Current Faculty

• 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
• CV: JYKim_cv_201712.pdf (129 KB)

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.