Joon Park

Indiana University

SCHOLARLY PAPERS

5

DOWNLOADS

136

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

A Trajectories-Based Approach to Measuring Intergenerational Mobility

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-36
Number of pages: 63 Posted: 15 Mar 2023
Indiana University Bloomington - Department of Economics, University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, Korea Development Institute (KDI) and Indiana University
Downloads 62 (691,072)

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A Trajectories-Based Approach to Measuring Intergenerational Mobility

NBER Working Paper No. w31020
Number of pages: 62 Posted: 13 Mar 2023 Last Revised: 05 Apr 2023
Indiana University Bloomington - Department of Economics, University of Chicago - Stone Center for Research on Wealth Inequality and Mobility, Korea Development Institute (KDI) and Indiana University
Downloads 6 (1,198,926)

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2.

Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption

Number of pages: 38 Posted: 01 Feb 2024
Indiana University Bloomington - Department of Economics, Chung-Ang University - Department of Economics, Sungkyunkwan University, University of Missouri at Columbia - Department of Economics and Indiana University
Downloads 35 (855,164)

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energy consumption, energy-GDP elasticity, partially linear semiparametric panel model, functional coefficient panel model

3.

Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea

Bank of Korea No. 24-10
Number of pages: 80 Posted: 11 Sep 2024
Indiana University Bloomington - Department of Economics, Bank of Korea - Economic Research Institute, Bank of Korea and Indiana University
Downloads 15 (1,051,712)

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GDP growth rate, point forecast, growth-at-risk density forecast, functional regression, functional basis, functional principal component analysis

4.

Nonparametric Estimation of Jump Diffusion Models

Journal of Econometrics, Vol. 222, No. 1, 2021
Number of pages: 51 Posted: 18 Mar 2024
Joon Park and Bin Wang
Indiana University and Harbin Institute of Technology, Shenzhen
Downloads 11 (1,097,416)

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nonparametric estimation, jump diffusion, asymptotics, local time, drift, diffusive and jump volatility, Levy measure, threshold estimation, optimal bandwidth

5.

Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments

Econometric Theory, 37(5), 2021
Number of pages: 35 Posted: 18 Mar 2024
Jihyun Kim, Joon Park and Bin Wang
Sungkyunkwan University, Indiana University and Harbin Institute of Technology, Shenzhen
Downloads 7 (1,143,407)
Citation 1

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nonparametric estimation, jump diffusion, asymptotics, diffusive and jump volatility functions, Levy measure, optimal bandwidth, bipower increment, threshold truncation