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Current Faculty

Jae-Young Kim

Professor

Jae-Young Kim (김재영)

  • Research Area: Econometrics, Macroeconomics, Applied Financial Economics
  • Education: Ph.D., Economics, University of Minnesota, 1995.
  • Office: Room 607 Building #16
  • Phone: 02-880-6390
  • Email: jykim017@snu.ac.kr

Selected Publication

  • An Alternative Quasi-Likelihood Approach, Bayesian Analysis and Data-Based Inference for Model Specification. Journal of Econometrics. 2014.
  • Model Selection in the Presence of Nonstationarity. Journal of Econometrics. 2012.
  • Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in a Time Series Model with Possible Nonstationary Components. Econometrica. 1998.
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