- Ph.D., Yale University, 1995
A TRAJECTORIES-BASED APPROACH TO MEASURING INTERGENERATIONAL MOBILITY, with Yoosoon Chang, Steven N. Durlauf, Seunghee Lee and Joon Y. Park, NBER Working Paper No. 31020, SSRN.
Oil and the Stock Market Revisited: A mixed functional VAR approach, with Hilde Bjornland, Yoosoon Chang and Jamie L. Cross. RePEc, SSRN.
The Effects of Economic Shocks on Heterogeneous Inflation Expectations, with Fabio Gómez-Rodríguez and Gee Hee Hong, IMF Working Paper Series, July 2022.
Time-Varying Expectation Effects of Switching Financial Uncertainty, with Hwagyun Hagen Kim and Shi Qiu.
Understanding Regressions with Observations Collected at High Frequency over Long Span with Ye Lu and Joon Park. Revised-and-resubmitted to Journal of Econometrics.
U.S. Monetary and Fiscal Policy Regime Changes and Their Interactions, with Boreum Kwak and Shi Qiu. Revised-and-resubmitted to Journal of Applied Econometrics.
Oil Price Volatility, Endogenous Regime Switching, and Inflation Anchoring, with Ana Maria Herrera and Elena Pesavento. Forthcoming at Journal of Applied Econometrics. Online Appendix
Origins of Monetary Policy Shifts: A New Approach to Regime Switching in DSGE Models, with Junior Maih and Fei Tan, Journal of Economic Dynamics and Control, 133, 104235, 2021.
Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach with Yongok Choi, Changsik Kim, Zack Miller and Joon Park, Energy Economics, 96 (2021), 105117.
Stock Market Return Predictability Dormant in Option Panels, with Youngmin Choi, Soohun Kim and Joon Park.
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.
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).
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.