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Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

Kim, Young Min; Lahiri, Soumendra N.; Nordman, Daniel J. - In: Journal of Time Series Analysis 39 (2018) 3, pp. 380-401

Persistent link: https://www.econbiz.de/10012094916

A Progressive Block Empirical Likelihood Method for Time Series

Kim, Young Min; Lahiri, Soumendra N.; Nordman, Daniel J. - In: Journal of the American Statistical Association 108 (2013) 504, pp. 1506-1516

This article develops a new blockwise empirical likelihood (BEL) method for stationary, weakly dependent time processes, called the progressive block empirical likelihood (PBEL). In contrast to the standard version of BEL, which uses data blocks of constant length for a given sample size and...

Persistent link: https://www.econbiz.de/10010823982

Do bond markets find inflation targets credible? : evidence from five inflation-targeting countries

Kim, Young Min; Kang, Kyu Ho; Ka, Kook - In: International review of economics & finance : IREF 67 (2020), pp. 66-84

Persistent link: https://www.econbiz.de/10012485697

Exchange rate predictability : a variable selection perspective

Kim, Young Min; Lee, Seojin - In: International review of economics & finance : IREF 70 (2020), pp. 117-134

Persistent link: https://www.econbiz.de/10012486776

Inflation expectation, monetary policy credibility, and exchange rates

Lee, Seojin; Kim, Young Min - In: Finance research letters 31 (2019), pp. 405-409

Persistent link: https://www.econbiz.de/10012421753

Korean exchange rate forecasts using Bayesian variable selection

Kim, Young Min; Lee, Seojin - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 4, pp. 1045-1062

Persistent link: https://www.econbiz.de/10013329612

Understanding BOXPI : industry portfolio perspectives

Kim, Myeong Hyeon; Kim, Young Min; Yang, Kisung - In: Journal of Asian economics 81 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013549934

Volatility spillovers across financial markets : the role of oil price uncertainty

Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347

Persistent link: https://www.econbiz.de/10014365776

Spillover shifts in the FX market : implication for the behavior of a safe haven currency

Kim, Young Min; Lee, Seojin - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014309935

Empirical Likelihood for a Long Range Dependent Process Subordinated to a Gaussian Process

Lahiri, Soumendra N.; Das, Ujjwal; Nordman, Daniel J. - In: Journal of Time Series Analysis 40 (2019) 4, pp. 447-466

Persistent link: https://www.econbiz.de/10012094989