Work experience
July 2022 -
National Assembly Budget Office
Head of Macro-Economic Analysis Division
November 2018 - June 2022
The World Bank Group
Macro-econometric Modeling Expert (Saudi Arabia, Iraq, Sudan)
September 2013 - August 2016
The World Bank Group (Secondment)
Economist
Macroeconomics and Fiscal Management Department
Development Economics Prospects Group
January 2001 - August 2013
The Bank of Korea
Economist
Monetary Policy & Markets Department
Financial Markets Department
Research Department
Education
Fall 2014 - Fall 2021
American University, PhD Economics
Augustl 1998 - February 2001
Yonsei Univeristy, MA Economics
March 1992 - August 1998
Yonsei Univeristy, BA Economics
Econometric Analysis and Modeling
Econometric Skills
Dynamic Factor Model
Principal Component Analysis
Structural Econometric Model
Quantitative Finance
Credit Risk Model (Black-Scholes-Merton Default Probability)
Optimal Capital Structure Model (Leland model)
Software and Data Management
Matlab
Macro Uncertainty Index
Financial Conditions Index
SAS
Credit Risk Model (Black-Scholes-Merton Default Probability)
Fixed Effects Panel Regression
Data Cleaning and Datasets Management
EViews
Global Macro Model of the World Bank
Mathematica
Optimal Capital Structure Model (Leland model)