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Measuring international uncertainty: The case of Korea
We leverage a data rich environment to construct and study a measure of macroeconomic uncertainty for the Korean economy. We provide several stylized facts about uncertainty in Korea fromExpand
Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary
This paper considers tests for structural breaks in linear models when the regressors and the serially dependent error process are unstable. The set of models contains various economic circumstancesExpand
Economic Growth and Income Inequality: Evidence from Dynamic Panel Investigation
Abstract This paper empirically investigates the effect of income inequality on economic growth using extended panel data covering a broad range of developing and developed countries. We use systemExpand
Impulse response analysis in conditional quantile models with an application to monetary policy
This paper presents a new method to analyze the e¤ect of shocks on time series using quantile impulse response function (QIRF). While conventional impulse response analysis is re- stricted toExpand
Parametric and Semi‐Parametric Efficient Tests for Parameter Instability
This paper proposes asymptotically point optimal tests for parameter instability under the feasible circumstance that the researcher has little information about the unstable parameter process andExpand
Essays on optimal tests for parameter instability
There are a large number of tests for parameter instability designed for specific types of unstable parameter processes and error distributions. However, it is difficult to identify those types inExpand
Toward empirical IP host traffic measurement in passive network measurement
This thesis is for research or private study purposes only, and the author's right to be identified as the author of this thesis is recognised. Expand
종합적 상환여건을 반영한 과다부채 가계의 리스크 요인 분석 (Factors and Risks of Household Over-Indebtedness Using a New Measure Based on Conditional Quantiles)
This paper suggests a new measure of household over-indebtedness based on the concept of conditional quantiles, and use the measure to examine the factors and the risks of the over-indebtedness. WeExpand