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Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan; Kim, Tae-hwan; Kim, Yunmi - In: Applied economics 47 (2015) 34/36, pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309
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Dealing with endogeneity in a time-varying parameter model : joint estimation and two-step estimation procedures
Kim, Yunmi; Kim, Chang-jin - In: The econometrics journal 14 (2011) 3, pp. 487-497
Persistent link: https://www.econbiz.de/10009383081
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Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin; Kim, Yunmi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
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The effect of a variance shift on the Breusch-Godfrey's LM test
Hyun, Joo-Yeon; Mun, Hyeong Ho; Kim, Tae-hwan; Jeong, Jinook - In: Applied economics letters 17 (2010) 4/6, pp. 399-404
Persistent link: https://www.econbiz.de/10003979503
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo; Kim, Tae-hwan; Shin, Yongcheol - In: Journal of econometrics 188 (2015) 1, pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
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Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin; Kim, Tae-hwan; Mizen, Paul - In: Journal of economic dynamics & control 127 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
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Country fundamentals and currency excess returns
Kim, Tae-hwan; Song, Chi-young - In: Journal of East Asian economic integration 18 (2014) 2, pp. 111-142
Persistent link: https://www.econbiz.de/10010381421
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Testing the presence of borrowing constraints from consumption responses to housing deposit changes
Kim, Tae-hwan; Nilsen, Jeffrey H. - In: Journal of Asian economics 74 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012803345