Macroeconomics, International Finance, Big Data Analytics
학력
Ph.D. in Economics, Michigan State University
M.S. in Applied Statistics, Michigan State University
M.A. in Economics, Michigan State University
B.A. in Economics, Yonsei University
약력/경력
2013–2015. Assistant Professor, Department of Economics, Kookmin University
2012–2013, Associate Research Fellow, Korea Institute for International Economic Policy (KIEP)
학술지 논문
(2023)
Government Debt and Fiscal Multipliers in the Era of Population Aging.
MACROECONOMIC DYNAMICS.
(2023)
Reassessing growth vulnerability.
JOURNAL OF APPLIED ECONOMETRICS.
(2023)
Determinants of Market-assessed Sovereign Default Risk: Macroeconomic Fundamentals or Global Shocks?.
INTERNATIONAL FINANCE.
(2023)
Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE.
139,
(2023)
Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia.
GLOBAL ECONOMIC REVIEW.
52,
3
(2022)
Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility.
EMPIRICAL ECONOMICS.
(2022)
Macroeconomic effects of uncertainty shocks: Evidence from Korea.
JOURNAL OF ASIAN ECONOMICS.
84,
1
(2022)
Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs.
Econometrics and Statistics.
(2022)
Population aging and fiscal sustainability: Nonlinear evidence from Europe.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE.
126,
1
(2021)
On asymmetric volatility effects in currency markets.
EMPIRICAL ECONOMICS.
62,
5
(2021)
The tail behavior of safe haven currencies: A cross-quantilogram analysis.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS MONEY.
(2021)
On the predictability of the distribution of excess returns in currency markets.
INTERNATIONAL JOURNAL OF FORECASTING.
37,
2
(2020)
Measuring the time-varying effects of fiscal policy on private saving in the process of financial integration.
REVIEW OF INTERNATIONAL ECONOMICS.
28,
1
(2019)
Time variation in the persistence of unemployment over the past century.
ECONOMICS LETTERS.
182,
(2019)
Long Memory, Realized Volatility and Heterogeneous Autoregressive Models.
JOURNAL OF TIME SERIES ANALYSIS.
40,
4
(2019)
Carry trades and endogenous regime switches in exchange rate volatility.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS MONEY.
58,
1
(2019)
Can structural changes in the persistence of the forward premium explain the forward premium anomaly?.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS MONEY.
58,
(2014)
Time Variation in the Standard Forward Premium Regression: Some New Models and Tests.
JOURNAL OF EMPIRICAL FINANCE.
29,
1
(2014)
Trade Intensity and Purchasing Power Parity.
JOURNAL OF INTERNATIONAL ECONOMICS.
93,
1
(2013)
Business Cycle Accounting East and West: Asian Finance and the Investment Wedge.
REVIEW OF ECONOMIC DYNAMICS.
16,
4
수상/공훈
Research Grant, The National Research Foundation of Korea, 2023–2024
Sungkyun Research Fund, Sungkyunkwan University, 2020-2021
Excellent Article Award, The National Research Foundation of Korea, 2015
Research Grant, The National Research Foundation of Korea, 2014–2015
New Faculty Research Grant, Kookmin University, 2013
Graduate Assistantship, Michigan State University, 2005–2011
학술회의논문
(2023)
Effects of nonverbal policy communications on the crude oil market: The role of economic policy uncertainty.
33rd Annual Meeting of the Midwest Econometrics Group.
미국
(2023)
Government debt and fiscal multipliers in the era of population aging.
2023 European Economics and Finance Society 20th Annual Conference.
독일
(2023)
Government debt and fiscal multipliers in the era of population aging.
2023 Western Economic Association 17th International Conference.
오스트레일리아
(2022)
Government Debt and Fiscal Multipliers in the Era of Population Aging.
Midwest Econometrics Group (MEG) 2022 Conference.
미국
(2022)
Government Debt and Fiscal Multipliers in the Era of Population Aging.
Korean Economic Association 70th Anniversary International Conference.
대한민국
(2021)
Inflation targeting under commitment or discretion: does an improvement in macroeconomic conditions matter?.
26th International Panel Data Conference.
EU연합
(2019)
On the Predictability of the Distribution of Excess Returns in Currency Markets.
한국국제경제학회 동계학술대회.
대한민국
(2019)
On the Predictability of the Distribution of Excess Returns in Currency Markets.
Midwest Econometrics Group 29th Annual Meeting.
미국
(2019)
The Tail Behavior of Safe Haven Currencies: A Cross-Quantilogram Analysis.
Sixth Annual Conference of the International Association for Applied Econometrics.
사이프러스
(2018)
On the Predictability of the Distribution of Excess Returns in Currency Markets.
Southern Economic Association 88th Annual Meetings.
미국
(2017)
On Asymmetric Volatility Effects in Currency Markets.
2017 40th International Panel Data Conference (IPDC).
그리스
(2017)
Can Structural Changes in the Persistence of the Forward Premium Explain the Forward Premium Anomaly?.
한국국제금융학회.
대한민국
(2016)
Reinvestigating the Persistence of the Forward Premium in the Joint Presence of Nonlinearity, Asymmetry, and Structural Changes.
Southern Economic Association 86th Annual Meeting.
미국
(2016)
Carry Trade Returns and Predicting Global Foreign Exchange Volatility in a Nonlinear Long Memory Framework.
한국국제금융학회.
대한민국
(2015)
Uncovered Interest Parity, Covered Interest Arbitrage, and Funding Liquidity Constraints.
Southern Economic Association 85th Annual Meeting.
미국
발전기금
