MYEONG JUN KIM

发布者:lilf发布时间:2019-01-19浏览次数:2650

MYEONG JUN KIM

Office Address: School of Economics and Commerce, 512 Middle of B10, South China University of Technology, Higher Education Mega Center, Panyu, Guangzhou, 510006, China

Phone (Cell): +86-13148946021 / Email: mjunkim@scut.edu.cn

 

EDUCATION

Ph.D. in Economics, School of Economics, Chung-Ang University, Seoul, Korea, February 2017

M.A. in Economics, Korea University, Korea, August 2011

B.A. in Economics, Korea University, Korea, February 2009

 

FIELDS OF INTERESTS

Applied Econometrics, Empirical Finance, Applied Macroeconomics.

 

EMPLOYMENT

Lecturer, School of Economics and Commerce, South China University of Technology, Sep. 2017 - present.

 

PUBLICATIONS

Do gender and age matter time-varying Okun’s law?: Evidence from South Korea (with Sung Y. Park), 2018, (Forthcoming: Pacific Economic Review)

Analysis of the relationship between unemployment rate and economic growth rate in Korea : Focused on regional characteristics (with Jun Kim), 2018, Ordo Economics Journal, 21(1), 144-164. (in Korean)

Testing for a housing bubble at Seoul using the Sup ADF test (with Sung Y. Park), 2017, Journal of Housing and Urban Finance, 2(1), 59-84. (in Korean)

Analysis of the relationship between unemployment rate and real GDP using a smooth time-varying parameter approach: Focusing on the analysis of male and female in Korea (with Sung Y. Park), 2017, Journal of Women and Economics, 14(1), 25-41. (in Korean)

Optimal conditional hedge ratio: A simple shrinkage estimation approach (with Sung Y. Park), 2016, Journal of Empirical Finance, 38, 139-156.

Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach (with Haiqi Li and Sung Y. Park), 2016, International Review of Financial Analysis, 44, 217-225.

An empirical test for Okun's law using a smooth time-varying parameter approach:

Evidence from East Asian countries (with Sung Y. Park and S. Jei), 2015, Applied Economics Letters, 22 (10), 788-795.

Oil prices and stock market activity: The case of Korea (with S. Kim and S. Jei), 2014, Journal of The Korean Data Analysis Society, 16 (5), 2329-2343. (in Korean)

An empirical analysis of Okun's law using unobserved component model (with D. Lim, Y. Kim and S. Jei), 2014, Journal of Industrial Economics and Business, 27 (4), 1463-1477. (in Korean)

Analysis on the spillover effect of firm’s R&D investment (with K. Jung and E. Lim), 2014, Journal of the Korea Academia-Industrial Cooperation Society, 15 (2), 698-705. (in Korean)

Long-run equilibrium between economic growth and unemployment rate: An application of Okun's law (with J. Kang and S. Jei), 2013, Journal of the Korean Data Analysis Society, 15 (1), 371-380. (in Korean)

Factor analysis of price volatility in the South Korea broiler market (with S. Lee and S. Jei), 2013, Journal of the Korean Data Analysis Society, 14 (6), 2887-2896.

 

WORKING PAPERS

On Time and frequency-varying Okun’s Coefficient: A new approach based on empirical mode decomposition (with Sung Y. Park), 2018,

 

WORK IN PROGRESS

Estimating the relationship between LNG price and crude oil price: The case of Japan and Korea (with Sung Y. Park)

Distribution dynamics of national $CO_{2}$ emissions (with Sung Y. Park)

The effect of tax increases on tobacco demand in Korea: Quantile selection approach (with Sung Y. Park)

A copula-based bivariate regime switching GARCH model for dynamic futures hedging (with Sung Y. Park)

Forward rate unbiasedness hypothesis : Smooth time-varying parameter approach (with Sung Y. Park)

 

PRESENTATION IN CONFERENCES

The Applied Financial Modeling Conference, Centre for Economics and Financial Econometrics Research (CEFER), Deakin University, Melbourne, Australia, Feb. 4, 2016.

The 11th International Symposium on Econometric Theory and Applications (SETA 2015), Hitotsubashi University, Tokyo, Japan, May 30-31, 2015.

The 2015 Korea's Allied Economic Associations Annual Meeting, Yonsei University, Seoul, Korea, Feb. 24-25, 2015.

The Third International Conference on Futures and Derivative Markets, Shanghai Institute of Futures and Derivatives, Pudong, Shanghai, China, Oct. 30 - Nov. 2, 2014.

The Korean Data Analysis Society, Fall Conference, Dong-A University, Busan, Korea, April, 26-27, 2013

The Korean Journal Of Financial Engineering, Second half Conference, Korea Maritime and Ocean University, Busan, Korea, December, 14, 2012

The Korean Data Analysis Society, Fall Conference, Statistics Korea, Daejeon, Korea, October, 26-27, 2012

The Korean Industrial Economic Association, Spring Conference, Chosun university, Gwangju, Korea, June, 1, 2012

The Korean Data Analysis Society, Spring Conference, Pukyoung University, Busan, Korea, April, 27-28, 2012