RESEARCH
Hyun Hak Kim
 
 

C.V.


RESEARCH INTEREST

 - Primary:  Empirical Macro,  Forecasting, Time-series

 - Secondary: Macroeconometrics, Data Mining


PUBLICATIONS

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


Spatio-Temporal Analysis of House Price Diffusion of Korea, 2017, Journal of Korean Economic Analysis  23(2):89-135 [R codes]

Looking into the Black Box of the Korean Economy: The Sparse Factor Model Forecasting Approach, 2017, forthcoming, Journal of Asia-Pacific Economy  [Appendices] [MATLAB 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.


WORKING PAPER

- 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, Bank of Korea Working Paper 2013-26 (working paper of Looking into the Black Box of the Korean Economy: The Sparse Factor Model Forecasting Approach)

- 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,submitted 

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

WORK IN PROGRESS

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

Nowcasting Korea Investment Using Large Datasets

- Household Response to Macro-prudential Policy Using Micro Household Debt Database