Byungchul Yu

Dept. of International Trade, Dong-A University

Professor

2-Ga Bumin-Dong

Busan

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

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20

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11

Scholarly Papers (3)

1.

Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

Festschrift in Honor of Peter Schmidt, W.C. Horrace and R.C. Sickles, eds., Forthcoming
Number of pages: 44 Posted: 13 Apr 2011 Last Revised: 23 Oct 2013
Independent, Dept. of International Trade, Dong-A University and University of Melbourne
Downloads 4,337 (2,268)
Citation 53

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Asymmetric Cointegrating Relationships, Asymmetric Dynamic Multipliers, Nonlinear ARDL (NARDL) ECM-based Estimation and Tests, Nonlinear Unemployment-Output Relationship, Asymmetric Gasoline Price Adjustment

2.

The Decoupling of Monetary Policy from Long-Term Rates in the U.S. during the Great Moderation

Number of pages: 30 Posted: 25 Jul 2011 Last Revised: 08 Oct 2013
University of Melbourne, University of York (UK) - Department of Economics and Related Studies, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK) and Dept. of International Trade, Dong-A University
Downloads 293 (116,266)
Citation 6

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nonlinear autoregressive distributed lag (NARDL) model, asymmetric interest rate pass-through, great moderation, Greenspan decoupling conundrum

3.

우리나라 은행의 예·대금리차 조정의 비대칭성: 문턱자기회귀모형(Threshold Autoregressive)의 이용 (Asymmetric Adjustment of Interest Rate Spread in Korean Banks: Application of Threshold Auto-Regressive Model)

Financial Stability Studies, Vol. 10, No. 2, Korea Deposit Insurance Corporation(KDIC), 2009, pp. 1-19.
Number of pages: 19 Posted: 15 Aug 2017 Last Revised: 09 Jan 2019
Byungchul Yu and Sun Eae Chun
Dept. of International Trade, Dong-A University and Chung-Ang University
Downloads 6 (675,655)

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예·대금리차, 비대칭적 조정, 문턱자기회귀모형(threshold autoregressive: TAR), 모멘텀 문턱자기회귀모형(momentum threshold autoregressive: M-TAR), deposit-lending interest rate spread, asymmetric adjustment, threshold autoregressive(TAR) model, momentum threshold autoregressive(M-TAR) model