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 2 238
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 0 108 0 0 1 124
A Time-Series Analysis of U.S. Kidney Transplantation and the Waiting List: Donor Substitution Effects and "Dirty Altruism" 0 0 0 29 0 2 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 0 0 0 268
Are Global Food Prices Becoming More Volatile and More Persistent? 0 0 1 69 0 1 2 141
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 2 15 0 0 2 49
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 0 0 13 0 0 1 36
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 3 3 3 3 10 10 10
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 104 0 0 1 473
Bias Correction and Out-of-Sample Forecast Accuracy 0 0 0 100 0 0 0 370
Capital Investment and Employment in the Information Sector 0 1 1 30 0 1 2 181
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate 0 0 1 28 0 1 2 29
Consumer Spending on Entertainment and the Great Recession 1 3 7 112 5 10 26 532
Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach 0 0 0 45 0 0 1 79
Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach 0 0 0 95 0 0 0 176
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 0 0 0 144
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 1 24 0 0 1 62
Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices 0 0 0 33 0 0 1 66
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 35 0 0 2 67
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 0 50 0 0 1 103
Factor Proportions Wages in a Structural Vector Autoregression 0 0 0 38 1 1 3 209
Fear and Closed-End Fund Discounts 0 0 0 19 1 1 1 97
Fear and Closed-End Fund Discounts: Investor Sentiment Revisited 0 0 0 56 1 4 12 246
Fiscal Policy Effects on U.S. Labor Market 1 1 3 22 1 1 6 52
Fiscal Policy, Wages, and Jobs in the U.S 0 0 1 43 0 1 2 115
Fiscal Policy, Wages, and Jobs in the U.S 0 0 0 14 0 0 0 35
Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors 0 0 5 106 0 3 20 195
Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach 0 0 0 82 0 0 0 173
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 2 25 0 0 2 76
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 73 0 0 0 128
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 44 0 0 0 82
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 34 0 0 0 111
Forecasting Financial Stress Indices in Korea: A Factor Model Approach 0 0 0 5 0 0 0 55
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 0 3 63
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 63 0 0 1 116
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 1 21 0 0 2 39
Forecasting Financial Vulnerability in the US: A Factor Model Approach 0 0 0 36 0 0 1 53
Forecasting Net Charge-Off Rates of Banks: A PLS Approach 0 0 0 38 1 1 3 212
Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors 0 0 4 40 1 3 14 74
Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach 0 0 2 38 0 0 3 68
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 79 0 1 3 244
Generalized Impulse Response Analysis: General or Extreme? 0 0 0 316 0 0 10 951
Government Spending Shocks and Private Acitivity: The Role of Sentiments 0 0 0 29 0 0 0 83
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 32 0 0 0 70
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 37 0 0 0 92
Government Spending Shocks and Private Activity: The Role of Sentiments 0 0 0 31 0 1 1 60
How Do Oil Price Shocks Affect Consumer Prices? 0 0 0 63 0 0 2 124
How Does the Oil Price Shock Affect Consumers? 0 0 1 29 0 0 1 112
How Does the Oil Price Shock Affect Consumers? 0 0 0 89 0 0 1 263
How Does the Oil Price Shock Affect Consumers? 0 0 0 39 0 1 1 94
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 1 9 9 1 6 18 18
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 1 46 0 1 2 61
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 38 0 0 0 32
Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach 0 0 0 81 0 1 4 73
Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach 0 0 1 29 0 0 1 38
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 18 0 0 2 56
Investigating Properties of Commodity Price Responses to Real and Nominal Shocks 0 0 0 33 0 1 1 77
Is Good News for Donald Trump Bad News for the Peso? 0 0 0 60 0 0 2 164
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 63 0 0 0 147
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 8 0 0 0 48
London Calling: Nonlinear Mean Reversion across National Stock Markets 0 0 0 9 0 1 1 84
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 1 24 0 0 1 75
Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach 0 0 0 33 1 1 3 120
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 60 0 1 1 331
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 52 0 0 0 159
On the Effect of the Great Recession on US Household Expenditures for Entertainment 0 0 0 20 0 0 0 81
On the Time-Varying Relationship between Closed-End Fund Prices and Fundamentals: Bond vs. Equity Funds 0 0 0 35 0 1 1 153
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 5 0 4 4 65
Pitfalls in Testing for Cointegration between Inequality and the Real Income 0 0 0 34 0 1 3 149
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 0 7 0 0 0 32
Policy Coordination and the Effectiveness of Fiscal Stimulus 0 0 1 21 0 4 6 72
Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate 0 1 11 11 1 2 22 29
Price Adjustment to the Exchange Rate Shock in World Commodity Markets 0 0 1 54 0 1 3 123
Purchasing Power Parity and the Taylor Rule 0 0 0 75 0 0 3 219
Purchasing Power Parity and the Taylor Rule 0 0 0 84 0 1 4 250
Purchasing Power Parity and the Taylor Rule 0 1 1 126 1 3 3 461
Purchasing power parity and the Taylor rule 0 0 0 55 0 1 1 114
Reassessing the Link between the Japanese Yen and Emerging Asian Currencies 0 0 0 59 0 1 1 234
Revisiting the Empirical Inconsistency of the Permanent Income Hypothesis: Evidence from Rural China 0 0 1 73 1 1 4 204
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 118 0 0 0 304
Spillover Effects of the U.S. Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 80 0 0 0 164
Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries 0 0 0 178 0 0 1 744
Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate 0 0 0 2 0 0 0 15
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 22 0 0 1 39
Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate 0 0 0 13 0 0 0 33
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 58 0 2 2 79
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 2 49
Testing the Predictability of Consumption Growth: Evidence from China 0 0 0 57 0 0 1 54
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 143 0 0 9 134
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 62 0 0 0 103
The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach 0 0 0 34 0 0 0 51
The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data 1 4 5 5 2 7 10 10
The Exchange Rate and US Tourism Balance of Trade 0 0 1 127 0 0 2 452
The Heterogeneous Responses of the World Commodity Prices to Exchange Rate Shocks 0 0 0 29 0 0 0 72
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 36 0 0 0 112
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 0 63 0 0 3 226
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 1 185
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 1 21
Trend Breaks and the Persistence of Closed-End Fund Discounts 0 0 1 3 1 4 7 13
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 1 4 0 0 5 17
Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts 0 0 0 29 0 0 1 41
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 12 0 0 0 43
U.S. Presidential Election Polls and the Economic Prospects of China and Mexico 0 0 0 15 0 1 4 43
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 26 0 1 1 49
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 37 0 0 7 109
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 0 49 1 1 2 131
Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters 0 0 1 11 0 0 1 35
VECM Estimations of the PPP Reversion Rate Revisited: The Conventional Role of Relative Price Adjustment Restored 0 0 0 101 1 2 2 368
VECM estimations of the PPP reversion rate revisited: the conventional role of relative price adjustment restored 0 1 1 38 0 2 3 187
Wages in a Factor Proportions Model with Energy Input 0 0 0 13 0 1 1 75
Was the KORUS FTA a Horrible Deal? 0 0 1 1 0 2 6 6
Was the KORUS FTA a Horrible Deal? 0 1 2 39 0 1 12 89
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 2 10 19 0 2 35 50
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 1 2 19 1 2 4 20
What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors? 0 0 1 22 0 1 5 27
What Drives Commodity Prices? 0 0 0 195 0 1 1 516
What Drives Commodity Prices? 0 0 0 50 0 0 1 168
What Drives Commodity Prices? 0 0 2 180 0 1 7 407
Total Working Papers 3 20 90 6,090 25 108 378 17,519

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 77 0 1 4 211
A nonparametric study of real exchange rate persistence over a century 0 0 0 15 0 1 2 79
A time-series analysis of the U.S. kidney transplantation and the waiting list: donor substitution effects 0 0 2 27 0 0 4 115
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus 0 1 6 18 2 3 12 64
Bias correction and out-of-sample forecast accuracy 0 0 1 38 0 0 2 182
Capital investment and employment in the information sector 0 0 1 22 0 1 3 119
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 2 66 0 1 5 248
Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach 0 0 0 25 0 0 1 57
Examining the evidence of purchasing power parity by recursive mean adjustment 0 0 1 35 0 0 2 92
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices 0 0 2 28 1 2 14 95
Fear and Closed-End Fund discounts 0 1 1 30 1 2 2 78
Fiscal Policy Effects on U.S. Labor Market 1 1 5 18 2 4 19 54
Forecasting financial stress indices in Korea: a factor model approach 0 0 2 24 1 2 8 77
Forecasting financial vulnerability in the USA: A factor model approach 0 0 6 36 1 1 10 71
Forecasting the FOMC's interest rate setting behavior: a further analysis 0 0 3 91 0 1 6 291
Generalized impulse response analysis: General or Extreme? 0 0 1 20 1 1 5 105
Half-life bias correction and the G7 stock markets 0 0 4 50 0 0 4 159
How do oil price shocks affect consumer prices? 0 0 7 82 0 0 12 263
Hysteresis vs. natural rate of US unemployment 0 1 2 73 0 2 4 280
Improving forecast accuracy of financial vulnerability: PLS factor model approach 0 0 1 29 0 0 9 78
Investigating properties of commodity price responses to real and nominal shocks 0 0 4 26 0 1 8 74
Is good news for Donald Trump bad news for the Peso? 0 0 1 25 0 0 1 76
London calling: Nonlinear mean reversion across national stock markets 0 0 1 25 0 3 7 93
Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach 0 0 1 11 0 0 5 64
Nonlinear Mean Reversion across National Stock Markets: Evidence from Emerging Asian Markets 0 0 0 38 0 1 2 167
Nonlinear mean reversion in the G7 stock markets 0 0 1 101 1 2 5 318
On the Importance of Span of the Data in Univariate Estimation of the Persistence in Real Exchange Rates 0 0 0 38 0 1 1 149
On the usefulness of the contrarian strategy across national stock markets: A grid bootstrap analysis 0 0 1 74 0 1 6 245
PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME 0 0 1 16 0 2 6 82
Policy coordination and the effectiveness of fiscal stimulus 2 3 7 11 2 3 14 29
Purchasing Power Parity and the Taylor Rule 0 0 1 50 1 1 2 156
Reassessing the link between the Japanese yen and emerging Asian currencies 0 0 1 50 0 0 5 254
Spillover effects of the U.S. financial crisis on financial markets in emerging Asian countries 0 0 3 54 0 0 6 222
TESTING THE PREDICTABILITY OF CONSUMPTION GROWTH: EVIDENCE FROM CHINA 0 0 2 30 0 0 3 90
The Exchange Rate and US Tourism Trade, 1973–2007 0 1 1 7 0 1 2 16
The Short-Run Pricing Behavior of Closed-End Funds: Bond vs. Equity Funds 0 0 0 16 0 1 2 69
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 1 21
The determinants of the benchmark interest rates in China 0 0 1 36 0 1 2 127
The effects of government spending shocks on the trade account balance in Korea 0 0 0 44 0 0 2 139
The real exchange rate and the balance of trade in US tourism 0 0 0 70 0 1 2 224
U.S. presidential election polls and the economic prospects of China and Mexico 0 1 2 15 1 2 8 32
VECM estimations of the PPP reversion rate revisited: The conventional role of relative price adjustment restored 0 0 0 55 0 0 3 217
Wages in a factor proportions model with energy input 0 0 1 14 0 0 1 73
What Drives Commodity Prices? 0 1 7 87 0 2 13 214
What charge-off rates are predictable by macroeconomic latent factors? 0 0 2 2 0 3 7 7
Total Journal Articles 3 10 88 1,725 14 48 242 5,954

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 1 1 27
Spillover Effects from the US Financial Crises: Some Time-Series Evidence from National Stock Returns 0 1 2 19 1 4 6 84
Total Chapters 0 1 2 22 1 5 7 111

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Statistics updated 2025-04-04