Research & published work:

Econometric models of climate change and its economic effects ("climate econometrics")

• ( doi | acc ) Evaluating Trends in Time Series of Distributions: A Spatial Fingerprint of Human Effects on Climate (with Y. Chang, R.K. Kaufmann, C.S. Kim, J.Y. Park, and S. Park), Journal of Econometrics, 2020.

• ( doi ) Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming and the Next One (with K. Nam), Earth System Dynamics, 2020.

• ( doi | acc ) Introduction to "New Developments in Econometrics of Energy and Climate" (with H.C. Bjørnland and Y. Chang), Energy Economics, 2021.

• ( doi | acc ) Local Climate Sensitivity: What Can Time Series of Distributions Reveal about Spatial Heterogeneity of Climate Change? Advances in Econometrics, 2023.

• ( doi | acc ) Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways (with W.A. Brock), Journal of Econometrics, 2024.

• ( doi | acc ) Introduction to the Themed Issue on Climate Econometrics (with F. Pretis), Journal of Econometrics, 2024.

• ( wp ) Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing (with W.A. Brock). 

• ( wp ) Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado (with K.S. Clark). 

• Econometric Forecasting of Climate Change (with J.S. Castle and D.F. Hendry). 

Econometric models of energy demand, energy prices, and their economic effects

• ( doi | acc ) Crude Oil and Stock Markets: Stability, Instability, and Bubbles (with R.A. Ratti), Energy Economics, 2009. 

• ( doi | acc ) Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy (with S. Ni), Macroeconomic Dynamics, 2011. 

• ( doi | acc ) Time-Varying Long-Run Income and Output Elasticities of Electricity Demand with an Application to Korea (with Y. Chang, C.S. Kim, J.Y. Park, and S. Park), Energy Economics, 2014. 

• ( doi | acc ) A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand (with Y. Chang, C.S. Kim, J.Y. Park, and S. Park), Energy Economics, 2016. 

• ( doi | acc ) Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand (with Y. Chang, Y. Choi, C.S. Kim, and J.Y. Park), Energy Economics, 2016. 

• ( doi | acc ) Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach (with Y. Chang, Y. Choi, C.S. Kim, and J.Y. Park), Energy Economics, 2021.

• ( doi | acc ) Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions (with K. Nam), Energy Economics, 2022.

• ( wp ) Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption (with Y. Chang, Y. Choi, C.S. Kim, and J.Y. Park).

Stochastic trends and mixed-frequency time series

• ( doi | acc ) Extracting a Common Stochastic Trend: Theory with Some Applications (with Y. Chang and J.Y. Park), Journal of Econometrics, 2009. 

• ( doi | acc ) A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels, Journal of Time Series Econometrics, 2010. 

• ( doi | acc ) Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistence in Memory (with J.Y. Park), Journal of Econometrics, 2010. 

• ( doi | acc ) Cointegrating Regressions with Messy Regressors and an Application to Mixed-Frequency Series, Journal of Time Series Analysis, 2010.

• ( doi | acc ) Mixed-Frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures, Journal of Financial Econometrics, 2014. 

• ( doi | acc ) On the Size Distortion from Linearly Interpolating Low-Frequency Series for Cointegration Tests (with E. Ghysels), Advances in Econometrics, 2014. 

• ( doi | wp ) Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series (with E. Ghysels), Journal of Time Series Analysis, 2015. 

• ( doi | acc ) Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series, Econometric Reviews, 2016. 

• ( doi | acc ) Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies (with X. Wang), Journal of Time Series Analysis, 2016. 

• ( doi | acc ) Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series, Econometrics and Statistics, 2018. 

• ( doi | acc ) Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data, Journal of Time Series Analysis, 2019. 

• ( doi | acc ) Time-Varying Cointegration and the Kalman Filter (with B.A. Eroglu and T. Yigit), Econometric Reviews, 2022.

Other applied econometrics

• ( doi | acc ) Testing the Bounds: Empirical Behavior of Target Zone Fundamentals, Economic Modelling, 2011.

• ( doi | acc ) On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables (with S. Luo), Regional Science and Urban Economics, 2014.

• Universal Rating System for chess players, 2017.

• ( doi | acc ) Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors (with J. Zhao and W. Thompson), Journal of Agricultural Economics, 2018. 

• ( doi ) Modeling and Forecasting Agricultural Commodity Support in the Developing Countries (with J. Binfield, J. Zhao, and W. Thompson), International Agricultural Trade Research Consortium, 2022. 

• ( doi | acc ) Introduction to "Essays in Honor of Joon Y. Park: Econometric Theory" (with Y. Chang and S. Lee), Advances in Econometrics, 2023.

• ( doi | acc ) Introduction to "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications" (with Y. Chang and S. Lee), Advances in Econometrics, 2023.

[ doi = published version; acc = accepted version; wp = working paper version ]