Soohyon Kim

The Bank of Korea

39, Namdaemun-ro, Jung-gu

Seoul , 04531

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 47,419

in Total Papers Citations

10

CROSSREF CITATIONS

4

Scholarly Papers (12)

1.

경제 분석을 위한 텍스트 마이닝 (Text Mining for Economic Analysis)

Bank of Korea WP 2019-18
Number of pages: 66 Posted: 18 Jun 2019
The Bank of Korea, Stanford University - Precourt Institute for Energy, Yonsei University and Yonsei University
Downloads 297 (124,922)

Abstract:

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Text Mining, Machine Learning, Economic Analysis

2.

은행의 신용창출 기능에 대한 소고 (Can Banks Individually Create Money?: A Survey of Theories and Empirical Evidence)

Financial Stability Studies, Vol. 18, No. 1, Korea Deposit Insurance Corporation(KDIC), 2018, pp. 77-111.
Number of pages: 36 Posted: 14 Jul 2017 Last Revised: 09 Jan 2019
Ki Young Park and Soohyon Kim
Yonsei University and The Bank of Korea
Downloads 173 (209,533)

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신용창출, 금융중개, 지불준비금, 은행대출, 통화정책, Credit Creation, Financial Intermediation, Reserves, Lending, Monetary Policy

3.

Measuring Monetary Policy Surprises Using Text Mining: The Case of Korea

Bank of Korea WP 2019-11
Number of pages: 38 Posted: 06 Mar 2019 Last Revised: 07 Nov 2019
Young Joon Lee, Soohyon Kim and Ki Young Park
Stanford University - Precourt Institute for Energy, The Bank of Korea and Yonsei University
Downloads 148 (238,769)
Citation 3

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Monetary policy; Text mining; Central banking; Bank of Korea; Machine learning

4.

Deciphering Monetary Policy Board Minutes with Text Mining: The Case of South Korea

Number of pages: 46 Posted: 31 Aug 2018 Last Revised: 02 Feb 2019
Young Joon Lee, Soohyon Kim and Ki Young Park
Stanford University - Precourt Institute for Energy, The Bank of Korea and Yonsei University
Downloads 100 (318,375)

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monetary policy, text mining, central banking, Bank of Korea, Taylor rule

5.

Deciphering Monetary Policy Board Minutes Through Text Mining Approach: The Case of Korea

Bank of Korea WP 2019-1
Number of pages: 62 Posted: 09 Jan 2019
Ki Young Park, Young Joon Lee and Soohyon Kim
Yonsei University, Stanford University - Precourt Institute for Energy and The Bank of Korea
Downloads 89 (342,815)
Citation 9

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Monetary policy; Text mining; Central banking; Bank of Korea, Taylor rule

6.

Macroeconomic and Financial Market Analyses and Predictions Through Deep Learning

Bank of Korea WP 2020-18
Number of pages: 47 Posted: 04 Sep 2020
Soohyon Kim
The Bank of Korea
Downloads 84 (355,065)

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Machine Learning, Deep Learning, Bayesian Neural Networks, Ensemble Learning, Uncertainty

7.

북한 「경제연구」로 분석한 경제정책 변화: 텍스트 마이닝 접근법 (Economic Policy Changes in North Korea: A Text Mining Approach to Economic Research)

Bank of Korea WP 2020-6
Number of pages: 47 Posted: 20 Feb 2020
Soohyon Kim and Wook Sohn
The Bank of Korea and KDI School of Public Policy and Management
Downloads 75 (379,432)

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North Korea, Economic Policy, Economic Research, Machine Learning, Text Mining

8.

Detecting Currency Manipulation: An Application of a State-Space Model with Markov Switching

Number of pages: 33 Posted: 25 Mar 2018 Last Revised: 05 Aug 2018
Ki Young Park and Soohyon Kim
Yonsei University and The Bank of Korea
Downloads 46 (479,899)
Citation 1

Abstract:

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Plucking Model, State-Space Model, Asymmetry, FX (Foreign Exchange) Intervention

9.

Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate

Bank of Korea WP 2020-5
Number of pages: 53 Posted: 18 Feb 2020
Hyeongwoo Kim and Soohyon Kim
Auburn University and The Bank of Korea
Downloads 40 (506,453)
Citation 3

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Won/Dollar Real Exchange Rate, Principal Component Analysis, Partial Least Squares, LASSO, Out-of-Sample Forecast

10.

Inequality of Debt and its Macroeconomic Implications: Evidence from South Korea

Number of pages: 42 Posted: 28 Aug 2017
Ki Young Park and Soohyon Kim
Yonsei University and The Bank of Korea
Downloads 29 (562,904)
Citation 1

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economic inequality, inequality of debt, housing prices, household debt

11.

Allocation of Time and Household-Level Consumption Equivalent Welfare: A Case of South Korea

Number of pages: 45 Posted: 14 Aug 2017
Ki Young Park and Soohyon Kim
Yonsei University and The Bank of Korea
Downloads 28 (568,797)

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Inequality, Consumption Equivalent Welfare, Household Production, Leisure, Non-Separable Preference

12.

Determinants of Capital Flows in the Korean Bond Market

Bank of Korea WP 2018-44
Number of pages: 41 Posted: 20 Dec 2018
Soohyon Kim
The Bank of Korea
Downloads 17 (641,670)

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Capital flows, Bond market, Interest rate differentials, Foreign currency reserves