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 0 0 235
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 0 0 0 62
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 1 108 0 0 2 115
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 2 255
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 0 268
Are Global Food Prices Becoming More Volatile and More Persistent? 0 1 2 65 0 1 3 133
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 0 0 32
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 1 13 0 3 10 43
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 0 0 63
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 1 100 0 0 2 368
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 2 104 0 1 4 469
Capital Investment and Employment in the Information Sector 0 0 2 29 0 3 25 174
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 0 27 0 3 3 26
Consumer Spending on Entertainment and the Great Recession 0 4 18 102 2 10 57 491
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 0 2 77
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 94 2 2 3 175
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 0 0 0 143
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 0 32 0 0 0 63
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 23 1 1 1 59
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 2 33 1 2 7 62
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 1 3 97
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 0 0 0 206
Fear and Closed-End Fund Discounts 0 0 0 19 0 0 0 95
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 2 55 0 0 4 232
Fiscal Policy Effects on U.S. Labor Market 1 9 13 13 3 21 29 29
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 1 3 6 35
Fiscal Policy, Wages, and Jobs in the U.S 0 0 2 42 1 2 7 113
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 1 6 95 0 4 20 165
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 81 0 2 6 167
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 1 2 4 81
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 23 2 3 10 70
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 0 1 2 107
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 4 9 124
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 1 1 1 4 1 1 1 51
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 1 1 63 0 1 1 114
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 20 0 0 0 33
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 1 3 34 0 3 6 53
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 0 0 51
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 1 2 3 36 2 7 13 199
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 1 28 30 30 2 28 34 34
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 1 2 35 0 4 6 62
Generalized Impulse Response Analysis: General or Extreme? 0 0 2 316 0 1 8 938
Generalized Impulse Response Analysis: General or Extreme? 0 1 1 79 1 3 6 239
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 1 29 0 1 2 83
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 1 31 0 1 2 58
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 1 1 68
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 36 0 1 1 91
How Do Oil Price Shocks Affect Consumer Prices? 0 0 1 63 0 0 3 121
How Does the Oil Price Shock Affect Consumers? 0 0 0 28 0 0 0 110
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 0 0 93
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 0 1 262
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 0 1 3 502
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 0 1 31
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 44 0 1 2 55
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 80 0 0 1 66
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 1 1 1 28 1 1 1 34
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 1 18 0 0 3 53
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 0 2 74
Is Good News for Donald Trump Bad News for the Peso? 1 1 2 60 2 2 3 161
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 0 0 0 146
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 0 0 46
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 9 0 1 1 82
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 23 0 0 0 74
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 0 0 1 117
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 0 1 330
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 51 0 0 0 157
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 1 20 0 0 2 80
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 0 0 150
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 33 1 4 10 141
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 0 1 61
Policy Coordination and the Effectiveness of Fiscal Stimulus 1 2 14 19 4 15 51 61
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 1 6 6 1 4 23 23
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 0 53 0 1 2 119
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 0 1 246
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 0 216
Purchasing Power Parity and the Taylor Rule 0 0 1 124 0 0 2 456
Purchasing power parity and the Taylor rule 0 0 1 55 0 0 3 112
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 58 0 0 0 230
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 72 0 0 0 198
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 78 0 0 1 160
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 0 1 303
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 1 2 742
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 20 20 0 6 32 32
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 3 13 0 3 12 32
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 1 1 77
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 1 1 46
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 1 1 52
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 0 0 122
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 1 1 62 0 1 1 103
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 0 0 50
The Exchange Rate and US Tourism Balance of Trade 0 0 0 125 0 0 0 446
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 28 0 0 0 71
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 0 0 111
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 0 0 139
The US Tourism Trade Balance and Exchange Rate Shock 0 0 1 63 0 0 1 222
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 0 183
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 0 2 3 18
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 28 28 28 5 21 21 21
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 1 3 15 0 3 6 35
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 0 5 43
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 26 0 2 3 46
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 1 2 48 0 3 4 127
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 36 1 6 8 82
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 10 0 2 5 31
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 1 3 365
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 0 37 0 1 1 184
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 0 0 0 74
Was the KORUS FTA a Horrible Deal? 0 5 35 35 1 13 68 68
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 12 14 14 14 4 9 9 9
What Drives Commodity Prices? 0 0 0 49 0 1 2 165
What Drives Commodity Prices? 0 1 4 178 0 2 5 398
What Drives Commodity Prices? 0 0 1 195 0 2 4 513
Total Working Papers 19 106 240 5,902 40 233 620 16,725

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 3 74 0 0 4 205
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 0 0 0 77
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 0 25 0 0 0 109
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 2 9 9 1 7 43 43
Bias correction and out-of-sample forecast accuracy 0 1 3 37 0 1 7 175
Capital investment and employment in the information sector 0 0 2 21 0 2 5 113
Country-specific shocks and optimal monetary policy 0 0 0 24 0 2 3 73
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 0 64 1 1 1 240
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 0 25 0 0 2 55
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 1 34 0 0 2 89
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 1 7 24 1 3 22 66
Fear and Closed-End Fund discounts 0 0 0 28 0 0 0 74
Fiscal Policy Effects on U.S. Labor Market 1 3 3 3 3 8 8 8
Forecasting financial stress indices in Korea: a factor model approach 0 1 6 17 1 2 14 60
Forecasting financial vulnerability in the USA: A factor model approach 0 1 12 25 0 3 21 52
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 1 1 86 0 1 6 279
Generalized impulse response analysis: General or Extreme? 0 1 2 16 3 8 13 89
Half-life bias correction and the G7 stock markets 0 0 3 46 0 0 6 153
How do oil price shocks affect consumer prices? 0 0 7 68 0 0 16 235
Hysteresis vs. natural rate of US unemployment 0 0 0 70 0 0 3 272
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 3 8 26 0 4 14 61
Investigating properties of commodity price responses to real and nominal shocks 0 1 4 19 0 1 7 60
Is good news for Donald Trump bad news for the Peso? 0 0 0 23 1 1 3 72
London calling: Nonlinear mean reversion across national stock markets 0 0 6 24 0 0 8 80
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 0 8 0 0 2 56
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 1 38 0 0 2 165
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 0 38 0 0 0 147
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 1 73 0 0 4 238
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 1 14 0 0 3 73
Policy coordination and the effectiveness of fiscal stimulus 0 2 2 2 3 7 7 7
Purchasing Power Parity and the Taylor Rule 1 1 3 49 2 3 8 152
Reassessing the link between the Japanese yen and emerging Asian currencies 0 1 2 48 0 2 3 236
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 4 51 1 4 16 210
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 1 1 28 0 2 3 83
The Exchange Rate and US Tourism Trade, 1973–2007 0 1 2 5 0 1 2 12
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 1 14 0 1 4 63
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 1 20
The determinants of the benchmark interest rates in China 0 0 4 34 1 1 5 122
The effects of government spending shocks on the trade account balance in Korea 0 1 2 43 0 2 4 134
The real exchange rate and the balance of trade in US tourism 0 1 3 66 1 2 12 215
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 5 13 0 1 11 21
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 1 1 2 55 1 2 7 212
Wages in a factor proportions model with energy input 0 0 0 13 0 0 0 71
What Drives Commodity Prices? 0 2 8 75 0 2 19 188
Total Journal Articles 3 26 119 1,472 20 75 321 5,165
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 2 0 1 4 20
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 1 16 0 0 6 74
Total Chapters 0 0 1 18 0 1 10 94

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Statistics updated 2023-06-05