Contact
Information
Hyeongwoo Kim, Ph.D.
Department of Economics, Auburn University
0339 Haley Center, Auburn, AL 36849
1-334-844-2928, 1-334-844-4615 (fax)
gmmkim at gmail dot com (preferred), hzk0001 at auburn dot edu
http://sites.google.com/site/hkimphd/
Current
Positions
-
Associate
Professor with
tenure,
Department of
Economics,
Auburn
University,
2011-Present
-
Director of
Graduate
Studies, Auburn
University,
2012-Present
-
Member,
Editorial
Council, EconoQuantum,
2011-Present
Past Positions
-
Assistant
Professor,
Department of
Economics,
Auburn
University,
2006-2011
-
Treasurer,
Korea-America
Economic
Association,
2009-2010
-
Researcher,
Korea Institute
of Finance,
South Korea,
1994-1996
-
Researcher,
Korea National
Committee for
Pacific Economic
Cooperation (KOPEC),
1995
Visiting Positions and Other
Duties
-
Visiting
Scholar, Líderes
Académicos,
Tecnológico de
Monterrey,
Campus
Guadalajara,
February
27-March 2, 2012
-
Manager,
RePEc Korean
Economists List,
2009-Present
-
Maintainer,
Auburn Economics
Working Paper
Series,
2010-Present
-
Instructor,
Department of
Economics, The
Ohio State
University,
Columbus, OH,
2003-2006
Personal: US
Permanent Resident (Green Card),
Korean Citizen, Married, Two
Children
Education
-
Ph.D. in
Economics, The
Ohio State
University,
Columbus, OH,
2006
Dissertation
Title: Essays
on Exchange Rate
Models under a
Taylor Rule Type
Monetary Policy
Adviser:
Masao Ogaki
-
M.A. in Economics, Seoul
National
University,
Seoul, South
Korea, 1994
Dissertation
Title: A
Critical Survey
on the Free
Banking Era
Adviser:
Un-Chan Chung
-
B.A. in
Economics (Cum
Laude),
Seoul National
University,
Seoul, South
Korea, 1992
Areas of Specialization
-
International
Finance,
Commodity
Prices,
Financial
Economics
-
Macroeconomics,
Monetary Policy,
Fiscal Policy
-
Forecasting and
Simulations,
Time Series
Econometrics
Refereed Publications (SSCI
journals in italic)
-
Kim, Hyeongwoo,
Ippei Fujiwara,
Bruce E. Hansen,
and Masao Ogaki
(Forthcoming), "Purchasing
Power Parity and
the Taylor Rule,"
Conditionally
Accepted with
Editorial
Changes, Journal
of Applied
Econometrics.
-
Chen, Shu-Ling,
John Jackson,
Hyeongwoo Kim,
and Pramesti
Resiandini
(Forthcoming), "What
Drives Commodity
Prices?",
Accepted,American
Journal of
Agricultural
Economics.
-
Kim,
Hyeongwoo and
Henry Thompson
(Forthcoming), "Wages
in a Factor
Proportions
Model with
Energy Input,"
Accepted,Economic
Modelling.
- Kim,
Hyeongwoo
(Forthcoming), "Generalized
Impulse Response
Analysis:
General or
Extreme?,"
Accepted, EconoQuantum.
- Anderson,
Seth, Randy
Beard, Hyeongwoo
Kim, and Liliana
Stern (2013), "Fear
and Closed-End
Fund Discounts," Applied
Economics
Letters 20-10,
956-959.
- Hwang,
Eugene, Hong-Ghi
Min, Bong-Han
Kim, and
Hyeongwoo Kim
(2013), "Determinants
of Stock Market
Comovements
among US and
Emerging
Economies during
the US Financial
Crisis," Economic
Modelling 35,
338-348.
- Cheng, Ka
Ming, Hyeongwoo
Kim, and Henry
Thompson (2013),
"The
Exchange Rate
and US Tourism
Trade, 1973-2007," Tourism
Economics 19-4,
883-896.
- Kim,
Bong-Han,
Hyeongwoo Kim,
and Hong-Ghi Min
(2013), "Reassessing
the Link between
the Japanese Yen
and Emerging
Asian Currencies," Journal
of International
Money and
Finance 33,
306-326.
- Cheng, Ka
Ming, Hyeongwoo
Kim, and Henry
Thompson (2013),
"The
Real Exchange
Rate and the
Balance of Trade
in US Tourism,"International
Review of
Economics &
Finance 25,
122-128.
- Kim,
Hyeongwoo and
Young-Kyu Moh
(2012), "The
Yen Real
Exchange Rate
May Not Be
Stationary After
All: New
Evidence from
Non-linear
Unit-Root Tests," Bank
of Korea
Economic
Analysis 18-4.
- Kim,
Hyeongwoo and
Young-Kyu Moh
(2012), "Examining
the Evidence of
Purchasing Power
Parity by
Recursive Mean
Adjustment," Economic
Modelling 29-5,
1850-1857.
- Kim,
Hyeongwoo and
Nazif Durmaz
(2012), "Bias
Correction and
Out-of-Sample
Forecast
Accuracy," International
Journal of
Forecasting 28,
575-586.
- Kim,
Hyeongwoo (2012),
"VECM
Estimations of
the PPP
Reversion Rate
Revisited: The
Conventional
Role of Relative
Price Adjustment
Restored," Journal
of
Macroeconomics 34-1,
223-238.
- Cheng, Ka
Ming, Nazif
Durmaz,
Hyeongwoo Kim,
and Michael
Stern (2012), "Hysteresis
vs. Natural Rate
of US
Unemployment,"Economic
Modelling 29-2,
428-434.
- Beard, T.
Randolph, John
Jackson, David
Kaserman, and
Hyeongwoo Kim
(2012), "Time-Series
Analysis of U.S.
Kidney
Transplantation
and the Waiting
List: Donor
Substitution
Effects," Empirical
Economics 42-1,
261-277.
- Chen, Shu-Ling
and Hyeongwoo
Kim (2011), "Nonlinear
Mean Reversion
across National
Stock Markets:
Evidence from EmergingAsian Markets," International
Economic Journal 25-2,
239-250.
- Kim,
Hyeongwoo and
Young-Kyu Moh
(2010), "A
Century of
Purchasing Power
Parity
Confirmed: The
Role of
Nonlinearity," Journal
of International
Money and
Finance 29-7,
1398-1405.
- Kim,
Hyeongwoo,
Liliana Stern,
and Michael
Stern (2010), "Half-Life
Bias Correction
and the G7 Stock
Markets," Economics
Letters109-1,
1-3.
- Kim,
Hyeongwoo
(2009), "On
the Usefulness
of the
Contrarian
Strategy Across
National Stock
Markets: A Grid
Bootstrap
Analysis," Journal
of Empirical
Finance 16-5,
734-744.
- Kim,
Hyeongwoo,
Liliana Stern,
and Michael
Stern (2009), "Nonlinear
Mean Reversion
in the G7 Stock
Markets," Applied
Financial
Economics 19-5,
347-355.
- Kim,
Hyeongwoo and
Young-Kyu Moh
(2009), ''On
the Importance
of Span of the
Data in
Univariate
Estimation of
the Persistence
in Real Exchange
Rates'', Economics
Bulletin 29-1,
129-140.
- Kim,
Hyeongwoo, John
Jackson, and
Richard Saba
(2009), "Forecasting
the FOMC's
Interest Rate
Setting
Behavior: A
Further Analysis," Journal
of Forecasting 28-2,
145-165.
- Kim,
Hyeongwoo
(2008), "Country-Specific
Shocks and
Optimal Monetary
Policy," Economics
Bulletin 5-23,
1-9.
Book Chapters
Policy Papers
-
Beard, T.
Randolph, George
S. Ford,
Hyeongwoo Kim,
and Lawrence J.
Spiwak (2011), "Can
Government
Spending Get
America Working
Again?" Phoenix
Center Policy
Bulletin No.
31 (Press
Release, PR
Newswire, CNBC, US
News)
-
Beard, T.
Randolph, George
S. Ford,
Hyeongwoo Kim,
and Lawrence J.
Spiwak (2011), "Regulatory
Expenditures,
Economic Growth
and Jobs: An
Empirical Study," Phoenix
Center Policy
Bulletin No.
28 (Press
Release, PR
Newswire, US
News)
-
Beard, T.
Randolph, George
S. Ford, and
Hyeongwoo Kim
(2010), "Jobs,
Jobs, Jobs:
Communications
Policy and
Employment
Effects in the
Information
Sector," Phoenix
Center Policy
Bulletin No.
25 (Press
Release, PR
Newswire, US
News)
Working Papers
-
How Does
the Oil Price
Shock Affect
Consumers?,
March 2013 (with
Liping Gao and
Richard Saba),
MPRA Working
Paper No. 49565
-
Capital
Investment and
Employment in
the Information
Sector,
September 2013
(with Randy
Beard and George
Ford), Auburn
Economics
Working Paper
No. 2013-14
-
On the
Effect of the
Great Recession
on US Household
Expenditures for
Entertainment,
August 2013
(with Liping Gao
and Yaoqi
Zhang), Auburn
Economics
Working Paper
No. 2013-09
-
A Nonparametric
Study of Real
Exchange Rate
Persistence over
a Century,
July 2013 (with
Deockhyun Ryu), Auburn
Economics
Working Paper
No. 2013-08
-
Measuring the
Speed of
Convergence of
Stock Prices: A
Nonparametric
and Nonlinear
Approach,
March 2013 (with
Deockhyun Ryu), Auburn
Economics
Working Paper
No. 2013-06
-
Revisiting
the Empirical
Inconsistency of
the Permanent
Income
Hypothesis:
Evidence from
Rural China,
March 2013 (with
Liping Gao and
Yaoqi Zhang), Auburn
Economics
Working Paper
No. 2013-05
-
Spillover
Effects of the
US Financial
Crisis on
Financial
Markets in
Emerging Asian
Countries,
September 2012
(with Bong-Han
Kim and Bong-Soo
Lee), Auburn
Economics
Working Paper
No. 2012-06
-
The
Short-Run
Pricing Behavior
of Closed-End
Funds: Bond vs.
Equity Funds,
May 2012 (with
Seth Anderson,
Randy Beard, and
Liliana Stern),
Auburn Economics
Working Paper
No. 2012-03
-
A
Note on Real
Exchange Rate
Dynamics and the
Taylor Rule,
February 2009
-
Half-Life
Estimation under
the Taylor
Rule: Two
Goods Model, February
2007 (Presented
in 16th Midwest
Econometrics
Group AnnualMeeting,
October 2006)
-
Local-Currency
Pricing,
Technology
Diffusion, and
the Optimal
Interest Rate
Rule, April 2006
-
Half-Life
Estimation under
the Taylor
Rule, July 2005
-
Purchasing Power
Parity under a
Taylor Rule Type
Monetary Policy,
December 2004 (Presented
in 14th Midwest
Econometrics
GroupAnnual Meeting,
October 2004)
Conference/Seminar Presentations
-
2013: ERIC
International
Conference
(Chung-Ang
University,
Seoul, Korea,
June)
-
2012:
Tecnológico de
Monterrey
(Guadalajara,
Mexico,
February, 2
articles), Auburn
University
(Auburn, AL,
September),
University of
Cincinnati
(Finance
Department,
Cincinnati, OH,
September),
Midwest
Econometrics
Group (22nd
Annual Meeting,
University of
Kentucky,
Lexington, KY,
September)
-
2011: WEAI
Annual Meeting
(San Diego, CA,
June, 2
articles),
Auburn
University
(Auburn, AL,
September), Midwest
Econometrics
Group(21st
Annual Meeting,
Chicago Booth,
Chicago, IL,
October, 4
articles)
-
2010:
ASSA Annual
Meeting
(Atlanta, GA,
January),
KEA-KAEA
International
Conference
(Chung-Ang
University,
Seoul, South
Korea, August, 2
articles), SEA
Annual Meeting
(Atlanta, GA,
November, 2
articles)
-
2009: ASSA
Annual Meeting
(San Francisco,
CA, January),
Auburn
University
(Auburn, AL,
January),
University of
Southern
Mississippi
(Hattiesburg,
MS, February),
NBER Summer
Institute
(Cambridge, MA,
July)
-
2008:
Auburn
University
(Auburn, AL,
Jan, Feb, Sep),
Midwest
Economics
Association
(72nd Annual
Meeting,
Chicago, IL,
March), Texas
Tech University
(Lubbock, TX,
April), Midwest
Macro Meeting
2008 (University
of Pennsylvania,
Philadelphia,
PA, May),
KEA-KAEA
International
Conference (Sungkyunkwan
University,
Seoul, South
Korea, August)
-
2007: University
of Alabama
(Tuscaloosa, AL,
March), Auburn
University
(Auburn, AL,
November)
-
2006: Auburn
University (Auburn,
AL, March),
University of
Alabama (Birmingham,
AL, March),
Bank of Korea (Seoul,
South Korea,
April),
Korea Institute
of Finance (Seoul,
South Korea,
April),
Samsung Economic
Research
Institute (Seoul,
South Korea,
April),
Korea Institute
for
International
Economic Policy (Seoul,
South Korea,
April), Midwest
Econometrics
Group (16th
Annual Meeting,
University of
Cincinnati,
Cincinnati, OH,
October), Ohio
State University
(Columbus, OH,
May)
-
2005: Ohio State
University (Columbus,
OH, October,
November)
-
2004:
Midwest
Econometrics
Group (14th
Annual Meeting,
Northwestern
University,
Evanston, IL,
October), Ohio
State University
(Columbus, OH,
May)
Conference Session
Organizer
-
2011: KAEA
Workshops A and
B (Denver, CO,
January)
-
2010: KAEA
Workshops A and
B (Atlanta, GA,
January)
Conference Session
Discussant
-
2011: WEAI
Annual Meeting
(San Diego, CA,
June)
-
2010:
ASSA Annual
Meeting
(Atlanta, GA,
January), SEA
Annual Meeting
(Atlanta, GA,
November)
-
2008:
Midwest
Economics
Association
(72nd Annual
Meeting,
Chicago, IL,
March)
Conference Session
Chair
-
2010: KAEA
Workshop B
(Atlanta, GA,
January)
-
2008:
Midwest Macro
Meeting 2008,
(University of
Pennsylvania,
Philadelphia,
PA, May)
Non-Academic Invited
Presentations
-
2012: Public
Talk,
Tecnológico de
Monterrey
(Guadalajara,
Mexico, March, Poster)
-
2010:
KSEA-AL
Symposium on
Automotive
Technology
(Auburn, AL,
October, Slides)
Non-Academic Articles
-
2012: On
the Long-Term
Trend in the
USD/KRW Exchange
Rate (in Korean)
Referee
-
Journal
of Money,
Credit, and
Banking; Journal
of International
Money and
Finance; Journal
of Banking and
Finance; Economics
Letters;International
Journal of
Forecasting; American
Journal of
Agricultural
Economics; Empirical
Economics; Applied
Economics; Journal
of Forecasting; China
Economic Review; Japanese
Economic Review;
Singapore
Economic Review; International
Review of
Economics and
Finance; Finance
Research Letters; Bulletin
of Economic
Research; Emerging
Markets Finance
and Trade
-
International
Economic Journal; Economics
Bulletin; Seoul
Journal of
Economics; Journal
of Financial
Economic Policy; Quarterly
Review of
Economics and
Finance; Journal
of Economics
Studies;
International
Journal of Trade
and Global
Markets
-
Natural
Hazards
Fellowships,
Awards, and Honors
-
Service Award,
Korea-America
Economic
Association,
2011
-
NBER Summer
Institute Travel
Support,
National Bureau
of Economic
Research, 2009
-
Summer Research
Grant, College
of Business,
Auburn
University,
2007-2008
-
Departmental
Citation for
Excellence in
Teaching,
Department of
Economics, The
Ohio State
University,
Autumn 2005
-
JMCB
Research-Travel
Support,
Department of
Economics, The
Ohio State
University, 2004
-
University
Fellowship, The
Ohio State
University, August 2001-August
2002
-
Seoul National
University
School of
Business Alumni
Fellowship,
1989-1992
-
Cum Laude, Seoul
National
University, 1992
-
Economics
Faculty
Fellowship,
Seoul National
University,
1988-1992
Teaching Experience
-
Undergraduate
Courses:
Macroeconomics,
Money and
Banking,
Microeconomics,
International
Economics
-
Graduate
Courses:
Macroeconomics,
Econometrics,
International
Finance,
Macroeconometrics
Dissertation Supervision
-
Liping Gao
(Ph.D.,
Co-Chair, In
Progress)
-
Nazif Durmaz
(Ph.D.,
Co-Chair, 2011,
Assistant
Professor,
University of
Houston -
Victoria)
-
Ka Ming Cheng
(Ph.D.,
Co-Chair, 2009,
Assistant
Professor, Hang
Seng Management
College, Hong
Kong)
-
Li Gong (Ph.D.,
Committee
Member, In
Progress)
-
Pramesti
Resiandini
(Ph.D.,
Committee
Member, 2011,
Visiting
Assistant
Professor,
Georgia State
University)
-
Jing Gao (Ph.D.,
Reader 2012),
Dengjun Zhang
(Ph.D., Reader,
2011), Li Meng
(Ph.D., Reader,
2011)
-
Christopher Vick
(Masters, Chair,
2011), Zhixiao
Liu (Masters,
Chair, 2010)
-
Zhenfei Tang
(Masters,
Committee
Member, 2012),
Ting Gu
(Masters,
Committee
Member, 2012),
Bijie Jia
(Masters,
Committee
Member, 2012),
Alexander Ruth
(Masters,
Committee
Member, 2012),
James Dickey
(Masters,
Committee
Member, 2011),
Daniel Otto
(Masters,
Committee
Member, 2010),
Nazif Durmaz
(Masters,
Committee
Member, 2009),
Sooriyakumar
Krishnapillai
(Masters,
Committee
Member, 2009),
Nhuong Tran
(Masters,
Committee
Member, 2009),
Cephas Naanwaab
(Masters,
Committee
Member, 2009),
Chuannan Men
(Masters,
Committee
Member, 2008),
Noppadon
Sathitsuksanoh
(Masters,
Committee
Member, 2007)
University
Services
-
Member, Patent
and Invention
Disclosure
Committee,
Auburn
University,
2012-2015
Departmental
Services
-
Hiring Committee
-
Macroeconomics
Preliminary Exam
Committee,
Econometrics
Preliminary Exam
Committee
Other Experience
-
Reviewer,
Proposed MA in
Economics, Troy
University, 2013
-
Reviewer, Essentials
of Economics (6th ed.),
Brief Principles
of
Macroeconomics
(6th ed.),
Principles of
Microeconomics
(6th ed.),
Principles of
Macroeconomics
(6th ed.)
by Greg Mankiw,
2010
-
Reviewer, Money
and Banking by
Wright and
Quadrini, Flat
World Knowledge,
2008
-
Reviewer,
Test Bank for International
Economics (International
Edition) by
Krugman and
Obstfeld,
Pearson
Addison-Wesley,
2008
-
Reviewer,
Test Bank for International
Economics by
Krugman and
Obstfeld (8th edition),
Pearson
Addison-Wesley,
2007
-
Reviewer, International
Economics by
Krugman and
Obstfeld (8th edition),
Pearson
Addison-Wesley,
2007
-
Macroeconomics
Lunch Seminar
Organizer, The
Ohio State
University,
Spring 2004
-
Assistant
Coordinator, 9th KOPEC
Executive
Committee
Meeting, June
1995
-
Assistant
Coordinator,
APEC Telecomm &
Information
Ministerial
Luncheon Meeting, KOPEC (Co-hosted with
the U.S.
PECC),
May 1995
Affiliations
-
American
Economic
Association
(2010 - )
-
Korea-America
Economic
Association
(Lifetime)
-
International
Economics and
Finance Society
(Lifetime)
-
Midwest
Economics
Association
(2007 - 2008)
-
Southern
Economic
Association
(2010 - )
-
Korean-American
Scientists and
Engineers
Association
(2008 - )
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