Jae-Young Kim   |   Professor
Journal Pulblication

“Tests for Cointegration Breakdown over a Short Time Period", JOURNAL OF BUSINESS & ECONOMIC STATISTICS , (with Andrews, Donald), 2006. 12

“Inference on Segmented Cointegration”, ECONOMETRIC THEORY , , 2003. 3

"Note on Detection of Change in Persistence of a Linear Time Series", JOURNAL OF ECONOMETRICS , (with Jorge Belaire-Franch and Rosa Badillo-Amador), 2002. 9

“Limited Information Likelihood and Bayesian Analysis” , JOURNAL OF ECONOMETRICS , , 2002. 3

“Detection of Change in Persistence of a Linear Time Series”, JOURNAL OF ECONOMETRICS , , 2000. 3

“Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in a Time Series Model with Possible Nonstationary Components”, ECONOMETRICA , , 1998. 6

“Detection of Structural Change When the Form and the Date of a Change Are Unknown”, JOURNAL OF ECONOMETRICS , , 1998. 4

“Bayesian Asymptotic Theory in a Time Series Model with Unit Roots”, ECONOMETRIC THEORY , , 1994. 10

“The Generalized Method of Moments in the Presence of Nonstationary Variables”, JOURNAL OF ECONOMIC THEORY AND ECONOMETRICS, , 2008. 3

"이자율 평형의 관한 실증분석" -외환위기 전후 아시아 4개국의 자료의 대한 단기간공적분 와해검정, 경제논집, , 2007. 9

“외환위기 전후 우리나라 환율동향과 환율정책에 대한 실증적 재고”, 한국경제의 분석패널, , 2006. 12

“臨界誤差修正模型에 依한 國際證市에서의 去來費用과 一物一價의 法則에 대한 實證分析,”, 경제논집, 박웅용과 공저, 2005. 12

“Threshold 자기회기모형을 이용한 한국증시와 미국증시 사이의 거래비용분석”, 금융학회지, 박웅용과 공저, 2005. 12

“Do Consumption and Income Have a Long Run Relationship?” , Seoul Journal of Economics, , 2004. 12

“潛在要因模型을 利用한 國債利子率 스프레드 分析: 新興市長을 中心으로” , 경제논집, 박웅용과 공저, 2004. 6

"國民年基金 포트폴리오의 長短期 시나리오 分析", 경제논집, 오주희와 공저, 2003. 9

“Economic and Political Changes and the Import Demand Behavior of North Korea”, Journal of Economic Development, (With Kang-Taeg Lim), 2002. 6

“Determining the Number and Locating the Periods of Structural Changes in a Linear Time Series Model with Trending Components”, JOURNAL OF ECONOMIC THEORY AND ECONOMETRICS, , 2000. 6


Books & Articles in Books

"크루그먼의 경제학 입문"(원저서:Essentials of economics), 시그마프레스, 김재영, 박대근, 전병헌 , 2008. 9

"크루그먼의 경제학"(원저서:Economics), 시그마프레스, Paul Krugman and R.Wells 지음. 김재영, 박대근, 전병헌 역, 2008. 3


Working papaers

“Model Selection in the Presence of Nonstationarity”, Under Revision/Review, , 2010. 12

“An Alternative Quasi Likelihood Approach and Bayesian Inference Under Possible Model Misspecification”, Under Revision/Review, , 2010. 12

“A Bayesian Limited Information Approach in the GMM Framework”, Under Revision/Review, , 2010. 11

“Estimation of Transaction Costs Between Two Geographically Separated Financial Markets”, Mimeo, with Woong-Yong Park, 2010. 8

“Coupling or Decoupling of Won/Yen Exchange Rate” , Mimeo, with Yun-Jong Wang and Woong-Yong Park, 2010. 8

“U.S. Inflation Dynamics – Reconsidered”, Mimeo, with Dae-Hee Jung, 2010. 7

“New Empirical Evidence on the Fisher Relation: Nonlinear Behavior, Short-run Instability and No Spill-over”, Mimeo, with Woong-Yong Park, 2010. 7

“Testing and Identifying Structural Change in a Cointegration Relation”, Mimeo, , 2009. 12

“Generalization of the Likelihood Principle, Sufficiency and Completeness, and an Optimal Quasi-Likelihood” , Mimeo, , 2009. 12