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Youngsoo Bae

Personal Details

First Name:Youngsoo
Middle Name:
Last Name:Bae
Suffix:
RePEc Short-ID:pba793
http://club.uos.ac.kr/home/ysbae
School of Economics University of Seoul Siripdae-gil 13, Dongdaemun-gu Seoul, 130-743, Korea

Affiliation

School of Economics
University of Seoul

Seoul, South Korea
http://economy.uos.ac.kr/
RePEc:edi:seuoskr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Youngsoo Bae & Vikas Kakkar & Masao Ogaki, 2004. "Money Demand in Japan and the Liquidity Trap," Working Papers 04-06, Ohio State University, Department of Economics.

Articles

  1. Bae, Youngsoo, 2010. "Stock prices and demographic structure: A cointegration approach," Economics Letters, Elsevier, vol. 107(3), pages 341-344, June.
  2. S. Thompson & Y. Bae & M. Kniepert, 2010. "Agricultural policy regime change assessment: Austrian accession to the European union," Empirical Economics, Springer, vol. 39(1), pages 291-302, August.
  3. Youngsoo Bae & Robert M. de Jong, 2007. "Money demand function estimation by nonlinear cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 767-793.
  4. Bae, Youngsoo & Kakkar, Vikas & Ogaki, Masao, 2006. "Money Demand in Japan and Nonlinear Cointegration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1659-1667, September.

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. Youngsoo Bae & Vikas Kakkar & Masao Ogaki, 2004. "Money Demand in Japan and the Liquidity Trap," Working Papers 04-06, Ohio State University, Department of Economics.

    Cited by:

    1. Olga Khon, 0000. "Money Demand: The Guide to Monetary Policy in Russia, 1997-2020," Proceedings of International Academic Conferences 11113164, International Institute of Social and Economic Sciences.

Articles

  1. Bae, Youngsoo, 2010. "Stock prices and demographic structure: A cointegration approach," Economics Letters, Elsevier, vol. 107(3), pages 341-344, June.

    Cited by:

    1. Vlandas, Tim, 2022. "Grey power and Economic Performance," SocArXiv d3ybr, Center for Open Science.
    2. Wen-Yi Chen, 2017. "Demographic structure and monetary policy effectiveness: evidence from Taiwan," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2521-2544, November.

  2. Youngsoo Bae & Robert M. de Jong, 2007. "Money demand function estimation by nonlinear cointegration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 767-793.

    Cited by:

    1. Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers 2014-11, University of Connecticut, Department of Economics.
    2. Deepankar Basu, 2009. "The Paradox of Thrift and Crowding-In of Private Investment in a Simple IS-LM Model," UMASS Amherst Economics Working Papers 2009-14, University of Massachusetts Amherst, Department of Economics.
    3. Alfredo Martín-Oliver, 2018. "Bank Competition with Financing and Savings Substitutes," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(2), pages 207-241, October.
    4. Emel Siklar & Ilyas Siklar, 2021. "Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 7(2), pages 28-42, 06-2021.
    5. doğru, bülent, 2013. "Dynamic Analysis of Money Demand Function: Case of Turkey," MPRA Paper 48402, University Library of Munich, Germany.
    6. Javier Gómez Biscarri & Javier Hualde, 2014. "A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings," Working Papers 779, Barcelona School of Economics.
    7. Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Alam, Shaista & Apergis, Nicholas, 2018. "Globalisation, Economic Growth and Energy Consumption in the BRICS Region: The Importance of Asymmetries," MPRA Paper 86979, University Library of Munich, Germany, revised 16 May 2018.
    8. Tsuruga, Takayuki & Wake, Shota, 2019. "Money-financed fiscal stimulus: The effects of implementation lag," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 132-151.
    9. Kristensen, Dennis & Rahbek, Anders, 2010. "Likelihood-based inference for cointegration with nonlinear error-correction," Journal of Econometrics, Elsevier, vol. 158(1), pages 78-94, September.
    10. Daniel Ordonez Callamand & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2018. "Una exploración reciente a la demanda por dinero en Colombia bajo un enfoque no lineal," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(1), pages 5-37, June.
    11. Chen, Yao & Ward, Felix, 2019. "When do fixed exchange rates work? Evidence from the Gold Standard," Journal of International Economics, Elsevier, vol. 116(C), pages 158-172.
    12. Rostom,Ahmed Mohamed Tawfick, 2016. "Money demand in the Arab Republic of Egypt : a vector equilibrium correction model," Policy Research Working Paper Series 7679, The World Bank.
    13. Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, vol. 167(2), pages 448-457.
    14. Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
    15. Karsten Schweikert, 2020. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Papers 2001.07949, arXiv.org, revised Apr 2021.
    16. Karsten Schweikert, 2022. "Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 83-104, January.
    17. Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021. "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1173-1213, December.
    18. Barnett, William A. & Ghosh, Taniya & Adil, Masudul Hasan, 2022. "Is money demand really unstable? Evidence from Divisia monetary aggregates," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 606-622.
    19. Choi, Chi-Young & Hu, Ling & Ogaki, Masao, 2008. "Robust estimation for structural spurious regressions and a Hausman-type cointegration test," Journal of Econometrics, Elsevier, vol. 142(1), pages 327-351, January.
    20. Nakashima, Kiyotaka, 2008. "An Extremely Low Interest Rate Policy and the Shape of the Japanese Money Demand Function: A Nonlinear Cointegration Approach," MPRA Paper 70689, University Library of Munich, Germany.
    21. Nakashima, Kiyotaka & Saito, Makoto, 2012. "On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 26(3), pages 454-471.
    22. Anthony N. Rezitis, 2019. "Investigating price transmission in the Finnish dairy sector: an asymmetric NARDL approach," Empirical Economics, Springer, vol. 57(3), pages 861-900, September.
    23. Choudhry, Taufiq & Hassan, Syed S., 2015. "Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 89-101.
    24. Muhammad Ahad & Zaheer Anwer, 2021. "Asymmetric impact of oil price on trade balance in BRICS countries: Multiplier dynamic analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2177-2197, April.
    25. Matteo Mogliani & Giovanni Urga, 2018. "On the Instability of Long‐Run Money Demand and the Welfare Cost of Inflation in the United States," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(7), pages 1645-1660, October.
    26. Ward, Felix & Chen, Yao, 2016. "Rigid relations: External adjustment under the Gold Standard (1880-1913)," VfS Annual Conference 2016 (Augsburg): Demographic Change 145930, Verein für Socialpolitik / German Economic Association.
    27. Chan, Nigel & Wang, Qiying, 2015. "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 182-195.
    28. Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024. "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, vol. 238(1).
    29. Mouyad Alsamara & Zouhair Mrabet, 2019. "Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL," International Economics and Economic Policy, Springer, vol. 16(2), pages 335-356, April.
    30. YABE, Ryota & 矢部, 竜太, 2014. "Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models," Discussion Papers 2014-20, Graduate School of Economics, Hitotsubashi University.

  3. Bae, Youngsoo & Kakkar, Vikas & Ogaki, Masao, 2006. "Money Demand in Japan and Nonlinear Cointegration," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1659-1667, September.

    Cited by:

    1. Emel Siklar & Ilyas Siklar, 2021. "Is There a Change in the Money Demand Stability in Turkey? A Nonlinear Approach," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 7(2), pages 28-42, 06-2021.
    2. Oreste Napolitano, 2011. "Testing for the stability of Money Demand in Italy: has the Euro influenced the Monetary transmission Mechanism?," Post-Print hal-00711447, HAL.
    3. Gerlach, Stefan & Assenmacher, Katrin & Sekine, Toshitaka, 2008. "Monetary Factors and Inflation in Japan," CEPR Discussion Papers 6650, C.E.P.R. Discussion Papers.
    4. Tsuruga, Takayuki & Wake, Shota, 2019. "Money-financed fiscal stimulus: The effects of implementation lag," Journal of Economic Dynamics and Control, Elsevier, vol. 104(C), pages 132-151.
    5. Daniel Ordonez Callamand & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2018. "Una exploración reciente a la demanda por dinero en Colombia bajo un enfoque no lineal," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(1), pages 5-37, June.
    6. Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, vol. 167(2), pages 448-457.
    7. Nakashima, Kiyotaka & Saito, Makoto, 2008. "On empirical implications of highly interest-elastic money demand: A Note," MPRA Paper 71825, University Library of Munich, Germany.
    8. Inagaki, Kazuyuki, 2009. "Estimating the interest rate semi-elasticity of the demand for money in low interest rate environments," Economic Modelling, Elsevier, vol. 26(1), pages 147-154, January.
    9. Zhan, Minghua & Wang, Lijun & Zhan, Shuwei & Lu, Yao, 2023. "Does digital finance change the stability of money demand function? Evidence from China," Journal of Asian Economics, Elsevier, vol. 88(C).
    10. Nakashima, Kiyotaka, 2008. "An Extremely Low Interest Rate Policy and the Shape of the Japanese Money Demand Function: A Nonlinear Cointegration Approach," MPRA Paper 70689, University Library of Munich, Germany.
    11. Fangping Peng & R. J. Cebula & M. Foley & Kai Zhan, 2016. "Estimation of the liquidity trap using a panel threshold model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(16), pages 1134-1137, November.
    12. Nakashima, Kiyotaka & Saito, Makoto, 2012. "On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 26(3), pages 454-471.
    13. Ruth A. Judson & Bernd Schlusche & Vivian Wong, 2014. "Demand for M2 at the Zero Lower Bound: The Recent U.S. Experience," Finance and Economics Discussion Series 2014-22, Board of Governors of the Federal Reserve System (U.S.).
    14. Haensly, Paul J., 2022. "Lessons from naïve diversification about the risk-reward trade-off," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    15. Chen, Zhengyang & Valcarcel, Victor J., 2024. "A granular investigation on the stability of money demand," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue FirstView, pages 1-26.
    16. Chan, Nigel & Wang, Qiying, 2015. "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 182-195.
    17. Nan-Kuang Chen & Yu-Hsi Chou & Jyh-Lin Wu, 2013. "Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices," Pacific Economic Review, Wiley Blackwell, vol. 18(4), pages 431-455, October.
    18. Masahiko Shibamoto & Wataru Takahashi & Takashi Kamihigashi, 2023. "Japan’s monetary policy: a literature review and empirical assessment," Journal of Computational Social Science, Springer, vol. 6(2), pages 1215-1254, October.
    19. Akhand Akhtar Hossain, 2015. "The Evolution of Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 14611.
    20. Mouyad Alsamara & Zouhair Mrabet, 2019. "Asymmetric impacts of foreign exchange rate on the demand for money in Turkey: new evidence from nonlinear ARDL," International Economics and Economic Policy, Springer, vol. 16(2), pages 335-356, April.
    21. YABE, Ryota & 矢部, 竜太, 2014. "Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models," Discussion Papers 2014-20, Graduate School of Economics, Hitotsubashi University.
    22. Olga Khon, 0000. "Money Demand: The Guide to Monetary Policy in Russia, 1997-2020," Proceedings of International Academic Conferences 11113164, International Institute of Social and Economic Sciences.

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Co-authorship network on CollEc

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