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 0 0 0 235
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 2 68 0 0 3 62
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 3 107 0 0 5 113
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 3 254
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 0 1 63 0 0 4 130
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 0 2 32
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 3 12 0 4 20 37
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 1 102 0 0 3 465
Bias Correction and Out-of-Sample Forecast Accuracy 0 1 1 100 0 1 2 367
Capital Investment and Employment in the Information Sector 0 0 0 27 1 1 22 150
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 0 27 0 0 4 23
Consumer Spending on Entertainment and the Great Recession 0 1 7 85 1 25 65 459
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 0 1 75
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 3 94 0 0 5 172
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 1 34 0 0 1 140
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 1 23 0 0 7 58
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 1 1 6 32 1 2 9 57
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 1 4 95
Factor Proportions Wages in a Structural Vector Autoregression 0 0 1 38 0 0 2 206
Fear and Closed-End Fund Discounts 0 0 0 19 0 0 1 95
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 1 3 54 1 2 7 230
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 40 0 0 3 106
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 0 0 3 29
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 1 1 7 90 2 4 25 149
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 81 0 1 12 162
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 3 0 0 1 50
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 0 0 7 77
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 1 34 0 0 12 105
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 23 3 5 10 65
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 1 8 116
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 31 0 0 3 47
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 0 1 51
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 20 0 0 4 33
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 62 0 0 1 113
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 1 1 3 34 1 2 13 188
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 1 33 0 0 3 56
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 78 0 2 7 235
Generalized Impulse Response Analysis: General or Extreme? 0 0 3 314 1 2 17 932
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 28 0 0 1 81
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 1 36 0 0 3 90
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 0 1 67
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 30 0 0 0 56
How Do Oil Price Shocks Affect Consumer Prices? 0 1 4 63 0 1 9 119
How Does the Oil Price Shock Affect Consumers? 0 0 2 89 0 0 3 261
How Does the Oil Price Shock Affect Consumers? 0 0 0 28 0 0 2 110
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 0 1 93
Hysteresis vs. Natural Rate of US Unemployment 0 0 0 93 1 1 6 500
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 0 1 30
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 2 44 1 1 4 54
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 80 0 0 2 65
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 0 27 0 0 0 33
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 1 1 1 18 1 3 4 53
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 1 1 1 73
Is Good News for Donald Trump Bad News for the Peso? 0 1 2 59 0 1 5 159
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 9 0 0 5 81
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 0 1 46
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 1 23 0 0 1 74
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 1 33 0 0 2 116
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 0 2 329
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 0 19 0 1 3 79
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 2 33 0 1 12 132
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 1 3 61
Policy Coordination and the Effectiveness of Fiscal Stimulus 3 5 10 10 5 12 22 22
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 1 53 0 0 2 117
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 1 216
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 0 1 245
Purchasing Power Parity and the Taylor Rule 0 0 1 123 0 0 5 454
Purchasing power parity and the Taylor rule 0 0 1 54 1 1 8 110
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 1 159
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 1 4 303
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 0 2 740
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 11 11 11 11 4 5 5 5
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 1 5 11 0 3 12 23
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 3 51
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 2 45
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 0 6 76
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 0 1 122
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 0 0 50
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 61 0 0 2 102
The Exchange Rate and US Tourism Balance of Trade 0 0 1 125 0 0 5 446
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 28 0 0 3 71
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 14 0 0 2 139
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 1 36 0 0 3 111
The US Tourism Trade Balance and Exchange Rate Shock 0 0 1 62 0 0 1 221
The Yen Real Exchange Rate May Not Be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 1 40 0 0 2 183
The Yen Real Exchange Rate May Not be Stationary After All: New Evidence from Non-linear Unit-Root Tests 0 0 0 1 0 0 3 15
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 1 1 1 13 1 1 7 30
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 2 12 0 5 8 43
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 9 9 0 0 23 26
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 35 0 0 4 74
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 46 0 0 6 123
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 25 0 0 4 43
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 1 4 363
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 0 1 37 0 0 1 183
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 0 0 2 74
Was the KORUS FTA a Horrible Deal? 1 17 17 17 2 28 28 28
What Drives Commodity Prices? 1 1 2 175 1 1 10 394
What Drives Commodity Prices? 0 0 1 49 0 0 4 163
What Drives Commodity Prices? 0 0 0 194 0 0 1 509
Total Working Papers 21 45 130 5,707 30 123 570 16,228

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 1 4 72 1 2 7 203
A nonparametric study of real exchange rate persistence over a century 0 0 4 15 0 0 10 77
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 1 25 0 0 1 109
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 3 3 3 3 11 11 11
Bias correction and out-of-sample forecast accuracy 0 0 2 34 0 2 10 170
Capital investment and employment in the information sector 0 0 1 19 1 1 4 109
Country-specific shocks and optimal monetary policy 0 0 2 24 0 0 3 70
Determinants of stock market comovements among US and emerging economies during the US financial crisis 0 0 4 64 0 0 11 239
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 2 25 0 1 3 54
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 2 33 0 1 3 88
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 2 17 19 1 6 37 50
Fear and Closed-End Fund discounts 0 0 1 28 0 0 2 74
Forecasting financial stress indices in Korea: a factor model approach 0 2 8 13 1 6 19 52
Forecasting financial vulnerability in the USA: A factor model approach 1 5 12 18 1 6 24 37
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 1 85 0 4 8 277
Half-life bias correction and the G7 stock markets 0 1 4 44 0 2 5 149
How do oil price shocks affect consumer prices? 0 2 9 63 2 6 21 225
Hysteresis vs. natural rate of US unemployment 0 0 2 70 0 0 7 269
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 3 12 21 1 5 19 52
Investigating properties of commodity price responses to real and nominal shocks 0 2 7 17 0 3 16 56
Is good news for Donald Trump bad news for the Peso? 0 0 3 23 0 2 9 71
London calling: Nonlinear mean reversion across national stock markets 1 3 9 21 1 4 12 76
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 2 8 1 1 4 55
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 1 2 38 0 2 5 165
Nonlinear mean reversion in the G7 stock markets 0 1 4 98 0 1 4 308
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 0 38 0 0 1 147
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 1 3 73 2 3 6 237
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 1 4 14 0 2 8 72
Purchasing Power Parity and the Taylor Rule 0 0 6 46 0 0 16 144
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 1 46 0 0 2 233
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 1 8 48 2 3 18 197
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 1 27 0 0 5 80
The Exchange Rate and US Tourism Trade, 1973–2007 0 0 1 3 0 0 1 10
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 1 4 14 0 2 8 61
The determinants of the benchmark interest rates in China 0 2 5 32 0 2 10 119
The effects of government spending shocks on the trade account balance in Korea 0 1 5 42 0 2 9 132
The real exchange rate and the balance of trade in US tourism 0 1 6 64 1 3 14 206
U.S. presidential election polls and the economic prospects of China and Mexico 0 2 10 10 1 4 14 14
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 2 53 0 3 5 208
Wages in a factor proportions model with energy input 0 0 3 13 0 0 4 71
What Drives Commodity Prices? 2 2 10 69 7 10 32 179
Total Journal Articles 4 38 187 1,472 26 100 408 5,156

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 1 2 0 1 3 17
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 0 1 15 3 5 12 73
Total Chapters 0 0 2 17 3 6 15 90

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Statistics updated 2022-09-05