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D-Index & Metrics

Economics and Finance

D-Index
46
Citations
103604
World Ranking
1611
National Ranking
179

Overview

Yongcheol Shin is affiliated with the University of York in the United Kingdom, focusing research primarily in the field of Economics, Econometrics, and Finance. Their academic contributions encompass a range of topics with a particular emphasis on spatial and panel data analysis as well as monetary policy and economic impact.

Their published work includes the following papers:

  • Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks, 2022, Management Science
  • Measuring the Connectedness of the Global Economy, 2021, International Journal of Forecasting
  • Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure, 2020, Journal of Econometrics
  • Estimation and inference in heterogeneous spatial panels with a multifactor error structure, 2021, Journal of Econometrics
  • What is mine is yours: Sovereign risk transmission during the European debt crisis, 2023, Journal of Financial Stability

Frequent co-authors working alongside Shin include Laura Serlenga, Matthew Greenwood-Nimmo, Chaowen Zheng, George Kapetanios, and Chen Jia.

Common publication venues for Shin's research are the SSRN Electronic Journal, Journal of Econometrics, Journal of Business and Economic Statistics, Empirical Economics, and Management Science.

The main fields of study in Shin's body of work are described as Economics, Econometrics and Finance. Their research branches into subfields such as Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Statistical and Nonlinear Physics, and Strategy and Management.

Key research topics addressed by Shin include:

  • Spatial and Panel Data Analysis
  • Monetary Policy and Economic Impact
  • Complex Systems and Time Series Analysis
  • Global Financial Crisis and Policies
  • Regional Economics and Spatial Analysis
  • Housing Market and Economics
  • Energy, Environment, Economic Growth

Best Publications

  • Bounds testing approaches to the analysis of level relationships

    M. Hashem Pesaran;Yongcheol Shin;Richard J. Smith

  • Testing for unit roots in heterogeneous panels

    Kyung So Im;M.Hashem Pesaran;Yongcheol Shin

  • Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

    Denis Kwiatkowski;Peter C.B. Phillips;Peter Schmidt;Yongcheol Shin

  • An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

    M. Hashem Pesaran;Yongcheol Shin

  • Generalized Impulse Response Analysis in Linear Multivariate Models

    H.Hashem Pesaran;Yongcheol Shin

  • Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

    M. Hashem Pesaran;Yongcheol Shin;Ron P. Smith

  • Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

    Yongcheol Shin;Byungchul Yu;Matthew Greenwood-Nimmo

  • Testing for a Unit Root in the Nonlinear STAR Framework

    George Kapetanios;Yongcheol Shin;Andy Snell

  • Structural analysis of vector error correction models with exogenous I(1) variables

    M.Hashem Pesaran;Yongcheol Shin;Richard J. Smith

  • Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

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  • Testing for the 'Existence of a Long-run Relationship'

    M Pesaran;Yongcheol Shin;Richard Smith

  • A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration

    Yongcheol Shin

  • Testing for Unit Roots in Heterogeneous Panels

    M.H. Pasaran;K.S. Im;Yongcheol Shin

  • Cointegration and speed of convergence to equilibrium

    M.Hashem Pesaran;Yongcheol Shin

  • LONG-RUN STRUCTURAL MODELLING

    M. Pesaran;Yongcheol Shin

  • Generalised Impulse Response Analysis in Linear Multivariate Models

    M Pesaran;Yongcheol Shin

  • Dynamic panels with threshold effect and endogeneity

    Myung Hwan Seo;Yongcheol Shin

  • Bounds Testing Approaches to the Analysis of Long-run Relationships

    M. Hashem Pesaran;Yongcheol Shin;Richard J. Smith

  • Quantile cointegration in the autoregressive distributed-lag modeling framework

    Jin Seo Cho;Tae Hwan Kim;Yongcheol Shin

  • TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS

    George Kapetanios;Yongcheol Shin;Andy Snell

  • Global and National Macroeconometric Modelling: A Long-Run Structural Approach

    Anthony Garratt;Kevin Lee;M Pesaran;Yongcheol Shin

  • Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

    Yongcheol Shin;Ron P Smith;Mohammad Hashem Pesaran

Frequent Co-Authors

George Kapetanios
George Kapetanios King's College London
M. Hashem Pesaran
M. Hashem Pesaran University of Cambridge
Robert W. Faff
Robert W. Faff University of Queensland
Johannes Fedderke
Johannes Fedderke Pennsylvania State University
Ronald Smith
Ronald Smith Birkbeck, University of London
Peter C. B. Phillips
Peter C. B. Phillips Yale University
Stephen J. Leybourne
Stephen J. Leybourne University of Nottingham

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