Hyun Hak Kim

Department of Economics, Kookmin University

Assistant Professor

Seoul

Korea, Republic of (South Korea)

http://khdouble.googlepages.com

SCHOLARLY PAPERS

9

DOWNLOADS

780

SSRN CITATIONS
Rank 30,588

SSRN RANKINGS

Top 30,588

in Total Papers Citations

5

CROSSREF CITATIONS

17

Scholarly Papers (9)

1.

Mining Big Data Using Parsimonious Factor and Shrinkage Methods

Number of pages: 50 Posted: 17 Jul 2013
Hyun Hak Kim and Norman R. Swanson
Department of Economics, Kookmin University and Rutgers University - Department of Economics
Downloads 186 (168,758)
Citation 5

Abstract:

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prediction, independent component analysis, sparse principal component analysis, bagging, boosting, Bayesian model averaging, ridge regression, least angle regression, elastic net and non-negative garotte

Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea

Number of pages: 50 Posted: 18 Dec 2013 Last Revised: 05 Dec 2017
Hyun Hak Kim
Department of Economics, Kookmin University
Downloads 137 (219,403)
Citation 2

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Prediction, Sparse Principal Component Analysis, Bagging, Boosting, Bayesian Model Averaging, Ridge Regression, Least Angle Regression, Elastic Net And Non-Negative Garrote

Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea

Bank of Korea WP 2013-26
Number of pages: 50 Posted: 27 Mar 2015
Hyun Hak Kim
Department of Economics, Kookmin University
Downloads 40 (454,628)
Citation 1

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Prediction, Sparse Principal Component Analysis, Bagging, Boosting, Bayesian Model Averaging, Ridge Regression, Least Angle Regression, Elastic Net And Non-Negative Garrote

3.

Forecasting Financial and Macroeconomic Variables Using Data Reduction Methods: New Empirical Evidence

Number of pages: 37 Posted: 15 Jul 2013 Last Revised: 20 Dec 2014
Hyun Hak Kim and Norman R. Swanson
Department of Economics, Kookmin University and Rutgers University - Department of Economics
Downloads 112 (254,565)
Citation 7

Abstract:

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prediction, bagging, boosting, Bayesian model averaging, ridge regression, least angle regression, elastic net and non-negative garotte

4.

Mining Big Data Using Parsimonious Factor, Machine Learning, Variable Selection and Shrinkage Methods

Number of pages: 29 Posted: 15 Mar 2016
Hyun Hak Kim and Norman R. Swanson
Department of Economics, Kookmin University and Rutgers University - Department of Economics
Downloads 94 (286,761)
Citation 5

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5.

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 (329,025)
Citation 1

Abstract:

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

6.

Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS: With an Application to Korean GDP

Number of pages: 50 Posted: 14 Jul 2017
Hyun Hak Kim and Norman R. Swanson
Department of Economics, Kookmin University and Rutgers University - Department of Economics
Downloads 48 (410,049)
Citation 1

Abstract:

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nowcasting, forecasting, factor model, MIDAS

7.

예측조합 및 밀도함수에 의한 소비자물가 상승률 전망 (Forecasting CPI Inflation Using Combination of Point Forecast and Density Forecast)

Bank of Korea WP 2015-11
Number of pages: 36 Posted: 20 Apr 2015
Hyun Hak Kim
Department of Economics, Kookmin University
Downloads 41 (436,632)

Abstract:

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CPI inflation, Point forecast, Forecast combination, Density forecast

8.

확장된 실업지표를 이용한 우리나라 노동시장에서의 이력현상 분석 (Hysteresis in Korean Labor Market with Alternative Measures of Labor Utilization)

Bank of Korea WP 2014-29
Number of pages: 31 Posted: 31 Mar 2015
Hyun Hak Kim and Kwang‐Myoung Hwang
Department of Economics, Kookmin University and The Bank of Korea
Downloads 27 (500,980)

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Hysteresis, Unemployment Rate, Unit Root Test, ARFIMA

9.

Systemic Risk of the Consumer Credit Network across Financial Institutions

Bank of Korea WP 2019-23
Number of pages: 50 Posted: 18 Sep 2019
Hyun Hak Kim and Hosung Jung
Department of Economics, Kookmin University and The Bank of Korea
Downloads 20 (541,814)

Abstract:

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Systemic risk, Financial network, Consumer credit, Financial stability