"Aggregate Health Shock and Retirement Decision." with SeEun Jung.
Macroeconomic Dynamics, Volume 28, Issue 3, 2024, 569-590.
"Housing Cycle and Firm Investment: International Firm-level Evidence." with Jin Young Yang.
Journal of Asian Economics, Volume 92, June 2024, 101731
"Heterogeneous Effects of Macroprudential Policies on Firm Leverage and Value." with Jin Young Yang.
International Review of Financial Analysis, Volume 86, March 2023, 102554.
Economic Modelling, Volume 120, March 2023, 106192.
"Global Uncertainty and Global Economic Policy Uncertainty: Different Implications for Firm Investment." with Jin Young Yang.
Economics Letters, Volume 200, March 2021, 109767.
"Overall and Time-varying Effects of Global and Domestic Uncertainty on the Korean Economy." with So Jung Hwang.
Journal of Asian Economics, Volume 76, October 2021, 101344.
"Analyzing Dynamic Connectedness in Korean Housing Markets." with So Jung Hwang.
Emerging Markets Finance and Trade, Volume 57, Issue 2, 2021, 591-609.
"The Rise of Part-Time Employment in the Great Recession: Its Causes and Macroeconomic Effects." with Hyunju Kang and Jaevin Park.
Journal of Macroeconomics, Volume 66, 2020, 103257.
Program Code to estimate and simulate the model.
"Does Air Pollution Affect Consumption? Evidence from Korean Retail Sales." with Hyunju Kang and Jongmin Yu.
Asian Economic Journal, Volume 33, Issue 3, 2019, 235-251.
"Asset-based Reserve Requirements in a DSGE Model." with Taesoo Kang.
Asian Economic Papers, Volume 16, No.2, 2017, Pages 216-242.
"Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach." with Hyunju Kang.
International Review of Economics and Finance, Volume 49, 2017, Pages 386-421.
"Money Market Reform in Korea and Its Effects on the Overnight Call-Repurchase Agreement Rates."
Emerging Markets Finance and Trade, Volume 52, 2016, Issue 9, Pages 1985-2000.
"Taking Financial Frictions to Data." with Todd Walker.
Journal of Economic Dynamics and Control, Volume 64, March 2016, Pages 39-65.
"Reverse Spillover: Evidence during Emerging Market Financial Turmoil in 2013-2014." with Hyunju Kang.
Journal of International Financial Markets, Institutions & Money, Volume 38, September 2015, Pages 97-115.
"Dichotomy between Macroprudential Policy and Monetary Policy on Credit and Inflation."
Economics Letters, Volume 122, Issue 2, February 2014, Pages 144–149.
"What Forms and Reforms Banking Regulations? A Cross-Country Study." with Hyunchul Kim and Min Soo Park.
Emerging Markets Finance and Trade, Volume 50, 2014, Issue 6, Pages 72-89.
"Housing Policy Uncertainty in Korea and Its Effects on Housing Markets" with So Jung Hwang.
"주택정책 불확실성 추정 및 주택시장에 대한 영향 분석"
Economic Analysis("경제분석"), Volume 30, Issue 1, March 2024, Pages 1-42.
"The Impact of US Monetary Policy upon Korea's Financial Markets and Capital Flows: Based on TVP-VAR Analysis. " with Taesoo Kang.
"미국 통화정책이 국내 금융시장 및 자금유출입에 미치는 영향: TVP-VAR 모형 분석"
Economic Analysis("경제분석"), Volume 25, Issue 2, June 2019, Pages 132-176.
"Understanding Recent Decline in Average Propensity to Consume."
"최근 국내 가계 평균소비성향 감소에 관한 연구"
Journal of Korean National Economy("경제연구"), Volume 35, August 2017, Pages 75-105.
"Finding Indicator Variables for Countercyclical Capital Buffer: The Case of Korea." with Jungyeoun Lee.
"경기대응완충자본 기준지표에 대한 연구"
Financial Stability Studies("금융안정연구"), Volume 16, December 2015, Pages 106-139.
Inha University IBER Working Paper Series No. 2017-9.
"Macroprudential Policy: Its Effects and Relationship to Monetary Policy."
Federal Reserve Bank of Philadelphia Working Paper Series No.12-28.
"Analyzing Interconnectedness in Korean Financial Industry Using Granger Causality Network."
"그레인저 인과관계 네트워크를 이용한 금융기관 상호연계성 추정"
KCMI Research Paper Series, No.14-04, May 2014.
"Unconventional Monetary Policy and Exit Policy in Advanced Economies." with Hyunju Kang and Hyunsoo Joo.
"선진국의 비전통적 통화정책과 출구전략 분석"
KCMI Research Paper Series, No.14-06, December 2014.
"Recent Developments in Metropolitan-Seoul Area Household Financial Conditions." with Sangho Lee.
"최근 수도권 가계 재무상황의 특징 및 결정요인"
Working paper series, Gyeonggi Branch, Bank of Korea, No.15-7, December 2014.
(Written in Korean)
"Do Korean Universities Consider Alphabetical Authorship in Economics in Faculty Research Evaluation?" with Jongwook Lee.
"경제학 분야 교수 연구업적 평가 시 알파벳 순 저자표기 반영실태 분석"
정보관리학회지, Volume 34,June 2017, Pages 7-26.