump Bad News for the Peso? 0 0 1 61 1 2 5 169
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 0 3 5 152
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 2 11 2 3 7 90
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 1 3 51
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 0 1 3 122
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 24 1 1 4 79
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 1 5 7 337
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 1 1 21 0 2 3 84
On the Effect of the Great Recession on US Household Expenditures for Entertainment 1 1 1 53 2 2 3 162
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 0 2 154
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 1 3 6 154
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 0 6 67
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 2 5 5 37
Policy Coordination and the Effectiveness of Fiscal Stimulus 1 1 1 22 2 5 11 79
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 2 12 1 4 13 40
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 1 1 2 56 6 10 14 136
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 1 5 254
Purchasing Power Parity and the Taylor Rule 0 0 1 126 4 6 13 471
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 1 1 220
Purchasing power parity and the Taylor rule 0 0 0 55 1 2 3 116
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 2 3 5 238
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 0 1 4 207
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 80 2 5 8 172
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 5 7 311
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 6 11 15 759
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 2 2 4 19
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 3 3 5 44
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 2 3 5 38
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 2 3 6 83
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 2 2 2 56
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 2 3 4 53
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 1 2 6 6 4 8 21 21
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 2 3 4 138
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 1 2 2 53
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 0 1 4 107
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 1 2 9 10 4 10 25 28
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 3 5 5 457
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 3 4 6 78
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 2 3 4 143
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 1 1 2 114
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 0 1 2 228
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 1 2 4 189
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 1 1 3 23
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 2 5 2 4 13 22
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 3 32 0 1 6 47
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 5 3 3 6 23
Trend-Breaks and the Persistence of Closed-End Fund Discounts 1 1 4 4 3 7 23 23
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 15 1 5 8 50
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 1 1 3 46
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 27 2 5 11 59
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 3 6 7 137
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 1 4 5 40
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 2 5 7 116
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 2 4 7 373
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 1 38 2 3 6 191
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 2 2 3 77
Was the KORUS FTA a Horrible Deal? 0 0 1 39 0 1 3 91
Was the KORUS FTA a Horrible Deal? 0 0 3 4 2 6 19 23
Was the KORUS FTA a Horrible Deal? 0 5 8 8 2 13 20 20
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 2 19 2 7 16 64
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 23 0 2 6 32
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 19 4 10 14 32
What Drives Commodity Prices? 0 0 0 180 1 3 7 413
What Drives Commodity Prices? 0 0 0 195 2 5 8 523
What Drives Commodity Prices? 0 0 0 50 1 1 1 169
When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China 0 3 3 3 6 18 18 18
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 3 8 8 8 7 11 11 11
Total Working Papers 13 41 115 6,185 237 526 1,000 18,411

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 4 4 6 216
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 3 3 5 83
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 1 1 28 2 3 4 119
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 1 1 5 22 2 2 11 72
Bias correction and out-of-sample forecast accuracy 0 0 0 38 1 2 2 184
Capital investment and employment in the information sector 0 0 0 22 3 4 9 127
Country-specific shocks and optimal monetary policy 0 0 0 24 0 0 0 78
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 1 67 1 5 11 258
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 1 2 27 0 1 4 61
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 1 36 6 9 10 102
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 1 1 2 30 3 3 10 103
Fear and Closed-End Fund discounts 0 1 3 32 2 3 8 84
Fiscal Policy Effects on U.S. Labor Market 1 3 12 29 2 6 26 76
Forecasting financial stress indices in Korea: a factor model approach 0 0 2 26 1 5 15 90
Forecasting financial vulnerability in the USA: A factor model approach 0 1 2 38 1 5 10 80
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 1 2 4 294
Half-life bias correction and the G7 stock markets 0 1 1 51 1 3 6 165
How do oil price shocks affect consumer prices? 1 1 3 85 2 5 11 274
Hysteresis vs. natural rate of US unemployment 0 0 1 73 0 3 6 284
Improving forecast accuracy of financial vulnerability: PLS factor model approach 1 1 3 32 3 5 11 89
Investigating properties of commodity price responses to real and nominal shocks 1 1 2 28 2 3 9 82
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 2 4 4 80
London calling: Nonlinear mean reversion across national stock markets 0 0 1 26 1 3 9 99
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 1 12 2 3 5 69
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 2 3 5 171
Nonlinear mean reversion in the G7 stock markets 0 0 0 101 2 3 6 322
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 3 41 1 2 10 158
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 1 75 2 4 9 253
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 0 16 1 5 9 89
Policy coordination and the effectiveness of fiscal stimulus 2 9 14 22 7 20 34 60
Purchasing Power Parity and the Taylor Rule 0 0 2 52 1 4 9 164
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 2 5 7 261
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 1 55 1 4 5 227
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 3 3 5 95
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 1 7 5 5 7 22
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 2 18 2 2 5 73
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 2 5 5 26
The determinants of the benchmark interest rates in China 0 0 0 36 1 1 2 128
The effects of government spending shocks on the trade account balance in Korea 0 0 2 46 0 0 3 142
The real exchange rate and the balance of trade in US tourism 0 0 0 70 3 9 10 233
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 1 15 0 2 7 37
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 3 3 5 222
Wages in a factor proportions model with energy input 0 0 0 14 4 5 7 80
What Drives Commodity Prices? 1 2 5 91 4 7 13 225
What charge-off rates are predictable by macroeconomic latent factors? 1 4 11 13 4 12 34 38
Total Journal Articles 10 28 87 1,782 95 190 393 6,195
1 registered items for which data could not be found

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 4 5 31
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 1 19 1 2 8 88
Total Chapters 0 0 1 22 4 6 13 119

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Statistics updated 2026-01-09