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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
1892014
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
1402018
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
462018
Forecasting financial stress indices in Korea: a factor model approach
H Kim, W Shi, HH Kim
Empirical Economics 59 (6), 2859-2898, 2020
202020
Mining big data using parsimonious factor and shrinkage methods
HH Kim, N Swanson
Working paper, 2013
202013
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
Forecasting macroeconomic variables using linear and nonlinear models
HH Kim, NR Swanson
Working paper, Rutgers University, 2010
42010
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
32023
A dynamic analysis of household debt using a self-organizing map
HH Kim
Empirical Economics 62 (6), 2893-2919, 2022
32022
Default probability by employment status in South Korea
H Jung, HH Kim
Asian Economic Papers 19 (3), 62-84, 2020
32020
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
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 29 (3), 1462-1482, 2024
12024
Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets
K Kim, NR Swanson
Recent Advances in Estimating Nonlinear Models: With Applications in …, 2014
12014
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
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