%HTMLlat1; %HTMLspecial; ] > Yoosoon Chang - People - Department of Economics - Indiana University Bloomington
Department of Economics

Yoosoon Chang

Yoosoon Chang

Ph.D., Yale University, 1995


Professor Chang's research and teaching interests are in econometrics, with a special focus in time series and panel data models and their applications in macroeconomics and finance. She has studied various nonstationary and nonlinear time series and panel models and developed new methodologies for valid inference in such nonstandard yet more realistic models for economic data. Her recent research focuses on panels at high frequencies where she uses the data collected at higher frequencies to deal with inferential difficulties in models estimated at conventional low frequencies. Chang's research has been published in Review of Economic Studies, Journal of Econometrics, Econometric Theory, Econometric Reviews, Journal of Time Series Analysis and Econometrics Journal. Before joining the faculty of Indiana University, Chang spent eleven years at Rice University as an assistant and tenured associate professor of economics, and three years at Texas A&M University as a full professor and head of the department of economics and Naomi Lewis faculty fellow of liberal arts. She is an associate editor of Time Series Econometrics, a program committee member of the International Symposium on Econometric Theory and Applications, an external fellow of Granger Centre for Time Series Econometrics at Nottingham University, an external associate of Centre for Econometric Analysis at Cass Business School in London.

Working Papers

"Evaluating Factor Pricing Models Using High Frequency Panels", with Yongok Choi, Hwagyun Kim and Joon Y. Park.

"Nonstationarity in Time Series of State Densities", with Changsik Kim and Joon Y. Park.

"Using Kalman Filter to Extract and Test for Common Stochastic Trends", with Bibo Jiang and Joon Y. Park.

"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.

"Regime Switching Model with Endogenous Autoregressive Latent Factor", with Yongok Choi and Joon Y. Park.

"Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea", with Chang Sik Kim, Isaac Miller, Joon Y. Park and Sungkeun Park, forthcoming in Energy Economics.

"Bootstrapping Unit Root Tests with Covariates", with Wonho Song and Robin C., Sickles, forthcoming in Econometric Reviews.