76 Publications (Page 1 of 4)
2024
What charge-off rates are predictable by macroeconomic latent factors? Journal of Financial Stability
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2023
FISCAL POLICY EFFECTS ON U.S. LABOR MARKETKim, H.⋅Ryu, D. and Son, J.Journal of Economic Development, vol. 48, pp. 85-110.
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2022
Policy coordination and the effectiveness of fiscal stimulus. Journal of Macroeconomics
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2021
Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus
The B.E. Journal of Macroeconomics. | Journal Article
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy PricesKim, Hyeongwoo⋅Kim, Hyeongwoo⋅Lin, Ying⋅Lin, Ying⋅Thompson, Henry and Thompson, HenryOpen Economies Review, vol. 32, (no. 2), pp. 395-415, Apr 2021.
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U.S. presidential election polls and the economic prospects of China and MexicoKim, Hyeongwoo and Kim, Madeline H.Applied Economics, vol. 53, pp. 6231–6248.
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2020
Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange RateKim, H. and Kim, S.
Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy PricesKim, H.⋅Lin, Y. and Thompson, H.Open Economies Review.
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Forecasting financial stress indices in Korea: a factor model approachKim, Hyeongwoo⋅Shi, Wen and Kim, Hyun HakEmpirical Economics, vol. 59, pp. 2859-2898.
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Forecasting Financial Vulnerability in the US: A Factor Model Approach
Journal of Forecasting. | Journal Article
-Book chapter-Barth, James R.⋅Joo, Sunghoon⋅Kim, Hyeongwoo⋅Lee, Kang Bok⋅Maglic, Stevan and Shen, XuanIn Forecasting Net Charge-Off Rates of Banks: A PLS Approach. (pp. 2265-2301). World Scientific Publishing Co. Pte. Ltd.. 2020
Improving forecast accuracy of financial vulnerability: PLS factor model approachKim, Hyeongwoo and Ko, KyunghwanEconomic Modelling, vol. 88, pp. 341-355.
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Investigating properties of commodity price responses to real and nominal shocksKim, Hyeongwoo and Zhang, YunxiaoThe North American Journal of Economics and Finance, vol. 51.
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2019
Forecasting financial stress indices in Korea: a factor model approachKim, Hyeongwoo⋅Shi, Wen and Kim, Hyun HEmpirical Economics, pp. 1-40, Jul 2019.
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Improving forecast accuracy of financial vulnerability: PLS factor model approach
Economic Modelling. | Journal Article
2018
Consumer spending on entertainment and the Great RecessionGao, Liping and Kim, HyeongwooLeisure/Loisir, vol. 42, (no. 3), pp. 300, 7/3/2018.
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Investigating Properties of Commodity Price Responses to Real and Nominal Shocks
Zhang, Yunxiao
The North American Journal of Economics and Finance. | Journal Article
London calling: Nonlinear mean reversion across national stock marketsKim, Hyeongwoo and Kim, JintaeThe North American Journal of Economics and Finance, vol. 44, pp. 265-277.
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London calling: Nonlinear mean reversion across national stock marketsKim, Hyeongwoo and Kim, JintaeThe North American Journal of Economics and Finance, vol. 44, pp. 265–277.
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The determinants of the benchmark interest rates in ChinaKim, HyeongwooJournal of policy modeling, vol. 40, (no. 2), pp. 417, 2018.
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The effects of government spending shocks on the trade account balance in KoreaKim, HyeongwooInternational review of economics & finance, vol. 53, pp. 70, 2018.
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2017
Is good news for Donald Trump bad news for the Peso?Beard, T. Randolph⋅Kim, Hyeongwoo and Stern, Michael L.Applied Economics Letters, vol. 24, pp. 1363-1368.
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Is good news for Donald Trump bad news for the Peso?Beard, T. Randolph⋅Kim, Hyeongwoo and Stern, Michael LApplied Economics Letters, vol. 24, (no. 19), pp. 1368, 11/11/2017.
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PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOMEGueye, Ghislain N⋅Gueye, Ghislain N⋅Kim, Hyeongwoo⋅Kim, Hyeongwoo⋅Sorek, Gilad and Sorek, GiladEconomic Inquiry, vol. 55, (no. 2), pp. 950, April 2017.
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Self-supervised Multi-level Face Model Learning for Monocular Reconstruction at over 250 HzTewari, Ayush⋅Zollhöfer, Michael⋅Garrido, Pablo⋅Bernard, Florian⋅Kim, Hyeongwoo⋅Pérez, Patrick and Theobalt, Christian2017-12-07.
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