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David Kim

Personal Details

First Name:David
Middle Name:
Last Name:Kim
Suffix:
RePEc Short-ID:pki284

Affiliation

School of Economics
Faculty of Arts and Social Sciences
University of Sydney

Sydney, Australia
http://sydney.edu.au/arts/economics/

61 +2 9351 5055
61 +2 9351 4341
Sydney, NSW 2006
RePEc:edi:deusyau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kim, David & Kim, Woo-Yung, 2018. "What Determines Regional Labor Shares? Evidence from Korea," Working Papers 2018-06, University of Sydney, School of Economics.
  2. Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013. "A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," Working papers 2013rwp-58, Yonsei University, Yonsei Economics Research Institute.
  3. Hyeon-seung Huh & David Kim, 2013. "Do SVAR Models Justify Discarding the Technology Shock-Driven Real Business Cycle Hypothesis?," Working papers 2013rwp-59, Yonsei University, Yonsei Economics Research Institute.
  4. Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2013. "A Factor-Augmented Vector Autoregression Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," ADB Economics Working Paper Series 385, Asian Development Bank.
  5. Kim, David & Sheen, Jeffrey, 2005. "Consumption Risk-sharing within Australia and with New Zealand," Working Papers 6, University of Sydney, School of Economics.
  6. Jeffrey Sheen & David Kim, 2004. "Is there a sufficient risk sharing between Australia and New Zealand?," Econometric Society 2004 Australasian Meetings 125, Econometric Society.
  7. Jung-Soo Seo & Jong-Soon Kang & Deok-Ki Kim, 2002. "Intra-Industry Foreign Direct Investment and Intra-Industry Trade in Korea," Asia Pacific Economic Papers 329, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
    repec:fth:sydnec:98-02 is not listed on IDEAS
    repec:wop:syecwp:9802 is not listed on IDEAS

Articles

  1. Lance A. Fisher & Hyeon‐seung Huh & David Kim, 2020. "Growth Shocks in the United States and China: Effects on Australia's Growth," Economic Papers, The Economic Society of Australia, vol. 39(3), pages 185-203, September.
  2. David Kim & Woo‐Yung Kim, 2020. "What drives the labor share of income in South Korea? A regional analysis," Growth and Change, Wiley Blackwell, vol. 51(3), pages 1304-1335, September.
  3. Hyeon-seung Huh & David Kim, 2019. "Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S.: a sign restriction VAR approach," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1634-1646, March.
  4. Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2015. "A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 449-468.
  5. Hyeon-Seung Huh & David Kim, 2014. "Do SVAR Models Justify Discarding the Technology-Shock-Driven Real Business Cycle Hypothesis?," The Economic Record, The Economic Society of Australia, vol. 90(288), pages 98-118, March.
  6. Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.
  7. Jiang, Jiadan & Kim, David, 2013. "Exchange rate pass-through to inflation in China," Economic Modelling, Elsevier, vol. 33(C), pages 900-912.
  8. Jiadan Jiang & David Kim, 2013. "Is China's Monetary Policy Effective? Evaluating the VAR Evidence," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-21.
  9. Chew Lian Chua & David Kim & Sandy Suardi, 2011. "Are Empirical Measures Of Macroeconomic Uncertainty Alike?," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 801-827, September.
  10. Inwon Jang & David Kim, 2009. "The Dynamics of the Credit Spread and Monetary Policy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 109-131, May.
  11. David Kim & Jeffrey Sheen, 2007. "Consumption Risk‐Sharing within Australia and with New Zealand," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, March.
  12. Kim, David, 2007. "An East Asian currency union?: The empirical nature of macroeconomic shocks in East Asia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 847-866, December.

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. Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013. "A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," Working papers 2013rwp-58, Yonsei University, Yonsei Economics Research Institute.

    Cited by:

    1. Lai, Ya-Wen, 2017. "Macroeconomic factors and index option returns," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 452-477.

  2. Kim, David & Sheen, Jeffrey, 2005. "Consumption Risk-sharing within Australia and with New Zealand," Working Papers 6, University of Sydney, School of Economics.

    Cited by:

    1. Boyle, Glenn, 2009. "Capital Market Integration: A Review of the Issues and an Assessment of New Zealand's Position," Working Paper Series 4034, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
    2. Balli, Faruk & Rana, Faisal, 2015. "Determinants of risk sharing through remittances," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 107-116.
    3. Kim, David, 2007. "An East Asian currency union?: The empirical nature of macroeconomic shocks in East Asia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 847-866, December.
    4. Faruk Balli & Faisal Rana, 2014. "Determinants of risk sharing through remittances: cross-country evidence," CAMA Working Papers 2014-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    5. Balli, Faruk & Balli, Hatice O., 2011. "Income and consumption smoothing and welfare gains across Pacific Island Countries: The role of remittances and foreign aid," Economic Modelling, Elsevier, vol. 28(4), pages 1642-1649, July.
    6. Barbara Pfeffer, 2008. "Do regional Trade and Specialization drive intra-regional Risk-Sharing?," MAGKS Papers on Economics 200813, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    7. ABBUY, Kwami Edem, 2018. "An Empirical Test for the Effectiveness of Central Bank Interventions in Foreign Exchange Markets: An Application to the Canadian and Swiss Central Banks," MPRA Paper 89647, University Library of Munich, Germany.

  3. Jung-Soo Seo & Jong-Soon Kang & Deok-Ki Kim, 2002. "Intra-Industry Foreign Direct Investment and Intra-Industry Trade in Korea," Asia Pacific Economic Papers 329, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Filippo Reganati & Rosanna Pittiglio, 2007. "Two-Way International Trade And Production In Italy: A Country/Industry Specific Analysis," Quaderni DSEMS 19-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.

Articles

  1. Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2015. "A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 449-468.
    See citations under working paper version above.
  2. Huh, Hyeon-seung & Kim, David, 2013. "An empirical test of exogenous versus endogenous growth models for the G-7 countries," Economic Modelling, Elsevier, vol. 32(C), pages 262-272.

    Cited by:

    1. Imrul Hossain Chowdhury, 2020. "Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(1), pages 35-53, January.
    2. Mohammad Imdadul Haque, 2019. "Growth Accounting for Saudi Arabia," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(6), pages 691-701, June.

  3. Jiang, Jiadan & Kim, David, 2013. "Exchange rate pass-through to inflation in China," Economic Modelling, Elsevier, vol. 33(C), pages 900-912.

    Cited by:

    1. Ha,Jongrim & Stocker,Marc & Yilmazkuday,Hakan, 2019. "Inflation and Exchange Rate Pass-Through," Policy Research Working Paper Series 8780, The World Bank.
    2. Chi Wei Su & Heng-Guo Zhang & Hsu-Ling Chang & Rui Nian, 2016. "Is exchange rate stability beneficial for stabilizing consumer prices in China?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(6), pages 857-879, September.
    3. Jiranyakul, Komain, 2018. "Exchange Rate Pass-through to Domestic Prices in Thailand, 2000-2017," MPRA Paper 87492, University Library of Munich, Germany.
    4. Choi, Yoonho & Choi, E. Kwan, 2018. "Unemployment and optimal exchange rate in an open economy," Economic Modelling, Elsevier, vol. 69(C), pages 82-90.
    5. Hai Yue Liu & Xiao Lan Chen, 2017. "The imported price, inflation and exchange rate pass-through in China," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1279814-127, January.
    6. Ibrahim Abdulhamid Danlami & Sallahuddin Hassan & Mohamad Helmi Bin Hidthiir, 2020. "Assessing the Asymmetry of the Exchange Rate Pass-Through to Inflation in West African Commonwealth Countries," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 93-109, March.
    7. Kia, Amir & Jafari, Mahboubeh, 2020. "Forward-looking agents and inflation in an oil-producing country: Evidence from Iran," Journal of Asian Economics, Elsevier, vol. 69(C).
    8. Tunc, Cengiz & Kılınç, Mustafa, 2016. "Exchange Rate Pass-Through in a Small Open Economy: A Structural VAR Approach," MPRA Paper 72770, University Library of Munich, Germany, revised 28 Jul 2016.
    9. Tunç, Cengiz, 2017. "A Survey on Exchange Rate Pass through in Emerging Markets," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 205-233, July-Sept.
    10. Mehmet Balcilar & Usman Ojonugwa, 2018. "Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis," Working Papers 15-45, Eastern Mediterranean University, Department of Economics.
    11. Bahmani-Oskooee, Mohsen & Chang, Tsangyao & Ranjbar, Omid, 2016. "Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches," Economic Modelling, Elsevier, vol. 56(C), pages 66-78.
    12. Ibrahim Abdulhamid Danlami, 2020. "Revisiting the West African Commonwealth Countries’ Exchange Rate Pass-Through to Inflation," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 6(1), pages 70-77, March.

  4. Jiadan Jiang & David Kim, 2013. "Is China's Monetary Policy Effective? Evaluating the VAR Evidence," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-21.

    Cited by:

    1. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas, revised 01 May 2017.

  5. Chew Lian Chua & David Kim & Sandy Suardi, 2011. "Are Empirical Measures Of Macroeconomic Uncertainty Alike?," Journal of Economic Surveys, Wiley Blackwell, vol. 25(4), pages 801-827, September.

    Cited by:

    1. Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-33, Eastern Mediterranean University, Department of Economics.
    2. Joel Cariolle & Michaël Goujon, 2015. "Measuring macroeconomic instability: a critical survey illustrated with exports series," Post-Print halshs-01273229, HAL.
    3. Schmidt, Torsten & Zwick, Lina, 2015. "Uncertainty and episodes of extreme capital flows in the Euro Area," Economic Modelling, Elsevier, vol. 48(C), pages 343-356.
    4. Tino Berger & Sibylle Grabert & Bernd Kempa, 2016. "Global and Country-Specific Output Growth Uncertainty and Macroeconomic Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(5), pages 694-716, October.
    5. Artur Tarassow, 2017. "Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures," Macroeconomics and Finance Series 201702, University of Hamburg, Department of Socioeconomics.
    6. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers 201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
    7. Laurent Ferrara & Olivier Darné & Amélie Charles, 2018. "Does the Great Recession imply the end of the Great Moderation? International evidence," Post-Print hal-01635945, HAL.
    8. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Economic Uncertainty: A Geometric Indicator of Discrepancy Among Experts’ Expectations," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 143(1), pages 95-114, May.
    9. Christian Grimme & Steffen Henzel & Elisabeth Wieland, 2014. "Inflation uncertainty revisited: a proposal for robust measurement," Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
    10. Berger, Tino & Grabert, Sibylle & Kempa, Bernd, 2017. "Global macroeconomic uncertainty," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 42-56.
    11. Masayuki Morikawa, 2016. "What Types of Policy Uncertainties Matter for Business?," Pacific Economic Review, Wiley Blackwell, vol. 21(5), pages 527-540, December.
    12. Fernández-Méndez, Laura & García-Canal, Esteban & Guillén, Mauro F., 2015. "Legal Family and Infrastructure Voids as Drivers of Regulated Physical Infrastructure Firms' Exposure to Governmental Discretion," Journal of International Management, Elsevier, vol. 21(2), pages 135-149.
    13. Ronaldo Trogo de Almeida & Wilson Luiz Rotatori Corrêa & Helder Ferreira de Mendonça & José Simão Filho, 2017. "Central bank opacity and inflation uncertainty: Effects in a large emerging economy," Journal of Economic Studies, Emerald Group Publishing, vol. 44(2), pages 313-328, May.
    14. Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, University of Hamburg, Department of Socioeconomics.
    15. Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters," Resources Policy, Elsevier, vol. 61(C), pages 572-584.

  6. David Kim & Jeffrey Sheen, 2007. "Consumption Risk‐Sharing within Australia and with New Zealand," The Economic Record, The Economic Society of Australia, vol. 83(260), pages 46-59, March.
    See citations under working paper version above.
  7. Kim, David, 2007. "An East Asian currency union?: The empirical nature of macroeconomic shocks in East Asia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 847-866, December.

    Cited by:

    1. Vu Tuan Khai, 2009. "Re-examining Symmetry of Shocks for East Asia: Results Using a VAR with Sign Restrictions," Global COE Hi-Stat Discussion Paper Series gd08-042, Institute of Economic Research, Hitotsubashi University.
    2. Hyeon-seung Huh & David Kim & Won Joong Kim & Cyn-Young Park, 2013. "A Factor-augmented VAR Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," Working papers 2013rwp-58, Yonsei University, Yonsei Economics Research Institute.
    3. Stefan Eichler & Alexander Karmann, 2011. "Optimum Currency Areas in Emerging Market Regions: Evidence Based on the Symmetry of Economic Shocks," Open Economies Review, Springer, vol. 22(5), pages 935-954, November.
    4. Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
    5. Myint Moe Chit & Marian Rizov & Dirk Willenbockel, 2010. "Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies," The World Economy, Wiley Blackwell, vol. 33(2), pages 239-263, February.
    6. Huh, Hyeon-seung & Kim, David & Kim, Won Joong & Park, Cyn-Young, 2013. "A Factor-Augmented Vector Autoregression Analysis of Business Cycle Synchronization in East Asia and Implications for a Regional Currency Union," ADB Economics Working Paper Series 385, Asian Development Bank.
    7. Click, Reid W., 2009. "The ASEAN dollar standard in the post-crisis era: A reconsideration," Journal of Asian Economics, Elsevier, vol. 20(3), pages 269-279, May.
    8. Cécile Couharde & Cyriac Guillaumin, 2011. "Chocs externes et perspective d'union monétaire en Asie de l'Est : les enseignements d'un modèle VAR structurel," Post-Print halshs-00632373, HAL.
    9. Marien Coupaud, 2013. "Contagion des crises de 1997 et 2008 en ASEAN+3 : un modèle VAR structurel," Larefi Working Papers 1306, Larefi, Université Bordeaux 4.
    10. Marine Coupaud, 2013. "Contagion Des Crises De 1997 Et 2008 En Asean+3: Un Modele Var Structurel," Working Papers hal-00913175, HAL.
    11. Bashar, Omar H.M.N., 2012. "The dynamics of aggregate demand and supply shocks in ASEAN countries," Journal of Asian Economics, Elsevier, vol. 23(5), pages 507-518.
    12. Marine COUPAUD, 2014. "Contagion Des Crises De 1997 Et 2008 En Asean+3 : Un Modèle Var Structurel," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 40, pages 113-138.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

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  1. Korean Economists

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) 2013-12-29
  2. NEP-GEO: Economic Geography (1) 2018-10-15
  3. NEP-SEA: South East Asia (1) 2013-12-29

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