Access Statistics for Yongcheol Shin

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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 Long-run Structural Macro-econometric Model of the UK 0 0 0 0 0 4 9 1,066
A Nonlinear Panel Data Model of Cross-Sectional Dependence 2 2 2 129 2 2 3 272
A Nonlinear Panel Data Model of Cross-Sectional Dependence 1 3 5 17 2 4 14 59
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 0 1 0 0 1 9
A Nonlinear Panel Model of Cross-sectional Dependence 0 0 0 63 0 1 4 136
A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models 0 0 0 172 0 3 9 600
A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models 0 0 0 211 0 2 6 511
A Structural Cointegrating VAR Approach to Macroeconometric Modelling 0 0 0 0 0 2 17 3,138
A long run structural macroeconometric model of the UK 0 0 3 1,190 0 2 20 2,015
A long run structural macroeconometric model of the UK (first version) 0 0 3 11 0 2 9 227
A structural cointegrating VAR approach to macroeconometric modelling 0 1 7 913 0 2 14 1,407
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis 0 0 0 0 38 132 555 7,242
Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics 0 0 1 68 0 1 5 205
Bounds Testing Approaches to the Analysis of Long Run Relationships 1 2 8 1,739 6 13 50 3,264
Bounds Testing Approaches to the Analysis of Long-run Relationships 2 3 18 1,592 5 19 106 3,975
Canonical Correlation-based Model Selection for the Multilevel Factors 4 5 53 54 5 9 38 39
Cointegration and Speed of Convergence to Equilibrium 0 0 0 0 1 6 13 905
Dynamic Panels with Threshold Effect and Endogeneity 0 1 12 230 2 11 53 678
Dynamic Spatial Network Quantile Autoregression 1 1 16 16 1 1 5 5
Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure 0 0 9 82 0 1 22 123
Estimation and Inference in Heterogeneous Spatial Panel Data Models with a Multifactor Error Structure 2 6 24 57 2 10 55 84
Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy 0 0 2 164 0 5 12 411
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy 1 1 2 472 1 1 7 1,408
Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy 0 0 0 121 0 1 2 381
Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy 0 1 3 205 1 3 8 691
Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks 0 0 0 0 0 1 1 891
GLS Detrending for Nonlinear Unit Root Tests 0 1 1 167 0 3 6 346
GLS Detrending for Nonlinear Unit Root Tests 0 0 0 0 0 0 0 4
GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks 0 0 0 272 0 0 0 754
Generalised Impulse Response Analysis in Linear Multivariate Models 0 0 0 0 2 12 77 4,090
Globalisation and Technological Convergence in the EU 0 0 0 13 0 0 7 77
Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors 0 2 8 1,197 4 10 32 2,849
Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors 0 0 1 118 0 2 9 354
International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach 0 0 2 72 0 2 8 190
Long-Run Structural Modelling 0 0 6 994 0 2 21 1,855
Long-Run Structural Modelling 0 0 0 0 0 4 34 661
Mapping Korea's International Linkages using Generalised Connectedness Measures 0 0 0 1 0 2 3 20
Mean Group Tests for Stationarity in Heterogeneous Panels 0 0 0 122 1 4 10 442
Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors 0 1 53 53 2 6 22 22
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels 0 0 0 0 8 21 84 2,085
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels 14 47 205 5,333 35 144 853 13,401
Quantifying Informational Linkages in a Global Model of Currency Spot Markets 0 0 3 57 1 2 9 95
Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework 0 0 1 99 2 3 17 292
Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis 0 0 0 47 0 0 2 144
Spatial Attendance Spillover in the European Football Leagues 0 1 12 12 1 4 34 38
Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables 0 0 0 0 1 3 17 1,939
Structural analysis of vector error correction models with exogenous I(1) variables 0 0 4 915 2 3 19 2,121
Structural analysis of vector error correction models with exogenous I(1) variables (first version) 0 0 0 4 0 4 12 475
TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach 0 1 1 10 0 3 10 65
Testing for Cointegration in Nonlinear STAR Error Correction Models 0 0 0 1 1 1 5 15
Testing for Cointegration in Nonlinear STAR Error Correction Models 0 0 3 588 1 3 16 1,396
Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels 1 1 2 50 3 9 23 50
Testing for Nonstationary Long Memory against Nonlinear Ergodic Models 0 0 0 102 0 0 1 290
Testing for Nonstationary Long Memory against Nonlinear Ergodic Models 0 0 0 0 0 0 0 0
Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors 0 0 0 48 0 2 3 202
Testing for Unit Roots in Heterogeneous Panels 0 0 0 0 10 37 144 2,865
Testing for a Linear Unit Root against Nonlinear Threshold Stationarity 0 0 0 109 0 0 0 318
Testing for a Unit Root against Nonlinear STAR Models 0 0 0 182 0 0 8 635
Testing for a Unit Root against Nonlinear STAR Models 0 0 0 159 0 0 3 318
Testing for nonlinear cointegration between stock prices and dividends 0 0 1 192 0 0 3 420
Testing for the 'Existence of a Long-run Relationship' 0 0 0 0 28 96 412 4,567
The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany 2 3 9 125 2 4 15 312
Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry 0 1 8 84 1 3 26 732
Trade, Technology and Wage Inequality in the South African Manufacturing Sectors 0 1 6 179 0 4 15 547
Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model 4 26 74 175 14 55 198 373
Unit Root Tests in Three-Regime SETAR Models 0 0 0 0 0 1 2 12
Unit Root Tests in Three-Regime SETAR Models 0 0 1 239 1 2 10 645
Unit Root Tests in Three-Regime SETAR Models 0 0 0 221 0 3 5 511
What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis 0 0 2 32 0 0 9 59
Total Working Papers 35 111 571 19,479 186 692 3,222 76,328


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 2 546 0 4 15 1,182
A Parametric approach to testing the null of cointegration 0 0 0 0 0 0 0 2
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration 0 1 12 161 0 5 25 365
A nonlinear panel data model of cross-sectional dependence 1 2 5 80 1 4 13 221
Asymmetric adjustment toward optimal capital structure: Evidence from a crisis 0 2 7 45 1 9 30 194
Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models 0 1 1 42 3 8 24 209
Bounds testing approaches to the analysis of level relationships 14 50 297 5,882 38 144 721 12,740
Cointegration and speed of convergence to equilibrium 1 3 11 664 4 29 88 1,304
Comments on: Panel data analysis—advantages and challenges 0 0 0 16 0 0 4 51
Dynamic panels with threshold effect and endogeneity 6 17 62 215 26 58 209 686
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure 0 0 3 3 1 4 8 8
Exploring international linkages using generalised connectedness measures: The case of Korea 0 0 1 16 1 2 4 52
Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy 0 0 2 36 0 4 8 148
Forecasting distributions of inflation rates: the functional auto-regressive approach 0 0 3 13 1 2 7 43
GLS detrending-based unit root tests in nonlinear STAR and SETAR models 1 1 2 48 2 4 11 121
Generalized impulse response analysis in linear multivariate models 13 40 160 2,779 34 108 519 6,336
Globalisation and technological convergence in the EU 0 0 0 19 0 2 7 96
Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure 0 0 1 1 0 0 5 5
Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors 1 2 16 397 5 13 51 1,003
In search of robust methods for dynamic panel data models in empirical corporate finance 0 0 6 65 2 6 22 211
Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach 0 1 1 45 1 4 5 122
LONG-RUN STRUCTURAL MODELLING 1 2 6 254 3 7 47 729
Mean group tests for stationarity in heterogeneous panels 0 0 0 44 0 0 1 185
Measuring the Connectedness of the Global Economy 0 0 1 1 2 4 7 7
Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels 0 0 1 19 0 0 4 69
Noise Momentum Around the World 0 0 1 3 0 0 3 22
Nonlinear mean reversion in real exchange rates 0 0 0 61 1 1 2 160
On stationary tests in the presence of structural breaks 0 0 2 36 0 1 6 98
On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK 0 0 1 31 0 2 7 108
On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK 1 1 3 3 1 3 7 7
Optimal Test for Markov Switching GARCH Models 0 1 1 62 1 3 5 187
Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework 1 2 5 72 1 4 13 159
Quantile cointegration in the autoregressive distributed-lag modeling framework 1 7 34 114 11 37 134 466
Structural analysis of vector error correction models with exogenous I(1) variables 2 8 26 684 10 32 93 1,472
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS 0 0 2 129 0 2 10 296
Taxation and the asymmetric adjustment of selected retail energy prices in the UK 0 0 2 27 1 1 6 97
Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors 0 0 6 30 1 6 22 74
Testing for a unit root in the nonlinear STAR framework 5 11 63 765 14 33 131 1,729
Testing for unit roots in heterogeneous panels 10 42 216 4,213 53 175 802 11,271
Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model 0 0 0 36 0 1 4 134
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? 8 43 175 2,660 29 119 594 8,521
The Effects of Oil Price on the Korean Economy: A Global VAR Approach 0 0 0 8 0 1 4 29
The KPSS stationarity test as a unit root test 0 2 7 1,176 5 9 31 2,644
Trade, Technology and the Labour Market: The Case of South Africa-super- 0 0 0 37 0 1 1 78
Unit root tests in three-regime SETAR models 0 0 0 52 1 2 2 340
Total Journal Articles 66 239 1,144 21,590 254 854 3,712 53,981


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 4 7 49 448
Global and National Macroeconometric Modelling: A Long-Run Structural Approach 0 0 0 0 0 2 24 260
Total Books 0 0 0 0 4 9 73 708


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 1 1
Testing for Cointegration in Markov Switching Error Correction Models 0 0 4 9 0 1 12 42
Total Chapters 0 0 4 9 0 1 13 43


Statistics updated 2021-10-04