Gawon Yoon

Kookmin University

Chongnung-dong, Songbuk-gu

Seoul, 136-702

Korea, Republic of (South Korea)

Pusan National University

mulgeumup beomyeli

Kumjungku, Pusan 609-735, 50612

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

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CROSSREF CITATIONS

16

Scholarly Papers (3)

1.

Hidden Cointegration

U of California, Economics Working Paper No. 2002-02
Number of pages: 49 Posted: 05 Jun 2002
Clive W. J. Granger and Gawon Yoon
University of California, San Diego (UCSD) - Department of Economics and Kookmin University
Downloads 1,381 (28,654)
Citation 9

Abstract:

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Hidden Cointegration, Crouching Error Correction Models, Shocks, Interest Rates, Hysteresis of Unemployment

2.

A Simple Model that Generates Stylized Facts of Returns

UCSD Economics Working Paper No. 2003-04
Number of pages: 19 Posted: 30 Apr 2003
Gawon Yoon
Kookmin University
Downloads 225 (266,831)
Citation 8

Abstract:

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Long Returns, Long Memory, GARCH, Stochastic Unit Roots

3.

Self-Generating Variables in a Cointegrated VAR Framework

UCSD Economics Discussion Paper No. 2001-04
Posted: 25 Jul 2001
Clive W. J. Granger and Gawon Yoon
University of California, San Diego (UCSD) - Department of Economics and Kookmin University

Abstract:

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Self-Generation, Cointegrated VAR, Common Stochastic Trends, Aggregation of Time Series, Efficiency of Forecasting