Sangyup Choi

Yonsei University

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

16

DOWNLOADS

640

SSRN CITATIONS

68

CROSSREF CITATIONS

18

Scholarly Papers (16)

1.

Financial vs. Policy Uncertainty in Emerging Economies

Number of pages: 27 Posted: 02 Nov 2016 Last Revised: 22 Jul 2018
Sangyup Choi and Myungkyu Shim
Yonsei University and Yonsei University - School of Economics
Downloads 150 (233,828)
Citation 5

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Business Cycle Fluctuations, Policy Uncertainty, Financial Uncertainty, Emerging Economies, Sign-Restriction VARs, Local Projections

2.
Downloads 88 (342,272)
Citation 6

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Uncertainty shocks, Emerging market economies, International credit channel, Vector Autoregressions, Portfolio choice model, Value-at-Risk constraint, Currency mismatch

3.

Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics

Number of pages: 43 Posted: 07 Apr 2020
Sangyup Choi and Junhyeok Shin
Yonsei University and Yonsei University
Downloads 81 (359,691)
Citation 1

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Cryptocurrencies, Bitcoin, safe-haven, gold, quantity equation, Vector Autoregressions

4.

Oil Prices and Inflation Dynamics: Evidence from Advanced and Developing Economies

IMF Working Paper No. 17/196
Number of pages: 56 Posted: 14 Sep 2017
Yonsei University, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 45 (480,109)
Citation 5

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Monetary policy, JEL Classification Numbers: E31, E37, Q43 Keywords: oil price shocks, inflation pass-through, local projections, oil price shocks, Forecasting and Simulation, Energy and the Macroeconomy, Q43, Keywords: oil price shocks

5.

Uncertainty and Cross-Border Banking Flows

IMF Working Paper No. 18/4
Number of pages: 52 Posted: 18 Jan 2018
Sangyup Choi and Davide Furceri
Yonsei University and International Monetary Fund (IMF)
Downloads 38 (511,368)
Citation 5

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Sudden stops, uncertainty, cross-border banking flows, retrenchment, portfolio rebalancing, flight-to-quality, International Policy Coordination and Transmission

6.

Uncertainty, Financial Markets, and Monetary Policy over the Last Century

Number of pages: 52 Posted: 14 May 2019 Last Revised: 21 Dec 2020
Sangyup Choi and Chansik Yoon
Yonsei University and Princeton University
Downloads 37 (516,124)
Citation 2

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uncertainty shocks, financial channel, counterfactual VARs, local projections, zero-lower-bound

7.

Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints

IMF Working Paper No. 16/174
Number of pages: 44 Posted: 09 Dec 2016
Yonsei University, International Monetary Fund (IMF), International Monetary Fund (IMF) - African Department and International Monetary Fund (IMF)
Downloads 35 (525,999)
Citation 7

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Productivity, Industry, Economic growth, Manufacturing sector, Developed countries, Econometric models, Time series, productivity growth; financial dependence; uncertainty

8.

Bank Lending Standards, Loan Demand, and the Macroeconomy: Evidence from the Korean Bank Loan Officer Survey

Yonsei University Working Paper 18-126
Number of pages: 59 Posted: 27 Dec 2018 Last Revised: 21 Dec 2020
Sangyup Choi
Yonsei University
Downloads 33 (536,325)
Citation 1

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Bank loan officer survey, Sign-restriction VARs, Bank lending shocks, Emerging market economies, Credit market imperfections

International Bank Lending Channel of Monetary Policy

IMF Working Paper No. 19/234
Number of pages: 62 Posted: 03 Dec 2019
Banco de España, Yonsei University, International Monetary Fund (IMF) and Princeton University
Downloads 16 (666,395)
Citation 2

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Central banking and monetary issues, Monetary policy instruments, Central bank role, Interest rate differential, Central banks, Monetary policy spillovers, International bank lending channel, Cross-border banking flows, Global financial cycles, Local projections, WP, recipient country, cross-border, projection method, policy action, Gertler

International Bank Lending Channel of Monetary Policy

Banco de Espana Working Paper No. 1938
Number of pages: 64 Posted: 22 Nov 2019
Banco de España, Yonsei University, International Monetary Fund (IMF) and Princeton University
Downloads 13 (690,365)
Citation 21

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monetary policy spillovers, international bank lending channel, cross-border banking flows, global financial cycles, local projections

10.

Labor Market Dynamics under Technology Shocks: the Role of Subsistence Consumption

Yonsei University Working Paper 18-127
Number of pages: 58 Posted: 27 Dec 2018 Last Revised: 21 Dec 2020
Sangyup Choi and Myungkyu Shim
Yonsei University and Yonsei University - School of Economics
Downloads 24 (588,874)
Citation 1

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Business Cycles, Developing Economies, Subsistence Consumption, Labor Market Dynamics, Long-Run Restrictions

11.

Fiscal Stabilization and Growth: Evidence from Industry-Level Data for Advanced and Developing Economies

IMF Working Paper No. 17/198
Number of pages: 49 Posted: 21 Mar 2018
Yonsei University, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 20 (615,400)

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Financial data, Fiscal stabilization, Fiscal stabilization, Total factor productivity, Fiscal policy, Developed countries, Developing countries, Economic growth, industry-level data, time varying coefficients, growth, technologies of production, General

12.

International Fiscal-Financial Spillovers: The Effect of Fiscal Shocks on Cross-Border Bank Lending

IMF Working Paper No. 19/150
Number of pages: 61 Posted: 27 Aug 2019
Sangyup Choi, Davide Furceri and Chansik Yoon
Yonsei University, International Monetary Fund (IMF) and Princeton University
Downloads 16 (643,102)

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Financial crises, Economic conditions, Nominal effective exchange rate, Fiscal sector, Real effective exchange rates, Fiscal-financial spillovers, Cross-border banking flows, Local projections, Nonlinear effects, Trilemma., recipient country, cross-border, fiscal expansion, Romer, projection method

13.

The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads

IMF Working Paper No. 17/74
Number of pages: 34 Posted: 12 May 2017
Sangyup Choi and Yuko Hashimoto
Yonsei University and International Monetary Fund (IMF)
Downloads 14 (657,566)

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data transparency, structural reforms, sovereign bond spreads, GDDS, SDDS, event study, General

14.

Changes in the Effects of Bank Lending Shocks and Development of Public Debt Markets

Working papers 2019rwp-140, Yonsei University, Yonsei Economics Research Institute
Number of pages: 17 Posted: 30 May 2019
Sangyup Choi
Yonsei University
Downloads 11 (679,842)
Citation 1

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Bank lending shocks, Sign-restriction VARs, Great Moderation, Public debt market, Loans and bonds

15.

Inflation Anchoring, Real Borrowing Costs, and Growth: Evidence from Sectoral Data

Number of pages: 43 Posted: 18 Jun 2019
Sangyup Choi, Davide Furceri and Prakash Loungani
Yonsei University, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 10 (687,310)

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industry-level growth; inflation anchoring; inflation uncertainty; long-run growth; credit constraints

16.

Policy Uncertainty and Foreign Direct Investment

Number of pages: 47 Posted: 19 Feb 2021
Sangyup Choi, Davide Furceri and Chansik Yoon
Yonsei University, International Monetary Fund (IMF) and Princeton University
Downloads 9 (694,953)

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Policy uncertainty, FDI inflows, Elections, Financial development