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Noh-Sun Kwark

Personal Details

First Name:Noh-Sun
Middle Name:
Last Name:Kwark
Suffix:
RePEc Short-ID:pkw23
[This author has chosen not to make the email address public]
https://sites.google.com/view/nskwark/
Department of Economics, Sogang University, 35 Baekbeom-ro, Mapo-gu, Seoul 04107, Korea
+82-2-705-8770
Terminal Degree:1995 (from RePEc Genealogy)

Affiliation

College of Economics
Sogang University

Seoul, South Korea
https://econ.sogang.ac.kr/
RePEc:edi:ccsogkr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Noh-Sun Kwark & Eunseoung Ma, 2020. "Entrepreneurship and Income Distribution Dynamics: Why Is the Income Share of Top Income Earners Acyclical over the Business Cycle?," Departmental Working Papers 2020-03, Department of Economics, Louisiana State University.
  2. Noh-Sun Kwark & Changhyun Lee, 2020. "Asymmetric Effects of Financial Conditions on GDP Growth in Korea: A Quantile Regression Analysis," Working Papers 2005, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  3. Noh-Sun Kwark & Hosung Lim, 2017. "Price Stabilizing Effects of the FTAs: The Case of Korea (in Korean)," Working Papers 2017-3, Economic Research Institute, Bank of Korea.
  4. In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016. "A Multilevel Factor Model: Identification, Asymptotic Theory and Applications," Working Papers 1609, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  5. Noh-Sun Kwark & Eunseong Ma, 2016. "Entrepreneurship and Income Distribution Dynamics: Why Are Top Income Earners Unaffected by Business Cycles?," Working Papers 1608, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  6. Won-Gi Kim & Noh-Sun Kwark, 2012. "Leading Behavior of Interest Rate Term Spreads and Credit Risk Spreads in Korea," Working Papers 1203, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  7. Yongsung Chang & Noh-Sun Kwark, 2000. "Decomposition of Hours Based on Extensive and Intensive Margins of Labor," Econometric Society World Congress 2000 Contributed Papers 1416, Econometric Society.
  8. Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999. "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers 8/99, Monash University, Department of Econometrics and Business Statistics.
  9. Kwark, N.S. & Rhee, C., 1992. "Educational Wage Differential in Korea," RCER Working Papers 318, University of Rochester - Center for Economic Research (RCER).

Articles

  1. Noh‐Sun Kwark & Eunseong Ma, 2021. "Entrepreneurship And Income Distribution Dynamics: Why Is The Income Share Of Top Income Earners Acyclical Over The Business Cycle?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 321-356, February.
  2. Kwark, Noh-Sun & Lee, Changhyun, 2021. "Asymmetric effects of financial conditions on GDP growth in Korea: A quantile regression analysis," Economic Modelling, Elsevier, vol. 94(C), pages 351-369.
  3. Kwark, Noh-Sun & Lim, Hosung, 2020. "Have the free trade agreements reduced inflation rates?," Economics Letters, Elsevier, vol. 189(C).
  4. In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018. "A multilevel factor model: Identification, asymptotic theory and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
  5. Noh-Sun Kwark, 2013. "Determinants of Per Capita Income Volatility Across Countries Focusing on the Stabilization Effect of Government Spending (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 19(3), pages 79-110, September.
  6. Noh-Sun Kwark & Yong-Sang Shyn, 2006. "International R&D spillovers revisited: Human capital as an absorptive capacity for foreign technology," International Economic Journal, Taylor & Francis Journals, vol. 20(2), pages 179-196.
  7. Kwark, Noh-Sun, 2002. "Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator," Journal of Economic Dynamics and Control, Elsevier, vol. 26(2), pages 271-302, February.
  8. Chang, Yongsung & Kwark, Noh-Sun, 2001. "Decomposition of hours based on extensive and intensive margins of labor," Economics Letters, Elsevier, vol. 72(3), pages 361-367, September.
  9. Kwark, Noh-Sun, 1999. "Sources of international business fluctuations: Country-specific shocks or worldwide shocks?," Journal of International Economics, Elsevier, vol. 48(2), pages 367-385, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Noh-Sun Kwark & Eunseoung Ma, 2020. "Entrepreneurship and Income Distribution Dynamics: Why Is the Income Share of Top Income Earners Acyclical over the Business Cycle?," Departmental Working Papers 2020-03, Department of Economics, Louisiana State University.

    Cited by:

    1. Eunseong Ma & Daeha Cho, 2022. "The Heterogeneous Welfare Effects of Business Cycles," Working papers 2022rwp-204, Yonsei University, Yonsei Economics Research Institute.
    2. Naijia Guo & Charles Ka Yui Leung, 2021. "Do Elite Colleges Matter? The Impact on Entrepreneurship Decisions and Career Dynamics," ISER Discussion Paper 1126, Institute of Social and Economic Research, Osaka University.

  2. Noh-Sun Kwark & Changhyun Lee, 2020. "Asymmetric Effects of Financial Conditions on GDP Growth in Korea: A Quantile Regression Analysis," Working Papers 2005, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).

    Cited by:

    1. Xu, Qifa & Xu, Mengnan & Jiang, Cuixia & Fu, Weizhong, 2023. "Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China," Economic Systems, Elsevier, vol. 47(4).
    2. Mohsin, Muhammad & Taghizadeh-Hesary, Farhad & Shahbaz, Muhammad, 2022. "Nexus between financial development and energy poverty in Latin America," Energy Policy, Elsevier, vol. 165(C).
    3. Yoosoon Chang & Yong-gun Kim & Boreum Kwak & Joon Y. Park, 2024. "Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea," CAEPR Working Papers 2024-005 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    4. Wei, Lu & Jing, Haozhe & Huang, Jie & Deng, Yuqi & Jing, Zhongbo, 2023. "Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations," Economic Modelling, Elsevier, vol. 127(C).
    5. Lin Zhu & Jian He, 2024. "China financial stability and asymmetric implications for economic stability," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-29, February.

  3. In Choi & Dukpa Kim & Yun Jung Kim & Noh-Sun Kwark, 2016. "A Multilevel Factor Model: Identification, Asymptotic Theory and Applications," Working Papers 1609, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).

    Cited by:

    1. Shi Yafeng & Ai Chunrong & Yanlong Shi & Ying Tingting & Xu Qunfang, 2023. "Large covariance estimation using a factor model with common and group‐specific factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2217-2248, December.
    2. Sung Hoon Choi & Donggyu Kim, 2023. "Large Global Volatility Matrix Analysis Based on Observation Structural Information," Papers 2305.01464, arXiv.org, revised Feb 2024.
    3. Ergemen, Yunus Emre & Rodríguez-Caballero, C. Vladimir, 2023. "Estimation of a dynamic multi-level factor model with possible long-range dependence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 405-430.
    4. Yufeng Mao & Bin Peng & Mervyn Silvapulle & Param Silvapulle & Yanrong Yang, 2021. "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Papers 2101.06805, arXiv.org.
    5. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021. "Expecting the unexpected: economic growth under stress," Working Papers 202106, University of California at Riverside, Department of Economics.
    6. Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.
    7. Sung Hoon Choi & Donggyu Kim, 2022. "Large Volatility Matrix Analysis Using Global and National Factor Models," Papers 2208.12323, arXiv.org, revised Dec 2022.
    8. Carlos Vladimir Rodríguez-Caballero & Massimiliano Caporin, 2018. "A multilevel factor approach for the analysis of CDS commonality and risk contribution," CREATES Research Papers 2018-33, Department of Economics and Business Economics, Aarhus University.
    9. Simon Freyaldenhoven, 2020. "Identification Through Sparsity in Factor Models," Working Papers 20-25, Federal Reserve Bank of Philadelphia.
    10. Carlos Vladimir Rodríguez-Caballero, 2016. "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers 2016-31, Department of Economics and Business Economics, Aarhus University.
    11. Camacho, Maximo & Lopez-Buenache, German, 2023. "Factor models for large and incomplete data sets with unknown group structure," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1205-1220.
    12. In Choi & Rui Lin & Yongcheol Shin, 2020. "Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers 2008, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    13. Kapetanios, George & Serlenga, Laura & Shin, Yongcheol, 2021. "Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 504-531.
    14. Guohua Feng & Jiti Gao & Bin Peng, 2021. "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Monash Econometrics and Business Statistics Working Papers 16/21, Monash University, Department of Econometrics and Business Statistics.
    15. Simon Freyaldenhoven, 2021. "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers 21-15, Federal Reserve Bank of Philadelphia.
    16. Yoshimasa Uematsu & Takashi Yamagata, 2019. "Estimation of Weak Factor Models," ISER Discussion Paper 1053r, Institute of Social and Economic Research, Osaka University, revised Mar 2020.
    17. Ergemen, Yunus Emre, 2022. "Forecasting inflation rates with multi-level international dependence," Economics Letters, Elsevier, vol. 214(C).
    18. Yufeng Mao & Bin Peng & Mervyn J Silvapulle & Param Silvapulle & Yanrong Yang, 2021. "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Monash Econometrics and Business Statistics Working Papers 7/21, Monash University, Department of Econometrics and Business Statistics.
    19. Wang, Zongrun & Zhou, Ling & Mi, Yunlong & Shi, Yong, 2022. "Measuring dynamic pandemic-related policy effects: A time-varying parameter multi-level dynamic factor model approach," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    20. Shiwen Liu & Zhen Zhang & Junhua Yang & Wei Hu, 2022. "Exploring Increasing Urban Resident Electricity Consumption: The Spatial Spillover Effect of Resident Income," Energies, MDPI, vol. 15(12), pages 1-17, June.

  4. Noh-Sun Kwark & Eunseong Ma, 2016. "Entrepreneurship and Income Distribution Dynamics: Why Are Top Income Earners Unaffected by Business Cycles?," Working Papers 1608, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).

    Cited by:

    1. Naijia Guo & Charles Ka Yui Leung, 2021. "Do Elite Colleges Matter? The Impact on Entrepreneurship Decisions and Career Dynamics," ISER Discussion Paper 1126, Institute of Social and Economic Research, Osaka University.
    2. Ahmad Fathi Alheet, 2019. "Investigating the relationship between entrepreneurial activity and economic growth: a case of Middle East," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(2), pages 1036-1047, December.

  5. Yongsung Chang & Noh-Sun Kwark, 2000. "Decomposition of Hours Based on Extensive and Intensive Margins of Labor," Econometric Society World Congress 2000 Contributed Papers 1416, Econometric Society.

    Cited by:

    1. Petri Böckerman & Markus Jäntti, 2005. "Is Variation in Hours of Work Driven by Supply or Demand? Evidence from Finnish Manufacturing Industries," Labor and Demography 0505012, University Library of Munich, Germany.
    2. Yongsung Chang & Joao Gomes & Frank Schorfheide, 2000. "Persistence," Econometric Society World Congress 2000 Contributed Papers 1632, Econometric Society.
    3. Temel Taskin, 2013. "Intensive margin and extensive margin adjustments of labor market: Turkey versus United States," Economics Bulletin, AccessEcon, vol. 33(3), pages 2307-2319.
    4. Jens Larsen & Katharine Neiss & Fergal Shortall, 2002. "Factor utilisation and productivity estimates for the United Kingdom," Bank of England working papers 162, Bank of England.

  6. Anderson, H.M. & Kwark, N.-S. & Vahid, F., 1999. "Does International Trade Synchronize Business Cycles?," Monash Econometrics and Business Statistics Working Papers 8/99, Monash University, Department of Econometrics and Business Statistics.

    Cited by:

    1. Hou, Jia & Knaze, Jakub, 2019. "The Effect of Exchange Rate Regimes on Business Cycle Synchronization: A Robust Analysis," MPRA Paper 95182, University Library of Munich, Germany.
    2. Vatsa, Puneet, 2021. "Have Business Cycles Become More Synchronous After NAFTA?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(1), pages 54-66, May.
    3. Norbert Fiess, "undated". "Business Cycle Synchronization and Regional Integration: A Case Study for Central America," Working Papers 2005_14, Business School - Economics, University of Glasgow.
    4. Ioannis Tsamourgelis & Persa Paflioti & Thomas Vitsounis, 2013. "Seaports Activity (A)synchronicity, Trade Intensity and Business Cycle Convergence: A Panel Data Analysis," International Journal of Maritime, Trade & Economic Issues (IJMTEI), International Journal of Maritime, Trade & Economic Issues (IJMTEI), vol. 0(1), pages 67-92.
    5. Ferdinand Fichtner, 2003. "Germany and the European Business Cycle - An Analysis of Causal Relations in an International Real Business Cycle Model," IWP Discussion Paper Series 01/2003, Institute for Economic Policy, Cologne, Germany.
    6. M. Ayhan Kose & Kei-Mu Yi, 2005. "Can the standard international business cycle model explain the relation between trade and comovement?," Working Papers 05-3, Federal Reserve Bank of Philadelphia.
    7. Maria Bejan, 2011. "Trade Agreements and International Comovements: the Case of NAFTA (North American Free Trade Agreement)," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(4), pages 667-685, October.
    8. Brian M. Doyle & Jon Faust, 2003. "Breaks in the variability and co-movement of G-7 economic growth," International Finance Discussion Papers 786, Board of Governors of the Federal Reserve System (U.S.).
    9. Spiliopoulos, Leonidas, 2010. "The determinants of macroeconomic volatility: A Bayesian model averaging approach," MPRA Paper 26832, University Library of Munich, Germany.
    10. Maria Bejan, 2007. "Some Business Cycle Consequences of Trade Agreements:The Case of the North American Free Trade Agreement," RSCAS Working Papers 2007/03, European University Institute.
    11. Herrera Hernandez, Jorge, 2004. "Business cycles in Mexico and the United States: Do they share common movements?," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-21, November.
    12. Mejía-Reyes, Pablo & Rendón-Rojas, Liliana & Vergara-González, Reyna & Aroca, Patricio, 2018. "International synchronization of the Mexican states business cycles: Explaining factors," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 278-288.
    13. Lee, Hyun-Hoon & Huh, Hyeon-Seung & Harris, David, 2003. "The relative impact of the US and Japanese business cycles on the Australian economy," Japan and the World Economy, Elsevier, vol. 15(1), pages 111-129, January.
    14. Montalbano, Pierluigi, 2011. "Trade Openness and Developing Countries' Vulnerability: Concepts, Misconceptions, and Directions for Research," World Development, Elsevier, vol. 39(9), pages 1489-1502, September.
    15. Jorge Herrera Hernández, 2004. "Business cycles in Mexico and the United States: Do they share common movements?," Journal of Applied Economics, Universidad del CEMA, vol. 7, pages 303-323, November.
    16. Herrera Hernandez, Jorge, 2004. "Business cycles in Mexico and the United States: Do they share common movements?," Journal of Applied Economics, Universidad del CEMA, vol. 7(2), pages 1-21, November.
    17. Chiquiar Daniel & Ramos Francia Manuel, 2004. "Bilateral Trade and Business Cycle Synchronization: Evidence from Mexico and United States Manufacturing Industries," Working Papers 2004-05, Banco de México.
    18. M. Ayhan Kose & Kei-Mu Yi, 2002. "The trade comovement problem in international macroeconomics," Staff Reports 155, Federal Reserve Bank of New York.
    19. Marek Lubiński, 2007. "International Business Cycle," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 1(2), June.
    20. Jia Hou & Jakub Knaze, 2022. "Exchange Rate Regimes and Business Cycle Synchronization," Open Economies Review, Springer, vol. 33(3), pages 523-564, July.

  7. Kwark, N.S. & Rhee, C., 1992. "Educational Wage Differential in Korea," RCER Working Papers 318, University of Rochester - Center for Economic Research (RCER).

    Cited by:

    1. Steven J. Davis, 1992. "Cross-Country Patterns of Change in Relative Wages," NBER Chapters, in: NBER Macroeconomics Annual 1992, Volume 7, pages 239-300, National Bureau of Economic Research, Inc.

Articles

  1. Noh‐Sun Kwark & Eunseong Ma, 2021. "Entrepreneurship And Income Distribution Dynamics: Why Is The Income Share Of Top Income Earners Acyclical Over The Business Cycle?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 321-356, February.
    See citations under working paper version above.
  2. Kwark, Noh-Sun & Lee, Changhyun, 2021. "Asymmetric effects of financial conditions on GDP growth in Korea: A quantile regression analysis," Economic Modelling, Elsevier, vol. 94(C), pages 351-369.
    See citations under working paper version above.
  3. Kwark, Noh-Sun & Lim, Hosung, 2020. "Have the free trade agreements reduced inflation rates?," Economics Letters, Elsevier, vol. 189(C).

    Cited by:

    1. Wang, Qi & Weng, Chen, 2024. "Two-way risk: Trade policy uncertainty and inflation in the United States and China," Finance Research Letters, Elsevier, vol. 62(PA).

  4. In Choi & Dukpa Kim & Yun Jung Kim & Noh‐Sun Kwark, 2018. "A multilevel factor model: Identification, asymptotic theory and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(3), pages 355-377, April.
    See citations under working paper version above.
  5. Noh-Sun Kwark & Yong-Sang Shyn, 2006. "International R&D spillovers revisited: Human capital as an absorptive capacity for foreign technology," International Economic Journal, Taylor & Francis Journals, vol. 20(2), pages 179-196.

    Cited by:

    1. Henseler Miriam & Plesch Joachim, 2009. "How Can Scholarship Institutions Foster the Return of Foreign Students?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 229(4), pages 382-409, August.
    2. Behera, Smruti Ranjan Behera & Dua, Pami Dua & Goldar, Bishwanath Goldar, 2012. "Horizontal and Vertical Technology Spillover of Foreign Direct Investment: An Evaluation across Indian Manufacturing Industries," MPRA Paper 43293, University Library of Munich, Germany.
    3. Andrea Fracasso & Giuseppe Vittucci Marzetti, 2012. "International R&D spillovers, absorptive capacity and relative backwardness: a panel smooth transition regression model," Department of Economics Working Papers 1203, Department of Economics, University of Trento, Italia.
    4. Mustafizur Rahman & Hosna Jahan, 2015. "Second-generation Cooperation Agenda," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 16(1), pages 1-26, March.
    5. Muhammad Ali & Uwe Cantner & Ipsita Roy, 2016. "Knowledge spillovers through FDI and trade: the moderating role of quality-adjusted human capital," Journal of Evolutionary Economics, Springer, vol. 26(4), pages 837-868, October.
    6. Smruti Ranjan Behera & Pami Dua & Bishwanath Goldar, 2012. "Foreign Direct Investment And Technology Spillover: Evidence Across Indian Manufacturing Industries," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 57(02), pages 1-23.
    7. smruti, Smruti Ranjan Behera, 2012. "Technology Spillover and Determinants of Foreign Direct Investment: An Analysis of Indian Manufacturing Industries," MPRA Paper 42178, University Library of Munich, Germany.
    8. Hezron M. Osano & Pauline W. Koine, 2016. "Role of foreign direct investment on technology transfer and economic growth in Kenya: a case of the energy sector," Journal of Innovation and Entrepreneurship, Springer, vol. 5(1), pages 1-25, December.
    9. Ipsita Roy & Sourabh Bikas Paul, 2022. "Knowledge Spillovers and Productivity Growth: Role of Absorptive Capacity in the Indian Manufacturing Sector," Journal of Industry, Competition and Trade, Springer, vol. 22(2), pages 233-257, June.
    10. Zhu, Facang & Shi, Qiule & Balezentis, Tomas & Zhang, Chonghui, 2023. "The impact of e-commerce and R&D on firm-level production in China: Evidence from manufacturing sector," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 101-110.

  6. Kwark, Noh-Sun, 2002. "Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator," Journal of Economic Dynamics and Control, Elsevier, vol. 26(2), pages 271-302, February.

    Cited by:

    1. Koopman, Siem Jan & Lucas, Andre & Klaassen, Pieter, 2005. "Empirical credit cycles and capital buffer formation," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3159-3179, December.
    2. Christiano, Lawrence & Motto, Roberto & Rostagno, Massimo, 2010. "Financial factors in economic fluctuations," Working Paper Series 1192, European Central Bank.
    3. J. Christina Wang & Susanto Basu & John G. Fernald, 2008. "A General-Equilibrium Asset-Pricing Approach to the Measurement of Nominal and Real Bank Output," NBER Working Papers 14616, National Bureau of Economic Research, Inc.
    4. Andrew T. Levin & Fabio M. Natalucci & Egon Zakrajšek, 2004. "The magnitude and cyclical behavior of financial market frictions," Finance and Economics Discussion Series 2004-70, Board of Governors of the Federal Reserve System (U.S.).
    5. Won-Gi Kim & Noh-Sun Kwark, 2012. "Leading Behavior of Interest Rate Term Spreads and Credit Risk Spreads in Korea," Working Papers 1203, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    6. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
    7. Brown, Alessio J. G. & Žarnić, Žiga, 2003. "Explaining the increased German credit spread: The role of supply factors," Kiel Advanced Studies Working Papers 412, Kiel Institute for the World Economy (IfW Kiel).
    8. Kim Sangbae & In Francis Haeuck, 2003. "The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-18, December.
    9. Siem Jan Koopman & André Lucas, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
    10. Mr. Jorge A Chan-Lau & Mr. Iryna V. Ivaschenko, 2002. "The Corporate Spread Curve and Industrial Production in the United States," IMF Working Papers 2002/008, International Monetary Fund.
    11. Tarik Bazgour & Federico Platania, 2022. "A defaultable bond model with cyclical fluctuations in the spread process," Annals of Operations Research, Springer, vol. 312(2), pages 647-672, May.
    12. Lee, Yongwoong & Poon, Ser-Huang, 2014. "Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 69-92.
    13. Pederzoli, Chiara & Torricelli, Costanza, 2005. "Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities," Journal of Banking & Finance, Elsevier, vol. 29(12), pages 3121-3140, December.
    14. Valerio Vacca, 2011. "An unexpected crisis? Looking at pricing effectiveness of different banks," Temi di discussione (Economic working papers) 814, Bank of Italy, Economic Research and International Relations Area.
    15. Naifar, Nader, 2011. "What explains default risk premium during the financial crisis? Evidence from Japan," Journal of Economics and Business, Elsevier, vol. 63(5), pages 412-430, September.
    16. Nandy, Monomita & Lodh, Suman, 2012. "Do banks value the eco-friendliness of firms in their corporate lending decision? Some empirical evidence," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 83-93.

  7. Chang, Yongsung & Kwark, Noh-Sun, 2001. "Decomposition of hours based on extensive and intensive margins of labor," Economics Letters, Elsevier, vol. 72(3), pages 361-367, September.
    See citations under working paper version above.
  8. Kwark, Noh-Sun, 1999. "Sources of international business fluctuations: Country-specific shocks or worldwide shocks?," Journal of International Economics, Elsevier, vol. 48(2), pages 367-385, August.

    Cited by:

    1. Michaelides, Panayotis G. & Papageorgiou, Theofanis & Vouldis, Angelos T., 2013. "Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone," Economic Modelling, Elsevier, vol. 31(C), pages 804-816.
    2. Schneider, Martin & Albuquerque, Rui & ,, 2006. "Global Private Information in International Equity Markets," CEPR Discussion Papers 5819, C.E.P.R. Discussion Papers.
    3. Hess, Martin K., 2004. "Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(5), pages 455-471, December.
    4. Joao Sousa & Andrea Zaghini, 2007. "Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers," Temi di discussione (Economic working papers) 629, Bank of Italy, Economic Research and International Relations Area.
    5. Selover, David D., 2004. "International co-movements and business cycle transmission between Korea and Japan," Journal of the Japanese and International Economies, Elsevier, vol. 18(1), pages 57-83, March.
    6. Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2007. "Common shocks, common dynamics, and the international business cycle," Economic Modelling, Elsevier, vol. 24(1), pages 149-166, January.
    7. Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute.
    8. Michaelides, Panayotis G. & Tsionas, Efthymios G. & Konstantakis, Konstantinos N., 2018. "Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach," MPRA Paper 89998, University Library of Munich, Germany.
    9. Martha Misas & Carlos Esteban Posada, 2000. "Crecimiento y Ciclos Económicos en Colombia en el Siglo XX: El aporte de un VAR Estructural," Borradores de Economia 155, Banco de la Republica de Colombia.
    10. Dan Andrews & Marion Kohler, 2005. "International Business Cycle Co-movements through Time," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & David Norman (ed.),The Changing Nature of the Business Cycle, Reserve Bank of Australia.
    11. Konstantinos N. Konstantakis & Panayotis G. Michaelides & Livia Chatzieleftheriou & Arsenios‐Georgios N. Prelorentzos, 2022. "Crisis and the Chinese miracle: A network—GVAR model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 900-921, July.
    12. Selin Sayek & David D. Selover, 2002. "International Interdependence and Business Cycle Transmission between Turkey and the European Union," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 206-238, October.
    13. Bihong Huang, 2008. "International Dependency and Economic Fluctuations in East Asian NIEs," Global Economic Review, Taylor & Francis Journals, vol. 37(4), pages 497-506.
    14. Sigal Ribon, 2003. "Is it labor, technology or monetary policy ? The Israeli economy 1989-2002," Bank of Israel Working Papers 2003.02b, Bank of Israel.
    15. Carsten Trenkler & Enzo Weber, 2020. "Identifying shocks to business cycles with asynchronous propagation," Empirical Economics, Springer, vol. 58(4), pages 1815-1836, April.
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2012-05-08 2016-07-30 2018-02-12
  2. NEP-BAN: Banking (1) 2012-05-08
  3. NEP-BEC: Business Economics (1) 2016-07-30
  4. NEP-ECM: Econometrics (1) 2016-07-30
  5. NEP-PBE: Public Economics (1) 2016-07-30

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