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Access Statistics for Yoosoon Chang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand 0 1 2 40 0 1 4 121
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 0 3 29 0 1 11 28
A Trajectories-Based Approach to Measuring Intergenerational Mobility 0 2 6 20 5 9 19 31
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 1 3 6 6 3 8 17 17
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 260 0 0 2 733
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 518 0 0 3 1,822
Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 14 0 0 1 118
Bootstrapping Cointegrating Regressions 0 0 0 43 0 0 0 150
Bootstrapping Unit Root Tests with Covariates 0 0 0 6 0 0 0 46
Bootstrapping Unit Root Tests with Covariates 0 0 0 27 0 0 0 102
Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective 0 0 3 3 1 1 9 9
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 8 8 0 0 7 7
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 0 5 5 1 3 15 15
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 0 1 13 13 0 2 16 16
Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption 1 1 24 24 2 3 27 27
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand 0 0 0 40 0 0 0 125
Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case 0 0 4 191 0 0 7 462
Endogeneity in Nonlinear Regressions with Integrated Time Series 0 0 0 4 0 0 2 599
Evaluating Consumption CAPM under Heterogeneous Preferences 0 0 2 24 0 0 7 99
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 1 2 61 0 1 5 202
Extracting a Common Stochastic Trend: Theories with Some Applications 0 0 0 52 0 0 0 177
Extracting a Common Stochastic Trend:Theories with Some Applications 0 0 0 238 0 0 0 672
Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach 0 0 0 42 0 0 0 29
Nonlinear Econometric Models with Cointegrated and Deterministically Trending Regressors 0 0 1 257 0 0 2 805
Nonlinear IV Panel Unit Root Tests 0 0 0 21 0 0 1 82
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 266 0 0 0 691
Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency 0 0 0 26 0 0 0 143
Nonlinear Instrumental Variable Estimation of an Autoregression 0 0 0 167 0 0 1 746
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 1 19 0 1 7 32
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 4 16 0 0 12 18
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 1 22 0 0 2 21
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 1 3 15 52 4 11 48 79
Oil and the Stock Market Revisited: A Mixed Functional VAR Approach 0 1 6 25 1 2 12 26
Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models 0 1 4 118 0 4 11 218
Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity 0 0 2 681 0 0 4 1,807
State Space Models with Endogenous Regime Switching 0 0 6 77 1 2 16 203
State Space Models with Endogenous Regime Switching 0 1 3 12 0 1 6 37
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 17 0 0 0 98
Taking a New Contour: A Novel Approach to Panel Unit Root Tests 0 0 0 14 0 0 0 270
Taking a New Contour: A Novel View on Unit Root Test 0 0 0 16 0 0 0 84
The Economic Consequences of Effective Carbon Taxes 0 0 0 23 1 1 1 7
The Effects of Economic Shocks on Heterogeneous Inflation Expectations 1 1 3 12 1 2 9 37
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 0 14 14 2 2 11 11
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 2 15 28 3 8 35 59
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve 0 0 11 11 1 2 26 26
Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies 0 0 0 81 0 3 7 202
Time-varying Long-run Income and Output Elasticities of Electricity Demand 0 0 0 46 0 0 1 159
U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules 1 1 2 22 3 3 11 82
U.S. monetary and fiscal policy regime changes and their interactions 1 6 7 41 2 7 10 68
U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules 0 0 0 136 2 3 4 275
Understanding Regressions with Observations Collected at High Frequency over Long Span 0 0 0 126 1 2 3 137
Understanding Regressions with Observations Collected at High Frequency over Long Span 0 2 2 19 1 3 3 38
Unit Root Tests for Panels in the Presence of Short-run and Long-run Dependencies: Nonlinear IV Approach with Fixed N and Large T 0 0 0 34 0 0 0 142
Using Density Forecast for Growth-at-Risk to Improve Mean Forecast of GDP Growth in Korea 0 2 14 14 0 4 22 22
Total Working Papers 6 29 189 4,081 35 90 417 12,232


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Sieve Bootstrap For The Test Of A Unit Root 0 0 0 161 0 0 2 478
A new approach to model regime switching 0 1 5 109 1 6 18 339
A new approach to modeling the effects of temperature fluctuations on monthly electricity demand 0 0 0 8 0 0 5 53
Bootstrap unit root tests in panels with cross-sectional dependency 0 0 0 157 0 0 0 414
Bootstrapping cointegrating regressions 0 1 2 172 0 1 6 470
Bootstrapping unit root tests with covariates 0 0 0 2 1 1 3 29
Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand 0 0 0 12 0 1 4 69
Evaluating factor pricing models using high‐frequency panels 0 0 0 1 0 0 0 11
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate 0 0 0 13 0 2 3 55
Extracting a common stochastic trend: Theory with some applications 2 2 4 98 2 3 7 249
Forecasting regional long-run energy demand: A functional coefficient panel approach 0 0 2 8 0 3 8 35
Index models with integrated time series 0 0 0 21 0 0 1 87
Nonlinear IV unit root tests in panels with cross-sectional dependency 0 0 4 132 0 1 8 400
Nonlinear econometric models with cointegrated and deterministically trending regressors 0 0 0 19 0 1 7 798
Nonlinear instrumental variable estimation of an autoregression 0 0 0 49 0 3 5 188
Nonstationarity in time series of state densities 0 0 1 28 0 1 4 104
Non‐stationary regression with logistic transition 0 0 0 0 0 0 1 50
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS 2 5 20 291 4 10 53 737
Oil prices uncertainty, endogenous regime switching, and inflation anchoring 0 0 12 15 0 1 18 23
Origins of monetary policy shifts: A New approach to regime switching in DSGE models 0 3 8 23 2 9 31 82
Residual based tests for cointegration in dependent panels 0 0 0 41 1 2 3 158
Taking a new contour: A novel approach to panel unit root tests 0 0 0 16 0 0 2 131
Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies 0 0 1 55 0 0 2 178
Time Series Regression with Mixtures of Integrated Processes 0 0 1 27 0 0 1 89
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea 0 0 0 26 0 1 3 118
VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS 0 0 0 8 0 0 1 46
Total Journal Articles 4 12 60 1,492 11 46 196 5,391


Statistics updated 2024-12-04