Hyeongwoo Kim

Auburn University

Professor

138 Miller

Auburn University

Auburn, AL 36849

United States

http://https://sites.google.com/site/hkimphd/

SCHOLARLY PAPERS

12

DOWNLOADS
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SSRN RANKINGS

Top 48,925

in Total Papers Downloads

936

SSRN CITATIONS
Rank 24,296

SSRN RANKINGS

Top 24,296

in Total Papers Citations

15

CROSSREF CITATIONS

20

Scholarly Papers (12)

1.

Spillover Effects from the U.S. Financial Crisis: Some Time-Series Evidence from National Stock Returns

THE FINANCIAL AND ECONOMIC CRISES: AN INTERNATIONAL PERSPECTIVE, Benton Gup, ed., Edward Elgar Publishing, Forthcoming
Number of pages: 38 Posted: 18 Sep 2009
University of Illinois at Springfield, Auburn University and Auburn University
Downloads 324 (101,873)
Citation 7

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U.S. financial crisis, interdependence, spillover effects, stock market returns

2.

Spillover Effects of the US Financial Crisis on Financial Markets in Emerging Asian Countries

Number of pages: 39 Posted: 13 May 2010
Hyeongwoo Kim and Bong-Han Kim
Auburn University and Kongju National University
Downloads 279 (119,658)
Citation 6

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Financial Crisis, Spillover Effects, Contagion, Emerging Asian Countries, Dynamic

3.

Forecasting Financial Stress Indices in Korea: A Factor Model Approach

Bank of Korea WP 2015-30
Number of pages: 40 Posted: 11 Jan 2016
Hyeongwoo Kim, Hyun Hak Kim and Wen Shi
Auburn University, Department of Economics, Kookmin University and Auburn University
Downloads 75 (344,777)
Citation 1

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Financial stress index, Principal component analysis, PANIC, In-sample fit, Out-of-sample forecast, Diebold-Mariano-West Statistic

Purchasing Power Parity and the Taylor Rule

Number of pages: 44 Posted: 01 Jul 2013
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 25 (552,048)

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Purchasing Power Parity, Taylor Rule; Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Journal of Applied Econometrics, Vol. 30, No. 6, 2013, AJRC Working Papers No. 05/2013
Number of pages: 43 Posted: 26 Jul 2017
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 24 (558,657)

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Purchasing Power Parity, Taylor Rule, Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Number of pages: 43 Posted: 28 Jun 2013
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 19 (593,376)

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Purchasing Power, Parity, Taylor Rule, Half-Life of PPP, Deviations, Median, Unbiased

5.

Regulatory Expenditures, Economic Growth and Jobs: An Empirical Study

Phoenix Center Policy Bulletin, No. 28
Number of pages: 20 Posted: 06 May 2011 Last Revised: 04 Aug 2011
Auburn University - Department of Economics, Phoenix Center for Advanced Legal & Economic Public Policy Studies, Auburn University and Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 58 (394,316)
Citation 2

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Regulation, Cost of Regulation, Jobs, Employment, Government, Budget, Deficit

6.

Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach

Bank of Korea WP 2017-14
Number of pages: 44 Posted: 04 May 2017
Hyeongwoo Kim and Kyunghwan Ko
Auburn University and Economic Research Team, Jeju Branch, The Bank ok Korea
Downloads 42 (452,802)

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Partial Least Squares, Principal Component Analysis, Financial Stress Index, Out-Of-Sample Forecast, RRMSPE, DMW Statistics

7.

Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate

Bank of Korea WP 2020-5
Number of pages: 53 Posted: 18 Feb 2020
Hyeongwoo Kim and Soohyon Kim
Auburn University and The Bank of Korea
Downloads 30 (507,918)
Citation 3

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Won/Dollar Real Exchange Rate, Principal Component Analysis, Partial Least Squares, LASSO, Out-of-Sample Forecast

8.

Can Government Spending Get America Working Again? An Empirical Investigation

Phoenix Center Policy Bulletin No. 31
Number of pages: 15 Posted: 18 Aug 2012
Auburn University - Department of Economics, Phoenix Center for Advanced Legal & Economic Public Policy Studies, Auburn University and Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 25 (535,951)

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stimulus, jobs, investment

9.

Jobs, Jobs, Jobs: Communications Policy and Employment Effects in the Information Sector

Phoenix Center Policy Bulletin No. 25
Number of pages: 23 Posted: 09 Oct 2010
Auburn University - Department of Economics, Phoenix Center for Advanced Legal & Economic Public Policy Studies and Auburn University
Downloads 21 (560,689)

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Multipliers, Telecommunications, Regulation, Network Neutrality, Net Neutrality, Title II Regulation, RIMS

10.

What Is the 'Cost per Regulator' on GDP and Private Sector Job Creation? An Update on Prior Research

Phoenix Center Perspectives No. 17-01
Number of pages: 7 Posted: 05 May 2017
George S. Ford, Hyeongwoo Kim and Lawrence J. Spiwak
Phoenix Center for Advanced Legal & Economic Public Policy Studies, Auburn University and Phoenix Center for Advanced Legal & Economic Public Policy Studies
Downloads 13 (613,062)

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Regulation, Regulatory Burden, Cost per Regulator, Costs of Regulation

11.

What Drives Commodity Prices?

American Journal of Agricultural Economics, Vol. 96, Issue 5, pp. 1455-1468, 2014
Number of pages: 14 Posted: 15 Apr 2020
Auburn University, University of Nottingham - School of Law and Georgia State University
Downloads 1 (708,099)
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Commodity prices, cross-section dependence, out-of-sample forecast, panel analysis of nonstationarity in idiosyncratic and common components, U.S. nominal exchange rate

12.

Pitfalls in Testing for Cointegration between Inequality and the Real Income

Economic Inquiry, Vol. 55, Issue 2, pp. 941-950, 2017
Number of pages: 10 Posted: 14 May 2020
Ghislain N. Gueye, Hyeongwoo Kim and Gilad Sorek
affiliation not provided to SSRN, Auburn University and Auburn University
Downloads 0 (726,220)
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