百晓学者学者目录

Yongcheol Shin

University of York

个人简介

Yongcheol Shin 是约克大学（University of York）经济学系的学者，研究领域为经济学、计量经济学与金融学。其研究涵盖自回归分布滞后建模框架的近期发展、加拿大省际人口迁移的引力模型、欧洲债务危机中的主权风险传导、异质性面板数据中交互效应的估计与推断、通胀率分布预测的函数自回归方法、ESG评级的系统性共同成分、南非贸易技术与劳动力市场关系，以及股息对盈利信息的非对称反应等。

精选作品

期刊论文

  1. Ting Xie, Kausik Chaudhuri, Han Jin, Yongcheol Shin (2026). Systematic common components in ESG ratings across legal origins. International Review Of Financial Analysis, Vol. 109.DOI
  2. Xiu Xu, Weining Wang, Yongcheol Shin, Chaowen Zheng (2024). Dynamic Network Quantile Regression Model. Journal Of Business & Economic Statistics, Vol. 420, No. 2.DOI
  3. George Kapetanios, Laura Serlenga, Yongcheol Shin (2024). An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects. Journal Of Business & Economic Statistics, Vol. 420, No. 2.DOI
  4. Jin Seo Cho, Matthew Greenwood-Nimmo, Yongcheol Shin (2023). The asymmetric response of dividends to earnings news. Finance Research Letters, Vol. 54.DOI
  5. George Kapetanios, Laura Serlenga, Yongcheol Shin (2023). Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects. Empirical Economics, Vol. 640, No. 6.DOI
  6. Matthew Greenwood-Nimmo, Viet Hoang Nguyen, Yongcheol Shin (2023). What is mine is yours: Sovereign risk transmission during the European debt crisis. Journal Of Financial Stability, Vol. 65.DOI
  7. In Choi, Rui Lin, Yongcheol Shin (2023). Canonical correlation-based model selection for the multilevel factors. Journal Of Econometrics, Vol. 2330, No. 1.DOI
  8. Kyung So Im, M. Hashem Pesaran, Yongcheol Shin (2023). Testing for unit roots in heterogeneous panels (Reprinted from Journal of Econometrics, vol 115, pg 53-74, 2003). Journal Of Econometrics, Vol. 2340.DOI
  9. Kyung So Im, M. Hashem Pesaran, Yongcheol Shin (2023). Reflections on ''Testing for unit roots in heterogeneous panels''. Journal Of Econometrics, Vol. 2340.DOI
  10. Jin Seo Cho, Matthew Greenwood-Nimmo, Yongcheol Shin (2023). Recent developments of the autoregressive distributed lag modelling framework. Journal Of Economic Surveys, Vol. 370, No. 10.DOI
  11. Jia Chen, Yongcheol Shin, Chaowen Zheng (2022). Estimation and inference in heterogeneous spatial panels with a multifactor error structure. Journal Of Econometrics, Vol. 2290, No. 1.DOI
  12. Jingzhi Chen, Charlie X. Cai, Robert Faff, Yongcheol Shin (2022). Nonlinear limits to arbitrage. Journal Of Futures Markets, Vol. 420, No. 60.DOI
  13. Tomohiro Ando, Matthew Greenwood-Nimmo, Yongcheol Shin (2022). Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks. Management Science, Vol. 680, No. 4.DOI
  14. Hayley Jang, Yongcheol Shin (2022). Spatial Attendance Spillover in Football Leagues. International Journal of Empirical Economics.DOI
  15. Matthew Greenwood-Nimmo, Viet Hoang Nguyen, Yongcheol Shin (2021). Measuring the Connectedness of the Global Economy. International Journal Of Forecasting, Vol. 37, No. 2.DOI
  16. George Kapetanios, Laura Serlenga, Yongcheol Shin (2021). Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure. Journal Of Econometrics, Vol. 2200, No. 2.DOI
  17. Laura Serlenga, Yongcheol Shin (2021). Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure. Empirical Economics, Vol. 60, No. 1.DOI
  18. Charlie X. Cai, Minjoo Kim, Yongcheol Shin, Qi Zhang (2019). FARVaR: Functional Autoregressive Value-at-Risk. Journal Of Financial Econometrics, Vol. 170, No. 20.DOI
  19. Tolga Omay, Mubariz Hasanov, Yongcheol Shin (2018). Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. Computational Economics, Vol. 520, No. 1.DOI
  20. Charlie X. Cai, Robert Faff, Yongcheol Shin (2018). Noise Momentum Around the World. Abacus-A Journal Of Accounting Finance And Business Studies, Vol. 540, No. 1.DOI
  21. Hail Park, Yongcheol Shin (2018). The Effects of Oil Price on the Korean Economy: A Global VAR Approach. Emerging Markets Finance And Trade, Vol. 540, No. 50.DOI
  22. Hail Park, Yongcheol Shin (2017). Exploring international linkages using generalised connectedness measures: The case of Korea. International Review Of Economics & Finance, Vol. 50.DOI
  23. Myung Hwan Seo, Yongcheol Shin (2016). Dynamic panels with threshold effect and endogeneity. Journal Of Econometrics, Vol. 1950, No. 2.DOI
  24. Camilla Mastromarco, Laura Serlenga, Yongcheol Shin (2016). Modelling Technical Efficiency in Cross Sectionally Dependent Stochastic Frontier Panels. Journal Of Applied Econometrics, Vol. 310, No. 1.DOI
  25. 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-Statistics In Society, Vol. 1790, No. 10.DOI
  26. Jin Seo Cho, Tae-hwan Kim, Yongcheol Shin (2015). Quantile cointegration in the autoregressive distributed-lag modeling framework. Journal Of Econometrics, Vol. 1880, No. 1.DOI
  27. Viet Anh Dang, Minjoo Kim, Yongcheol Shin (2015). In search of robust methods for dynamic panel data models in empirical corporate finance. Journal Of Banking & Finance, Vol. 53.DOI
  28. Viet Anh Dang, Minjoo Kim, Yongcheol Shin (2014). Asymmetric adjustment toward optimal capital structure: Evidence from a crisis. International Review Of Financial Analysis, Vol. 33.DOI
  29. George Kapetanios, James Mitchell, Yongcheol Shin (2014). A nonlinear panel data model of cross-sectional dependence. Journal Of Econometrics, Vol. 1790, No. 2.DOI
  30. J. Cho, Tae-Hwan Kim, Yongcheol Shin (2014). Technical Annex: Mathematical Proofs for "Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework".
  31. Matthew Greenwood-Nimmo, Yongcheol Shin (2013). Taxation and the asymmetric adjustment of selected retail energy prices in the UK. Economics Letters, Vol. 121, No. 3.DOI
  32. 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, Vol. 450, No. 7.DOI
  33. Mastromarco Camilla, Laura Serlenga, Yongcheol Shin (2013). Globalisation and technological convergence in the EU. Journal Of Productivity Analysis, Vol. 400, No. 1.DOI
  34. Johannes Fedderke, Yongcheol Shin, Prabhat Vaze (2012). Trade, Technology and the Labour Market: The Case of South Africa. Oxford Bulletin Of Economics And Statistics, Vol. 740, No. 60.DOI
  35. Viet Anh Dang, Minjoo Kim, Yongcheol Shin (2012). Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models. Journal Of Empirical Finance, Vol. 19, No. 40.DOI
  36. Camilla Mastromarco, Laura Serlenga, Yongcheol Shin (2012). Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach. Review Of International Economics, Vol. 200, No. 30.DOI
  37. 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, Vol. 270, No. 4.DOI
  38. George Kapetanios, Yongcheol Shin (2008). GLS detrending-based unit root tests in nonlinear STAR and SETAR models. Economics Letters, Vol. 100, No. 3.DOI
  39. Laura Serlenga, Yongcheol Shin (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, Vol. 220, No. 2.DOI

预印本

  1. Yongcheol Shin, Wenting Wang, Chaowen Zheng (2026). Advancing Multi-Dimensional Spatial/Network Econometrics: The MSAR Framework. SSRN Electronic Journal.DOI
  2. Ting Xie, Kausik Chaudhuri, Han Jin, Yongcheol Shin (2025). Network Analysis of ESG and SDG across Legal Origins. SSRN Electronic Journal.DOI
  3. Chaowen Zheng, Yongcheol Shin, Chen Jia (2024). Dynamic Quantile Panel Data Models with Interactive Effects *. SSRN Electronic Journal.DOI
  4. Chen Jia, Yongcheol Shin, Ting Xie (2024). Network Analysis of Business Cycle Synchronisation. SSRN Electronic Journal.DOI
  5. Camilla Mastromarco, Laura Serlenga, Yongcheol Shin (2023). Regional Productivity Network in the EU. SSRN Electronic Journal.DOI
  6. Rui Lin, Yongcheol Shin (2022). Generalised Canonical Correlation Estimation of the Multilevel Factor Model. SSRN Electronic Journal.DOI
  7. Matthew Greenwood‐Nimmo, Yongcheol Shin, Till van Treeck (2012). The Decoupling of Monetary Policy from Long-Term Interest Rates in the U.S. and Germany. SSRN Electronic Journal.DOI
  8. Matthew Greenwood‐Nimmo, Viet Hoang Nguyen, Yongcheol Shin (2012). International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach. SSRN Electronic Journal.DOI
  9. Charlie Xiaowu Cai, Jingzhi Chen, Robert W. Faff, Yongcheol Shin (2011). Nonlinear Limits to Arbitrage. SSRN Electronic Journal.DOI

书籍章节

  1. George Kapetanios, Laura Serlenga, Yongcheol Shin (2023). Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects. Advanced studies in theoretical and applied econometrics.DOI
  2. Matthew Greenwood‐Nimmo, Viet Hoang Nguyen, Yongcheol Shin (2019). Quantifying informational linkages in a global model of currency spot markets. Routledge eBooks.DOI
  3. George Kapetanios, Camilla Mastromarco, Laura Serlenga, Yongcheol Shin (2017). Modelling in the Presence of Cross-sectional Error Dependence. Advanced studies in theoretical and applied econometrics.DOI
  4. Camilla Mastromarco, Laura Serlenga, Yongcheol Shin (2016). Multilateral Resistance and the Euro Effects on Trade Flows. Advances in spatial science.DOI
  5. Liang Hu, Yongcheol Shin (2014). Testing for Cointegration in Markov Switching Error Correction Models. Advances in econometrics.DOI
  6. Yongcheol Shin, Byungchul Yu, Matthew Greenwood‐Nimmo (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. Springer eBooks.DOI

研究方向

EconomicsEconometricsFinance

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