Hyun Hak Kim




 - Primary:  Econometrics, Forecasting, Time-series

 - Secondary: Macroeconomics, Macro-econometrics, Model Selection

- Forecasting Financial and Macroeconomics Variables Using Data Reduction Methods: New Empirical Evidence (with Norman R. Swanson), Journal of Econometrics, 178(2):352-367.

- Mining Big Data Using Parsimonious Factor and Shrinkage Methods (with Norman R. Swanson), revision requested from International Journal of Forecasting

- Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: Case of Korea (BOK Working Paper 2013-26)

   (submitted as) Diffusion Indices Using Nonlinear Factor Methods: An Application to Forecasting Macroeconomic Variables in Korea

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

- Looking into Black Box Using Sparse Factor Proxies 


- Nowcasting and Forecasting of GDP of Korea Using Factor MIDAS: Testing for Rationality using Forecasting(in progress, with N.               Swanson)

- Forecasting Financial Stress Indices in Korea: A Factor Model Approach (in progress, with Hyeongwoo Kim. and Wen Shi)

- 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)