Access Statistics for Hahn Shik LEE

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
Housing market volatility connectedness among G7 countries 0 1 1 72 0 4 8 164
Improving the Predictive Power of Spreads for Economic Activity: Decomposition Methods 0 0 0 29 0 3 9 56
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 1 4 9 163
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 0 4 8 688
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 0 4 11 90
On the (MIS)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data 0 0 0 0 0 1 7 453
On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data 0 0 0 0 0 2 12 234
On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data 0 0 0 35 0 3 8 151
Seasonal Time Series and Autocorrelation Function Estimation 0 0 0 1,084 1 2 7 7,439
Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation 0 0 0 0 0 2 4 74
Testing for Unit Roots in Sesonal Time Series; Some Theoretical and Monte Carlo Investigation 0 0 0 0 0 3 8 271
The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991 0 0 0 0 0 2 5 230
The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data 0 0 0 0 0 3 16 923
Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence 0 0 0 0 0 2 12 336
Total Working Papers 0 1 1 1,308 2 39 124 11,272

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the critical values for the maximum likelihood (seasonal) cointegration tests 0 0 0 32 0 1 8 103
COMMON FEATURES IN EAST ASIAN STOCK MARKETS: LONG-TERM AND SHORT-TERM COMOVEMENTS BETWEEN CHINA AND KOREA 0 0 0 1 1 2 5 36
Connectedness among Northeast Asian Housing Markets and Business Cycles 0 0 1 9 1 3 12 42
Cross-regional connectedness in the Korean housing market 1 1 2 24 1 4 12 77
Economic Effect of Zoning Regulations on Korea's Small and Medium‐Sized Retailers* 0 0 2 7 0 4 13 30
Housing market volatility connectedness among G7 countries 0 0 1 7 0 6 10 48
Improving the Predictive Power of Spreads for Economic Activity: A Wavelet Method 0 0 0 12 0 1 5 73
International transmission of stock market movements: a wavelet analysis 0 0 0 280 0 1 13 763
Maximum likelihood inference on cointegration and seasonal cointegration 0 0 1 219 1 2 10 510
On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data 0 0 0 0 0 2 11 313
Predictability of Term Spread for Economic Activity with Liquidity Premium Theory 0 0 1 7 0 2 7 49
Seasonal Time Series and Autocorrelation Function Estimation 0 0 0 0 0 0 6 14
Spurious deterministic seasonality 0 0 0 30 1 2 6 121
Testing for unit roots in seasonal time series: Some theoretical extensions and a Monte Carlo investigation 0 0 2 236 1 1 11 589
The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991 0 0 0 7 0 0 4 151
The Japanese consumption function 0 0 0 182 0 1 11 529
The role of seasonality in economic time series reinterpreting money-output causality in U.S. data 0 0 0 52 0 3 11 187
Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence 0 0 0 38 0 3 8 227
Total Journal Articles 1 1 10 1,143 6 38 163 3,862

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10