Hyun Hak Kim
- Primary: Econometrics, Forecasting, Time-series
- Secondary: Macroeconomics, Macroeconometrics, Data Mining
- Mining Big Data Using Parsimonious Factor and Shrinkage Methods (with Norman R. Swanson) (working paper version of Mining Big Data Using Parsimonious Factor Machine Learning, Variable Selection, and Shrinkage Methods)
- Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: Case of Korea, BOK Working Paper 2013-26
- Hysteresis in Korean Labor Market with Alternative Measure of Labor Utilization (with K.M. Hwang), BOK Working Paper 2014-29, in Korean
- Forecasting Financial Stress Indices in Korea: A Factor Model Approach (with Hyeongwoo Kim. and Wen Shi), BOK Working Paper 2015-30.
- Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS with an Application to Real-Time Korean GDP (with N. Swanson)
- Looking into Black Box Using Sparse Factor Proxies , working paper, Kookmin University.
WORK IN PROGRESS
- New Housing Price Index in Korea: Event Study of Macroprudential Policy on Housing Market(in progress, with H. Jung)
- Forecasting Macroeconomic Variables Using Naver Probabilities (in progress, with Gary Koop)