Access Statistics for Yongcheol Shin

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 Long-run Structural Macro-econometric Model of the UK 0 0 0 0 0 1 4 1,082
A Nonlinear Panel Data Model of Cross-Sectional Dependence 0 0 1 132 0 1 3 282
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 1 2 0 0 3 14
A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models 0 0 0 173 0 1 1 607
A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models 0 0 0 211 0 0 1 514
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 3 6 11 3,172
A long run structural macroeconometric model of the UK 0 0 2 1,215 0 3 8 2,072
A long run structural macroeconometric model of the UK (first version) 0 1 1 14 0 1 1 231
A structural cointegrating VAR approach to macroeconometric modelling 1 2 3 921 2 3 5 1,426
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 31 87 323 8,705
Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics 0 0 1 74 0 0 1 218
Bounds Testing Approaches to the Analysis of Long Run Relationships 0 1 15 1,798 4 9 53 3,483
Bounds Testing Approaches to the Analysis of Long-run Relationships 1 3 7 1,619 5 11 23 4,070
Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 1 65 1 1 3 74
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 0 0 1 922
Dynamic Network Quantile Regression Model 1 1 3 44 1 1 7 44
Dynamic Panels with Threshold Effect and Endogeneity 0 1 8 268 3 7 22 772
Dynamic Quantile Panel Data Models with Interactive Effects 2 3 15 42 2 3 27 62
Dynamic Spatial Network Quantile Autoregression 1 1 4 28 2 2 10 41
Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure 0 0 1 85 0 0 1 131
Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure 0 0 2 85 1 2 7 150
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 0 0 165 0 0 1 419
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 0 0 0 473 0 0 0 1,410
Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy 0 0 0 122 0 1 4 394
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 0 0 1 212 0 0 3 713
Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks 0 0 0 0 0 0 0 891
GLS Detrending for Nonlinear Unit Root Tests 0 0 0 1 0 0 0 6
GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks 0 0 0 272 0 0 3 763
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 1 5 31 4,254
Globalisation and Technological Convergence in the EU 0 0 0 13 0 0 1 81
Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors 1 2 3 1,212 5 6 8 2,883
Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors 0 0 0 120 1 2 4 373
International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach 0 0 2 77 0 0 2 200
Long-Run Structural Modelling 1 2 2 1,002 4 5 17 1,895
Long-Run Structural Modelling 0 0 0 0 0 3 9 707
Mapping Korea's International Linkages using Generalised Connectedness Measures 0 0 0 1 0 0 2 27
Mean Group Tests for Stationarity in Heterogeneous Panels 0 0 0 122 0 0 2 447
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 0 1 62 1 2 3 48
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 6 21 79 2,326
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels 4 8 55 5,763 21 44 194 14,880
Quantifying Informational Linkages in a Global Model of Currency Spot Markets 0 0 0 58 0 0 3 100
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 2 113 0 0 9 326
Recent Developments of the Autoregressive Distributed Lag Modelling Framework 2 3 10 280 2 5 19 250
Reflections on "Testing for Unit Roots in Heterogeneous Panels" 1 1 3 115 1 1 4 73
Reflections on “Testing for Unit Roots in Heterogeneous Panels” 0 0 0 41 0 0 2 16
Regional Productivity Network in the EU 1 1 4 36 1 1 6 29
Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis 0 0 0 48 1 1 1 147
Spatial Attendance Spillover in the European Football Leagues 0 0 1 19 0 0 2 63
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 2 5 13 1,982
Structural analysis of vector error correction models with exogenous I(1) variables 0 0 0 933 0 0 3 2,166
Structural analysis of vector error correction models with exogenous I(1) variables 0 0 0 4 3 4 7 501
TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach 0 0 0 10 0 0 1 68
Testing for Cointegration in Nonlinear STAR Error Correction Models 0 0 0 3 0 0 0 26
Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels 0 0 1 53 0 0 1 102
Testing for Nonstationary Long Memory against Nonlinear Ergodic Models 0 0 0 0 0 0 2 4
Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors 0 0 1 49 0 0 1 203
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 2 10 43 3,086
Testing for a Linear Unit Root against Nonlinear Threshold Stationarity 0 0 0 109 1 1 2 321
Testing for a Unit Root against Nonlinear STAR Models 0 0 0 182 0 0 1 645
Testing for a Unit Root against Nonlinear STAR Models 1 1 1 161 1 2 2 322
Testing for nonlinear cointegration between stock prices and dividends 0 1 1 193 0 1 1 426
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 29 58 223 5,549
The Asymmetric Response of Dividends to Earnings News 0 0 1 8 1 2 12 42
The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany 0 0 1 131 2 2 4 333
Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry 0 0 1 89 0 0 2 743
Trade, Technology and Wage Inequality in the South African Manufacturing Sectors 0 0 0 187 0 0 3 571
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model 2 8 36 501 8 24 128 1,534
Unit Root Tests in Three-Regime SETAR Models 0 0 0 240 0 1 1 659
Unit Root Tests in Three-Regime SETAR Models 0 0 0 0 6 6 6 21
What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis 0 0 0 34 0 0 3 67
Total Working Papers 19 40 192 19,990 154 352 1,383 81,164
6 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Long run structural macroeconometric model of the UK 0 0 0 546 0 1 8 1,248
A Parametric approach to testing the null of cointegration 0 0 0 1 0 0 0 5
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration 1 2 4 178 2 4 12 443
A nonlinear panel data model of cross-sectional dependence 0 0 1 90 0 0 2 247
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects 0 0 0 0 0 0 1 2
Asymmetric adjustment toward optimal capital structure: Evidence from a crisis 0 2 4 58 2 7 18 292
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models 0 2 5 54 1 11 25 271
Bounds testing approaches to the analysis of level relationships 11 31 199 6,585 35 93 488 14,432
Canonical correlation-based model selection for the multilevel factors 0 0 1 8 0 3 8 24
Cointegration and speed of convergence to equilibrium 3 4 10 717 8 11 41 1,487
Comments on: Panel data analysis—advantages and challenges 0 0 0 16 0 0 0 53
Dynamic Network Quantile Regression Model 0 0 2 2 0 0 7 7
Dynamic panels with threshold effect and endogeneity 5 10 29 411 11 29 115 1,269
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure 0 0 1 13 0 1 7 42
Estimation and inference in heterogeneous spatial panels with a multifactor error structure 0 2 4 15 0 2 14 44
Exploring international linkages using generalised connectedness measures: The case of Korea 0 0 1 18 0 0 1 57
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 0 0 2 39 2 3 7 159
Forecasting distributions of inflation rates: the functional auto-regressive approach 0 0 1 14 0 1 3 48
GLS detrending-based unit root tests in nonlinear STAR and SETAR models 0 0 0 54 0 1 2 135
Generalized impulse response analysis in linear multivariate models 9 23 83 3,215 27 66 249 7,551
Globalisation and technological convergence in the EU 0 0 0 19 0 0 0 101
Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure 0 0 0 6 0 1 2 25
Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors 5 5 6 447 7 7 15 1,110
In search of robust methods for dynamic panel data models in empirical corporate finance 0 0 4 81 0 1 9 254
Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach 0 0 0 45 0 0 0 125
LONG-RUN STRUCTURAL MODELLING 0 1 2 267 0 3 7 772
Mean group tests for stationarity in heterogeneous panels 0 0 0 44 0 1 3 192
Measuring the Connectedness of the Global Economy 0 0 2 7 0 0 8 35
Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels 0 0 0 23 0 0 0 79
Noise Momentum Around the World 0 0 0 5 0 1 1 30
Nonlinear limits to arbitrage 0 0 0 2 0 1 1 8
Nonlinear mean reversion in real exchange rates 0 0 1 64 0 0 1 167
On stationary tests in the presence of structural breaks 0 0 0 38 0 0 1 105
On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK 0 0 0 31 1 1 2 115
On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK 1 1 1 4 1 1 1 14
Optimal Test for Markov Switching GARCH Models 0 0 0 62 0 2 2 189
Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework 0 1 3 79 0 1 4 172
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 14 29 108 171 29 64 240 368
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 1 16 210 2 5 37 761
Recent developments of the autoregressive distributed lag modelling framework 0 2 5 21 1 5 15 55
Reprint of: Testing for unit roots in heterogeneous panels 0 0 2 5 0 2 8 17
Structural analysis of vector error correction models with exogenous I(1) variables 0 3 14 757 1 7 47 1,678
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS 0 0 0 130 0 0 2 306
Taxation and the asymmetric adjustment of selected retail energy prices in the UK 3 4 9 43 3 4 15 130
Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors 0 0 5 51 0 0 5 107
Testing for a unit root in the nonlinear STAR framework 0 0 5 842 0 3 16 1,907
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects 0 0 0 0 0 1 2 3
Testing for unit roots in heterogeneous panels 6 12 60 4,624 33 53 255 12,958
Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model 0 0 0 36 0 0 0 140
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root? 9 22 103 3,121 31 71 287 9,881
The Effects of Oil Price on the Korean Economy: A Global VAR Approach 0 1 1 10 1 2 3 34
The KPSS stationarity test as a unit root test 0 1 6 1,207 4 7 21 2,736
The asymmetric response of dividends to earnings news 0 0 3 4 0 0 3 9
Trade, Technology and the Labour Market: The Case of South Africa-super- 0 0 1 39 0 0 1 83
Unit root tests in three-regime SETAR models 0 0 0 52 0 1 3 346
What is mine is yours: Sovereign risk transmission during the European debt crisis 0 0 2 2 1 2 7 11
Total Journal Articles 68 159 706 24,583 203 480 2,032 62,839


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 1 2 8 526
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 1 1 4 296
Total Books 0 0 0 0 2 3 12 822


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multilateral Resistance and the Euro Effects on Trade Flows 0 0 0 0 0 0 2 10
Testing for Cointegration in Markov Switching Error Correction Models 0 2 3 15 2 4 7 56
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects 0 0 0 0 1 2 3 3
Total Chapters 0 2 3 15 3 6 12 69


Statistics updated 2025-06-06