Jeong-Ryeol Kurz-Kim

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

D-60431 Frankfurt/Main

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

340

CITATIONS
Rank 13,201

SSRN RANKINGS

Top 13,201

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 142 (164,662)
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 12 (489,645)
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 (246,921)
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 (494,692)

Abstract:

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

4.

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 (490,079)

Abstract:

financial stress indicator, predictability, financial crisis, real economy

5.

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 (250,657)

Abstract:

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

6.

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 (494,692)
Citation 2

Abstract:

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

7.

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, Stony Brook University and Cornell University
Downloads 0 (512,280)
Citation 2

Abstract:

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

8.

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 (512,280)

Abstract: