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Kim, Hwagyun [Author] ; Lee, Eunhee [Other]; Park, Joon Y. [Other]

A Consumption-Based Identification of Global Economic Uncertainty

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[S.l.]: SSRN, [2020]
Jeong, Daehee [Author] ; Kim, Hwagyun [Other]; Park, Joon Y. [Other]

Does Ambiguity Matter? Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility

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[S.l.]: SSRN, [2013]
Choi, Hwan-sik [Author] ; Jeong, Minsoo [Other]; Park, Joon Y. [Other]

Model Selection Testing for Diffusion Processes with Applications to Interest Rate and Exchange Rate Models

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[S.l.]: SSRN, [2009]
Chang, Yoosoon [Author] ; Choi, Yongok [Other]; Kim, Hwagyun [Other]; Park, Joon Y. [Other]

Evaluating Factor Pricing Models Using High Frequency Panels

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[S.l.]: SSRN, [2015]
Chang, Yoosoon [Editor]; Lee, Sokbae [Editor]; Miller, J. Isaac [Editor]; Park, Joon Y. [Honoree]

Essays in honor of Joon Y. Park : econometric methodology in empirical applications - [First edition]

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Bingley, U.K.: Emerald Publishing Limited, 2023

Published in: Advances in econometrics ; 45B
Chang, Yoosoon [Editor]; Lee, Sokbae [Editor]; Miller, J. Isaac [Editor]; Park, Joon Y. [Other]

Essays in honor of Joon Y. Park : econometric theory - [First edition]

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Bingley, U.K.: Emerald Publishing Limited, 2023

Published in: Advances in econometrics ; 45A
Kim, Hwagyun [Author] ; Lee, Hyoung Il [Other]; Park, Joon Y. [Other]; Yeo, Hyosung [Other]

Macroeconomic Uncertainty and Asset Prices : A Stochastic Volatility Model

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[S.l.]: SSRN, [2011]
Kim, Jihyun [Author]; Park, Joon Y. [Author]; Wang, Bin [Author]

Estimation of volatility functions in jump diffusions using truncated bipower increments

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[Toulouse]: Toulouse School of Economics, [2020]

Published in: Toulouse School of Economics: Working papers ; 1096
Chang, Yoosoon [Author]; Lu, Ye [Author]; Park, Joon Y. [Author]

Understanding regressions with observations collected at high frequency over long span

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[Bloomington, IN]: CAEPR, Center for Applied Economics and Policy Research, September 13, 2018

Published in: Indiana University Bloomington: CAEPR working papers ; 2019,1
Cui, Berg [Author]; Chang, Yoosoon [Author]; Park, Joon Y. [Author]

Evaluating consumption CAPM under heterogeneous preferences

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[Bloomington, IN]: CAEPR, Center for Applied Economics and Policy Research, November 19, 2017

Published in: Indiana University Bloomington: CAEPR working papers ; 2017130
Chang, Yoosoon [Author]; Durlauf, Steven N. [Author]; Hu, Bo [Author]; Park, Joon Y. [Author]

Accounting for individual-specific heterogeneity in intergenerational income mobility

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Canberra: Australian National University, Crawford School of Public Policy, February 21, 2024

Published in: Australian National University: CAMA working paper series ; 20240018
Chang, Yoosoon [Author]; Durlauf, Steven N. [Author]; Hu, Bo [Author]; Park, Joon Y. [Author]

Accounting for individual-specific heterogeneity in intergenerational income mobility

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Oslo: BI Norwegian Business School, Centre for Applied Macro - Petroleum economics (CAMP), [2024]

Published in: CAMP working paper series ; 2024,3
Chang, Yoosoon [Author]; Kim, Yong Gun [Author]; Kwak, Boreum [Author]; Park, Joon Y. [Author]

Using density forecast for growth-at-risk to improve mean forecast of GDP growth in Korea

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Seoul, Korea: Bank of Korea, 2024. 9

Published in: BOK working paper ; 2024,10
Chang, Yoosoon [Author]; Kim, Yong Gun [Author]; Kwak, Boreum [Author]; Park, Joon Y. [Author]

Using density forecast for growth-at-risk to improve transmission mechanisms mean forecast of GDP growth in Korea

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[Bloomington, IN]: CAEPR, Center for Applied Economics and Policy Research, June 21, 2024

Published in: Indiana University Bloomington: CAEPR working papers ; 2024,5
Chang, Yoosoon [Author]; Durlauf, Steven N. [Author]; Lee, Seunghee [Author]; Park, Joon Y. [Author] ; National Bureau of Economic Research

A Trajectories-Based Approach to Measuring Intergenerational Mobility

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Cambridge, Mass: National Bureau of Economic Research, March 2023

Published in: NBER working paper series ; no. w31020
Chang, Yoosoon [Author]; Durlauf, Steven N. [Author]; Lee, Seunghee [Author]; Park, Joon Y. [Author]

A trajectories-based approach to measuring intergenerational mobility

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[Bloomington, IN]: CAEPR, Center for Applied Economics and Policy Research, March 13, 2023

Published in: Indiana University Bloomington: CAEPR working papers ; 2023,4
Chang, Yoosoon [Author]; Choi, Yongok [Author]; Kim, Hwagyun [Author]; Park, Joon Y. [Author]

Evaluating factor pricing models using high-frequency panels

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New Haven, CT: The Econometric Society, 2016
Phillips, Peter C. B. [Other]; Park, Joon Y. [Other]; Chang, Yoosoon [Other]; Fomby, Thomas B. [Other]

Essays in honor of Peter C.B. Phillips

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Bingley, U.K.: Emerald, 2014

Published in: Advances in econometrics ; 33
Chang, Yoosoon [Author]; Kaufmann, Robert Kurt [Author]; Kim, Chang Sik [Author]; Miller, J. Isaac [Author]; Park, Joon Y. [Author]; Park, Sungkeun [Author]

Evaluating trends in time series of distributions : a spatial fingerprint of human effects on climate

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[Columbia, MO]: [Department of Economics, University of Missouri-Columbia], 2016

Published in: University of Missouri: Working paper series ; 201622
Chang, Yoosoon [Author]; Choi, Yongok [Author]; Kim, Chang Sik [Author]; Miller, J. Isaac [Author]; Park, Joon Y. [Author]

Common trends and country specific heterogeneities in long-run world energy consumption

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Columbia, MO: Department of Economics, University of Missouri, January 8, 2024

Published in: University of Missouri: Working paper series ; 2024,1

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