Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence HH Kim, NR Swanson Journal of Econometrics 178, 352-367, 2014 | 186 | 2014 |
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods HH Kim, NR Swanson International Journal of Forecasting 34 (2), 339-354, 2018 | 135 | 2018 |
Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP HH Kim, NR Swanson Journal of Forecasting 37 (3), 281-302, 2018 | 46 | 2018 |
Mining big data using parsimonious factor and shrinkage methods HH Kim, NR Swanson Available at SSRN 2294110, 2013 | 20 | 2013 |
Forecasting financial stress indices in Korea: a factor model approach H Kim, W Shi, HH Kim Empirical Economics 59 (6), 2859-2898, 2020 | 18 | 2020 |
Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS HH Kim, NR Swanson Available at SSRN 2998263, 2016 | 7 | 2016 |
Methods for pastcasting, nowcasting and forecasting using factor-midas with an application to real-time korean gdp HH Kim, NR Swanson Available at SSRN 2998263, 2015 | 7 | 2015 |
Forecasting macroeconomic variables using data dimension reduction methods: The case of korea HH Kim Bank of Korea WP 26, 2013 | 6 | 2013 |
Forecasting macroeconomic variables using linear and nonlinear models HH Kim, NR Swanson Working paper, Rutgers University, 2010 | 4 | 2010 |
Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008 K Kim, HH Kim, NR Swanson Empirical Economics 64 (3), 1421-1469, 2023 | 3 | 2023 |
A dynamic analysis of household debt using a self-organizing map HH Kim Empirical Economics 62 (6), 2893-2919, 2022 | 3 | 2022 |
Default probability by employment status in South Korea H Jung, HH Kim Asian Economic Papers 19 (3), 62-84, 2020 | 3 | 2020 |
Looking into the black box of the Korean economy: the sparse factor model approach1 HH Kim Journal of the Asia Pacific Economy 23 (1), 1-16, 2018 | 3 | 2018 |
아파트 가격의 시공간 확산 효과 분석 김현학 한국경제의 분석 23 (2), 89-135, 2017 | 3 | 2017 |
Large dataset mining using parsimonious factor and shrinkage methods HH Kim, NR Swanson Working Paper, Rutgers University, 2013 | 3 | 2013 |
아파트 실거래 가격지수를 이용한 아파트 가격의 지역간 확산효과 분석 김현학, 임호성, 정호성 [BOK] 조사통계월보 70 (4), 0-0, 2016 | 2 | 2016 |
Systemic risk in the consumer credit network across financial institutions H Jung, HH Kim Journal of the Asia Pacific Economy 29 (3), 1462-1482, 2024 | | 2024 |
Systemic Risk of the Consumer Credit Network across Financial Institutions HH Kim, H Jung Bank of Korea WP 23, 2019 | | 2019 |
Online Appendix Methods for Backcasting, Nowcasting and Forecasting Using Factor-MIDAS: With An Application To Korean GDP HH Kim, NR Swanson | | 2017 |
확장된 실업지표를 이용한 우리나라 노동시장에서의 이력현상 분석 (Hysteresis in Korean Labor Market with Alternative Measures of Labor Utilization) HH Kim, KM Hwang Bank of Korea WP 29, 2014 | | 2014 |