Refereed Publications
-
Cheng, Ka Ming,
Hyeongwoo Kim,
and Henry
Thompson (Forthcoming), "The
Exchange Rate
and US Tourism
Trade, 1973-2007," Accepted for
publication,
Tourism
Economics.
-
Cheng, Ka Ming,
Hyeongwoo Kim,
and Henry
Thompson (2013), "The
Real Exchange
Rate and the
Balance of Trade
in US Tourism,"
International
Review of
Economics &
Finance 25,
122-128.
-
Kim, Hyeongwoo and
Young-Kyu Moh (2012), "Examining
the Evidence of
Purchansing
Power Parity by
Recursive Mean
Adjustment,"
Economic
Modelling
29-5, 1850-1857.
-
Kim, Hyeongwoo
and Nazif Durmaz
(2012),
"Bias Correction and Out-of-Sample Forecast Accuracy,"
International
Journal of
Forecasting
28, 575-586.
-
Kim, Hyeongwoo
(2012),
"VECM Estimations of the PPP Reversion Rate Revisited:
The Conventional Role of Relative Price Adjustment
Restored,"
Journal of
Macroeconomics
34-1, 223-238.
-
Cheng, Ka Ming,
Nazif Durmaz,
Hyeongwoo Kim,
and Michael
Stern (2012),
"Hysteresis
vs. Natural Rate
of US
Unemployment,"
Economic
Modelling
29-2, 428-434.
-
Beard,
T. Randolph, John Jackson, David Kaserman, and
Hyeongwoo Kim (2012), "Time-Series Analysis of U.S. Kidney Transplantation and
the Waiting List: Donor Substitution Effects,"
Empirical Economics
42-1, 261-277.
-
Chen, Shu-Ling and Hyeongwoo Kim (2011), "Nonlinear Mean Reversion across National
Stock Markets: Evidence from Emerging
Asian Markets,"
International Economic Journal
25-2, 239-250.
-
Kim, Hyeongwoo and
Young-Kyu Moh (2010), "A
Century of Purchasing Power Parity Confirmed: The Role
of Nonlinearity,"
Journal of International Money and Finance 29-7,
1398-1405.
-
Kim, Hyeongwoo, Liliana Stern, and Michael Stern (2010), "Half-Life Bias Correction and the G7 Stock Markets,"
Economics Letters 109-1, 1-3.
-
Kim, Hyeongwoo
(2009), "On
the Usefulness of the Contrarian Strategy Across
National Stock Markets: A Grid Bootstrap Analysis,"
Journal of Empirical Finance 16-5,
734-744.
-
Kim, Hyeongwoo,
Liliana Stern, and Michael Stern (2009), "Nonlinear
Mean Reversion in the G7 Stock Markets,"
Applied
Financial Economics 19-5, 347-355.
-
Kim, Hyeongwoo and
Young-Kyu Moh (2009), ''On
the Importance of Span of the Data in Univariate
Estimation of the Persistence in Real Exchange Rates'',
Economics Bulletin 29-1, 129-140.
-
Kim, Hyeongwoo, John
Jackson, and Richard Saba (2009), "Forecasting
the FOMC's Interest Rate Setting Behavior: A Further
Analysis," Journal of Forecasting 28-2,
145-165.
-
Kim, Hyeongwoo
(2008), "Country-Specific
Shocks and Optimal Monetary Policy,"
Economics
Bulletin 5-23, 1-9.
Book
Chapters
Non-Refereed Publications
- Beard, T. Randolph, George S. Ford,
Hyeongwoo Kim, and Lawrence J. Spiwak (2011), "Can
Government
Spending Get
America Working
Again?"
Phoenix Center Policy
Bulletin No.
31 (Press
Release,
PR Newswire,
CNBC,
US News)
- Beard, T. Randolph, George S. Ford,
Hyeongwoo Kim, and Lawrence J. Spiwak (2011), "Regulatory
Expenditures,
Economic Growth and
Jobs: An Empirical
Study,"
Phoenix Center Policy
Bulletin No. 28 (Press
Release,
PR Newswire,
US News)
-
Beard, T. Randolph, George S. Ford, and Hyeongwoo Kim
(2010), "Jobs,
Jobs, Jobs: Communications Policy and Employment Effects
in the Information Sector,"
Phoenix Center Policy
Bulletin No. 25 (Press
Release,
PR Newswire,
US News)
Working
Papers
-
Spillover Effects of the US
Financial Crisis on Financial Markets in Emerging
Asian Countries,
September 2012 (with Bong-Han Kim
and Bong-Soo Lee), Auburn Economics
Working Paper No. 2012-06
-
What Drives Commodity Prices?,
August 2012 (with Shu-Ling Chen, John Jackson, and
Pramesti Resiandini), MPRA Working Paper
No. 40711
-
Wages in a
Factor
Proportions
Model with
Energy Input,
July 2012,
Auburn Economics
Working Paper
No. 2012-05
-
Generalized Impulse Response Analysis: General or
Extreme?, July 2012,
Auburn Economics
Working Paper
No. 2012-04
-
The Short-Run
Pricing Behavior
of
Closed-End Funds: Bond
vs. Equity Funds,
May 2012 (with Seth
Anderson, Randy
Beard, and Liliana
Stern), Auburn
Economics Working
Paper No. 2012-03
-
The Yen Real
Exchange Rate
May Not Be
Stationary After
All: New
Evidence from
Non-linear
Unit-Root Tests,
November 2011
(with Young-Kyu
Moh), Auburn
Economics
Working Paper
No. 2012-2
-
Fear and
Closed-End Fund
Discounts:
Investor
Sentiment
Revisited,
August 2011 (with
Seth Anderson, Randy
Beard, and Liliana
Stern), Auburn
Economics Working
Paper No. 2011-11
-
Reassessing the Link between
the Japanese Yen and Emerging Asian Currencies,
April 2011 (with Bong-Han Kim and Hong-Ghi Min),
Auburn Economics Working Paper No. 2011-05
-
Purchasing Power Parity and the Taylor Rule,
January
2011 (with Masao Ogaki),
Auburn Economics Working Paper No. 2011-02
-
A Note on Real Exchange Rate Dynamics and the Taylor
Rule, February 2009
-
Half-Life Estimation
under the
Taylor Rule: Two Goods Model,
February 2007 (Presented
in
16th
Midwest Econometrics
Group Annual
Meeting,
October 2006)
-
Local-Currency
Pricing, Technology Diffusion, and the Optimal Interest
Rate Rule, April 2006
-
Half-Life Estimation
under the
Taylor Rule,
July 2005
-
Purchasing Power
Parity under a Taylor Rule Type Monetary Policy,
December 2004 (Presented in
14th Midwest Econometrics Group
Annual
Meeting,
October 2004)
Simple
but Useful Gauss Procedures
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