Yongcheol Shin
Personal Details
First Name: | Yongcheol |
Middle Name: | |
Last Name: | Shin |
Suffix: | |
RePEc Short-ID: | psh557 |
Terminal Degree: | Economics Department; Michigan State University (from RePEc Genealogy) |
Affiliation
Department of Economics and Related Studies
University of York
York, United Kingdomhttp://www.york.ac.uk/economics/
: (0)1904 323776
York YO10 5DD
RePEc:edi:deyoruk (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2017. "What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis," Melbourne Institute Working Paper Series wp2017n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014.
"Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework,"
Working papers
2014rwp-69, Yonsei University, Yonsei Economics Research Institute.
- Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol, 2015. "Quantile cointegration in the autoregressive distributed-lag modeling framework," Journal of Econometrics, Elsevier, vol. 188(1), pages 281-300.
- Myung Hwan Seo & Yongcheol Shin, 2014.
"Dynamic Panels with Threshold Effect and Endogeneity,"
STICERD - Econometrics Paper Series
577, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Seo, Myung Hwan & Shin, Yongcheol, 2016. "Dynamic panels with threshold effect and endogeneity," Journal of Econometrics, Elsevier, vol. 195(2), pages 169-186.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014. "Quantifying Informational Linkages in a Global Model of Currency Spot Markets," Melbourne Institute Working Paper Series wp2014n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Hail Park & Yongcheol Shin, 2014. "Mapping Korea's International Linkages using Generalised Connectedness Measures," Working Papers 2014-16, Economic Research Institute, Bank of Korea.
- Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach," Melbourne Institute Working Paper Series wp2012n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012.
"Globalisation and Technological Convergence in the EU,"
SERIES
0041, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Mar 2012.
- Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013. "Globalisation and technological convergence in the EU," Journal of Productivity Analysis, Springer, vol. 40(1), pages 15-29, August.
- James Mitchell & George Kapetanios & Yongcheol Shin, 2012.
"A Nonlinear Panel Data Model of Cross-Sectional Dependence,"
Discussion Papers in Economics
12/01, Department of Economics, University of Leicester.
- Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014. "A nonlinear panel data model of cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 179(2), pages 134-157.
- Kapetanios, George & James Mitchell & Yongcheol Shin, 2013. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," EMF Research Papers 03, Economic Modelling and Forecasting Group.
- Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2011.
"TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach,"
SERIES
0040, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Oct 2011.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach," Review of International Economics, Wiley Blackwell, vol. 20(3), pages 563-579, August.
- Matthew Greenwood-Nimmo & Yongcheol Shin, 2010. "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," IMK Working Paper 16-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Matthew Greenwood-Nimmo & Yongcheol Shin & Till van Treeck, 2010. "The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany," IMK Working Paper 15-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- George Kapetanios & James Mitchell & Yongcheol Shin, 2010. "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers 673, Queen Mary University of London, School of Economics and Finance.
- Laura Serlenga & Yongcheol Shin, 2004.
"Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors,"
ESE Discussion Papers
105, Edinburgh School of Economics, University of Edinburgh.
- Yongcheol Shin & Laura Serlenga, 2004. "Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors," Econometric Society 2004 Far Eastern Meetings 671, Econometric Society.
- Andy Snell & George Kapetanios & Yongcheol Shin, 2004. "Testing for nonlinear cointegration between stock prices and dividends," Money Macro and Finance (MMF) Research Group Conference 2003 90, Money Macro and Finance Research Group.
- George Kapetanios & Yongcheol Shin, 2003. "GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks," ESE Discussion Papers 108, Edinburgh School of Economics, University of Edinburgh.
- George Kapetanios & Yongcheol Shin & Andy Snell, 2003.
"Testing for Cointegration in Nonlinear STAR Error Correction Models,"
Working Papers
497, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary University of London, School of Economics and Finance.
- Johannes Fedderke & Yongcheol Shin & Prabhat Vaze, 2003. "Trade, Technology and Wage Inequality in the South African Manufacturing Sectors," ESE Discussion Papers 106, Edinburgh School of Economics, University of Edinburgh.
- George Kapetanios & Yongcheol Shin, 2003. "Testing for Nonstationary Long Memory against Nonlinear Ergodic Models," Working Papers 500, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Yongcheol Shin, 2003.
"Unit Root Tests in Three-Regime SETAR Models,"
ESE Discussion Papers
104, Edinburgh School of Economics, University of Edinburgh.
- George Kapetanios & Yongcheol Shin, 2006. "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 252-278, July.
- George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
- Laura Serlenga & Yongcheol Shin & Andy Snell, 2002.
"A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models,"
ESE Discussion Papers
88, Edinburgh School of Economics, University of Edinburgh.
- Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002 165, Royal Economic Society.
- Yongcheol Shin & Andy Snell, 2002.
"Mean Group Tests for Stationarity in Heterogeneous Panels,"
ESE Discussion Papers
107, Edinburgh School of Economics, University of Edinburgh.
- Yongcheol Shin & Andy Snell, 2006. "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 123-158, March.
- George Kapetanios & Yongcheol Shin, 2002. "GLS Detrending for Nonlinear Unit Root Tests," Working Papers 472, Queen Mary University of London, School of Economics and Finance.
- Dirk Te Velde, 2001. "Balance of payments prospects in EMU," National Institute of Economic and Social Research (NIESR) Discussion Papers 178, National Institute of Economic and Social Research.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001.
"A long run structural macroeconometric model of the UK,"
ESE Discussion Papers
35, Edinburgh School of Economics, University of Edinburgh.
- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, April.
- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
- Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh.
- Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000.
"Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy,"
Cambridge Working Papers in Economics
0004, Faculty of Economics, University of Cambridge.
- Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002. "Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy," Royal Economic Society Annual Conference 2002 82, Royal Economic Society.
- M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series 345, CESifo Group Munich.
- Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000. "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics 00/4, Department of Economics, University of Leicester.
- George Kapetanios & Yongcheol Shin & Andy Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," ESE Discussion Papers 69, Edinburgh School of Economics, University of Edinburgh.
- George Kapetanios & Yongcheol Shin, 2000. "Testing for a Linear Unit Root against Nonlinear Threshold Stationarity," ESE Discussion Papers 60, Edinburgh School of Economics, University of Edinburgh.
- Johannes Fedderke & Yongcheol Shin & Prabhat Vaze, 1999. "Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry," ESE Discussion Papers 33, Edinburgh School of Economics, University of Edinburgh.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999.
"Long-Run Structural Modelling,"
ESE Discussion Papers
44, Edinburgh School of Economics, University of Edinburgh.
- M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
- Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999.
"Bounds Testing Approaches to the Analysis of Long-run Relationships,"
Cambridge Working Papers in Economics
9907, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith, 1999. "Bounds Testing Approaches to the Analysis of Long Run Relationships," ESE Discussion Papers 46, Edinburgh School of Economics, University of Edinburgh.
- Anthony Garratt & Kevin Lee & Yongcheol Shin, 1999. "A long run structural macroeconometric model of the UK (first version)," ESE Discussion Papers 17, Edinburgh School of Economics, University of Edinburgh.
- Yongcheol Shin & Andy Snell, 1999. "Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors," ESE Discussion Papers 70, Edinburgh School of Economics, University of Edinburgh.
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999.
"Structural analysis of vector error correction models with exogenous I(1) variables,"
ESE Discussion Papers
38, Edinburgh School of Economics, University of Edinburgh.
- Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August.
- Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
- Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998. "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 1998.
"A structural cointegrating VAR approach to macroeconometric modelling,"
ESE Discussion Papers
8, Edinburgh School of Economics, University of Edinburgh.
- Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998. "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics 9823, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997. "Structural analysis of vector error correction models with exogenous I(1) variables (first version)," ESE Discussion Papers 7, Edinburgh School of Economics, University of Edinburgh.
- Pesaran, M. H. & Shin, Y. & Smith, R. P., 1997. "Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9721, Faculty of Economics, University of Cambridge.
- Pesaran, M. H. & Shin, Y., 1997.
"Generalised Impulse Response Analysis in Linear Multivariate Models,"
Cambridge Working Papers in Economics
9710, Faculty of Economics, University of Cambridge.
- Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January.
- Steve Satchell & Yongcheol Shin, 1996. "Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks," Archive Working Papers 022, Birkbeck, Department of Economics, Mathematics & Statistics.
- Pesaran, M. H. & Shin, Y. & Smith, R. J., 1996. "Testing for the 'Existence of a Long-run Relationship'," Cambridge Working Papers in Economics 9622, Faculty of Economics, University of Cambridge.
- Pesaran, M.H. & Shin, Y., 1995. "An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis," Cambridge Working Papers in Economics 9514, Faculty of Economics, University of Cambridge.
- Pasaran, M.H. & Im, K.S. & Shin, Y., 1995.
"Testing for Unit Roots in Heterogeneous Panels,"
Cambridge Working Papers in Economics
9526, Faculty of Economics, University of Cambridge.
- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July.
- Pesaran, M.H. & Shin, Y., 1993.
"Cointegration and Speed of Convergence to Equilibrium,"
Cambridge Working Papers in Economics
9311, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Shin, Yongcheol, 1996. "Cointegration and speed of convergence to equilibrium," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 117-143.
Articles
- Tolga Omay & Mübariz Hasanov & Yongcheol Shin, 2018. "Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 167-193, June.
- Hail Park & Yongcheol Shin, 2018. "The Effects of Oil Price on the Korean Economy: A Global VAR Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(5), pages 981-991, April.
- Park, Hail & Shin, Yongcheol, 2017. "Exploring international linkages using generalised connectedness measures: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 49-64.
- Seo, Myung Hwan & Shin, Yongcheol, 2016.
"Dynamic panels with threshold effect and endogeneity,"
Journal of Econometrics,
Elsevier, vol. 195(2), pages 169-186.
- Myung Hwan Seo & Yongcheol Shin, 2014. "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series 577, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Kausik Chaudhuri & Minjoo Kim & Yongcheol Shin, 2016. "Forecasting distributions of inflation rates: the functional auto-regressive approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(1), pages 65-102, January.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2016. "Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(1), pages 281-297, January.
- Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol, 2015.
"Quantile cointegration in the autoregressive distributed-lag modeling framework,"
Journal of Econometrics,
Elsevier, vol. 188(1), pages 281-300.
- Jin Seo Cho & Tae-Hwan Kim & Yongcheol Shin, 2014. "Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework," Working papers 2014rwp-69, Yonsei University, Yonsei Economics Research Institute.
- Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2015. "In search of robust methods for dynamic panel data models in empirical corporate finance," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 84-98.
- Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2014. "Asymmetric adjustment toward optimal capital structure: Evidence from a crisis," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 226-242.
- Kapetanios, George & Mitchell, James & Shin, Yongcheol, 2014.
"A nonlinear panel data model of cross-sectional dependence,"
Journal of Econometrics,
Elsevier, vol. 179(2), pages 134-157.
- James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Department of Economics, University of Leicester.
- Kapetanios, George & James Mitchell & Yongcheol Shin, 2013. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," EMF Research Papers 03, Economic Modelling and Forecasting Group.
- Kausik Chaudhuri & Matthew Greenwood‐Nimmo & Minjoo Kim & Yongcheol Shin, 2013. "On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(7), pages 1431-1449, October.
- Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2013. "Taxation and the asymmetric adjustment of selected retail energy prices in the UK," Economics Letters, Elsevier, vol. 121(3), pages 411-416.
- Mastromarco Camilla & Laura Serlenga & Yongcheol Shin, 2013.
"Globalisation and technological convergence in the EU,"
Journal of Productivity Analysis,
Springer, vol. 40(1), pages 15-29, August.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012. "Globalisation and Technological Convergence in the EU," SERIES 0041, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Mar 2012.
- Matthew Greenwood‐Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2012. "Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 554-573, June.
- Johannes Fedderke & Yongcheol Shin & Prabhat Vaze, 2012. "Trade, Technology and the Labour Market: The Case of South Africa-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(6), pages 808-830, December.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2012.
"Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach,"
Review of International Economics,
Wiley Blackwell, vol. 20(3), pages 563-579, August.
- Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2011. "TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach," SERIES 0040, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Oct 2011.
- Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2012. "Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 465-482.
- George Kapetanios & Yongcheol Shin, 2011. "Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model," Econometric Reviews, Taylor & Francis Journals, vol. 30(6), pages 620-645.
- Hu Liang & Shin Yongcheol, 2008. "Optimal Test for Markov Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-27, September.
- Kapetanios, George & Shin, Yongcheol, 2008. "GLS detrending-based unit root tests in nonlinear STAR and SETAR models," Economics Letters, Elsevier, vol. 100(3), pages 377-380, September.
- Yongcheol Shin & Laura Serlenga, 2007. "Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 361-381.
- Yongcheol Shin, 2007. "Comments on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 52-55, May.
- Yongcheol Shin & Andy Snell, 2006.
"Mean group tests for stationarity in heterogeneous panels,"
Econometrics Journal,
Royal Economic Society, vol. 9(1), pages 123-158, March.
- Yongcheol Shin & Andy Snell, 2002. "Mean Group Tests for Stationarity in Heterogeneous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh.
- Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2006. "Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models," Econometric Theory, Cambridge University Press, vol. 22(02), pages 279-303, April.
- George Kapetanios & Yongcheol Shin, 2006.
"Unit root tests in three-regime SETAR models,"
Econometrics Journal,
Royal Economic Society, vol. 9(2), pages 252-278, July.
- George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Yongcheol Shin, 2003. "Unit Root Tests in Three-Regime SETAR Models," ESE Discussion Papers 104, Edinburgh School of Economics, University of Edinburgh.
- Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2003. "Testing for a unit root in the nonlinear STAR framework," Journal of Econometrics, Elsevier, vol. 112(2), pages 359-379, February.
- Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003.
"A Long run structural macroeconometric model of the UK,"
Economic Journal,
Royal Economic Society, vol. 113(487), pages 412-455, April.
- Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "A long run structural macroeconometric model of the UK," ESE Discussion Papers 35, Edinburgh School of Economics, University of Edinburgh.
- Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
"Testing for unit roots in heterogeneous panels,"
Journal of Econometrics,
Elsevier, vol. 115(1), pages 53-74, July.
- Tom Doan, "undated". "IPSHIN: RATS procedure to implement Im, Pesaran and Shin panel unit root test," Statistical Software Components RTS00098, Boston College Department of Economics.
- Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
- Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January.
- M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling,"
Econometric Reviews,
Taylor & Francis Journals, vol. 21(1), pages 49-87.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999. "Long-Run Structural Modelling," ESE Discussion Papers 44, Edinburgh School of Economics, University of Edinburgh.
- Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
- Chortareas, Georgios E. & Kapetanios, George & Shin, Yongcheol, 2002. "Nonlinear mean reversion in real exchange rates," Economics Letters, Elsevier, vol. 77(3), pages 411-417, November.
- M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326.
- Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000.
"Structural analysis of vector error correction models with exogenous I(1) variables,"
Journal of Econometrics,
Elsevier, vol. 97(2), pages 293-343, August.
- Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999. "Structural analysis of vector error correction models with exogenous I(1) variables," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh.
- Pesaran, H. Hashem & Shin, Yongcheol, 1998.
"Generalized impulse response analysis in linear multivariate models,"
Economics Letters,
Elsevier, vol. 58(1), pages 17-29, January.
- Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
- Lee, Junsoo & Huang, Cliff J. & Shin, Yongcheol, 1997. "On stationary tests in the presence of structural breaks," Economics Letters, Elsevier, vol. 55(2), pages 165-172, August.
- Pesaran, M. Hashem & Shin, Yongcheol, 1996.
"Cointegration and speed of convergence to equilibrium,"
Journal of Econometrics,
Elsevier, vol. 71(1-2), pages 117-143.
- Pesaran, M.H. & Shin, Y., 1993. "Cointegration and Speed of Convergence to Equilibrium," Cambridge Working Papers in Economics 9311, Faculty of Economics, University of Cambridge.
- Shin, Yongcheol, 1994. "A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration," Econometric Theory, Cambridge University Press, vol. 10(01), pages 91-115, March.
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?,"
Journal of Econometrics,
Elsevier, vol. 54(1-3), pages 159-178.
- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991. "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?," Cowles Foundation Discussion Papers 979, Cowles Foundation for Research in Economics, Yale University.
- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990. "Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?," Papers 8905, Michigan State - Econometrics and Economic Theory.
- Shin, Yongcheol & Schmidt, Peter, 1992. "The KPSS stationarity test as a unit root test," Economics Letters, Elsevier, vol. 38(4), pages 387-392, April.
Chapters
- Liang Hu & Yongcheol Shin, 2014. "Testing for Cointegration in Markov Switching Error Correction Models," Advances in Econometrics,in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 123-150 Emerald Publishing Ltd.
Books
- Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol, 2006.
"Global and National Macroeconometric Modelling: A Long-Run Structural Approach,"
OUP Catalogue,
Oxford University Press, number 9780199296859.
- Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol, 2012. "Global and National Macroeconometric Modelling: A Long-Run Structural Approach," OUP Catalogue, Oxford University Press, number 9780199650460.
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- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Number of Downloads through RePEc Services over the past 12 months
- Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
- Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
- Euclidian citation score
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
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 31 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.- NEP-ECM: Econometrics (23) 2000-01-24 2000-10-05 2002-07-12 2002-12-10 2002-12-10 2003-08-01 2004-03-14 2004-03-14 2004-03-14 2004-03-14 2004-03-22 2004-03-22 2004-04-18 2004-04-25 2004-04-25 2004-04-25 2004-06-09 2004-09-12 2005-03-13 2010-11-13 2012-02-27 2015-03-13 2015-05-30. Author is listed
- NEP-ETS: Econometric Time Series (19) 2000-08-15 2000-10-05 2002-07-08 2002-12-02 2002-12-02 2003-07-29 2004-03-14 2004-03-14 2004-03-14 2004-03-22 2004-03-22 2004-04-25 2004-04-25 2004-04-25 2004-06-02 2004-09-12 2005-03-13 2012-02-27 2015-03-13. Author is listed
- NEP-IFN: International Finance (6) 2002-12-02 2004-03-14 2004-03-14 2004-06-02 2011-08-09 2014-08-20. Author is listed
- NEP-DEV: Development (3) 2004-03-14 2004-03-22 2004-03-22
- NEP-MON: Monetary Economics (3) 2010-12-04 2010-12-04 2011-08-09
- NEP-CBA: Central Banking (2) 2010-12-04 2011-08-09
- NEP-EEC: European Economics (2) 2004-06-02 2017-07-30
- NEP-MAC: Macroeconomics (2) 2004-04-25 2005-03-13
- NEP-OPM: Open Economy Macroeconomics (2) 2014-08-20 2017-07-30
- NEP-CFN: Corporate Finance (1) 2004-03-14
- NEP-CMP: Computational Economics (1) 2003-07-29
- NEP-GEO: Economic Geography (1) 2010-11-13
- NEP-INO: Innovation (1) 2004-03-14
- NEP-MIC: Microeconomics (1) 2004-04-25
- NEP-MST: Market Microstructure (1) 2011-08-09
Corrections
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