Author

Hyun Hak Kim

Observed name: Kim, Hyun Hak

Institution: Kookmin University

Observed institutions: Kookmin University, Auburn University, Bank of Korea

ORCID: 0000-0002-4909-500X

Observed ORCID: 0000-0002-4909-500X

OpenAlex ID: A5028850534

Mining Big Data Using Parsimonious Factor, Machine Learning, Variable Selection and Shrinkage Methods

2016 · Hyun Hak Kim, Norman R. Swanson · International Journal of Forecasting · 131

Methods for backcasting, nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP

2017 · Hyun Hak Kim, Norman R. Swanson · Journal of Forecasting · 32

Forecasting financial stress indices in Korea: a factor model approach

2019 · Hyeongwoo Kim, Wen Shi, et al. · Empirical Economics · 18

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Generalized additive models for mixed-data regression using informal data

2025 · Nathaniel Kang, Hyun Hak Kim, et al. · Applied Soft Computing · 5

Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008

2022 · Kihwan Kim, Hyun Hak Kim, et al. · Empirical Economics · 5

Online News-Based Economic Sentiment Index

2024 · Nathaniel Kang, Dongeun Min, et al. · IEEE Transactions on Big Data · 4

A dynamic analysis of household debt using a self-organizing map

2021 · Hyun Hak Kim · Empirical Economics · 4

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Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS: With an Application to Korean GDP

2016 · Hyun Hak Kim, Norman R. Swanson · SSRN Electronic Journal · 4

Default Probability by Employment Status in South Korea

2020 · Hosung Jung, Hyun Hak Kim · Asian Economic Papers · 3

Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea

2013 · Hyun Hak Kim · SSRN Electronic Journal · 3

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Looking into the black box of the Korean economy: the sparse factor model approach1

2017 · Hyun Hak Kim · Journal of the Asia Pacific Economy · 2

Forecasting Macroeconomic Variables Using Data Dimension Reduction Methods: The Case of Korea

2015 · Hyun Hak Kim · SSRN Electronic Journal · 2

State-Dependent Phillips Curve

2025 · Hyun Hak Kim, Na Kyeong Lee · Economies · 1

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Systemic risk in the consumer credit network across financial institutions

2022 · Hosung Jung, Hyun Hak Kim · Journal of the Asia Pacific Economy · 1

Aggregate and Disaggregate Trend Inflation: Case of Korea

2022 · Hyun Hak Kim, Choon Sung Lim · SSRN Electronic Journal · 1

Replication Data and Code for "When Does Monthly Information Improve Investment Nowcasts? Benchmark Synchronisation and Evidence from Korea"

2026 · Kim, Hyun Hak · Zenodo (CERN European Organization for Nuclear Research)

Measuring concentration risk with a herd sentiment index: Evidence from Korean financial markets

2026 · Hyun Hak Kim · Research in International Business and Finance

The impact of global cost-push shocks on production costs

2026 · Bongseok Choi, Hyun Hak Kim, et al. · Empirical Economics

Macro time series modeling

2026 · Hyun Hak Kim · Elsevier eBooks

Sectoral Information and the Real-Time Measurement of Trend Inflation: Evidence from Korea