Hyun Hak Kim



 - Primary:  Econometrics, Forecasting, Time-series

 - Secondary: Macroeconomics, Macroeconometrics, Data Mining


Combining Point and Density Forecast of Inflation in Korea, Economic Analysis, 21(3):103-136. [R codes]

Mining Big Data Using Parsimonious Factor Machine Learning, Variable Selection, and Shrinkage Methods(with Norman R. Swanson), 2017, forthcoming, International Journal of Forecasting. [MATLAB codes]

Spatio-Temporal Analysis of House Price Diffusion of Korea, 2017, forthcoming, Journal of Korean Economic Analysis  [R codes]

* non-peer-reviewed publication
- Analysis of Effects of Cross-regional Diffusion of Apartment Sales Prices Using Actual Apartment Sales Price Index, (with Hosung Chung and Hosung Lim),2016, Bank of Korea Monthly Bulletin, April 2016.


- 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, 

   (submitted as) Looking into the Black Box of the Korean Economy: The Sparse Factor Model Forecasting Approach, submitted [MATLAB codes]

- Hysteresis in Korean Labor Market with Alternative Measure of Labor Utilization (with K.M. Hwang), BOK Working Paper 2014-29,  in Korean [R codes]

- Forecasting Financial Stress Indices in Korea: A Factor Model Approach (with Hyeongwoo Kim. and Wen Shi), BOK Working Paper 2015-30,submitted [MATLAB codes]

Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS with an Application to Real-Time Korean GDP (with N. Swanson), working paper, submitted [MATLAB codes]

- Looking into Black Box Using Sparse Factor Proxies , working paper. [MATLAB codes]


- Forecasting Macroeconomic Variables Using Naver Probabilities (in progress, with Gary Koop)