• "Risk Sharing and Export Performance with Firm Heterogeneity" with Seung Hoon Lee, Canadian Journal of Economics, 53.2 (2020): 665-719. link to the paper

• "Global liquidity transmission to emerging market economies, and their policy responses" with Woon GyuChoi, Taesu Kang, and Geun-Young Kim, Journal of International Economics, Volume 109, November 2017, Pages 153-166 , link to the paper

code: programs are in mathematica. You may need to change directory names in mathematica NB files to suit your computer environment.

library : all the functions used in the following mathematica notebooks

data generation: imports data from excel files and apply seasonal adjustment, I ran X13 from BLS.

factor derivation: derives factors from data of advanced economies

data homogeneity and structural break: tests data homogeneity and structural breaks and select models by information criteria

main results : has impulse responses and forecast error variance decompositions

Feb 9 2018: regarding seasonal adjustment:

I used X13as.exe from US Census. A function named as "seasonalAdjustment" contains DOS command to execute X13as.exe on run.spc and source data. The seasonally adjusted data is reported in a file "run.e2" and errors are reported in "run.err" and the function imports the seasonally adjusted data back to mathematica.

Mar 23 2018: addditional explanation regarding seasonal adjustment:

• • • I today received an email which requested sourceData and run.spc. In fact, both the sourceData and the run.spc are exported from the function "seasonalAdjust." The function adjusts the run code and the source data, which originally are taken as a function argument and then run the x13as command using dos-shell command of mathematica. Then it imports the results of the dos-shell execution and return it. If you run the function line by line, it will be much clear.

• "Global Financial Turmoils and the Korean won’s Volatility" with Jun Kim, Journal of Money & Finance (in Korean) Vol 30, No 4 (2016), pp.35-61 link to the English abstract

• "The Global Credit Crisis and China's Exchange Rate" with Ronald McKinnon, and Yi David Wang, Singapore Economic Review, 55, 253 (2010) link to the paper

• "A Counterfactual Method for Demographic Changes in Overlapping Generations Models" link to the paper

code: programs are in mathematica. You may need to change directory names in mathematica NB files to suit your computer environment.

execute file: execute the perfect foresight case (the most simple one)

included Files: the files called from the execute file(library and data files)

exe files from C code: the executable files generated from the C source code. The executable files are called from the above execute file. The source code only for steady state equilibrium (mainSS) is provided.

• "Divergent EME Responses to Global and Domestic Monetary Policy Shocks" with Woon GyuChoi, Taesu Kang, and Geun-Young Kim, BOK working paper and Institute of Global Finance of University of New South Wales working paper link to the paper

• "Demographic Change and Housing Market: An OLG Model with Heterogeneous Agents" with Chung Gu Chee, Taesu Kang, and Hyun Chang Yi

link to the cv