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Dooyeon Cho

Personal Details

First Name:Dooyeon
Middle Name:
Last Name:Cho
Suffix:
RePEc Short-ID:pch1136
[This author has chosen not to make the email address public]

Affiliation

School of Economics
Sungkyunkwan University

Seoul, South Korea
http://ecostat.skku.edu/
RePEc:edi:seskkkr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Richard T. Baillie & Fabio Calonaci & Dooyeon Cho & Seunghwa Rho, 2019. "Long Memory, Realized Volatility and HAR Models," Working Papers 881, Queen Mary University of London, School of Economics and Finance.
  2. Richard T. Baillie & Dooyeon Cho, 2016. "Assessing Euro Crises from a Time Varying International CAPM Approach," Working Paper series 16-03, Rimini Centre for Economic Analysis.
  3. Cho , Dooyeon & Kim , Bo Min & Rhee , Dong-Eun, 2014. "Inequality and Growth: Nonlinear Evidence from Heterogeneous Panel Data," Working Papers 14-1, Korea Institute for International Economic Policy.
  4. Cho , Dooyeon & Rhee , Dong-Eun, 2013. "Nonlinear Effects of Government Debt on Private Consumption in OECD Countries," Working Papers 13-5, Korea Institute for International Economic Policy.
  5. Cho , Dooyeon & Rhee , Dong-Eun, 2012. "An Assessment of Inflation Targeting in a Quantitative Monetary Business Cycle Framework," Working Papers 12-7, Korea Institute for International Economic Policy.
  6. Dooyeon Cho & Antonio Doblas-Madrid, 2012. "Online Appendix to "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge," Online Appendices 10-51, Review of Economic Dynamics.

Articles

  1. Cho, Dooyeon & Lee, Kyung-woo, 2025. "Pension sustainability and government effectiveness in the presence of population aging," Economic Modelling, Elsevier, vol. 147(C).
  2. Cho, Dooyeon & Lee, Kyung-woo, 2025. "Government size and the effectiveness of fiscal policy: the bigger the better?," Macroeconomic Dynamics, Cambridge University Press, vol. 29, pages 1-1, January.
  3. Dooyeon Cho & Dong‐Eun Rhee, 2024. "Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?," International Finance, Wiley Blackwell, vol. 27(1), pages 35-60, April.
  4. Cho, Dooyeon & Rhee, Dong-Eun, 2024. "Government debt and fiscal multipliers in the era of population aging," Macroeconomic Dynamics, Cambridge University Press, vol. 28(5), pages 1161-1181, July.
  5. Baillie, Richard T. & Cho, Dooyeon & Rho, Seunghwa, 2024. "Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs," Econometrics and Statistics, Elsevier, vol. 29(C), pages 88-112.
  6. Dooyeon Cho & Seunghwa Rho, 2024. "Reassessing growth vulnerability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 225-234, January.
  7. Dooyeon Cho & Husang Kim, 2024. "Inflation target adjustments: Does an improvement in institutional or economic preconditions matter?," International Finance, Wiley Blackwell, vol. 27(2), pages 129-179, August.
  8. Richard T. Baillie & Dooyeon Cho & Seunghwa Rho, 2023. "Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility," Empirical Economics, Springer, vol. 64(6), pages 2911-2937, June.
  9. Dooyeon Cho & Husang Kim & Kyung-woo Lee, 2023. "Dynamic Spillovers of Economic Policy Uncertainty Across the US, Europe, and East Asia," Global Economic Review, Taylor & Francis Journals, vol. 52(3), pages 187-201, July.
  10. Cho, Dooyeon & Kim, Husang, 2023. "Macroeconomic effects of uncertainty shocks: Evidence from Korea," Journal of Asian Economics, Elsevier, vol. 84(C).
  11. Cho, Dooyeon & Im, Pullip, 2023. "Effects of monetary policy uncertainty on debt financing: Evidence from Korean heterogeneous firms," Journal of International Money and Finance, Elsevier, vol. 139(C).
  12. Cho, Dooyeon & Lee, Kyung-woo, 2022. "Population aging and fiscal sustainability: Nonlinear evidence from Europe," Journal of International Money and Finance, Elsevier, vol. 126(C).
  13. Dooyeon Cho & Seunghwa Rho, 2022. "On asymmetric volatility effects in currency markets," Empirical Economics, Springer, vol. 62(5), pages 2149-2177, May.
  14. Cho, Dooyeon, 2021. "On the predictability of the distribution of excess returns in currency markets," International Journal of Forecasting, Elsevier, vol. 37(2), pages 511-530.
  15. Cho, Dooyeon & Han, Heejoon, 2021. "The tail behavior of safe haven currencies: A cross-quantilogram analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
  16. Dooyeon Cho & Ju Hyun Pyun, 2020. "Measuring the time‐varying effects of fiscal policy on private saving in the process of financial integration," Review of International Economics, Wiley Blackwell, vol. 28(1), pages 82-104, February.
  17. Cho, Dooyeon & Chun, Sungju, 2019. "Can structural changes in the persistence of the forward premium explain the forward premium anomaly?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 225-235.
  18. Cho, Dooyeon & Rho, Seunghwa, 2019. "Time variation in the persistence of unemployment over the past century," Economics Letters, Elsevier, vol. 182(C), pages 19-22.
  19. Richard T. Baillie & Fabio Calonaci & Dooyeon Cho & Seunghwa Rho, 2019. "Long Memory, Realized Volatility and Heterogeneous Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 609-628, July.
  20. Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong, 2019. "Carry trades and endogenous regime switches in exchange rate volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 255-268.
  21. Cho, Dooyeon, 2018. "On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes," Economic Modelling, Elsevier, vol. 70(C), pages 310-319.
  22. Dooyeon Cho & Sungju Chun, 2017. "Trend shifts in the forward premium and the predictability of excess returns in currency markets," Applied Economics, Taylor & Francis Journals, vol. 49(18), pages 1821-1832, April.
  23. Dooyeon Cho & Dong-Eun Rhee, 2017. "Non-linear adjustments on the excess sensitivity of consumption with liquidity constraints," Applied Economics, Taylor & Francis Journals, vol. 49(41), pages 4180-4187, September.
  24. Baillie, Richard T. & Cho, Dooyeon, 2016. "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 197-208.
  25. Dooyeon Cho & Dong-Eun Rhee, 2015. "An assessment of inflation targeting in a quantitative monetary business cycle framework: evidence from four early adopters," Applied Economics, Taylor & Francis Journals, vol. 47(32), pages 3395-3413, July.
  26. Cho, Dooyeon, 2015. "The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 229-238.
  27. Baillie, Richard T. & Cho, Dooyeon, 2014. "Time variation in the standard forward premium regression: Some new models and tests," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 52-63.
  28. Richard T. Baillie & Dooyeon Cho, 2014. "When Carry Trades in Currency Markets are not Profitable," Review of Development Economics, Wiley Blackwell, vol. 18(4), pages 794-803, November.
  29. Cho, Dooyeon & Doblas-Madrid, Antonio, 2014. "Trade intensity and purchasing power parity," Journal of International Economics, Elsevier, vol. 93(1), pages 194-209.
  30. Cho, Dooyeon & Rhee, Dong-Eun, 2013. "Nonlinear effects of government debt on private consumption: Evidence from OECD countries," Economics Letters, Elsevier, vol. 121(3), pages 504-507.
  31. Dooyeon Cho & Antonio Doblas-Madrid, 2013. "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 724-744, October.

Software components

  1. Dooyeon Cho & Antonio Doblas-Madrid, 2012. "Code and data files for "Business Cycle Accounting East and West: Asian Finance and the Investment Wedge"," Computer Codes 10-51, Review of Economic Dynamics.

Chapters

  1. Richard T. Baillie & Dooyeon Cho & Seunghwa Rho, 2024. "Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility," Advanced Studies in Theoretical and Applied Econometrics, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang (ed.), Advances in Applied Econometrics, pages 455-481, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (1) 2012-12-06
  2. NEP-ECM: Econometrics (1) 2019-04-01
  3. NEP-EEC: European Economics (1) 2016-05-14
  4. NEP-ETS: Econometric Time Series (1) 2019-04-01
  5. NEP-SEA: South East Asia (1) 2012-12-06

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