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 1 3 240
A Nonparametric Study of Real Exchange Rate Persistence over a Century 0 0 0 68 0 2 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 2 3 271
Are Global Food Prices Becoming More Volatile and More Persistent? 0 1 2 70 0 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 2 2 2 17 3 3 3 52
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 28 0 0 0 66
Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data 0 0 5 5 2 7 22 22
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 0 2 3 476
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 1 4 4 374
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 0 1 6 33
Consumer Spending on Entertainment and the Great Recession 0 0 5 113 5 8 36 555
Dissecting the Heterogeneity of China's Regional Housing Markets 0 4 4 4 4 11 11 11
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 0 3 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 34 0 0 0 140
Examining the Evidence of Purchasing Power Parity by Recursive Mean Adjustment 0 0 0 38 2 2 2 146
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 and the Role of Energy Prices 0 0 0 24 0 1 4 66
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 0 2 105
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 0 3 210
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 6 55
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 1 2 3 38
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 43 2 4 6 120
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 3 106 0 2 19 199
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 0 1 2 175
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 1 25 2 3 6 81
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 0 1 2 84
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 1 2 4 59
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 0 1 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 0 1 3 56
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 21 0 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 3 8 218
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 0 40 0 0 7 77
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 1 38 0 0 3 70
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 79 1 1 4 247
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 316 1 5 12 959
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 2 4 96
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 89 0 0 1 264
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 0 2 95
How Does the Oil Price Shock Affect Consumers? 0 0 0 29 0 0 1 113
How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach 8 8 8 8 9 9 9 9
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 0 11 11 1 5 26 26
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 46 0 0 2 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 0 1 1 39
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 0 2 78
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 18 0 1 4 59
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 63 0 1 2 149
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 1 1 2 50
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 1 2 11 0 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 5 0 1 6 67
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 0 1 4 151
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 5 12 1 3 16 36
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 2 55 0 1 5 126
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 2 4 253
Purchasing Power Parity and the Taylor Rule 0 0 1 126 1 1 7 465
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 0 219
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 0 1 2 235
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 0 73 0 1 4 206
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 80 1 1 3 167
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 US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 1 5 748
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 1 1 2 17
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 0 1 2 35
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 1 50
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 58 0 0 3 80
The Deepening Divide Within the Rich as a Key Driver of U.S. Economic Inequality 1 4 4 4 6 13 13 13
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 0 0 51
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 0 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 Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 1 2 8 8 1 4 18 18
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 14 0 0 1 140
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 0 1 113
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 1 1 2 187
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 2 22
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 1 2 5 0 2 11 18
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 1 3 32 0 3 6 46
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 1 1 2 5 1 1 7 20
Trend-Breaks and the Persistence of Closed-End Fund Discounts 0 1 3 3 5 12 16 16
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 15 0 0 4 45
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 0 2 45
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 0 3 111
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 1 1 1 27 3 4 6 54
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 11 0 0 1 36
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 0 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? 0 0 1 39 0 0 6 90
Was the KORUS FTA a Horrible Deal? 2 3 3 3 5 7 7 7
Was the KORUS FTA a Horrible Deal? 0 3 4 4 0 8 17 17
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 23 0 0 4 30
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 3 19 1 5 14 57
What Drives Commodity Prices? 0 0 1 180 1 1 6 410
What Drives Commodity Prices? 0 0 0 195 1 1 3 518
What Drives Commodity Prices? 0 0 0 50 0 0 1 168
Total Working Papers 16 35 101 6,144 68 183 574 17,885

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 2 78 0 1 3 212
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 0 1 1 116
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 2 2 6 21 2 2 11 70
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 0 1 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 0 2 7 253
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 1 26 0 1 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 1 1 2 29 1 2 12 100
Fear and Closed-End Fund discounts 0 0 2 31 0 1 5 81
Fiscal Policy Effects on U.S. Labor Market 3 8 11 26 5 11 26 70
Forecasting financial stress indices in Korea: a factor model approach 1 2 3 26 1 6 11 85
Forecasting financial vulnerability in the USA: A factor model approach 0 0 2 37 0 1 6 75
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 0 91 0 0 4 292
Generalized impulse response analysis: General or Extreme? 0 0 0 20 1 1 2 106
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? 0 1 5 84 0 3 11 269
Hysteresis vs. natural rate of US unemployment 0 0 1 73 1 1 3 281
Improving forecast accuracy of financial vulnerability: PLS factor model approach 2 2 2 31 2 4 9 84
Investigating properties of commodity price responses to real and nominal shocks 0 1 3 27 0 4 8 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 0 1 1 26 0 1 7 96
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 1 12 0 0 4 66
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 0 1 3 168
Nonlinear mean reversion in the G7 stock markets 0 0 1 101 0 0 5 319
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 1 3 41 0 3 8 156
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 2 75 0 0 9 249
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 1 16 0 2 6 84
Policy coordination and the effectiveness of fiscal stimulus 0 0 7 13 2 3 18 40
Purchasing Power Parity and the Taylor Rule 1 1 2 52 1 2 5 160
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 0 50 0 2 5 256
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 1 55 0 0 2 223
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 0 30 0 1 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 0 2 46 0 0 3 142
The real exchange rate and the balance of trade in US tourism 0 0 0 70 0 0 1 224
U.S. presidential election polls and the economic prospects of China and Mexico 0 0 2 15 0 0 8 35
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 0 1 2 219
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? 0 6 9 9 1 12 26 26
Total Journal Articles 10 29 86 1,774 17 77 271 6,111

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

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Statistics updated 2025-10-06