Details about Yoosoon Chang

Access statistics for papers by Yoosoon Chang.

Last updated 2024-11-21. Update your information in the RePEc Author Service.

Short-id: pch209

Working Papers

2024

1. Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
2. Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2024)
   Working Papers, Department of Economics, University of Missouri (2024)
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2024)
3. The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2023)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023)
4. Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington

2023

5. A Trajectories-Based Approach to Measuring Intergenerational Mobility
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2023) View citations (3)
6. Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
7. Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2023) View citations (2)
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2023) View citations (3)
   See also Journal Article Oil prices uncertainty, endogenous regime switching, and inflation anchoring, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (2) (2023)
8. Oil and the Stock Market Revisited: A Mixed Functional VAR Approach
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
   Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2023) View citations (3)
9. The Economic Consequences of Effective Carbon Taxes
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (2)

2022

10. The Effects of Economic Shocks on Heterogeneous Inflation Expectations
    IMF Working Papers, International Monetary Fund View citations (2)

2021

11. U.S. monetary and fiscal policy regime changes and their interactions
    IWH Discussion Papers, Halle Institute for Economic Research (IWH) View citations (3)

2019

12. Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article Forecasting regional long-run energy demand: A functional coefficient panel approach, Energy Economics, Elsevier (2021) View citations (12) (2021)
13. Understanding Regressions with Observations Collected at High Frequency over Long Span
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (2)
    Also in Working Papers, University of Sydney, School of Economics (2018) View citations (2)

2018

14. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
    Working Papers, Department of Economics, University of Missouri View citations (1)
    See also Journal Article Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate, Journal of Econometrics, Elsevier (2020) View citations (19) (2020)
15. Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (2)
    See also Journal Article Origins of monetary policy shifts: A New approach to regime switching in DSGE models, Journal of Economic Dynamics and Control, Elsevier (2021) View citations (10) (2021)
16. State Space Models with Endogenous Regime Switching
    Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (9)
    Also in CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2018) View citations (6)

2017

17. Evaluating Consumption CAPM under Heterogeneous Preferences
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington
18. U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (5)
    Also in IWH Discussion Papers, Halle Institute for Economic Research (IWH) (2017) View citations (5)

2016

19. Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies
    Working Papers, Department of Economics, University of Missouri View citations (10)

2015

20. A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand
    Working Papers, Department of Economics, University of Missouri
    See also Journal Article A new approach to modeling the effects of temperature fluctuations on monthly electricity demand, Energy Economics, Elsevier (2016) View citations (17) (2016)

2014

21. Bootstrapping Unit Root Tests with Covariates
    Working Papers, Rice University, Department of Economics
    Also in Working Papers, Rice University, Department of Economics (2001) View citations (5)
    See also Journal Article Bootstrapping unit root tests with covariates, Econometric Reviews, Taylor & Francis Journals (2017) View citations (10) (2017)
22. Time-varying Long-run Income and Output Elasticities of Electricity Demand
    Working Papers, Department of Economics, University of Missouri View citations (42)

2013

23. Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand
    Working Papers, Department of Economics, University of Missouri View citations (3)
    See also Journal Article Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand, Energy Economics, Elsevier (2016) View citations (22) (2016)

2005

24. Extracting a Common Stochastic Trend: Theories with Some Applications
    Working Papers, Rice University, Department of Economics View citations (1)
    Also in Working Papers, Department of Economics, University of Missouri (2005) View citations (2)
25. Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T
    Working Papers, Rice University, Department of Economics View citations (6)

2004

26. Endogeneity in Nonlinear Regressions with Integrated Time Series
    Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (7)
27. Taking a New Contour: A Novel Approach to Panel Unit Root Tests
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (3)
    Also in Working Papers, Rice University, Department of Economics (2004) View citations (3)
    See also Journal Article Taking a new contour: A novel approach to panel unit root tests, Journal of Econometrics, Elsevier (2012) View citations (3) (2012)
28. Taking a New Contour: A Novel View on Unit Root Test
    Working Papers, Rice University, Department of Economics View citations (1)

2003

29. Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case
    Working Papers, Rice University, Department of Economics View citations (33)
30. Nonlinear IV Panel Unit Root Tests
    Working Papers, Rice University, Department of Economics View citations (4)

2002

31. Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
    Working Papers, Rice University, Department of Economics View citations (17)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (10)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2000) View citations (30)
    See also Journal Article Bootstrap unit root tests in panels with cross-sectional dependency, Journal of Econometrics, Elsevier (2004) View citations (215) (2004)
32. Bootstrapping Cointegrating Regressions
    Working Papers, Rice University, Department of Economics View citations (6)
    See also Journal Article Bootstrapping cointegrating regressions, Journal of Econometrics, Elsevier (2006) View citations (79) (2006)
33. Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
    Working Papers, Rice University, Department of Economics View citations (233)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2000) View citations (4)
    See also Journal Article Nonlinear IV unit root tests in panels with cross-sectional dependency, Journal of Econometrics, Elsevier (2002) View citations (243) (2002)
34. Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (16)

2001

35. Nonlinear Instrumental Variable Estimation of an Autoregression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article Nonlinear instrumental variable estimation of an autoregression, Journal of Econometrics, Elsevier (2004) View citations (27) (2004)

1999

36. Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (22)
    See also Journal Article Nonlinear econometric models with cointegrated and deterministically trending regressors, Econometrics Journal, Royal Economic Society (2001) View citations (79) (2001)

Journal Articles

2023

1. Oil prices uncertainty, endogenous regime switching, and inflation anchoring
   Journal of Applied Econometrics, 2023, 38, (6), 820-839 View citations (2)
   See also Working Paper Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring, CAMA Working Papers (2023) View citations (2) (2023)

2021

2. Forecasting regional long-run energy demand: A functional coefficient panel approach
   Energy Economics, 2021, 96, (C) View citations (12)
   See also Working Paper Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach, Working Papers (2019) (2019)
3. Origins of monetary policy shifts: A New approach to regime switching in DSGE models
   Journal of Economic Dynamics and Control, 2021, 133, (C) View citations (10)
   See also Working Paper Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models, CAEPR Working Papers (2018) View citations (2) (2018)

2020

4. Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate
   Journal of Econometrics, 2020, 214, (1), 274-294 View citations (19)
   See also Working Paper Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate, Working Papers (2018) View citations (1) (2018)

2017

5. A new approach to model regime switching
   Journal of Econometrics, 2017, 196, (1), 127-143 View citations (52)
6. Bootstrapping unit root tests with covariates
   Econometric Reviews, 2017, 36, (1-3), 136-155 View citations (10)
   See also Working Paper Bootstrapping Unit Root Tests with Covariates, Working Papers (2014) (2014)

2016

7. A new approach to modeling the effects of temperature fluctuations on monthly electricity demand
   Energy Economics, 2016, 60, (C), 206-216 View citations (17)
   See also Working Paper A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand, Working Papers (2015) (2015)
8. Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand
   Energy Economics, 2016, 60, (C), 232-243 View citations (22)
   See also Working Paper Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand, Working Papers (2013) View citations (3) (2013)
9. Evaluating factor pricing models using high‐frequency panels
   Quantitative Economics, 2016, 7, (3), 889-933 View citations (4)
10. Nonstationarity in time series of state densities
    Journal of Econometrics, 2016, 192, (1), 152-167 View citations (29)

2014

11. Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea
    Energy Economics, 2014, 46, (C), 334-347 View citations (45)

2012

12. Non‐stationary regression with logistic transition
    Econometrics Journal, 2012, 15, (2), 255-287
13. Residual based tests for cointegration in dependent panels
    Journal of Econometrics, 2012, 167, (2), 504-520 View citations (14)
14. Taking a new contour: A novel approach to panel unit root tests
    Journal of Econometrics, 2012, 169, (1), 15-28 View citations (3)
    See also Working Paper Taking a New Contour: A Novel Approach to Panel Unit Root Tests, Econometric Society 2004 Far Eastern Meetings (2004) View citations (3) (2004)

2009

15. Extracting a common stochastic trend: Theory with some applications
    Journal of Econometrics, 2009, 150, (2), 231-247 View citations (17)
16. Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies
    The Review of Economic Studies, 2009, 76, (3), 903-935 View citations (30)

2006

17. Bootstrapping cointegrating regressions
    Journal of Econometrics, 2006, 133, (2), 703-739 View citations (79)
    See also Working Paper Bootstrapping Cointegrating Regressions, Working Papers (2002) View citations (6) (2002)

2004

18. Bootstrap unit root tests in panels with cross-sectional dependency
    Journal of Econometrics, 2004, 120, (2), 263-293 View citations (215)
    See also Working Paper Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency, Working Papers (2002) View citations (17) (2002)
19. Nonlinear instrumental variable estimation of an autoregression
    Journal of Econometrics, 2004, 118, (1-2), 219-246 View citations (27)
    See also Working Paper Nonlinear Instrumental Variable Estimation of an Autoregression, Cowles Foundation Discussion Papers (2001) View citations (1) (2001)

2003

20. A Sieve Bootstrap For The Test Of A Unit Root
    Journal of Time Series Analysis, 2003, 24, (4), 379-400 View citations (117)
21. Index models with integrated time series
    Journal of Econometrics, 2003, 114, (1), 73-106 View citations (27)

2002

22. Nonlinear IV unit root tests in panels with cross-sectional dependency
    Journal of Econometrics, 2002, 110, (2), 261-292 View citations (243)
    See also Working Paper Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency, Working Papers (2002) View citations (233) (2002)
23. ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
    Econometric Reviews, 2002, 21, (4), 431-447 View citations (94)

2001

24. Nonlinear econometric models with cointegrated and deterministically trending regressors
    Econometrics Journal, 2001, 4, (1), 1-36 View citations (79)
    See also Working Paper Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors, Cowles Foundation Discussion Papers (1999) View citations (22) (1999)

2000

25. VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS
    Econometric Theory, 2000, 16, (6), 905-926 View citations (1)

1995

26. Time Series Regression with Mixtures of Integrated Processes
    Econometric Theory, 1995, 11, (5), 1033-1094 View citations (10)