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Sungju Chun

Personal Details

First Name:Sungju
Middle Name:
Last Name:Chun
Suffix:
RePEc Short-ID:pch791
http://people.bu.edu/sjchun
Terminal Degree:2012 Department of Economics; Boston University (from RePEc Genealogy)

Affiliation

(47%) Department of Economics
Boston University

Boston, Massachusetts (United States)
http://www.bu.edu/econ/

: 617-353-4389
617-353-4449
270 Bay State Road, Boston, MA 02215
RePEc:edi:decbuus (more details at EDIRC)

(47%) Korea Information Society Development Institute (KISDI)

Gwacheon, South Korea
http://www.kisdi.re.kr/

:
82-2-570-4386

RePEc:edi:kisdikr (more details at EDIRC)

(6%) Korea Insurance Research Institute (KIRI)

Seoul, South Korea
http://www.kiri.or.kr/

:


RePEc:edi:kiriskr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Pierre Perron & Sungju Chun, 2011. "Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run," Boston University - Department of Economics - Working Papers Series WP2011-056, Boston University - Department of Economics.
  2. Pierre Perron & Sungju Chun & Cosme Vodounou, 2011. "Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices," Boston University - Department of Economics - Working Papers Series WP2011-055, Boston University - Department of Economics.

Articles

  1. Sungju Chun & Pierre Perron, 2013. "Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3512-3528, August.
  2. Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013. "Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 42-62.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Pierre Perron & Sungju Chun, 2011. "Comparisons of Robust Tests for Shifts in Trend with an Application to Trend Deviations of Real Exchange Rates in the Long Run," Boston University - Department of Economics - Working Papers Series WP2011-056, Boston University - Department of Economics.

    Cited by:

    1. Paraskevi Salamaliki, 2015. "Economic Policy Uncertainty and Economic Activity: A Focus on Infrequent Structural Shifts," Working Paper Series of the Department of Economics, University of Konstanz 2015-08, Department of Economics, University of Konstanz.
    2. Eiji Kurozumi, 2012. "Testing for Multiple Structural Changes with Non-Homogeneous Regressors," Global COE Hi-Stat Discussion Paper Series gd11-227, Institute of Economic Research, Hitotsubashi University.
    3. Ioanna Konstantakopoulou, 2017. "The aggregate exports-GDP relation under the prism of infrequent trend breaks and multi-horizon causality," International Economics and Economic Policy, Springer, vol. 14(4), pages 661-689, October.
    4. Sobreira, Nuno & Nunes, Luis C., 2012. "Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks," Insper Working Papers wpe_290, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

  2. Pierre Perron & Sungju Chun & Cosme Vodounou, 2011. "Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices," Boston University - Department of Economics - Working Papers Series WP2011-055, Boston University - Department of Economics.

    Cited by:

    1. Thomas Conlon & John Cotter & Ramazan Gençay, 2015. "Long-run international diversification," Working Papers 201502, Geary Institute, University College Dublin.

Articles

  1. Sungju Chun & Pierre Perron, 2013. "Comparisons of robust tests for shifts in trend with an application to trend deviations of real exchange rates in the long run," Applied Economics, Taylor & Francis Journals, vol. 45(24), pages 3512-3528, August. See citations under working paper version above.
  2. Perron, Pierre & Chun, Sungju & Vodounou, Cosme, 2013. "Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices," Journal of Empirical Finance, Elsevier, vol. 20(C), pages 42-62.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

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