Nam Gang Lee

Bank of Korea - Economic Research Institute

110, 3-Ga, Namdaemunno, Jung-Gu

Seoul 100-794

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

3

DOWNLOADS

36

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Trend Growth Shocks and Asset Prices

Bank of Korea WP 2019-4
Number of pages: 69 Posted: 25 Jan 2019 Last Revised: 13 Nov 2019
Nam Gang Lee
Bank of Korea - Economic Research Institute
Downloads 21 (535,920)

Abstract:

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Long-run consumption risk, stochastic trend growth, equity premium, production economy, exact initial Kalman filter

2.

A Structural Change in the Trend and Cycle in Korea

Bank of Korea WP 2019-26
Number of pages: 37 Posted: 14 Nov 2019
Nam Gang Lee and Byoung Hoon Seok
Bank of Korea - Economic Research Institute and Ohio State University (OSU) - Economics and International Studies
Downloads 15 (572,726)

Abstract:

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Structural change, Consumption volatility, Trend growth shocks

3.

Structural Change in the Trend and Cycle in Korea

Seoul Journal of Economics, 2020, Vol. 33, No. 1
Number of pages: 24
Nam Gang Lee and Byoung Hoon Seok
Bank of Korea - Economic Research Institute and Ewha Womans University
Downloads 0

Abstract:

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Structural change, Consumption volatility, Trend growth shocks