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Hyun Hak Kim
Hyun Hak Kim
Koomin University
Verified email at kookmin.ac.kr - Homepage
Title
Cited by
Cited by
Year
Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
HH Kim, NR Swanson
Journal of Econometrics 178, 352-367, 2014
1772014
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
HH Kim, NR Swanson
International Journal of Forecasting 34 (2), 339-354, 2018
1272018
Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP
HH Kim, NR Swanson
Journal of Forecasting 37 (3), 281-302, 2018
452018
Mining big data using parsimonious factor and shrinkage methods
HH Kim, NR Swanson
Available at SSRN 2294110, 2013
192013
Forecasting financial stress indices in Korea: a factor model approach
H Kim, W Shi, HH Kim
Empirical Economics 59 (6), 2859-2898, 2020
142020
Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS
HH Kim, NR Swanson
Available at SSRN 2998263, 2016
72016
Methods for pastcasting, nowcasting and forecasting using factor-midas with an application to real-time korean gdp
HH Kim, NR Swanson
Available at SSRN 2998263, 2015
72015
Forecasting macroeconomic variables using data dimension reduction methods: The case of korea
HH Kim
Bank of Korea WP 26, 2013
62013
Default probability by employment status in South Korea
H Jung, HH Kim
Asian Economic Papers 19 (3), 62-84, 2020
42020
Forecasting macroeconomic variables using linear and nonlinear models
HH Kim, NR Swanson
Working paper, Rutgers University, 2010
42010
Looking into the black box of the Korean economy: the sparse factor model approach1
HH Kim
Journal of the Asia Pacific Economy 23 (1), 1-16, 2018
32018
아파트 가격의 시공간 확산 효과 분석
김현학
한국경제의 분석 23 (2), 89-135, 2017
32017
Large dataset mining using parsimonious factor and shrinkage methods
HH Kim, NR Swanson
Working Paper, Rutgers University, 2013
32013
Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008
K Kim, HH Kim, NR Swanson
Empirical Economics 64 (3), 1421-1469, 2023
22023
A dynamic analysis of household debt using a self-organizing map
HH Kim
Empirical Economics 62 (6), 2893-2919, 2022
22022
아파트 실거래 가격지수를 이용한 아파트 가격의 지역간 확산효과 분석
김현학, 임호성, 정호성
[BOK] 조사통계월보 70 (4), 0-0, 2016
22016
Systemic risk in the consumer credit network across financial institutions
H Jung, HH Kim
Journal of the Asia Pacific Economy, 1-21, 2022
2022
Systemic Risk of the Consumer Credit Network across Financial Institutions
HH Kim, H Jung
Bank of Korea WP 23, 2019
2019
Online Appendix Methods for Backcasting, Nowcasting and Forecasting Using Factor-MIDAS: With An Application To Korean GDP
HH Kim, NR Swanson
2017
확장된 실업지표를 이용한 우리나라 노동시장에서의 이력현상 분석 (Hysteresis in Korean Labor Market with Alternative Measures of Labor Utilization)
HH Kim, KM Hwang
Bank of Korea WP 29, 2014
2014
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Articles 1–20