Yun-jung Kim

Economics and Econometrics · with Choi · 2011–2018

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 34 citations into it; #5,967 of 23,481 by trust here, #15,581 by citations
• Statistics and Probability — 11 citations into it; #3,696 of 12,932 by trust here, #7,165 by citations

Whom Yun-jung Kim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai

Who trusts Yun-jung Kim overall

1. Lutz Kilian
2. Y. Gorodnichenko
3. Francesca Caselli
4. Dake Li
5. Luca Dedola
6. Robert J. Vigfusson
7. José Luis Leyva Montiel
8. Agustín Roitman
9. Byoung-Wu Lee

Papers from Yun-jung Kim's perspective

Ordered by how strongly the researchers Yun-jung Kim trusts endorse each paper. Same corpus, a different order for every researcher.

1. Inferential Theory for Factor Models of Large Dimensions
2. Forecasting Using Principal Components From a Large Number of Predictors
3. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
4. Determining the Number of Factors in Approximate Factor Models
5. Monetary Policy in a Data-Rich Environment
6. Are more data always better for factor analysis
7. Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
8. Macroeconomic Forecasting Using Diffusion Indexes
9. A PANIC Attack on Unit Roots and Cointegration
10. Determining the Number of Factors in the General Dynamic Factor Model

Their papers

• How Reliable Are Local Projection Estimators of Impulse Responses? (2011) — 147 citations
• A multilevel factor model: Identification, asymptotic theory and applications (2018) — 54 citations