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 2 4 7 244
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 14 18 21 83
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 108 2 5 8 132
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 55 2 6 9 277
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 3 7 11 268
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 70 3 4 7 148
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 3 4 4 70
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 12 12 12 48
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 1 3 18 5 9 12 61
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 7 7 7 7 10 12 12 12
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 2 6 8 4 15 38 42
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 6 7 10 483
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 3 6 10 380
Capital Investment and Employment in the Information Sector 0 0 0 30 1 4 6 187
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 1 29 3 7 12 40
Consumer Spending on Entertainment and the Great Recession 1 4 8 117 12 25 57 582
Dissecting the Heterogeneity of China's Regional Housing Markets 0 1 5 5 3 15 27 27
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 5 6 9 88
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 3 7 10 186
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 34 3 4 4 144
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 5 6 8 152
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 24 6 7 12 74
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 5 12 14 80
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 5 9 13 116
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 35 1 3 6 73
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 3 6 9 217
Fear and Closed-End Fund Discounts 0 0 0 19 1 4 6 102
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 0 56 18 20 23 266
Fiscal Policy Effects on U.S. Labor Market 1 1 3 24 2 5 9 60
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 6 7 12 47
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 1 5 10 125
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 0 106 5 5 12 206
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 3 5 7 180
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 5 7 12 123
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 6 7 12 94
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 7 11 15 70
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 25 14 19 24 100
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 5 7 9 137
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 3 7 11 74
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 10 12 15 68
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 3 6 7 123
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 2 4 7 46
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 1 39 3 6 13 224
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 1 1 41 4 8 14 85
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 0 38 4 5 7 75
Generalized Impulse Response Analysis: General or Extreme? 0 0 1 80 2 3 8 251
Generalized Impulse Response Analysis: General or Extreme? 0 1 2 318 4 14 25 976
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 6 7 9 92
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 4 13 17 109
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 8 8 12 82
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 2 7 9 69
How Do Oil Price Shocks Affect Consumer Prices? 0 0 2 65 2 5 8 132
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 1 4 6 99
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 3 4 6 118
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 1 4 5 268
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 0 3 12 12 4 18 30 30
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 2 5 6 509
Identifying the Driver of Economic Inequality in the U.S. in the Growing Economic Gulf 0 0 3 11 3 10 23 37
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 3 5 6 38
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 5 6 7 68
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 1 1 3 75
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 29 2 6 8 46
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 1 1 1 19 8 9 12 68
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 6 7 8 85
Is Good News for Donald Trump Bad News for the Peso? 0 0 1 61 1 3 6 170
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 3 4 6 54
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 2 11 6 9 13 96
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 3 3 8 155
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 6 7 9 128
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 24 0 1 4 79
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 4 9 11 341
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 1 1 53 2 4 5 164
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 1 1 21 4 6 7 88
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 0 1 154
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 1 1 4 68
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 2 4 8 156
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 1 1 22 2 6 13 81
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 12 16 17 49
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 0 1 12 4 7 16 44
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 1 2 3 57 10 20 24 146
Purchasing Power Parity and the Taylor Rule 0 0 0 75 3 3 4 223
Purchasing Power Parity and the Taylor Rule 0 0 0 126 5 10 17 476
Purchasing Power Parity and the Taylor Rule 0 0 0 84 2 3 7 256
Purchasing power parity and the Taylor rule 0 0 0 55 8 10 11 124
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 1 4 5 239
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 5 6 9 212
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 3 7 10 314
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 80 8 11 16 180
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 8 17 23 767
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 3 5 7 22
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 2 5 7 46
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 3 6 8 41
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 2 4 4 58
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 4 6 8 57
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 3 5 7 86
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 1 2 7 7 6 12 27 27
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 3 5 5 56
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 8 10 12 146
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 2 3 6 109
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 0 1 6 10 6 13 26 34
The Exchange Rate and US Tourism Balance of Trade 0 0 0 127 1 5 6 458
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 3 6 9 81
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 1 2 114
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 2 4 6 145
The US Tourism Trade Balance and Exchange Rate Shock 0 0 0 63 1 1 3 229
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 40 3 5 7 192
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 3 4 5 26
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 2 5 3 5 15 25
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 3 32 4 5 10 51
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 5 5 8 11 28
Trend-Breaks and the Persistence of Closed-End Fund Discounts 0 1 4 4 9 15 32 32
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 15 5 8 12 55
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 1 2 4 47
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 4 9 11 141
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 27 1 6 11 60
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 4 7 9 44
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 6 8 13 122
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 2 5 8 375
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 0 38 0 2 4 191
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 4 6 7 81
Was the KORUS FTA a Horrible Deal? 0 0 3 4 15 20 32 38
Was the KORUS FTA a Horrible Deal? 0 1 8 8 5 13 25 25
Was the KORUS FTA a Horrible Deal? 0 0 1 39 4 5 7 95
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 19 4 10 19 68
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 19 5 14 19 37
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 23 5 7 10 37
What Drives Commodity Prices? 0 0 0 50 2 3 3 171
What Drives Commodity Prices? 0 0 0 195 4 9 11 527
What Drives Commodity Prices? 0 0 0 180 1 3 7 414
When Cointegration Misleads: Regional Evidence on Housing Price Determinants in China 0 0 3 3 9 21 27 27
When to Align and When to Contract: Technology Shocks, Optimal Policies, and Exchange Rate Regimes 0 8 8 8 7 18 18 18
Total Working Papers 12 40 117 6,197 560 986 1,515 18,971

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 10 14 16 226
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 6 9 11 89
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 1 28 3 5 7 122
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 1 4 22 2 4 12 74
Bias correction and out-of-sample forecast accuracy 0 0 0 38 9 10 11 193
Capital investment and employment in the information sector 0 0 0 22 2 6 10 129
Country-specific shocks and optimal monetary policy 0 0 0 24 3 3 3 81
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 1 67 3 6 14 261
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 2 27 3 3 7 64
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 1 36 2 10 12 104
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 1 2 30 1 4 11 104
Fear and Closed-End Fund discounts 0 1 3 32 4 7 12 88
Fiscal Policy Effects on U.S. Labor Market 1 3 13 30 5 10 29 81
Forecasting financial stress indices in Korea: a factor model approach 0 0 2 26 5 10 20 95
Forecasting financial vulnerability in the USA: A factor model approach 0 0 2 38 6 9 16 86
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 4 6 7 298
Half-life bias correction and the G7 stock markets 1 1 2 52 5 7 11 170
How do oil price shocks affect consumer prices? 0 1 3 85 2 6 13 276
Hysteresis vs. natural rate of US unemployment 0 0 0 73 6 8 11 290
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 1 3 32 6 11 17 95
Investigating properties of commodity price responses to real and nominal shocks 0 1 2 28 8 11 17 90
Is good news for Donald Trump bad news for the Peso? 0 0 0 25 8 12 12 88
London calling: Nonlinear mean reversion across national stock markets 0 0 1 26 1 4 9 100
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 1 12 2 4 7 71
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 4 7 9 175
Nonlinear mean reversion in the G7 stock markets 0 0 0 101 4 7 10 326
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 3 41 2 4 12 160
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 1 75 7 11 16 260
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 0 16 2 6 11 91
Policy coordination and the effectiveness of fiscal stimulus 1 9 15 23 4 20 38 64
Purchasing Power Parity and the Taylor Rule 0 0 2 52 2 5 11 166
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 3 7 10 264
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 1 55 10 14 15 237
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 7 10 12 102
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 0 7 3 8 9 25
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 2 18 6 8 11 79
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 2 4 7 9 30
The determinants of the benchmark interest rates in China 0 0 0 36 4 5 5 132
The effects of government spending shocks on the trade account balance in Korea 0 0 2 46 4 4 7 146
The real exchange rate and the balance of trade in US tourism 0 0 0 70 4 10 13 237
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 1 15 5 7 12 42
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 3 6 8 225
Wages in a factor proportions model with energy input 1 1 1 15 4 8 11 84
What Drives Commodity Prices? 0 2 4 91 5 12 17 230
What charge-off rates are predictable by macroeconomic latent factors? 1 4 12 14 4 13 35 42
Total Journal Articles 5 26 88 1,787 197 358 576 6,392
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 1 4 6 32
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 0 19 6 8 12 94
Total Chapters 0 0 0 22 7 12 18 126

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Statistics updated 2026-02-12