Sora Chon (천소라)

Working Papers

Robust Price Discovery to Heavy-Tailed Market Shocks, with Scott, Linn (University of Oklahoma) and J. Kim (Sogang University), submitted.

Monetary-Fiscal Policy Mix in Korea: An Empirical Investigation, with W.Kim (Shungshin Women’s University) and S. Shim (Bank of Korea), submitted.

Estimation of Natural Rate of Interest with Financial Cycle after Covid-19, with J.Kim (Sogang University) submitted

The Macroeconomic Spillover Effects of Price Shocks under Changing Energy Structures: A GVAR-Based Analysis (submitted)

Bayesian Estimation of the Long-run Trend of the U.S. Economy with J. Kim, Empirical Economics (2022) : 1-25

Does the Financial Leverage Effect Depend on Volatility Regimes?, with J. Kim, Finance Research Letters (2021), vol. 39, 101600

International Inflation Synchronization and Implications, KDI Journal of Economic Policy (2020), 42(2):57 - 8

Why are Bayesian Trend-cycle Decompositions of U.S.Real GDP so Different? with J. Kim, Empirical Economics 58 (2020):1339 - 1354

A New Predictive System of Internation Trade Growth, KIEP working paper, 2016, 16-03

Estimation of Global Neutral rate of Interest: Drivers and Implications

Price Discovery via long-run forecast

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