YUNMI KIM

EDUCATION

• 2008.06 Ph.D. in Economics, University of Washington, United States

• 2003.02 M.A. in Economics, Korea University, Korea

• 2001.02 B.A.  in Economics, Korea University, Korea

EMPLOYMENT

• 2020.03-Present Professor, School of Economics, University of Seoul, Korea

• 2015.03-2020.02 Associate Professor, School of Economics, University of Seoul, Korea

• 2013.03-2015.02 Assistant Professor, School of Economics, University of Seoul, Korea

• 2011.09-2013.02 Assistant Professor, Dept. of Economics, Kookmin University, Korea

• 2008.07-2011.08 Assistant Professor, Dept. of Economics, University of Manitoba, Canada

RESEARCH INTERESTS

• Applied Macroeconomics, Time-Series Econometrics

PUBLICATIONS

• “On the relationship between corruption and political ideology: the case of South Korea” (with Hyun Jong Kim, Sol Lim, and Tae-Hwan Kim), Asia Europe Journal, 1-33, 2025.

• “Dealing with Markov-switching parameters in quantile regression models” (with Lijuan Huo and Tae-Hwan Kim), Communications in Statistics-Simulation and Computation 51(11): 6773-6791, 2022.

• “Testing for Structural Breaks in Return-Based Style Regression Models” (with Douglas Stone, and Tae-Hwan Kim), Financial Markets and Portfolio Management, 35: 61-76, 2021.

• “Does political orientation affect happiness? The case of South Korea” (with Sang-Wook Lee and Tae-Hwan Kim), Applied Econometrics, 57: 102-118, 2020.

• “A unified framework jointly explaining business conditions, stock returns, volatility and ‘volatility feedback news’ effects” (with Chang-Jin Kim), Studies in Nonlinear Dynamics & Econometrics, 23(2). DOI:10.1515/snde-2016-0151, 2019.

• “A residual-based test for autocorrelation in quantile regression models” (with Lijuan Huo, Tae-Hwan Kim, and Dong Jin Lee), Journal of Statistical Computation and Simulation, 87(7), 1305-1322, 2017. 

• “Revisiting growth empirics based on IV panel quantile regression” (with Lijuan Huo and Tae-Hwan Kim), Applied Economics, 47(36), 3859-3873, 2015. 

• “The instability of the Pearson correlation coefficient in the presence of coincidental outliers” (with Tae-Hwan Kim and Tolga Ergun), Finance Research Letters, 13, 243-257, 2015. 

• “Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle?” (with Charles R. Nelson), Journal of Financial Econometrics, 12(2), 307-328, 2014. 

• “Robust Estimation of Covariance and Its Application to Portfolio Optimization,” (with Lijuan Huo and Tae-Hwan Kim), Finance Research Letters,9, 121-134, 2012. 

• “Autoregressive Conditional Beta,” Economics Bulletin, 32(2),1489-1494, 2012. 

• “Dealing with Endogeneity in a Time-Varying Parameter Model: Joint Estimation and Two-Step Estimation Procedures,” (with Chang-Jin Kim), The Econometrics Journal, 14, 487-497, 2011. 

• “Variance-Ratio Tests Robust to a Break in Drift,” (with Tae-Hwan Kim), European Journal of Pure and Applied Mathematics, 3(3) (Special Issue on Granger Econometrics and Statistical Modeling), 502-518, 2010. 

• “Is the Backward-Looking Component Important in a New Keynesian Phillips Curve?” (with Chang-Jin Kim), Studies in Nonlinear Dynamics & Econometrics, 12(3), Special Issue on Regime-Switching Models in Economics and Finance, Article 5. 2008.