Dong Jin Lee

The Bank of Korea

Econmist

39, Namdaemun-ro, Jung-gu

Seoul , 04531

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

4

DOWNLOADS

94

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Reference Rates and Monetary Policy Effectiveness in Korea

Bank of Korea WP 2015-27
Number of pages: 46 Posted: 29 Oct 2015 Last Revised: 04 Jan 2016
Bank of Korea, The Bank of Korea, The Bank of Korea and The Bank of Korea
Downloads 51 (385,396)

Abstract:

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Factor augmented vector autoregression, Impulse response function, Monetary policy effectiveness, Quantile impulse response, Reference rates

2.

Measuring International Uncertainty: The Case of Korea

FEDS Working Paper No. 2017-066
Number of pages: 25 Posted: 26 Jun 2017
University of Illinois, University of Illinois at Urbana-Champaign, Board of Governors of the Federal Reserve System and The Bank of Korea
Downloads 28 (477,887)

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Business cycle, Data rich environment, Korean economy, Stochastic volatility, Uncertainty

3.
Downloads 15 (552,136)

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Household Over-Indebtedness, Debt/Income Ratio, Default Risk, Conditional Censored Quantile Regression

4.

Parametric and Semi‐Parametric Efficient Tests for Parameter Instability

Journal of Time Series Analysis, Vol. 37, Issue 4, pp. 451-475, 2016
Number of pages: 25 Posted: 09 Jun 2016
Dong Jin Lee
The Bank of Korea
Downloads 0 (670,823)
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Abstract:

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Adaptive test, asymptotic optimal test, parameter instability, semi‐parametric power envelope, structural break