Myung Hwan Seo

Seoul National University - School of Economics

Associate Professor

San 56-1, Silim-dong, Kwanak-ku

Seoul 151-742

SCHOLARLY PAPERS

7

DOWNLOADS

669

SSRN CITATIONS

7

CROSSREF CITATIONS

5

Scholarly Papers (7)

1.

High-Dimensional Predictive Regression in the Presence of Cointegration

Number of pages: 46 Posted: 15 Oct 2016 Last Revised: 01 Mar 2019
Monash Business School, Monash University - Department of Economics, Seoul National University - School of Economics and Deakin University - Department of Economics
Downloads 349 (106,215)
Citation 3

Abstract:

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return predictability, predictive regression, cointegration, LASSO

2.

Structural-Break Models under Mis-specification: Implications for Forecasting

Number of pages: 47 Posted: 23 Apr 2013 Last Revised: 20 Jun 2015
Bonsoo Koo and Myung Hwan Seo
Monash Business School and Seoul National University - School of Economics
Downloads 164 (222,205)
Citation 1

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structural break, forecasting, mis-specification, cube-root asymptotics, bagging

3.

Estimation of Nonlinear Error Correction Models

LSE STICERD Research Paper No. EM517
Number of pages: 24 Posted: 21 Jul 2008
Myung Hwan Seo
Seoul National University - School of Economics
Downloads 76 (381,231)
Citation 1

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4.

Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood

Cowles Foundation Discussion Paper No. 1660
Number of pages: 30 Posted: 23 May 2008
Taisuke Otsu, Myung Hwan Seo and Yoon-Jae Whang
Yale University - Cowles Foundation, Seoul National University - School of Economics and Seoul National University - School of Economics
Downloads 41 (508,081)
Citation 1

Abstract:

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Empirical likelihood, Non-nested tests, Conditional moment restrictions

5.

Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate

Number of pages: 47 Posted: 09 Jul 2020
Sokbae Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
Seoul National University, Rutgers, The State University of New Jersey - New Brunswick/Piscataway, Seoul National University - School of Economics and Department of Economics
Downloads 28 (576,080)
Citation 4

Abstract:

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COVID-19, trend filtering, knots, piecewise linear fitting, Hodrick-Prescott filter

Desperate Times Call for Desperate Measures: Government Spending Multipliers in Hard Times

Number of pages: 13 Posted: 02 Oct 2019
Youngki Shin, Sokbae Lee, Yuan Liao and Myung Hwan Seo
Department of Economics, Seoul National University, Rutgers, The State University of New Jersey - New Brunswick/Piscataway and Seoul National University - School of Economics
Downloads 11 (722,129)

Abstract:

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fiscal policy, threshold regression, recession

Desperate Times Call for Desperate Measures: Government Spending Multipliers in Hard Times

Economic Inquiry, Vol. 58, Issue 4, pp. 1949-1957, 2020
Number of pages: 9 Posted: 06 Oct 2020
Sokbae Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
Columbia University, Rutgers University, New Brunswick, Seoul National University - School of Economics and Department of Economics
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7.

Factor-Driven Two-Regime Regression

Posted: 26 Nov 2018
Sokbae Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
Columbia University, Rutgers, The State University of New Jersey - New Brunswick/Piscataway, Seoul National University - School of Economics and University of Rochester - Department of Economics

Abstract:

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threshold regression, factors, mixed integer optimization, panel data, phase transition, oracle properties, l0-penalization