RESEARCH
Hyun Hak Kim
 
 

C.V.

 

RESEARCH INTEREST

 - Primary:  Econometrics, Forecasting, Time-series

 - Secondary: Macroeconomics, Macro-econometrics, Model Selection


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

WORKING PAPER

- Mining Big Data Using Parsimonious Factor and Shrinkage Methods (with Norman R. Swanson)

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

- Effects of Monetary Policy on Hysteresis in Employment Variables (with K.M. Hwang) (BOK Working Paper, in Korean)

- Looking into Black Box Using Sparse Factor Proxies (preliminary, do not cite)

- Suite of Forecasting Models for Short-term Forecasting (in progress)

- Real-Time Forecasting and Nowcasting Using Nonliear Factor Models With Mixed Frequency Data (in progress)

- Spread of Household Default Risk to Macroeconomic Indicators Using Survival Analysis (in progress)

- Wealth Effect on Consumption and Housing Market in Korea (with J.I. Lee)