Content
2024
- 2024rwp-233 Inflation Indexation and Zero Lower Bound
by Daeha Cho & Eunseong Ma - 2024rwp-232 GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement
by Jin Seo Cho & Peter C.B. Phillips - 2024rwp-231 Designing Optimal Progressive Taxation with Hours Constraints
by Kitae Cho & Eunseong Ma - 2024rwp-230 Biased Mediation: Selection and Effectiveness
by Jin Yeub Kim & Jong Jae Lee - 2024rwp-229 Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory
by Sangyup Choi & Inkee Jang & Kee-Youn Kang & Hyunpyung Kim - 2024rwp-228 Asymmetric Mortgage Channel of Monetary Policy: Refinancing as a Call Option
by Sangyup Choi & Kimoon Jeong & Jiseob Kim - 2024rwp-227 Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares
by Jin Seo Cho - 2024rwp-226 Generalized Impulse and Its Measure
by Yunmi Kim & Tae-Hwan Kim - 2024rwp-225 The 40-Hour Work Week
by Eunseong Ma - 2024rwp-224 Profit Sharing in Partnerships: Complementarity, Productivity, and Commitment
by Byung-Cheol Kim & Jin Yeub Kim & Hyunjun Cho
2023
- 2023rwp-223 Impacts of In-Person School Days on Student Outcomes and Inequality: Evidence from Korean High Schools during the Pandemic
by Youjin Hahn & Hyuncheol Bryant Kim & Hee-Seung Yang - 2023rwp-222 Heterogeneity in the Effects of Uncertainty Shocks on Labor Market Dynamics and Extensive vs. Intensive Margins of Adjustment
by Sangyup Choi & Davide Furceri & Seung Yong Yoo - 2023rwp-221 Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets
by Sangyup Choi & Jiri Havel - 2023rwp-220 Asymmetric Interest Rate Pass-through and Its Effects on Macroeconomic Variables: Evidence from Thailand
by Thosapon Tonghui & Jin Seo Cho - 2023rwp-219 Housing Market Connectedness and Transmission of Monetary Policy
by Woo Suk Lee & Eunseong Ma - 2023rwp-217 Forecasting the Confirmed COVID-19 Cases Using Modal Regression
by Xin Jing & Jin Seo Cho - 2023rwp-216 News or Animal Spirits? Consumer Confidence and Economic Activity: Redux
by Sangyyup Choi & Jaehun Jeong & Dohyeon Park & Donghoon Yoo - 2023rwp-215 Revisiting the Monetary Transmission Mechanism through an Industry-Level Differential Approach
by Sangyup Choi & Tim Willems & Seung Yong Yoo - 2023rwp-214 Auctions with Externalities: An Experimental Study
by Chulyoung Kim & Sang-Hyun Kim & Jinhyuk Lee & Jaeok Park - 2023rwp-213 The Well-Being of Cities: Estimating Migration Attractiveness from Internal Migration across Korean Cities
by Seung Hoon Lee & Hyoung Chul Kim & Ji Sub Park - 2023rwp-212 On the (Robust) Ex-post Stability of Constitutions
by Semin Kim - 2023rwp-211 Functional Data Inference in a Parametric Quantile Model applied to Lifetime Income Curves
by Jin Seo Cho & Peter C. B. Phillips & Juwon Seo - 2023rwp-210 The Asymmetric Response of Dividends to Earnings News
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - 2023rwp-209 One Monetary Policy and Two Bank Lending Standards: A Tale of Two Europes
by Sangyup Choi & Kimoon Jeong & Jiseob Kim
2022
- 2022rwp-208 The Impact of Single Households on Local Economy: Evidence from Korea’s Demographic Trends
by Hee-Seung Yang & Sungjin Kim - 2022rwp-207 Does the Small Business Programme Benefit Self-Employed Workers? Evidence from Nicaragua
by Hee-Seung Yang & Booyuel Kim & Rony Rodriguez-Ramirez - 2022rwp-206 Trusted Institutions and Policy Compliance: Evidence from COVID-19 Mobility Patterns in Korea
by Hee-Seung Yang & Sungjin Kim - 2022rwp-205 Partisan Bias in Inflation Beliefs: New Evidence from Korea
by Sangyup Choi & Sang-Hyun Kim & Myunghwan Andrew Lee & Siye Bae & Myungkyu Shim - 2022rwp-204 The Heterogeneous Welfare Effects of Business Cycles
by Eunseong Ma & Daeha Cho - 2022rwp-203 Monetary Policy and Inequality: How Does One Affect the Other?
by Eunseong Ma - 2022rwp-202 Intensive and Extensive Margins of Labor Supply in HANK: Aggaregate and Disaggregate Implications
by Eunseong Ma - 2022rwp-201 Real Wage Cyclicality and Monetary Policy
by Eunseong Ma - 2022rwp-200 Gini in the Taylor Rule: Should the Fed Care About Inequality?
by Eunseong Ma & Kwangyong Park - 2022rwp-199 First-Price and Second-Price Auctions with Externalities: An Experimental Study
by Sang-Hyun Kim & Chulyoung Kim & Jaeok Park & Jinhyuk Lee - 2022rwp-198 Strategic Alliances in a Veto Game: An Experimental Study
by Sang-Hyun Kim & Chulyoung Kim & Jinhyuk Lee & Joosung Lee - 2022rwp-197 A Dual Approach To Agency Problems: Existence
by Chang Koo Chi & Kyoung Jin Choi - 2022rwp-196 Impact of Uncertainty Shocks on Income and Wealth Inequality
by Sangyup Choi & Jeeyeon Phi - 2022rwp-195 Is Domestic Uncertainty a Local Pull Factor Driving Foreign Capital Inflows? New Cross-Country Evidence
by Sangyup Choi & Gabriele Ciminelli & Davide Furceri - 2022rwp-194 Systematic Monetary Policy in a SVAR for Australia
by Lance A. Fisher & Hyeon-seung Huh
2021
- 2021rwp-193 The Central Influencer Theorem: Spatial Voting Contests with Endogenous Coalition Formation
by Subhasish M. Chowdhury & Sang-Hyun Kim - 2021rwp-192 Transitive Delegation in Social Networks: Theory and Experiment
by Sang-Hyun Kim - 2021rwp-191 Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model
by Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho - 2021rwp-190 Testing a Constant Mean Function Using Functional Regression
by Jin Seo Cho & Meng Huang & Halbert White - 2021rwp-189 Are Government Spending Shocks Inflationary at the Zero Lower Bound? New Evidence from Daily Data
by Sangyup Choi & Junhyeok Shin & Seung Yong Yoo - 2021rwp-188 Inflation Anchoring and Growth: The Role of Credit Constraints
by Sangyup Choi & David Furceri & Prakash Loungani & Myungkyu shim - 2021rwp-187 A Unique and Robust Social Contract: An Application to Negotiations with Probabilistic Conflicts
by Jin Yeub Kim - 2021rwp-186 Recent Developments of the Autoregressive Distributed Lag Modelling Framework
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - 2021rwp-185 Bitcoin: An Inflation Hedge but Not a Safe Haven
by Sangyup Choi & Junhyeok Shin - 2021rwp-184 Gender Differences in Repeated Dishonest Behavior: Experimental Evidence
by Subhasish M. Chowdhury & Joo Young Jeon & Chulyoung Kim & Sang-Hyun Kim - 2021rwp-183 Strategic Alliances in a Veto Game: An Experimental Study
by Chulyoung Kim & Sang-Hyun Kim & Jinhyuk Lee & Joosung Lee
2020
- 2020rwp-182 Performance Feedback with Team Incentive: A Field Experiment in Chinese Factories
by Karen Meng Li & Sang-Hyun Kim - 2020rwp-181 Managing the Public Health Risks in the Time of COVID-19
by SeEun Jung & Sang-Hyun Kim - 2020rwp-180 Sequentially Estimating Approximate Conditional Mean Using the Extreme Learning Machine
by Lijuan Huo & Jin Seo Cho - 2020rwp-179 International Fiscal-financial Spillovers: The Effect of Fiscal Shocks on Cross-border Bank Lending
by Sangyup Choi & Davide Furceri & Chansik Yoon - 2020rwp-178 Household Indebtedness and the Macroeconomic Effects of Tax Changes
by Sangyup Choi & Junhyeok Shin - 2020rwp-177 Tying in Two-Sided Markets with Below-Cost or Negative Pricing
by Jong-Hee Hahn & So Hye Yoon - 2020rwp-176 Heterogenous Gains from Countercyclical Fiscal Policy: New Evidence from International Industry-level Data
by Sangyup Choi & Davide Furceri & João Tovar Jalles - 2020rwp-175 A Noncooperative Foundation of the Neutral Bargaining Solution
by Jin Yeub Kim - 2020rwp-174 Efficient and Neutral Mechanisms in Almost Ex Ante Bargaining Problems
by Jin Yeub Kim - 2020rwp-173 A Model of offensive versus Defensive Technology: When Does Terrorism Occur?
by Jin Yeub Kim - 2020rwp-171 Inefficient Relative Price Fluctuations
by Daeha Cho & Kwang Hwan Kim - 2020rwp-170 Power to Ignore: Locally Ordinal Bayesian Incentive Compatibility
by Miho Hong & Semin Kim - 2020rwp-169 Power to Ignore: An Experimental Study
by Chulyoung Kim & Sang-Hyun Kim & Myunghwan Lee - 2020rwp-168 Multilateral Bargaining with Proposer Selection Contest
by Duk Gyoo Kim & Sang-Hyun Kim - 2020rwp-167 Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics
by Sangyup Choi & Junhyeok Shin - 2020rwp-166 Dealing with Markov-Switching Parameters in Quantile Regression Models
by Yunmi Kim & Lijuan Huo & Tae-Hwan Kim - 2020rwp-165 Testing for Structural Breaks in Return-Based Style Regression Models
by Yunmi Kim & Douglas Stone & Tae-Hwan Kim - 2020rwp-164 Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy
by Tae-Hwan Kim & Dong Jin Lee & Paul Mizen - 2020rwp-163 Does Political Orientation Affect Happiness? The Case of South Korea
by Yunmi Kim & Sang-Wook Lee & Tae-Hwan Kim - 2020rwp-162 Sequentially Estimating the Structural Equation by Power Transformation
by Jaedo Choi & Jin Seo Cho & Hyungsik Roger Moon
2019
- 2019rwp-161 Do Financial Analysts Herd?
by Jin Yeub Kim & Yongjun Kim & Myungkyu Shim - 2019rwp-160 Credible Promise: Conflict and Security on the Korean Peninsula
by Jin Yeub Kim - 2019rwp-159 Neutral Public Good Mechanisms
by Jin Yeub Kim - 2019rwp-158 Exoneree Compensation and Endogenous Plea Bargaining : Theory and Experiment
by Chulyoung Kim & Sang-Hyun Kim - 2019rwp-157 Adversarial Bias and Court-Appointed Experts in Litigation
by Chulyoung Kim & Chansik Yoon - 2019rwp-156 Endowment Effects in Proposal Right Contest
by Youjin Hahn & Chulyoung Kim & Sang-Hyun Kim - 2019rwp-155 The Effects of "Observability" on Rejection Behavior in Ultimatum Game Experiments
by Miho Hong & Chulyoung Kim & Sang-Hyun Kim & Sangyoon Nam - 2019rwp-154 Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model
by Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin - 2019rwp-153 Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves
by Jin Seo Cho & Peter C. B. Phillips & Juwon Seo - 2019rwp-152 Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates
by Lijuan Huo & Jin Seo Cho - 2019rwp-151 Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model
by Dakyung Seong & Jin Seo Cho & Timo Terasvirta - 2019rwp-150 Measuring the energy poverty and the severity in Korea
by Ha-Hyun Jo & Hyung-Woo Lim & Hae-Dong Kim - 2019rwp-149 Improvement of energy poverty indicators by capturing the multifaceted nature
by Ha-Hyun Jo & Hae-Dong Kim - 2019rwp-148 The policy issues for improvement of the Korean energy policies and implications of foreign energy poverty indicators
by Ha-Hyun Jo & Hae-Dong Kim - 2019rwp-147 Can Partisan News Shift Political Preference and Voting Behavior? An Experimental Evidence from Taiwan's General Elections 2016
by Chun-Fang Chiang & Semin Kim & SunTak Kim & Chien-Hsun Lin & Ming-Jen Lin - 2019rwp-146 Decision Making and Games with Vector Outcomes
by Jaeok Park - 2019rwp-145 International Bank Lending Channel of Monetary Policy
by Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon - 2019rwp-144 Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development
by Sangyup Choi & Davide Furceri & Chansik Yoon - 2019rwp-143 Inflation Anchoring, Real Borrowing Costs, and Growth: Evidence from Sectoral Data
by Sangyup Choi & Davide Furceri & Prakash Loungani - 2019rwp-142 Uncertainty, Financial Markets, and Monetary Policy over the Last Century
by Sangyup Choi & Chansik Yoon - 2019rwp-141 Preemptive Entry in Sequential Auctions with Participation Cost
by Jeongwoo Lee & Jaeok Park - 2019rwp-140 Changes in the Effects of Bank Lending Shocks and the Development of Public Debt Markets
by Sangyup Choi
2018
- 2018rwp-139 Stable Constitutions
by Daeyoung Jeong & Semin Kim - 2018rwp-138 Unanimity and Local Incentive Compatibility
by Miho Hong & Semin Kim - 2018rwp-137 Strict Liability, Settlement, and Moral Concern
by Chulyoung Kim & S. David Kim & Sangyoon Nam - 2018rwp-136 Court-Appointed Experts and Accuracy in Adversarial Litigation
by Chulyoung Kim & Paul S. Koh - 2018rwp-135 Minimum Asset and Liability Insurance Requirements on Judgment-Proof Individuals When Harm is Endogenous
by Chulyoung Kim & Paul S. Koh - 2018rwp-134 Social Image or Social Norm?: Re-examining the Audience Effect in Dictator Game Experiments
by Chulyoung Kim & Sang-Hyun Kim - 2018rwp-133 Pre-planning and the Continuation of Dishonest Behavior: An Experiment
by Subhasish M. Chowdhury & Chulyoung Kim & Sang-Hyun Kim - 2018rwp-132 Deciphering Monetary Policy Committee Minutes with Text Mining Approach: A Case of South Korea
by Youngjoon Lee & Soohyon Kim & Ki Young Park - 2018rwp-131 Can Investors Profit from Security Analyst Recommendations?
by Sung Jun Park & Ki Young Park - 2018rwp-130 New Evidence on Procyclical Bank Capital Regulation: The Role of Bank Loan Commitments
by Ki Young Park - 2018rwp-129 An Econometric Identification of Abnormally Low Bids in Procurement Market: Discriminant Analysis
by Jinook Jeong & Hyunwoo Lee - 2018rwp-128 Labor-Market Wedge under Engel Curve Utility: Cyclical Substitution between Necessities and Luxuries
by Yongsung Chang & Andreas Hornstein & Marios Karabarbounis - 2018rwp-127 Labor Market Dynamics in Developing Economies: the Role of Subsistence Consumption
by Sangyup Choi & Myungkyu Shim - 2018rwp-126 Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Emerging Market Bank Loan Officer Survey
by Sangyup Choi - 2018rwp-125 Uncertainty and Cross-Border Banking Flows
by Sangyup Choi & Davide Furceri - 2018rwp-124 An IV framework for combining sign and long-run parametric restrictions in SVARs
by Lance A. Fisher & Hyeon-seung Huh - 2018rwp-123 Testing for the Conditional Geometric Mixture Distribution
by Jin Seo Cho & Jin Seok Park & Sang Woo Park - 2018rwp-122 Combining sign and parametric restrictions in SVARs by Givens Rotations
by Lance A. Fisher & Hyeon-seung Huh - 2018rwp-121 Human Capital, Positional Good, or Social Network?: Exploring a Korean Model of Education
by Jongick Jang & Hoon Hong & Chung Sik Yoo & Jonghyun Park - 2018rwp-120 Hayek in the context of South Korea
by Hoon Hong - 2018rwp-119 Towards a Critique of Neoclassical Economics: how to Neutralize and Radicalize our Understanding of the Postulate of Independence of Agents and Goods
by Hoon Hong - 2018rwp-118 Input price discrimination with differentiated final products
by Jong-Hee Hahn & Chan KIm - 2018rwp-117 The Welfare Effect of Input Price Discrimination with Horizontally Differentiated Final Products
by Chan KIm & Jong-Hee Hahn - 2018rwp-116 Financial vs. Policy Uncertainty in Emerging Market Economies
by Sangyup Choi & Myungkyu Shim
2017
- 2017rwp-115 Radius Restriction and Firms' Survival: Evidence from the Coffee Franchise Industry
by Yun Jeong Choi & Jee Young Kim & Min Hee You - 2017rwp-114 On the Profitability of Interfirm Bundling in Oligopolies
by Sang-Hyun Kim & Jong-Hee Hahn - 2017rwp-113 The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel
by Sangyup Choi - 2017rwp-112 The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads
by Sangyup Choi & Yuko Hashimoto - 2017rwp-111 Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies
by Sangyup Choi & Davide Furceri & Prakash Loungani & Saurabh Mishra & Marcos Poplawski-Ribeiro - 2017rwp-110 Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies
by Sangyup Choi & Davide Furceri & Joao Tovar Jalles - 2017rwp-109 Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints
by Sangyup Choi & Davide Furceri & Yi Huang & Prakash Loungani - 2017rwp-108 Interim Self-Stable Decision Rules
by Daeyoung Jeong & Semin Kim - 2017rwp-107 Vertical Foreclosure with Product Choice and Allocation: Evidence from the Movie Industry
by Jaedo Choi & Yun Jeong Choi & Minki Kim - 2017rwp-106 On the Efficiency of Racetrack Betting Market: A New Test for the Favorite-Longshot Bias
by Jinook Jeong & Jee Young Kim & Yoon Jae Ro - 2017rwp-105 Optimal Taxation with Private Insurance
by Yongsung Chang & Yena Park - 2017rwp-104 Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being
by Tae-Hwan Kim & Hoon Hong & Jonghyun Park & Chung Sik Yoo & Jongick Jang - 2017rwp-103 Directionally Differentiable Econometric Models
by Jin Seo Cho & Halbert White - 2017rwp-103a Supplements to "Directionally Differentiable Econometric Models"
by Jin Seo Cho & Halbert White - 2017rwp-102 Nonparametric forecasting with one-sided kernel adopting pseudo one-step ahead data
by Jungwoo Kim & Joocheol Kim
2016
- 2016rwp-101 Fishy Seafood Labeling
by Sang-Hyun Kim & Hao Lan - 2016rwp-100 In-group and Out-group Biases in the Marketplace: A Field Experiment during the World Cup
by Sang-Hyun Kim & Fernanda L. Lopez de Leon - 2016rwp-99 Identifying Price-Leadership Structures in Oligopoly
by Paul W. Dobson & Sang-Hyun Kim & Hao Lan - 2016rwp-98 "Small, yet Beautiful": Reconsidering the Optimal Design of Multi-winner Contests
by Subhasish M. Chowdhury & Sang-Hyun Kim - 2016rwp-97 Price Discrimination with Loss Averse Consumers
by Jong-Hee Hahn & Jinwoo Kim & Sang-Hyun Kim & Jihong Lee - 2016rwp-96 Incentive Compatibility On The Domain Of Singlepeaked Preferences
by Semin Kim - 2016rwp-95 On The Self-(In) Stability Of Weighted Majority Rules
by Yaron Azrieli & Semin Kim - 2016rwp-94 Ordinal Versus Cardinal Voting Rules: A Mechanism Design Approach
by Semin Kim - 2016rwp-93 Ex-ante Heterogeneity and Equilibrium Redistribution(Preliminary)
by Bo Hyun Chang & Yongsung Chang & Sun-Bin Kim - 2016rwp-92 Pareto Weights in Practice: A Quantitative Analysis Across 32 OECD Countries
by Bo Hyun Chang & Yongsung Chang & Sun-Bin Kim - 2016rwp-91 How Sticky Wages In Existing Jobs Can Affect Hiring
by Mark Bils & Yongsung Chang & Sun-Bin Kim - 2016rwp-90 Sequentially Testing Polynomial Model Hypotheses using Power Transforms of Regressors
by Jin Seo Cho & Peter C.B. Phillips - 2016rwp-89a Online Supplement to "Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices"
by Jin Seo Cho & Peter C.B. Phillips - 2016rwp-89 Pythagorean Generalization of Testing the Equality of Two Symmetric Positive Definite Matrices
by Jin Seo Cho & Peter C.B. Phillips - 2016rwp-88 Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
by Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips - 2016rwp-88a Supplement to ¡°Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea¡±
by Jin Seo Cho & Myung-Ho Park & Peter C.B. Phillips - 2016rwp-87 Vertical Integration and Market Foreclosure: Empirical Evidence in the Korean Movie Industry
by Yun Jeong Choi & Jong-Hee Hahn & Hojung Kim
2015
- 2015rwp-86 Regime shift model by three types of distribution considering a heavy tail and dependence
by Jungwoo kim & Joocheol kim - 2015rwp-85 Competitive Equilibrium and Singleton Cores in Generalized Matching Problems (published in:International Journal of Game Theory, May 2017, Vol.46, Issue2, 487-509)
by Jaeok Park - 2015rwp-84 Repeated Games with General Discounting
by Ichiro Obara & Jaeok Park - 2015rwp-83 Revisiting the Effect of FDI on Economic Growth using Quantile Regression
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim - 2015rwp-82 A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression
by Tae-Hwan Kim & Christophe Muller - 2015rwp-81 Multi-dimensional Risk and its Diversification
by Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang - 2015rwp-80 The Empirical Study on the CDM projects in Korea: with PDD data of 2005¡2015
by Ha-Hyun Jo & Yi Seul Eom - 2015rwp-79a We provide mathematical proofs for the results in "Testing Linearity Using Power Transforms of Regressors"
by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS - 2015rwp-79 Testing Linearity Using Power Transforms of Regressors
by YAE IN BAEK & Jin Seo Cho & PETER C.B. PHILLIPS - 2015rwp-78 Analyzing the Interrelationship of the Statistics for Testing Neglected Nonlinearity under the Null of Linearity
by Yae Ji Jun & Jin Seo Cho - 2015rwp-77 The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers
by Yunmi Kim & Tae-Hwan Kim & Tolga Ergun
2014
- 2014rwp-76 Testing for Autocorrelation in Quantile Regression Models
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim & Dong Jin Lee - 2014rwp-75 Dynamic mixture distribution: A new approach to minimize mean squared error
by Joocheol Kim & Jungwoo kim - 2014rwp-74 The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers
by Yunmi Kim & Tae-Hwan Kim & Tolga Ergun - 2014rwp-73 Option Pricing with Heavy Tailed Distribution : Application to Barrier Options
by Joocheol Kim & Jeonggyu Heo - 2014rwp-72 Revisiting Growth Empirics Based on IV Panel Quantile Regression
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim - 2014rwp-71 Multivariate Tail Dependence in Financial Markets
by JOOCHEOl KIM & SUNGHO KIM - 2014rwp-70 Unit Root Tests In The Presence Of Multiple Breaks In Variance
by Soo-Bin Jeong & Bong-Hwan Kim & Tae-Hwan Kim & Hyung-Ho Moon - 2014rwp-69 Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework
by Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin - 2014rwp-68 Fixed and mobile broadband; Are they substitutes or complements?
by Jinsoo Bae & Yun Jeong Choi & Jong-Hee Hahn - 2014rwp-67a Notations in "Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing" by Cho and White (2014)
by Jin Seo Cho & Halbert White - 2014rwp-67 Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing
by Jin Seo Cho & Halbert White - 2014rwp-66 Option Pricing with Generalized Logistic Distributions(published in:Global Economic Review, (2014) Vol.43, NO.3)
by Joocheol Kim & HyunOh Kim - 2014rwp-65 How the new leniency program in Korea affect cartel formation and cartel detection?
by Hyo Won Lee & Yun Jeong Choi - 2014rwp-64 Limited Income Mobility in Korea
by Hyungna Oh & Yun Jeong Choi - 2014rwp-63 Collateral Constraints, Sticky Wages, and Monetary Policy
by Kwang Hwan Kim & Joonseok Oh
2013
- 2013rwp-62 Examining the determinants of food prices in developing Asia
by Hyeon-seung Huh & Cyn-Young Park - 2013rwp-61 Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
by Lance A. Fisher & Hyeon-seung Huh & Adrian R. Pagan - 2013rwp-60 game theoretic analysis of North Korean political situation
by Sunku Hahn - 2013rwp-59 Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?
by Hyeon-seung Huh & David Kim - 2013rwp-58 A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union
by Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park - 2013rwp-57 Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.)
by Kyu Lee Shin & Jin Seo Cho - 2013rwp-56 Celebrity, Media, And Suicide
by Yun Jeong Choi & Hyungha Oh - 2013rwp-55a Mathematical Proofs for "Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions"
by Jin Seo Cho & Isao Ishida & Halbert White - 2013rwp-55 Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Terasvirta. Eds. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (2014). Oxford: Oxford University Press.)
by Jin Seo Cho & Isao Ishida & Halbert White - 2013rwp-54 Testing for Autocorrelation in Quantile Regression Models
by Lijuan Huo & Tae-Hwan Kim & Yunmi Kim
2012
- 2013rwp-53 On measuring the nonlinear effect of interest rates on inflation and output
by Hyeong Ho Moon & Tae-Hwan Kim & Seongho Nah - 2012rwp-52 Sunk Cost and Reputation Effect
by Sunku Hahn - 2012rwp-51 Labor-Market Heterogeneity, Aggregation, and the Policy-(In)variance of DSGE Model Parameters
by Yongsung Chang & Sun-Bin Kim & Frank Schorfheide - 2012rwp-50 Technical Change and Economic Development: A Doctrinal-Historical Viewpoint
by Hoon Hong - 2012rwp-49 A test for endogeneity in conditional quantile models
by Tae-Hwan Kim & Christophe Muller - 2012rwp-48 Individual and Aggregate Labor Supply in a Heterogeneous Agent Economy with Intensive and Extensive Margins
by Yonsung Chang & Sun-Bin Kim & Kyooho Kwon - 2012rwp-47 Interfirm Bundled Discounts in Oligopolies
by Jong-Hee Hahn & Sang-Hyun Kim - 2012rwp-46 Competition, Monopoly and Fairness in the Korean socioeconomic system: as revealed in the market and entrance examination
by Hoon Hong - 2012rwp-45 VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
by Habert white & Tae-Hwan Kim & Simone Manganelli - 2012rwp-44 Accounting for Global Dispersion of Current Accounts
by Yongsung Chang & Sun-Bin Kim & Jaewoo Lee - 2012rwp-43 Monopoly R&D and Compatibility Decisions in Network Industries
by Jong-Hee Hahn & Jin-Hyuk Kim