Access Statistics for Hyeongwoo Kim

Author contact details at EconPapers.

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 2 4 240
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 2 3 3 65
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 0 0 1 125
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 2 259
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 55 1 1 2 270
Are Global Food Prices Becoming More Volatile and More Persistent? 1 1 2 70 2 2 5 144
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 0 0 0 28 0 0 0 66
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 15 0 0 0 49
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 2 5 5 2 7 20 20
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 3 3 3 373
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 1 2 3 476
Capital Investment and Employment in the Information Sector 0 0 1 30 0 0 2 182
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 2 29 1 2 6 33
Consumer Spending on Entertainment and the Great Recession 0 0 5 113 2 4 34 550
Dissecting the Heterogeneity of China's Regional Housing Markets 4 4 4 4 5 7 7 7
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 0 4 82
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 0 1 2 178
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 0 0 0 144
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 0 0 0 140
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 1 24 1 2 5 66
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 0 0 2 68
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 1 3 105
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 35 0 0 3 69
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 1 4 210
Fear and Closed-End Fund Discounts 0 0 0 19 0 0 2 98
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 0 56 0 0 12 246
Fiscal Policy Effects on U.S. Labor Market 0 0 2 23 0 1 7 55
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 0 1 2 37
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 1 2 4 118
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 3 106 2 2 19 199
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 1 1 2 175
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 0 1 129
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 1 1 2 84
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 1 25 0 3 4 79
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 1 2 3 58
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 0 2 3 114
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 0 0 1 117
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 1 1 4 56
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 1 1 2 41
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 1 2 65
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 1 1 39 1 2 7 217
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 0 40 0 2 8 77
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 1 38 0 1 3 70
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 316 2 4 13 958
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 79 0 0 3 246
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 0 0 2 85
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 0 1 2 72
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 1 1 3 95
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 0 2 61
How Do Oil Price Shocks Affect Consumer Prices? 0 0 2 65 0 0 4 127
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 0 0 1 113
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 0 1 264
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 0 2 95
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 0 0 503
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 1 11 11 2 6 25 25
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 1 46 0 0 3 62
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 0 3 74
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 0 0 32
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 1 1 1 39
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 18 1 2 4 59
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 0 2 78
Is Good News for Donald Trump Bad News for the Peso? 0 1 1 61 0 1 4 167
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 0 1 49
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 1 1 2 149
London Calling: Nonlinear Mean Reversion across National Stock Markets 1 1 2 11 1 1 4 87
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 1 24 0 1 4 78
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 0 0 2 121
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 0 2 332
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 52 0 0 1 160
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 20 0 0 1 82
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 1 4 151
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 1 1 6 67
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 1 21 0 0 8 74
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 0 0 0 32
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 6 12 0 2 16 35
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 2 55 1 1 6 126
Purchasing Power Parity and the Taylor Rule 0 0 0 84 1 2 5 253
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 0 219
Purchasing Power Parity and the Taylor Rule 0 0 1 126 0 0 6 464
Purchasing power parity and the Taylor rule 0 0 0 55 0 0 1 114
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 1 1 2 235
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 1 1 4 206
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 0 2 306
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 80 0 0 2 166
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 1 1 5 748
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 0 0 1 16
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 0 0 2 41
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 1 1 2 35
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 0 3 80
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 0 54
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 1 50
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 3 3 3 2 7 7 7
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 1 2 3 106
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 0 5 135
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 0 0 51
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 1 1 7 7 2 4 17 17
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 0 0 1 452
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 0 1 2 74
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 0 1 113
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 0 1 140
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 0 0 1 227
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 0 0 1 186
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 2 22
Trend Breaks and the Persistence of Closed-End Fund Discounts 1 1 2 5 2 2 11 18
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 4 0 0 6 19
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 1 1 3 32 3 3 6 46
Trend-Breaks and the Persistence of Closed-End Fund Discounts 0 2 3 3 4 8 11 11
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 2 2 45
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 15 0 1 4 45
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 26 1 1 3 51
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 0 0 1 36
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 0 0 1 131
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 0 1 4 111
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 1 1 3 369
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 1 38 0 0 3 188
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 0 0 1 75
Was the KORUS FTA a Horrible Deal? 2 3 4 4 4 8 17 17
Was the KORUS FTA a Horrible Deal? 1 1 1 1 2 2 2 2
Was the KORUS FTA a Horrible Deal? 0 0 1 39 0 0 8 90
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 3 19 3 4 18 56
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 19 0 1 4 22
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 23 0 0 4 30
What Drives Commodity Prices? 0 0 0 50 0 0 1 168
What Drives Commodity Prices? 0 0 0 195 0 0 2 517
What Drives Commodity Prices? 0 0 2 180 0 1 6 409
Total Working Papers 12 23 89 6,128 73 141 532 17,817

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 1 1 3 78 1 1 4 212
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 0 0 3 80
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 0 27 1 1 2 116
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 1 4 19 0 2 9 68
Bias correction and out-of-sample forecast accuracy 0 0 0 38 0 0 0 182
Capital investment and employment in the information sector 0 0 0 22 1 3 5 123
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 3 7 253
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 1 26 0 2 3 60
Examining the evidence of purchasing power parity by recursive mean adjustment 0 1 1 36 0 1 1 93
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 1 28 0 2 12 99
Fear and Closed-End Fund discounts 0 0 2 31 0 1 5 81
Fiscal Policy Effects on U.S. Labor Market 3 5 8 23 4 9 23 65
Forecasting financial stress indices in Korea: a factor model approach 1 1 2 25 3 6 10 84
Forecasting financial vulnerability in the USA: A factor model approach 0 1 3 37 1 2 8 75
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 0 1 4 292
Generalized impulse response analysis: General or Extreme? 0 0 1 20 0 0 3 105
Half-life bias correction and the G7 stock markets 0 0 2 50 0 2 5 162
How do oil price shocks affect consumer prices? 1 1 6 84 3 3 12 269
Hysteresis vs. natural rate of US unemployment 0 0 1 73 0 0 2 280
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 0 0 29 0 3 8 82
Investigating properties of commodity price responses to real and nominal shocks 0 1 3 27 2 4 10 79
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 0 0 0 76
London calling: Nonlinear mean reversion across national stock markets 1 1 2 26 1 2 9 96
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 1 1 12 0 1 5 66
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 1 1 3 168
Nonlinear mean reversion in the G7 stock markets 0 0 1 101 0 1 5 319
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 2 3 41 1 5 8 156
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 2 75 0 2 10 249
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 1 16 1 2 6 84
Policy coordination and the effectiveness of fiscal stimulus 0 1 8 13 0 6 18 38
Purchasing Power Parity and the Taylor Rule 0 1 1 51 0 2 4 159
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 2 2 6 256
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 1 1 55 0 1 4 223
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 0 2 3 92
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 1 7 0 0 2 17
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 2 18 0 0 3 71
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 0 0 0 21
The determinants of the benchmark interest rates in China 0 0 0 36 0 0 1 127
The effects of government spending shocks on the trade account balance in Korea 0 1 2 46 0 1 3 142
The real exchange rate and the balance of trade in US tourism 0 0 0 70 0 0 2 224
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 2 15 0 0 9 35
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 0 1 3 219
Wages in a factor proportions model with energy input 0 0 1 14 0 2 3 75
What Drives Commodity Prices? 0 1 6 89 0 2 11 218
What charge-off rates are predictable by macroeconomic latent factors? 3 7 9 9 7 16 25 25
Total Journal Articles 10 28 82 1,764 30 95 279 6,094

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 1 27
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 2 19 0 1 7 86
Total Chapters 0 0 2 22 0 1 8 113

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05