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Yoosoon Chang

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://economics.indiana.edu/about/faculty/chang-yoosoon.html

First Publication: 1995

Most Recent: 2023

RePEc ID: pch209 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.81 1.35 0.00 2.15 58%
Last 10 Years 0.00 5.79 1.85 0.00 7.64 82%
All Time 4.04 26.78 4.88 0.00 35.69 97%

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 19.27

Publications (21)

Year Article Journal Tier Authors
2023 Oil prices uncertainty, endogenous regime switching, and inflation anchoring Journal of Applied Econometrics B 3
2021 Forecasting regional long-run energy demand: A functional coefficient panel approach Energy Economics A 5
2021 Origins of monetary policy shifts: A New approach to regime switching in DSGE models Journal of Economic Dynamics and Control B 3
2020 Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate Journal of Econometrics A 6
2017 A new approach to model regime switching Journal of Econometrics A 3
2016 Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand Energy Economics A 5
2016 Evaluating factor pricing models using high‐frequency panels Quantitative Economics B 4
2016 Nonstationarity in time series of state densities Journal of Econometrics A 3
2016 A new approach to modeling the effects of temperature fluctuations on monthly electricity demand Energy Economics A 5
2014 Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea Energy Economics A 5
2012 Residual based tests for cointegration in dependent panels Journal of Econometrics A 2
2012 Taking a new contour: A novel approach to panel unit root tests Journal of Econometrics A 1
2009 Extracting a common stochastic trend: Theory with some applications Journal of Econometrics A 3
2009 Testing for Unit Roots in Small Panels with Short-run and Long-run Cross-sectional Dependencies Review of Economic Studies S 2
2006 Bootstrapping cointegrating regressions Journal of Econometrics A 3
2004 Nonlinear instrumental variable estimation of an autoregression Journal of Econometrics A 3
2004 Bootstrap unit root tests in panels with cross-sectional dependency Journal of Econometrics A 1
2003 Index models with integrated time series Journal of Econometrics A 2
2002 Nonlinear IV unit root tests in panels with cross-sectional dependency Journal of Econometrics A 1
2000 VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS Econometric Theory B 1
1995 Time Series Regression with Mixtures of Integrated Processes Econometric Theory B 2