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Seong-Hoon Kim

Personal Details

First Name:Seong-Hoon
Middle Name:
Last Name:Kim
Suffix:
RePEc Short-ID:pki269
http://sites.google.com/site/web4kim/
Jeongui Hall #431 1 Yonseidae-gil, Wonju-si Kangwon-do, 26493 Korea

Affiliation

Department of Economics
School of Business
Yonsei University

Wonju, South Korea
http://econ.yonsei.ac.kr/
RePEc:edi:ewyonkr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kim , Seong-Hoon & Moon , Seongman, 2014. "A Risk Map of Markups: Why We Observe Mixed Behaviors of Markups," Staff Papers 14-5, Korea Institute for International Economic Policy.
  2. Kim, Seong-Hoon & Moon, Seongman & Velasco, Carlos, 2014. "Delayed Overshooting: It's an 80s Puzzle," Staff Papers 14-3, Korea Institute for International Economic Policy.
    repec:san:cdmawp:1116 is not listed on IDEAS
    repec:san:cdmawp:1208 is not listed on IDEAS
    repec:san:cdmawp:1201 is not listed on IDEAS
    repec:san:cdmawp:1409 is not listed on IDEAS
    repec:san:cdmawp:1410 is not listed on IDEAS

Articles

  1. Seong-Hoon Kim, 2012. "Sequential Action and Beliefs Under Partially Observable DSGE Environments," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 219-244, October.

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. Kim , Seong-Hoon & Moon , Seongman, 2014. "A Risk Map of Markups: Why We Observe Mixed Behaviors of Markups," Staff Papers 14-5, Korea Institute for International Economic Policy.

    Cited by:

    1. Chrysovalantis Amountzias, 2021. "Markup cyclicality, competition and liquidity constraints: Evidence from a panel VAR analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3696-3718, July.

  2. Kim, Seong-Hoon & Moon, Seongman & Velasco, Carlos, 2014. "Delayed Overshooting: It's an 80s Puzzle," Staff Papers 14-3, Korea Institute for International Economic Policy.

    Cited by:

    1. Hettig, Thomas & Müller, Gernot & Wolf, Martin, 2019. "Exchange Rate Undershooting: Evidence and Theory," CEPR Discussion Papers 13597, C.E.P.R. Discussion Papers.
    2. Dudley Cooke & Engin Kara, 2018. "Can Trend Inflation Solve the Delayed Overshooting Puzzle?," Globalization Institute Working Papers 334, Federal Reserve Bank of Dallas.
    3. Florian Huber & Katrin Rabitsch, 2019. "Exchange rate dynamics and monetary policy -- Evidence from a non-linear DSGE-VAR approach," Department of Economics Working Papers wuwp295, Vienna University of Economics and Business, Department of Economics.
    4. Rüth, Sebastian K., 2019. "Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbusch's Overshooting Hypothesis Intact, After all?," Working Papers 0673, University of Heidelberg, Department of Economics.
    5. Pérez, Fernando, 2015. "Comparing the Transmission of Monetary Policy Shocks in Latin America: A Hierarchical Panel VAR," Working Papers 2015-015, Banco Central de Reserva del Perú.
    6. Soyoung Kim & Kuntae Lim, 2016. "Effects of Monetary Policy Shocks on Exchange Rate in Emerging Countries," Working Papers 192016, Hong Kong Institute for Monetary Research.
    7. Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
    8. Jun Wei, 2020. "Optimal Combination of Currency Assets and Algorithm Simulation under Exchange Rate Risk," Complexity, Hindawi, vol. 2020, pages 1-10, November.
    9. Franz, Thorsten, 2020. "Central bank information shocks and exchange rates," Discussion Papers 13/2020, Deutsche Bundesbank.
    10. Christiane Baumeister & James D. Hamilton, 2020. "Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions," NBER Working Papers 26606, National Bureau of Economic Research, Inc.
    11. Kim, Soyoung & Lim, Kuntae, 2018. "Effects of monetary policy shocks on exchange rate in small open Economies," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 324-339.
    12. Stephanie Schmitt-Grohé & Martín Uribe, 2018. "Exchange Rates and Uncovered Interest Differentials: The Role of Permanent Monetary Shocks," NBER Working Papers 25380, National Bureau of Economic Research, Inc.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 4 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-BEC: Business Economics (2) 2012-07-01 2014-10-13. Author is listed
  2. NEP-MAC: Macroeconomics (2) 2014-10-13 2014-11-01. Author is listed
  3. NEP-AGR: Agricultural Economics (1) 2012-07-01. Author is listed
  4. NEP-COM: Industrial Competition (1) 2014-10-13. Author is listed
  5. NEP-MIC: Microeconomics (1) 2012-10-06. Author is listed
  6. NEP-MON: Monetary Economics (1) 2014-11-01. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (1) 2014-11-01. Author is listed
  8. NEP-RMG: Risk Management (1) 2014-10-13. Author is listed

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