Yongcheol Shin
#16,842
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South Korean-born British economist
Yongcheol Shin's AcademicInfluence.com Rankings
Yongcheol Shineconomics Degrees
Economics
#558
World Rank
#683
Historical Rank
Macroeconomics
#118
World Rank
#127
Historical Rank
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Economics
Yongcheol Shin's Degrees
- PhD Economics University of Essex
- Masters Economics University of Essex
- Bachelors Economics Seoul National University
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Why Is Yongcheol Shin Influential?
(Suggest an Edit or Addition)According to Wikipedia, Yongcheol Shin is a South Korean-born British economist at the University of York. He has previously held positions at leading academic institutions such as University of Cambridge, University of Edinburgh and University of Leeds. His notable contributions to econometrics include asymmetric autoregressive distributed lag model, unit root tests in ESTAR framework, and the long-run structural VAR modelling approach.
Yongcheol Shin's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Bounds testing approaches to the analysis of level relationships (2001) (14562)
- Testing for unit roots in heterogeneous panels (2003) (12792)
- 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? (1992) (10950)
- An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis (1995) (5276)
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999) (4600)
- Generalized Impulse Response Analysis in Linear Multivariate Models (1998) (4406)
- Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2013) (1886)
- Testing for a unit root in the nonlinear STAR framework (2003) (1507)
- Structural analysis of vector error correction models with exogenous I(1) variables (2000) (822)
- Testing for the 'Existence of a Long-run Relationship' (1996) (711)
- Bounds Testing Approaches to the Analysis of Long-run Relationships (1999) (708)
- A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994) (524)
- Cointegration and speed of convergence to equilibrium (1996) (510)
- LONG-RUN STRUCTURAL MODELLING (2002) (446)
- Global and National Macroeconometric Modelling: A Long-Run Structural Approach (2006) (263)
- Dynamic panels with threshold effect and endogeneity (2016) (238)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (2006) (221)
- Quantile cointegration in the autoregressive distributed-lag modeling framework (2015) (209)
- Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors (2007) (200)
- Nonlinear mean reversion in real exchange rates (2002) (196)
- Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels (1997) (191)
- A Long-run Structural Macro-econometric Model of the UK (1998) (163)
- Unit Root Tests in Three-Regime Setar Models (2002) (157)
- A long run structural macroeconometric model of the UK (first version) (1999) (152)
- Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (2000) (129)
- On stationary tests in the presence of structural breaks (1997) (106)
- Forecast Uncertainties in Macroeconomic Modeling (2003) (103)
- Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks (2018) (103)
- Taxation and the Asymmetric Adjustment of Selected Retail Energy Prices in the UK (2013) (98)
- In Search of Robust Methods for Dynamic Panel Data Models in Empirical Corporate Finance (2014) (89)
- The KPSS stationarity test as a unit root test (1992) (88)
- Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors (1999) (78)
- A Structural Cointegrating VAR Approach to Macroeconometric Modelling (1998) (76)
- Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models (2012) (75)
- Asymmetric Adjustment Toward Optimal Capital Structure: Evidence from a Crisis (2013) (73)
- Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors (2004) (70)
- Global and National Macroeconometric Modelling (2006) (69)
- Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework (2012) (67)
- GLS detrending-based unit root tests in nonlinear STAR and SETAR models (2008) (52)
- Measuring the Connectedness of the Global Economy (2015) (52)
- MODELLING TECHNICAL EFFICIENCY IN CROSS SECTIONALLY DEPENDENT STOCHASTIC FRONTIER PANELS (2016) (43)
- Testing for Cointegration in Nonlinear Star Error Correction Models (2003) (41)
- A Parametric approach to testing the null of cointegration (1997) (37)
- A Nonlinear Panel Data Model of Cross-Sectional Dependence (2014) (36)
- Mean Group Tests for Stationarity in Heterogeneous Panels (2006) (34)
- Globalisation and technological convergence in the EU (2012) (33)
- Trade, Technology and Wage Inequality in the South African Manufacturing Sectors (2003) (19)
- Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors (2018) (19)
- Optimal Test for Markov Switching GARCH Models (2008) (18)
- The Decoupling of Monetary Policy from Long-Term Rates in the U.S. during the Great Moderation (2013) (17)
- International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach (2012) (15)
- Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics (2011) (14)
- Trade and Labor usage: An examination of the Stolper-Samuelson theorem for the South African manufacturing industry (1999) (14)
- Testing for Nonstationary Long Memory Against Nonlinear Ergodic Models (2003) (14)
- Fundamental Asymmetries in US Monetary Policymaking: Evidence from a Nonlinear Autoregressive Distributed Lag (2010) (13)
- Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure (2019) (13)
- Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model (2011) (13)
- Recent developments of the autoregressive distributed lag modelling framework (2021) (12)
- The Great Moderation and the Decoupling of Monetary Policy from Long-Term Rates in the U.S. and Germany ⁄ (2010) (12)
- A long-run structural model of the UK (2006) (12)
- GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks (2003) (12)
- Trade, Technology and the Labour Market: The Case of South Africa (2012) (11)
- Multilateral Resistance and the Euro Effects on Trade Flows (2016) (9)
- What's Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis (2017) (9)
- On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty and Relative Price Skewness in the UK (2012) (8)
- Modelling in the presence of cross-sectional error dependence (2017) (8)
- Testing for a Linear Unit Root against Nonlinear Threshold Stationarity (2000) (8)
- Forecasting distributions of inflation rates: the functional auto‐regressive approach (2016) (8)
- Using Global VAR Models for Scenario-Based Forecasting and Policy Analysis (2012) (7)
- Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis (2012) (7)
- GLS Detrending for Nonlinear Unit Root Tests (2002) (7)
- A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models (2002) (7)
- Mapping Korea's International Linkages Using Generalised Connectedness Measures (2014) (6)
- Testing for Cointegration in Markov Switching Error Correction Models (2014) (6)
- Forecasting Time-varying Densities of Inflation Rates : A Functional Autoregressive Approach ∗ (2008) (5)
- Canonical Correlation-based Model Selection for the Multilevel Factors (2021) (5)
- In Search for a Robust Method for Estimating Dynamic Panel Data Models of Capital Structure (2011) (5)
- Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure (2020) (5)
- Testingfor unit roots in heterog eneous panels (2003) (5)
- Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modeling Approach (2012) (5)
- Technical Annex: Mathematical Proofs for "Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework" (2014) (4)
- Estimation and inference in heterogeneous spatial panels with a multifactor error structure (2021) (4)
- FARVaR: Functional Autoregressive Value-at-Risk (2018) (4)
- Forecasting Distribution of Inflation Rates: Functional Autoregressive Approach (2014) (4)
- Noise Momentum Around the World (2014) (4)
- Dynamic Spatial Network Quantile Autoregression (2020) (3)
- International Linkages of the Korean Macroeconomy : The Global VAR Modelling Approach ∗ (2008) (3)
- Quantifying Informational Linkages in a Global Model of Currency Spot Markets (2014) (3)
- The Effects of Oil Price on the Korean Economy: A Global VAR Approach (2018) (3)
- Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels (2019) (3)
- Exploring international linkages using generalised connectedness measures: The case of Korea (2017) (3)
- Globalisation and technological convergence in the EU (2012) (2)
- Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model (2019) (2)
- Comments on: Panel data analysis—advantages and challenges (2007) (2)
- Dynamic E¢ ciency Modelling for Technological Convergence (2009) (1)
- The Spatio-Temporal Autoregressive Distributed Lag Modelling Approach to an Analysis of the Spatial Heterogeneity and Diffusion Dependence∗ (2018) (1)
- Trade, Technology and the Labor Market in the South African Manufacturing Sectors∗ (2006) (1)
- Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach (2011) (1)
- Dynamic Panel Data Workshop (2014) (1)
- Nonlinear Limits to Arbitrage (2021) (1)
- Dynamic Network Quantile Regression Model (2021) (1)
- A nonlinear panel model of herding (2010) (0)
- Threshold Regression Models in Dynamic Heterogeneous Panels (2011) (0)
- Threshold Regression Models in Dynamic Heterogeneous Panels: RES-000-22-3161 (2011) (0)
- School of Economic s and Finance A Nonlinear Panel Model of Cross-sectional Dependence (2002) (0)
- Global modelling and other applications (2006) (0)
- Forecasting Single and Multiple Hazards: The Use of the Weibull Distribution with Application to Arrears Mortgages Facing Repossession Risks (1996) (0)
- The Spatio-Temporal Autoregressive Distributed Lag Modelling Approach to an Analysis of Dynamic Networks (2019) (0)
- Econometric methods: A review (2006) (0)
- FARVaR: Functional Autoregressive Value-at-Risk : FARVaR (2018) (0)
- Probability forecasting: Concepts and analysis (2006) (0)
- Spatial Attendance Spillover in the European Football Leagues (2020) (0)
- Generalised Canonical Correlation Estimation of the Multilevel Factor Model (2022) (0)
- Reprint of: Testing for unit roots in heterogeneous panels (2023) (0)
- Limited Arbitrage and Noise Momentum (2012) (0)
- Impulse response and trend/cycle properties of the UK model (2006) (0)
- Probability event forecasting with the UK model (2006) (0)
- Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors (2017) (0)
- Reflections on “Testing for Unit Roots in Heterogeneous Panels” (2023) (0)
- Threshold Regression Models in Dynamic Heterogeneous Panels: ESRC Impact Report (2012) (0)
- National and global structural macroeconometric modelling (2006) (0)
- The asymmetric response of dividends to earnings news (2023) (0)
- The UK macroeconomy (2006) (0)
- An economic theory of the long run (2006) (0)
- Interim Evaluation of Emerging Market Investments: Time Aggregation of Utilities (2010) (0)
- Spatial Attendance Spillover in Football Leagues (2022) (0)
- Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure (2020) (0)
- Testing for nonlinear cointegration between stock prices and dividends (2004) (0)
- Macroeconometric modelling: Alternative approaches (2006) (0)
- The Spatial Change of Cement Industrial Region (2014) (0)
- An economic theory of the short run (2006) (0)
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