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 3 11 251
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 0 1 21 86
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 0 0 10 135
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 55 0 1 15 286
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 0 3 15 274
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 0 70 1 3 10 154
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 1 8 74
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 1 18 1 4 16 68
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 0 16 52
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 4 9 0 1 33 55
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 9 9 1 4 30 30
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 0 1 17 493
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 0 1 11 385
Capital Investment and Employment in the Information Sector 0 0 0 30 0 1 7 189
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 0 29 0 2 13 46
Consumer Spending on Entertainment and the Great Recession 1 1 8 121 4 12 90 645
Dissecting the Heterogeneity of China's Regional Housing Markets 0 0 1 5 0 1 27 38
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 1 11 93
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 0 1 12 190
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 0 1 12 152
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 0 3 12 158
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 1 25 0 2 19 85
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 0 1 17 85
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 0 16 121
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 1 36 1 3 10 79
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 1 14 224
Fear and Closed-End Fund Discounts 0 0 0 19 0 1 8 106
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 1 57 0 2 30 276
Fiscal Policy Effects on U.S. Labor Market 0 0 1 24 0 2 11 66
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 0 1 9 129
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 0 0 17 55
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 0 106 1 1 9 208
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 0 2 13 188
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 1 2 22 81
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 1 1 15 99
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 1 1 26 0 3 38 119
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 0 0 16 130
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 2 14 143
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 0 0 15 56
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 3 4 19 136
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 3 15 80
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 1 18 74
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 0 39 0 2 12 230
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 1 41 1 5 21 98
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 0 38 0 3 15 85
Generalized Impulse Response Analysis: General or Extreme? 0 0 1 80 0 0 10 257
Generalized Impulse Response Analysis: General or Extreme? 0 0 5 321 0 2 37 996
Government Employment Shocks, Policy Coordination, and Debt Structure 1 1 15 15 2 4 14 14
Government Employment Shocks, Policy Coordination, and Debt Structure 0 0 6 6 0 2 7 7
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 1 1 18 103
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 3 20 116
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 0 1 15 87
How Do Oil Price Shocks Affect Consumer Prices? 0 0 2 67 0 1 19 146
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 2 18 113
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 0 12 276
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 0 1 11 124
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 0 0 6 14 0 6 46 55
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 0 0 23 23 1 6 25 25
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 2 11 514
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 0 11 0 1 17 43
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 0 2 11 73
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 1 7 81
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 1 12 44
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 1 1 12 51
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 2 20 1 2 19 78
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 3 17 95
Is Good News for Donald Trump Bad News for the Peso? 0 0 0 61 0 1 5 172
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 2 15 65
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 0 2 13 162
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 11 0 1 11 98
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 1 4 19 140
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 24 1 1 5 83
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 0 14 346
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 53 0 1 9 169
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 21 0 0 10 92
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 1 1 36 1 4 7 161
Pitfalls in Testing for Cointegration between Inequality and the Real Income 1 1 1 35 1 4 11 162
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 1 6 73
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 2 23 0 4 13 87
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 0 2 19 51
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 0 12 0 2 17 53
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 2 57 0 1 31 157
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 1 6 225
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 1 11 264
Purchasing Power Parity and the Taylor Rule 0 0 0 126 1 1 17 482
Purchasing power parity and the Taylor rule 0 0 0 55 1 3 16 130
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 0 2 11 246
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 0 1 16 222
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 1 81 0 1 22 189
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 3 15 321
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 1 27 775
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 0 2 13 30
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 0 2 15 50
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 0 1 8 49
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 1 3 15 65
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 1 2 11 91
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 1 9 63
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 0 0 3 7 0 2 23 36
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 1 17 68
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 1 3 19 154
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 0 3 12 118
The Divide among the Rich: Within-Group Inequality at the Top of the U.S. Income Distribution 0 0 0 0 3 3 3 3
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 0 1 3 11 0 3 30 48
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 0 1 15 467
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 0 2 12 86
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 1 5 118
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 2 10 150
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 0 2 9 236
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 13 200
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 30
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 0 5 1 3 14 32
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 0 32 1 2 8 54
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 0 5 2 3 13 33
Trend-Breaks and the Persistence of Closed-End Fund Discounts 1 1 4 7 5 9 38 54
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 1 16 1 3 25 70
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 1 6 51
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 0 4 17 53
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 0 2 16 127
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 27 0 2 10 64
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 0 1 17 148
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 0 7 376
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 2 13 88
Was the KORUS FTA a Horrible Deal? 0 0 0 4 1 1 30 47
Was the KORUS FTA a Horrible Deal? 0 0 0 39 0 0 8 98
Was the KORUS FTA a Horrible Deal? 0 0 5 8 2 4 29 36
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 23 1 2 16 46
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 0 2 18 75
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 0 19 1 1 22 44
What Drives Commodity Prices? 0 0 0 195 0 0 13 531
What Drives Commodity Prices? 0 0 0 180 0 3 13 423
What Drives Commodity Prices? 1 1 1 51 2 2 10 178
When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China 0 0 4 4 1 4 50 50
When Cointegration Misleads: Regional Evidence on the Determinants of Housing Prices in China 0 2 23 23 3 12 21 21
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 0 25 25 1 3 11 11
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 0 8 8 1 2 27 27
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 1 1 30 30 2 2 12 12
Total Working Papers 6 11 205 6,349 60 280 2,228 20,113

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 1 79 3 4 19 231
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 0 1 17 97
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 1 28 3 3 14 130
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 1 22 0 0 12 82
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 0 0 2 3 5 5
Bias correction and out-of-sample forecast accuracy 0 0 0 38 1 5 21 203
Capital investment and employment in the information sector 0 0 0 22 0 0 18 141
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 0 15 268
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 1 27 0 2 8 68
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 0 36 1 2 19 112
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 1 3 32 0 1 11 111
Fear and Closed-End Fund discounts 0 1 2 33 0 2 12 93
Fiscal Policy Effects on U.S. Labor Market 0 0 8 34 2 2 35 105
Forecasting financial stress indices in Korea: a factor model approach 0 2 3 29 0 3 19 104
Forecasting financial vulnerability in the USA: A factor model approach 0 1 3 40 1 5 21 96
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 1 1 92 0 4 11 303
Generalized impulse response analysis: General or Extreme? 0 0 2 22 0 2 8 114
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 3 87 0 3 28 297
Hysteresis vs. natural rate of US unemployment 0 0 1 74 1 4 22 303
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 0 1 32 1 1 20 104
Investigating properties of commodity price responses to real and nominal shocks 0 0 2 29 0 3 17 96
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 1 2 16 92
London calling: Nonlinear mean reversion across national stock markets 0 0 0 26 0 0 6 102
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 0 12 0 0 7 73
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 0 1 13 181
Nonlinear mean reversion in the G7 stock markets 0 0 0 101 0 1 11 330
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 0 41 1 2 16 172
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 0 75 0 1 13 262
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 0 16 0 0 11 95
Policy coordination and the effectiveness of fiscal stimulus 0 0 14 27 1 3 36 76
Purchasing Power Parity and the Taylor Rule 0 0 0 52 1 3 11 171
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 2 5 19 275
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 0 55 0 3 25 248
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 0 1 16 108
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 0 7 0 1 25 42
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 18 1 2 14 85
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 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 0 12 154
The real exchange rate and the balance of trade in US tourism 0 0 1 71 0 0 20 244
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 0 0 4 4 4 4
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 2 17 0 2 15 50
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 0 0 12 231
Wages in a factor proportions model with energy input 0 0 1 15 0 0 14 89
Was the KORUS FTA a Horrible Deal? 0 0 0 0 2 2 2 2
What Drives Commodity Prices? 0 0 2 91 0 0 16 234
What charge-off rates are predictable by macroeconomic latent factors? 0 2 9 18 1 5 37 63
Total Journal Articles 1 9 65 1,839 29 88 769 6,880

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 2 2 15 101
Total Chapters 0 0 0 22 2 2 25 138

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Statistics updated 2026-10-11