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Tae-Hwan Kim

Global rank #8734 90%

Institution: Yonsei University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/tae-hwankim

First Publication: 2000

Most Recent: 2021

RePEc ID: pki53 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.67 0.00 0.67
Last 10 Years 0.00 0.00 0.67 0.00 0.67
All Time 0.00 2.01 4.69 0.00 11.73

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 12.79

Publications (16)

Year Article Journal Tier Authors
2021 Impulse response analysis in conditional quantile models with an application to monetary policy Journal of Economic Dynamics and Control B 3
2015 Quantile cointegration in the autoregressive distributed-lag modeling framework Journal of Econometrics A 3
2015 VAR for VaR: Measuring tail dependence using multivariate regression quantiles Journal of Econometrics A 3
2015 Revisiting growth empirics based on IV panel quantile regression Applied Economics C 3
2012 The influence of school quality on housing prices in Korea Applied Economics C 3
2011 The influence of school quality on housing prices in Korea Applied Economics C 3
2010 Estimating monetary reaction functions at near zero interest rates Economics Letters C 2
2009 The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan Journal of Money, Credit, and Banking B 3
2008 A more powerful modification of Johansen's cointegration tests Applied Economics C 3
2006 Regression‐based Tests for a Change in Persistence* Oxford Bulletin of Economics and Statistics B 3
2006 Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility Applied Economics C 2
2005 Spurious nonlinear regressions in econometrics Economics Letters C 3
2004 Spurious regressions with stationary processes around linear trends Economics Letters C 3
2002 Unit root tests with a break in innovation variance Journal of Econometrics A 3
2000 repec:bla:obuest:v:62:y:2000:i:3:p:433-44 Oxford Bulletin of Economics and Statistics B 1
2000 Spurious Rejections by Perron Tests in the Presence of a Break Oxford Bulletin of Economics and Statistics B 3