Jeong-Ryeol Kurz-Kim

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

367

CITATIONS
Rank 13,222

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Top 13,222

in Total Papers Citations

29

Scholarly Papers (8)

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 143 (170,559)
Citation 23

Abstract:

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 20 (461,709)
Citation 23

Abstract:

price rigidity, price flexibility, Consumer Price Index, Germany

2.

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 75 (253,441)
Citation 2

Abstract:

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

3.

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 0 (477,709)

Abstract:

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

4.

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 0 (253,441)

Abstract:

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

5.

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 0 (507,974)

Abstract:

financial stress indicator, predictability, financial crisis, real economy

6.

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 0 (526,109)

Abstract:

7.

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 0 (503,157)
Citation 2

Abstract:

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

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 0 (521,676)
Citation 2

Abstract:

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