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 1 1 10 249
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 0 1 10 135
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 0 0 22 85
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 16 285
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 1 1 13 272
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 70 0 0 9 151
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 3 18 0 0 15 64
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 1 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 1 36 54
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 9 9 0 1 26 26
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 0 1 14 384
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 0 4 17 492
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 0 12 44
Consumer Spending on Entertainment and the Great Recession 0 1 7 120 2 21 87 635
Dissecting the Heterogeneity of China's Regional Housing Markets 0 0 5 5 0 0 35 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 0 11 189
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 0 2 11 155
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 0 2 11 151
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 1 1 25 0 3 18 83
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 0 0 16 84
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 2 16 121
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 1 36 1 1 8 77
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 0 13 223
Fear and Closed-End Fund Discounts 0 0 0 19 0 1 7 105
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 1 1 57 1 2 29 275
Fiscal Policy Effects on U.S. Labor Market 0 0 1 24 0 1 9 64
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 0 1 18 55
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 0 0 11 128
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 0 12 186
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 1 1 1 26 1 4 38 117
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 0 12 141
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 1 1 23 80
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 0 3 16 130
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 0 0 16 56
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 0 18 73
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 1 1 13 78
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 0 2 15 132
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 0 39 0 0 12 228
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 1 41 2 2 18 95
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 0 38 1 3 13 83
Generalized Impulse Response Analysis: General or Extreme? 0 0 1 80 0 2 11 257
Generalized Impulse Response Analysis: General or Extreme? 0 1 5 321 0 3 38 994
Government Employment Shocks, Policy Coordination, and Debt Structure 0 6 14 14 1 6 11 11
Government Employment Shocks, Policy Coordination, and Debt Structure 0 6 6 6 0 5 5 5
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 32 0 1 14 86
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 0 14 75
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 0 0 19 113
How Do Oil Price Shocks Affect Consumer Prices? 0 0 2 67 0 0 18 145
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 1 4 17 112
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 2 12 276
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 0 0 10 123
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 0 0 14 14 3 6 52 52
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 0 13 23 23 1 15 20 20
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 0 9 512
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 0 11 1 2 20 43
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 0 0 9 71
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 1 11 43
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 1 6 80
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 0 1 12 50
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 0 14 92
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 2 20 0 1 18 76
Is Good News for Donald Trump Bad News for the Peso? 0 0 0 61 0 0 4 171
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 1 11 1 1 12 98
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 0 2 12 160
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 1 14 63
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 24 0 2 4 82
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 1 2 16 137
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 1 14 346
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 21 0 0 10 92
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 53 0 0 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 1 6 72
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 1 1 9 159
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 0 0 17 49
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 2 23 0 1 9 83
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 0 12 1 1 17 52
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 2 57 0 3 31 156
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 2 11 263
Purchasing Power Parity and the Taylor Rule 0 0 0 126 0 1 17 481
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 5 224
Purchasing power parity and the Taylor rule 0 0 0 55 0 1 13 127
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 0 1 10 244
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 0 3 16 221
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 1 1 13 319
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 1 81 0 0 22 188
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 1 27 774
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 0 1 12 28
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 0 0 7 48
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 1 2 15 49
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 8 62
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 0 9 89
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 1 12 62
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 0 4 7 1 4 30 35
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 0 2 10 115
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 7 16 67
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 0 16 151
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 0 0 4 10 1 3 31 46
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 1 3 15 467
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 0 1 10 84
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 1 2 9 149
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 0 4 117
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 0 1 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 0 2 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 1 8 29
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 1 5 1 2 14 30
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 32 0 0 9 52
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 5 0 1 11 30
Trend-Breaks and the Persistence of Closed-End Fund Discounts 0 1 3 6 4 10 42 49
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 1 5 50
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 1 16 0 2 22 67
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 0 1 16 147
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 0 1 13 49
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 27 1 2 13 63
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 0 2 14 125
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 0 8 376
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 0 38 0 0 9 197
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 1 1 12 87
Was the KORUS FTA a Horrible Deal? 0 0 2 4 0 0 33 46
Was the KORUS FTA a Horrible Deal? 0 0 8 8 1 4 33 33
Was the KORUS FTA a Horrible Deal? 0 0 0 39 0 0 8 98
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 23 0 1 14 44
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 1 1 21 74
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 0 0 21 43
What Drives Commodity Prices? 0 0 0 195 0 0 14 531
What Drives Commodity Prices? 0 0 0 50 0 1 8 176
What Drives Commodity Prices? 0 0 0 180 0 1 11 420
When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China 0 1 4 4 0 2 46 46
When Cointegration Misleads: Regional Evidence on the Determinants of Housing Prices in China 1 17 22 22 3 7 12 12
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 0 25 25 1 6 9 9
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 14 29 29 0 5 10 10
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 0 8 8 0 1 25 25
Total Working Papers 2 63 224 6,340 42 227 2,131 19,875

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 3 17 97
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 1 28 0 1 12 127
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 3 22 0 0 14 82
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 0 0 0 0 2 2
Bias correction and out-of-sample forecast accuracy 0 0 0 38 3 5 19 201
Capital investment and employment in the information sector 0 0 0 22 0 4 19 141
Country-specific shocks and optimal monetary policy 0 0 0 24 0 0 7 85
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 0 67 0 3 16 268
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 1 27 0 0 6 66
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 0 36 1 2 18 111
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 1 1 4 32 1 2 12 111
Fear and Closed-End Fund discounts 0 0 1 32 0 0 10 91
Fiscal Policy Effects on U.S. Labor Market 0 1 14 34 0 6 42 103
Forecasting financial stress indices in Korea: a factor model approach 0 0 3 27 1 2 21 102
Forecasting financial vulnerability in the USA: A factor model approach 0 0 2 39 2 5 19 93
Forecasting the FOMC's interest rate setting behavior: a further analysis 1 1 1 92 3 3 10 302
Generalized impulse response analysis: General or Extreme? 0 0 2 22 1 3 8 113
Half-life bias correction and the G7 stock markets 0 0 2 52 0 0 15 177
How do oil price shocks affect consumer prices? 0 0 4 87 0 4 28 294
Hysteresis vs. natural rate of US unemployment 0 1 1 74 1 3 20 300
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 0 3 32 0 2 21 103
Investigating properties of commodity price responses to real and nominal shocks 0 0 2 29 1 1 17 94
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 0 1 14 90
London calling: Nonlinear mean reversion across national stock markets 0 0 1 26 0 0 7 102
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 0 12 0 1 7 73
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 1 2 14 181
Nonlinear mean reversion in the G7 stock markets 0 0 0 101 0 0 10 329
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 0 41 0 2 15 170
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 0 75 0 0 12 261
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 0 16 0 0 12 95
Policy coordination and the effectiveness of fiscal stimulus 0 1 14 27 0 3 35 73
Purchasing Power Parity and the Taylor Rule 0 0 1 52 0 1 9 168
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 0 1 16 270
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 0 55 3 6 25 248
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 0 1 15 107
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 0 7 1 2 25 42
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 18 1 2 13 84
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 0 1 13 34
The determinants of the benchmark interest rates in China 0 0 0 36 0 0 11 138
The effects of government spending shocks on the trade account balance in Korea 0 0 1 47 0 1 12 154
The real exchange rate and the balance of trade in US tourism 0 0 1 71 0 1 20 244
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 2 17 0 0 13 48
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 0 1 12 231
Wages in a factor proportions model with energy input 0 0 1 15 0 1 14 89
What Drives Commodity Prices? 0 0 2 91 0 1 16 234
What charge-off rates are predictable by macroeconomic latent factors? 1 2 11 17 1 5 41 59
Total Journal Articles 3 7 79 1,833 22 82 750 6,814

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 0 10 37
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 0 19 0 0 13 99
Total Chapters 0 0 0 22 0 0 23 136

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Statistics updated 2026-08-07