English
Korean

Current Faculty

Current Faculty

Yunmi Kim

Research Area

Applied Macroeconomics, Time-Series Econometrics

email
Email Address

kimy@uos.ac.kr

phone
Phone Number

(+82) 2-6490-2069

location
Office

Mirae Hall, 916

website
Personal website

https://sites.google.com/view/yunmikim

Education

  • Ph.D., Economics, University of Washington, 2008.
  • M.A., Economics, Korea University, 2003.
  • B.A., Economics, Korea University, 2001.

Employment

  • 2013. 03~currentAssistant Professor/Associate Professor/Professor, School of Economics, University of Seoul.
  • 2011. 09~2013. 02Assistant Professor, Dept. of Economics, Kookmin University
  • 2008. 07~2011. 08Assistant Professor, Dept. of Economics, University of Manitoba

Selected Publications

  • Dealing with Markov-switching parameters in quantile regression models (with Lijuan Huo and Taehwan Kim), Communications in Statistics-Simulation and Computation, 51(11), 2022, pp.6773-6791.
  • A unified framework jointly explaining business conditions, stock returns, volatility and ‘volatility feedback news’ effects (with Changjin Kim), Studies in Nonlinear Dynamics & Econometrics, 23(2), 2019, pp.1-14.
  • The instability of the Pearson correlation coefficient in the presence of coincidental outliers (with Taehwan Kim and Tolga Ergun), Finance Research Letters, 13, 2015, pp.243-257.
  • Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? (with Charles R. Nelson), Journal of Financial Econometrics, 12(2), 2014, pp.307-328.
  • Dealing with Endogeneity in a Time-Varying Parameter Model: Joint Estimation and Two-Step Estimation Procedures (with Changjin Kim), The Econometrics Journal, 14, 2011, pp.487-497.