David Kim
Personal Details
First Name: | David |
Middle Name: | |
Last Name: | Kim |
Suffix: | |
RePEc Short-ID: | pki284 |
| |
Affiliation
School of Economics
Faculty of Arts and Social Sciences
University of Sydney
Sydney, Australiahttps://www.sydney.edu.au/arts/schools/school-of-economics.html
RePEc:edi:deusyau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Kim, David & Kim, Woo-Yung, 2018. "What Determines Regional Labor Shares? Evidence from Korea," Working Papers 2018-06, University of Sydney, School of Economics.
- Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013.
"A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union,"
Working papers
2013rwp-58, Yonsei University, Yonsei Economics Research Institute.
- Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2015. "A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 449-468.
- Hyeon-seung Huh & David Kim, 2013.
"Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?,"
Working papers
2013rwp-59, Yonsei University, Yonsei Economics Research Institute.
- Hyeon-Seung Huh & David Kim, 2014. "Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 98-118, March.
- Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2013. "A Factor-Augmented Vector Autoregression Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," ADB Economics Working Paper Series 385, Asian Development Bank.
- Kim, David & Sheen, Jeffrey, 2005.
"Consumption Risk-sharing within Australia and with New Zealand,"
Working Papers
6, University of Sydney, School of Economics.
- David Kim & Jeffrey Sheen, 2007. "Consumption Risk‐Sharing within Australia and with New Zealand," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, March.
- Jeffrey Sheen & David Kim, 2004. "Is there a sufficient risk sharing between Australia and New Zealand?," Econometric Society 2004 Australasian Meetings 125, Econometric Society.
- Jung-Soo Seo & Jong-Soon Kang & Deok-Ki Kim, 2002.
"Intra-Industry Foreign Direct Investment and Intra-Industry Trade in Korea,"
Asia Pacific Economic Papers
329, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
repec:fth:sydnec:98-02 is not listed on IDEAS
repec:wop:syecwp:9802 is not listed on IDEAS
Articles
- Soojoong Nam & Weining Bi & David Kim, 2022. "The SDR and influences on the currency swap agreements for RMB," Applied Economics Letters, Taylor & Francis Journals, vol. 29(16), pages 1489-1492, September.
- Hyeon‐seung Huh & David Kim, 2021. "The risk‐taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies," International Finance, Wiley Blackwell, vol. 24(3), pages 313-331, December.
- Lance A. Fisher & Hyeon‐seung Huh & David Kim, 2020. "Growth Shocks in the United States and China: Effects on Australia's Growth," Economic Papers, The Economic Society of Australia, vol. 39(3), pages 185-203, September.
- David Kim & Woo‐Yung Kim, 2020. "What drives the labor share of income in South Korea? A regional analysis," Growth and Change, Wiley Blackwell, vol. 51(3), pages 1304-1335, September.
- Hyeon-seung Huh & David Kim, 2019. "Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S.: a sign restriction VAR approach," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1634-1646, March.
- Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2015.
"A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union,"
International Review of Economics & Finance, Elsevier, vol. 39(C), pages 449-468.
- Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013. "A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," Working papers 2013rwp-58, Yonsei University, Yonsei Economics Research Institute.
- Hyeon-Seung Huh & David Kim, 2014.
"Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?,"
The Economic Record, The Economic Society of Australia, vol. 90(288), pages 98-118, March.
- Hyeon-seung Huh & David Kim, 2013. "Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?," Working papers 2013rwp-59, Yonsei University, Yonsei Economics Research Institute.
- Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
- Jiang, Jiadan & Kim, David, 2013. "Exchange rate pass-through to inflation in China," Economic Modelling, Elsevier, vol. 33(C), pages 900-912.
- Jiadan Jiang & David Kim, 2013. "Is China's Monetary Policy Effective? Evaluating the VAR Evidence," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-21.
- Chew Lian Chua & David Kim & Sandy Suardi, 2011. "Are Empirical Measures Of Macroeconomic Uncertainty Alike?," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 801-827, September.
- Inwon Jang & David Kim, 2009. "The Dynamics of the Credit Spread and Monetary Policy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 109-131, May.
- David Kim & Jeffrey Sheen, 2007.
"Consumption Risk‐Sharing within Australia and with New Zealand,"
The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, March.
- Kim, David & Sheen, Jeffrey, 2005. "Consumption Risk-sharing within Australia and with New Zealand," Working Papers 6, University of Sydney, School of Economics.
- Kim, David, 2007. "An East Asian currency union?: The empirical nature of macroeconomic shocks in East Asia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 847-866, December.
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
- Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013.
"A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union,"
Working papers
2013rwp-58, Yonsei University, Yonsei Economics Research Institute.
- Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2015. "A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 449-468.
Cited by:
- Gandjon Fankem, Gislain Stéphane & Fouda Mbesa, Lucien Cédric, 2023. "Business cycle synchronization and African monetary union: A wavelet analysis," Journal of Macroeconomics, Elsevier, vol. 77(C).
- Lai, Ya-Wen, 2017. "Macroeconomic factors and index option returns," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 452-477.
- Victor Pontines & Davaajargal Luvsannyam & Khuslen Batmunkh & Tsolmon Otgonbat, 2023. "The dynamics of business cycle connectedness and the decoupling of Asia‐Pacific," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1667-1692, April.
- Liu, Dayu & Wang, Qiaoru & Song, Yang, 2020. "China’s business cycles at the provincial level: National synchronization, interregional coordination and provincial idiosyncrasy," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 629-650.
- Szafranek, Karol, 2021. "Disentangling the sources of inflation synchronization. Evidence from a large panel dataset," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 229-245.
- Kim, David & Sheen, Jeffrey, 2005.
"Consumption Risk-sharing within Australia and with New Zealand,"
Working Papers
6, University of Sydney, School of Economics.
- David Kim & Jeffrey Sheen, 2007. "Consumption Risk‐Sharing within Australia and with New Zealand," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, March.
Cited by:
- Eduardo Silva & Alex Ferreira, 2023. "Risk-sharing within Brazil and South America," Empirical Economics, Springer, vol. 65(2), pages 661-695, August.
- Balli, Faruk & Rana, Faisal, 2015. "Determinants of risk sharing through remittances," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 107-116.
- Kim, David, 2007. "An East Asian currency union?: The empirical nature of macroeconomic shocks in East Asia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 847-866, December.
- Balli, Faruk & Balli, Hatice O., 2011.
"Income and consumption smoothing and welfare gains across Pacific Island Countries: The role of remittances and foreign aid,"
Economic Modelling, Elsevier, vol. 28(4), pages 1642-1649, July.
- Balli, Faruk & Balli, Hatice O., 2010. "Income and consumption smoothing and welfare gains across Pacific Island countries: The role of remittances and foreign aid," MPRA Paper 29547, University Library of Munich, Germany, revised 24 Feb 2011.
- Boyle, Glenn, 2009. "Capital Market Integration: A Review of the Issues and an Assessment of New Zealand's Position," Working Paper Series 19136, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Faruk Balli & Faisal Rana, 2014. "Determinants of risk sharing through remittances: cross-country evidence," CAMA Working Papers 2014-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Barbara Pfeffer, 2008. "Do regional Trade and Specialization drive intra-regional Risk-Sharing?," MAGKS Papers on Economics 200813, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Joongsan Ko, 2020. "Intranational Consumption Risk Sharing in South Korea: 2000–2016," Asian Economic Journal, East Asian Economic Association, vol. 34(1), pages 29-49, March.
- ABBUY, Kwami Edem, 2018. "An Empirical Test for the Effectiveness of Central Bank Interventions in Foreign Exchange Markets: An Application to the Canadian and Swiss Central Banks," MPRA Paper 89647, University Library of Munich, Germany.
- Jung-Soo Seo & Jong-Soon Kang & Deok-Ki Kim, 2002.
"Intra-Industry Foreign Direct Investment and Intra-Industry Trade in Korea,"
Asia Pacific Economic Papers
329, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
Cited by:
- Filippo Reganati & Rosanna Pittiglio, 2007.
"Two-Way International Trade And Production In Italy: A Country/Industry Specific Analysis,"
Quaderni DSEMS
19-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
- Filippo Reganati & Rosanna Pittiglio, 2007. "Two-way international trade and production in Italy: a country/industry specific analysis," STUDI ECONOMICI, FrancoAngeli Editore, vol. 2007(91), pages 75-89.
- Filippo Reganati & Rosanna Pittiglio, 2007.
"Two-Way International Trade And Production In Italy: A Country/Industry Specific Analysis,"
Quaderni DSEMS
19-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
Articles
- David Kim & Woo‐Yung Kim, 2020.
"What drives the labor share of income in South Korea? A regional analysis,"
Growth and Change, Wiley Blackwell, vol. 51(3), pages 1304-1335, September.
Cited by:
- Kerstin Hotte & Melline Somers & Angelos Theodorakopoulos, 2022. "Technology and jobs: A systematic literature review," Papers 2204.01296, arXiv.org.
- Hyeon-seung Huh & David Kim, 2019.
"Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S.: a sign restriction VAR approach,"
Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1634-1646, March.
Cited by:
- Kerstin Hotte & Melline Somers & Angelos Theodorakopoulos, 2022. "Technology and jobs: A systematic literature review," Papers 2204.01296, arXiv.org.
- Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2015.
"A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union,"
International Review of Economics & Finance, Elsevier, vol. 39(C), pages 449-468.
See citations under working paper version above.
- Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013. "A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," Working papers 2013rwp-58, Yonsei University, Yonsei Economics Research Institute.
- Huh, Hyeon-seung & Kim, David, 2013.
"An empirical test of exogenous versus endogenous growth models for the G-7 countries,"
Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
Cited by:
- Jiang, Jiadan & Kim, David, 2013.
"Exchange rate pass-through to inflation in China,"
Economic Modelling, Elsevier, vol. 33(C), pages 900-912.
Cited by:
- Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019.
"Inflation and Exchange Rate Pass-Through,"
Policy Research Working Paper Series
8780, The World Bank.
- Ha, Jongrim & Marc Stocker, M. & Yilmazkuday, Hakan, 2020. "Inflation and exchange rate pass-through," Journal of International Money and Finance, Elsevier, vol. 105(C).
- Jongrim Ha & M. Marc Stocker & Hakan Yilmazkuday, 2020. "Inflation and Exchange Rate Pass-Through," Working Papers 2004, Florida International University, Department of Economics.
- Chi Wei Su & Heng-Guo Zhang & Hsu-Ling Chang & Rui Nian, 2016. "Is exchange rate stability beneficial for stabilizing consumer prices in China?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(6), pages 857-879, September.
- Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 87492, University Library of Munich, Germany.
- Vo, Duc, 2018.
"Exchange Rate Pass-through in ASEAN Countries: An Application of the SVAR Model,"
MPRA Paper
103283, University Library of Munich, Germany.
- Vo The Anh & Le Thai Thuong Quan & Nguyen Van Phuc & Ho Minh Chi & Vo Hong Duc, 2021. "Exchange Rate Pass-Through in ASEAN Countries: An Application of the SVAR Model," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 21-34, January.
- Agus Widarjono & Md Mahmudul Alam & Eko Atmadji & Priyonggo Suseno & Listya Endang Artiani, 2023. "The Asymme The Asymmetric Ex Tric Exchange Ra Ange Rate Pass-Through T Ass-Through To Inflation In The Selected Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 26(1), pages 105-124, March.
- Tunc, Cengiz & Kılınç, Mustafa, 2016.
"Exchange Rate Pass-Through in a Small Open Economy: A Structural VAR Approach,"
MPRA Paper
72770, University Library of Munich, Germany, revised 28 Jul 2016.
- Cengiz TUNC & Mustafa Kilinc, 2018. "Exchange Rate Pass‐Through In A Small Open Economy: A Structural Var Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 70(4), pages 410-422, October.
- Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 109934, University Library of Munich, Germany.
- Mehmet Balcilar & Usman Ojonugwa, 2018. "Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis," Working Papers 15-45, Eastern Mediterranean University, Department of Economics.
- Wang, Yonglian & Wang, Lijun & Pan, Changchun & Hong, Songzhi, 2022. "Economic policy uncertainty and price pass-through effect of exchange rate in China," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Ranjbar, Omid, 2016. "Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches," Economic Modelling, Elsevier, vol. 56(C), pages 66-78.
- Balcilar, Mehmet & Usman, Ojonugwa, 2021. "Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis," Energy, Elsevier, vol. 229(C).
- Mustafa Ozer & Veysel Inal & Mustafa Kirca, 0. "The Relationship Between the Health Services Price Index and The Real Effective Exchange Rate Index in Turkey: A Frequency Domain Causality Analysis," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(36), pages 21-41, June.
- Choi, Yoonho & Choi, E. Kwan, 2018. "Unemployment and optimal exchange rate in an open economy," Economic Modelling, Elsevier, vol. 69(C), pages 82-90.
- Hai Yue Liu & Xiao Lan Chen, 2017. "The imported price, inflation and exchange rate pass-through in China," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1279814-127, January.
- Ibrahim Abdulhamid Danlami & Sallahuddin Hassan & Mohamad Helmi Bin Hidthiir, 2020. "Assessing the Asymmetry of the Exchange Rate Pass-Through to Inflation in West African Commonwealth Countries," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 93-109, March.
- Kia, Amir & Jafari, Mahboubeh, 2020. "Forward-looking agents and inflation in an oil-producing country: Evidence from Iran," Journal of Asian Economics, Elsevier, vol. 69(C).
- Tunç, Cengiz, 2017. "A Survey on Exchange Rate Pass through in Emerging Markets," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 205-233, July-Sept.
- Balcilar, Mehmet & Roubaud, David & Usman, Ojonugwa & Wohar, Mark E., 2021. "Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries," Energy Economics, Elsevier, vol. 98(C).
- Vo, Duc, 2019.
"Macroeconomics Determinants of Exchange Rate Pass-through: New Evidence from the Asia-Pacific Region,"
MPRA Paper
103293, University Library of Munich, Germany.
- Nguyen Van Phuc & Vo Hong Duc, 2021. "Macroeconomics Determinants of Exchange Rate Pass-Through: New Evidence from the Asia-Pacific Region," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(1), pages 5-20, January.
- Ghazali, Ummu & Masih, Mansur, 2018. "Should Malaysia depreciate her exchange rate ?," MPRA Paper 108481, University Library of Munich, Germany.
- Ganapati Mendali & Sanjukta Das, 2017. "Exchange Rate Pass-through to Domestic Prices," Foreign Trade Review, , vol. 52(3), pages 135-156, August.
- Mustafa Cakir & Ahmet Ekrem Kaya, 2023. "Does Exchange Rate Pass-Through Change Over Time in Turkiye?," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 73(73-1), pages 359-383, June.
- Nabila Khurshid & Chinyere Emmanuel Egbe & Asma Fiaz & Amna Sheraz, 2023. "Globalization and Economic Stability: An Insight from the Rocket and Feather Hypothesis in Pakistan," Sustainability, MDPI, vol. 15(2), pages 1-19, January.
- Ibrahim Abdulhamid Danlami, 2020. "Revisiting the West African Commonwealth Countries’ Exchange Rate Pass-Through to Inflation," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 70-77, March.
- Wei Yunjie & Sun Shaolong & Lai Kin Keung & Abbas Ghulam, 2018. "A KELM-Based Ensemble Learning Approach for Exchange Rate Forecasting," Journal of Systems Science and Information, De Gruyter, vol. 6(4), pages 289-301, August.
- Linderoth, Gabriella & Meuller, Malte, 2024. "Inflation-Dependent Exchange Rate Pass-Through in Sweden: Insights from a Logistic Smooth Transition VAR Model," Working Paper Series 439, Sveriges Riksbank (Central Bank of Sweden).
- Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019.
"Inflation and Exchange Rate Pass-Through,"
Policy Research Working Paper Series
8780, The World Bank.
- Jiadan Jiang & David Kim, 2013.
"Is China's Monetary Policy Effective? Evaluating the VAR Evidence,"
China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-21.
Cited by:
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Georgiadis, Georgios & Jančoková, Martina, 2020. "Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 121(C).
- Georgiadis, Georgios & Jančoková, Martina, 2017. "Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks," Working Paper Series 2082, European Central Bank.
- Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," GRU Working Paper Series GRU_2017_008, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Georgios Georgiadis & Martina Jancokova, 2017.
"Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks,"
Globalization Institute Working Papers
314, Federal Reserve Bank of Dallas.
- Chew Lian Chua & David Kim & Sandy Suardi, 2011.
"Are Empirical Measures Of Macroeconomic Uncertainty Alike?,"
Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 801-827, September.
Cited by:
- Joel Cariolle & Michaël Goujon, 2015.
"Measuring macroeconomic instability: a critical survey illustrated with exports series,"
Post-Print
halshs-01273229, HAL.
- Joël Cariolle & Michaël Goujon, 2015. "Measuring Macroeconomic Instability: A Critical Survey Illustrated With Exports Series," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 1-26, February.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2014.
"Does the Great Recession imply the end of the Great Moderation? International evidence,"
Working Papers
hal-04141344, HAL.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," EconomiX Working Papers 2014-21, University of Paris Nanterre, EconomiX.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2014. "Does the Great Recession imply the end of the Great Moderation? International evidence," Working Papers hal-00952951, HAL.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does The Great Recession Imply The End Of The Great Moderation? International Evidence," Economic Inquiry, Western Economic Association International, vol. 56(2), pages 745-760, April.
- Amélie Charles & Olivier Darné & Laurent Ferrara, 2018. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01757081, HAL.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018.
"“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”,"
AQR Working Papers
201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," IREA Working Papers 201806, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
- Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014.
"Inflation uncertainty revisited: a proposal for robust measurement,"
Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
- Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2011. "Inflation uncertainty revisited: A proposal for robust measurement," ifo Working Paper Series 111, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020.
"On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities,"
Post-Print
hal-03040689, HAL.
- Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020. "On the pernicious effects of oil price uncertainty on US real economic activities," Empirical Economics, Springer, vol. 59(6), pages 2689-2715, December.
- Ingrid Groessl & Artur Tarassow, 2018.
"A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence,"
Macroeconomics and Finance Series
201802, University of Hamburg, Department of Socioeconomics.
- Ingrid Groessl & Artur Tarassow, 2015. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201504, University of Hamburg, Department of Socioeconomics, revised Jan 2018.
- Tarek Bouazizi & Mongi Lassoued & Zouhaier Hadhek, 2021. "Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 281-292.
- Eunbi Kim, 2023. "Top management staffing and subsidiary performance under home-country uncertainty," Asian Business & Management, Palgrave Macmillan, vol. 22(4), pages 1513-1543, September.
- Schmidt, Torsten & Zwick, Lina, 2013.
"Uncertainty and Episodes of Extreme Capital Flows in the Euro Area,"
Ruhr Economic Papers
461, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Schmidt, Torsten & Zwick, Lina, 2015. "Uncertainty and episodes of extreme capital flows in the Euro Area," Economic Modelling, Elsevier, vol. 48(C), pages 343-356.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-33, Eastern Mediterranean University, Department of Economics.
- Tino Berger & Sibylle Grabert & Bernd Kempa, 2016. "Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 694-716, October.
- Artur Tarassow, 2017. "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series 201702, University of Hamburg, Department of Socioeconomics.
- Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Economic Uncertainty: A Geometric Indicator of Discrepancy Among Experts’ Expectations," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(1), pages 95-114, May.
- Berger, Tino & Grabert, Sibylle & Kempa, Bernd, 2017. "Global macroeconomic uncertainty," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 42-56.
- Masayuki Morikawa, 2016. "What Types of Policy Uncertainties Matter for Business?," Pacific Economic Review, Wiley Blackwell, vol. 21(5), pages 527-540, December.
- Fernández-Méndez, Laura & García-Canal, Esteban & Guillén, Mauro F., 2015. "Legal Family and Infrastructure Voids as Drivers of Regulated Physical Infrastructure Firms' Exposure to Governmental Discretion," Journal of International Management, Elsevier, vol. 21(2), pages 135-149.
- Ronaldo Trogo de Almeida & Wilson Luiz Rotatori Corrêa & Helder Ferreira de Mendonça & José Simão Filho, 2017. "Central bank opacity and inflation uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(2), pages 313-328, May.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters," Resources Policy, Elsevier, vol. 61(C), pages 572-584.
- Joel Cariolle & Michaël Goujon, 2015.
"Measuring macroeconomic instability: a critical survey illustrated with exports series,"
Post-Print
halshs-01273229, HAL.
- David Kim & Jeffrey Sheen, 2007.
"Consumption Risk‐Sharing within Australia and with New Zealand,"
The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, March.
See citations under working paper version above.
- Kim, David & Sheen, Jeffrey, 2005. "Consumption Risk-sharing within Australia and with New Zealand," Working Papers 6, University of Sydney, School of Economics.
- Kim, David, 2007.
"An East Asian currency union?: The empirical nature of macroeconomic shocks in East Asia,"
Journal of Asian Economics, Elsevier, vol. 18(6), pages 847-866, December.
Cited by:
- Vu Tuan Khai, 2009. "Re-examining Symmetry of Shocks for East Asia: Results Using a VAR with Sign Restrictions," Global COE Hi-Stat Discussion Paper Series gd08-042, Institute of Economic Research, Hitotsubashi University.
- Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013.
"A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union,"
Working papers
2013rwp-58, Yonsei University, Yonsei Economics Research Institute.
- Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2015. "A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 449-468.
- de Truchis, Gilles & Keddad, Benjamin, 2013.
"Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 394-412.
- Gilles De Truchis & Benjamin Keddad, 2013. "Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates," Post-Print hal-01498261, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," AMSE Working Papers 1229, Aix-Marseille School of Economics, France, revised 05 Nov 2012.
- Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," William Davidson Institute Working Papers Series wp1039, William Davidson Institute at the University of Michigan.
- Click, Reid W., 2009. "The ASEAN dollar standard in the post-crisis era: A reconsideration," Journal of Asian Economics, Elsevier, vol. 20(3), pages 269-279, May.
- Cécile Couharde & Cyriac Guillaumin, 2011. "Chocs externes et perspective d'union monétaire en Asie de l'Est : les enseignements d'un modèle VAR structurel," Post-Print halshs-00632373, HAL.
- Chit, Myint Moe & Rizov, Marian & Willenbockel, Dirk, 2008.
"Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies,"
MPRA Paper
9014, University Library of Munich, Germany.
- Myint Moe Chit & Marian Rizov & Dirk Willenbockel, 2010. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," The World Economy, Wiley Blackwell, vol. 33(2), pages 239-263, February.
- Bashar, Omar H.M.N., 2012. "The dynamics of aggregate demand and supply shocks in ASEAN countries," Journal of Asian Economics, Elsevier, vol. 23(5), pages 507-518.
- Marine COUPAUD, 2014. "Contagion Des Crises De 1997 Et 2008 En Asean+3 : Un Modèle Var Structurel," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 113-138.
- Stefan Eichler & Alexander Karmann, 2011. "Optimum Currency Areas in Emerging Market Regions: Evidence Based on the Symmetry of Economic Shocks," Open Economies Review, Springer, vol. 22(5), pages 935-954, November.
- Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2013. "A Factor-Augmented Vector Autoregression Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," ADB Economics Working Paper Series 385, Asian Development Bank.
- Marien Coupaud, 2013. "Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel," Larefi Working Papers 1306, Larefi, Université Bordeaux 4.
- Marine Coupaud, 2013. "Contagion Des Crises De 1997 Et 2008 En Asean+3: Un Modele Var Structurel," Working Papers hal-00913175, HAL.
- Wong, KKS & Chin, Lee & Azali, M, 2015. "Yen Synchronization among ASEAN-5, Korea and Japan: Evidence from The Multivariate GARCH Model," MPRA Paper 96863, University Library of Munich, Germany.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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.- NEP-DGE: Dynamic General Equilibrium (1) 2013-12-29
- NEP-GEO: Economic Geography (1) 2018-10-15
- NEP-SEA: South East Asia (1) 2013-12-29
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, David Kim should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.