- Ph.D., Yale University, 1995
Stock Market Return Predictability Dormant in Option Panels, with Youngmin Choi, Soohun Kim and Joon Park.
Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models, with Junior Maih and Fei Tan. Working Paper 2019.
U.S. Monetary and Fiscal Policy Regime Changes and Their
Interactions, with Boreum Kwak and Shi Qiu. Under revision at Journal of Applied Econometrics.
A New Approach to Model Regime Switching, with Yongok Choi and Joon Y. Park, Journal of Econometrics, 196, 127-143, 2017.
Nonstationarity in Time Series of State Densities, with Chang Sik Kim and Joon Y. Park, Journal of Econometrics, 192, 152-167, 2016.
Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate, with Robert K. Kaufmann, Chang Sik Kim, J. Isaac Miller, Joon Y. Park and Sungkeun Park, Journal of Econometrics, 214, 274-294, 2020.
Evaluating Factor Pricing Models Using High Frequency Panels, with Yongok Choi, Hwagyun Kim and Joon Y. Park, Quantitative Economics, 7, 889-933, 2016. An appendix and code are available in supplementary files on the journal website, http://qeconomics.org/ojs/index.php/qe/issue/view/101.
Understanding Regressions with Observations Collected at High Frequency over Long Span with Ye Lu and Joon Park.
Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach with Yongok Choi, Changsik Kim, Zack Miller and Joon Park.
Using Kalman Filter to Extract and Test for Common Stochastic Trends, with Bibo Jiang and Joon Y. Park. Working paper 2013, under revision at Journal of Econometrics.
Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand, with Yongok Choi, Chang Sik Kim, J. Isaac Miller and Joon Y. Park, Energy Economics, 60, 232-243, 2016. Supplemental materials can be obtained from (https://www.sciencedirect.com/science/article/pii/S0140988316302717).
Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea, with Chang Sik Kim, J. Isaac Miller, Joon Y. Park and Sungkeun Park, Energy Economics, 46, 334-347, 2014.
A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand, with Chang Sik Kim, J. Isaac Miller, Joon Y. Park and Sungkeun Park, Energy Economics, 60, 206-216, 2016.