English
Korean

Current Faculty

Current Faculty

Seungmoon Choi

Research Area

Econometrics, Financial Economics

email
Email Address

schoi22@uos.ac.kr

phone
Phone Number

(+82) 2-6490-2071

location
Office

Mirae Hall, 1005

website
Personal website

https://sites.google.com/site/seungmoonchoi/home

Education

  • Ph.D., Economics, University of Wisconsin-Madison, 2005.
  • M.A., Economics, Seoul National University, 1999.
  • B.S., Mathematics (Minor: Economics), Yonsei University, 1996.

Employment

  • 2021.03~currentProfessor, School of Economics, University of Seoul.
  • 2024.07~currentAdvisory Professor, The Bank of Korea
  • 2016.03~2021.02University of Seoul, Associate Professor
  • 2014.03~2016.02University of Seoul, Assistant Professor
  • 2005.07~2014.02Lecturer (Assistant Professor), School of Economics, University of Adelaide

Selected Publications

  • A model of Informal Favor Exchange on Networks (with Virginie Masson, Angus Moore, and Mandar Oak), Journal of Public Economic Theory, 20, 2018, pp.639-656.
  • How Does Daylight Saving Time Affect Electricity Demand? An Answer Using Aggregate Data from a Natural Experiment in Western Australia (with Alistair Pellen and Virginie Masson), Energy Economics, 66, 2017, pp.247-260.
  • Explicit Form of Approximate Transition Probability Density Functions of Diffusion Processes, Journal of Econometrics, 187, 2015, pp.57-73.
  • Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions, Journal of Econometrics, 174(2), 2013, pp.45-65.
  • Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate, Studies in Nonlinear Dynamics & Econometrics, 13(1), 2009, pp.1-47.