Jeong-Ryeol Kurz-Kim

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

9

DOWNLOADS

693

SSRN CITATIONS
Rank 24,305

SSRN RANKINGS

Top 24,305

in Total Papers Citations

9

CROSSREF CITATIONS

31

Scholarly Papers (9)

Consumer Price Adjustment Under the Microscope: Germany in a Period of Low Inflation

ECB Working Paper No. 652
Number of pages: 109 Posted: 20 Jul 2006
Johannes Hoffmann and Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 151 (238,470)
Citation 4

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price rigidity, price flexibility, Consumer Price Index, Germany

Consumer Price Adjustment Under the Microscope: Germany in a Period of Low Inflation

Bundesbank Series 1 Discussion Paper No. 2006,16
Number of pages: 124 Posted: 08 Jun 2016
Johannes Hoffmann and Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank - Economics Department and Deutsche Bundesbank
Downloads 64 (423,557)

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price rigidity, price flexibility, Consumer Price Index, Germany

2.

Black Monday, Globalization and Trading Behavior of Stock Investors

Bundesbank Discussion Paper No. 18/2016
Number of pages: 19 Posted: 21 Jun 2016
Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank
Downloads 212 (176,823)

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Trading behavior, Momentum, Contrarian, Black Monday, Globalization, Uncertainty

3.

A Note on the Coefficient of Determination in Regression Models with Infinite-Variance Variables

Bundesbank Series 1 Discussion Paper No. 2007,10
Number of pages: 40 Posted: 08 Jun 2016
Jeong-Ryeol Kurz-Kim and Mico Loretan
Deutsche Bundesbank and Swiss National Bank
Downloads 109 (304,045)

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Regression models, alpha-stable distributions, infinite variance, coefficient of determination, Fama-MacBeth regression, Monte Carlo simulation

4.

A Note on the Coefficient of Determination in Models with Infinite Variance Variables

FRB International Finance Discussion Paper No. 895
Number of pages: 37 Posted: 27 Jun 2007
Jeong-Ryeol Kurz-Kim and Mico Loretan
Deutsche Bundesbank and Swiss National Bank
Downloads 88 (349,535)
Citation 3

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regression models, alpha-stable distributions, infinite variance, coefficient of determination, Fama-MacBeth regression, Monte Carlo simulation, signal-to-noise ratio, density transformation theorem

5.

Macroeconomic Now- and Forecasting Based on the Factor Error Correction Model Using Targeted Mixed Frequency Indicators

Bundesbank Discussion Paper No. 47/2016
Number of pages: 59 Posted: 14 Dec 2016
Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank
Downloads 29 (569,730)

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Factor model, MIDAS, Lasso, Elastic Net, ECM, Nowcasting, Forecasting

6.

A Single Composite Financial Stress Indicator and its Real Impact in the Euro Area

Bundesbank Discussion Paper No. 31/2013
Number of pages: 17 Posted: 21 Jun 2016
Mevlud Islami and Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 20 (628,574)

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financial stress indicator, predictability, financial crisis, real economy

7.

A Note on the Predictive Power of Survey Data in Nowcasting Euro Area GDP

Deutsche Bundesbank Discussion Paper No. 10/2018
Number of pages: 28 Posted: 30 May 2018 Last Revised: 21 Feb 2019
Jeong-Ryeol Kurz-Kim
Deutsche Bundesbank
Downloads 7 (725,563)
Citation 1

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nowcasting, dynamic factor model, mixed frequency, pre-selections, co-integration, survey data, trade-off between timeliness and quality, turmoil and tranquility

8.

Asymptotic Distribution of Linear Unbiased Estimators in the Presence of Heavy-Tailed Stochastic Regressors and Residuals

Bundesbank Series 1 Discussion Paper No. 2005,21
Number of pages: 56 Posted: 08 Jun 2016
Jeong-Ryeol Kurz-Kim, Svetlozar Rachev and Gennady Samorodnitsky
Deutsche Bundesbank, Texas Tech University and Cornell University
Downloads 7 (725,563)

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Asymptotic distribution, rate of convergence, stochastic regressor, stable non-Gaussian, finite or infinite variance, heavy tails

9.

Exact Tests and Confidence Sets for the Tail Coefficient of A-Stable Distributions

Bundesbank Series 1 Discussion Paper No. 2003,16
Number of pages: 28 Posted: 08 Jun 2016
Jean-Marie Dufour and Jeong-Ryeol Kurz-Kim
University of Montreal - Department of Economics and Deutsche Bundesbank
Downloads 6 (733,434)

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