• 160 Citations
  • 9 h-Index
19962019
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Research Output 1996 2019

  • 160 Citations
  • 9 h-Index
  • 40 Article
  • 1 Review article
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Article
2019

An IV framework for combining sign and long-run parametric restrictions in SVARs

Fisher, L. A. & Huh, H. S., 2019 Sep, In : Journal of Macroeconomics. 61, 103125.

Research output: Contribution to journalArticle

Exclusion
Instrumental variables
Structural equations
Sign restrictions
Case method

Combining sign and parametric restrictions in SVARs by utilising Givens rotations

Fisher, L. A. & Huh, H. S., 2019 Jan 1, (Accepted/In press) In : Studies in Nonlinear Dynamics and Econometrics.

Research output: Contribution to journalArticle

Givens Rotations
Rotation matrix
Restriction
Shock
Impulse Response

Sources of fluctuations in hours worked for Canada, Germany, Japan and the U.S. a sign restriction VAR approach

Huh, H-S. & Kim, D., 2019 Mar 28, In : Applied Economics. 51, 15, p. 1634-1646 13 p.

Research output: Contribution to journalArticle

Sign restrictions
Canada
Hours worked
Germany
Japan
2018
4 Citations (Scopus)

Asia-Pacific regional integration index: Construction, interpretation, and comparison

Huh, H. S. & Park, C. Y., 2018 Feb, In : Journal of Asian Economics. 54, p. 22-38 17 p.

Research output: Contribution to journalArticle

Regional integration
Asia-Pacific
Integrated
Index construction
Asia
2016
9 Citations (Scopus)

Econometric Methods for Modelling Systems With a Mixture of i(1) and i(0) Variables

Fisher, L. A., Huh, H. S. & Pagan, A. R., 2016 Aug 1, In : Journal of Applied Econometrics. 31, 5, p. 892-911 20 p.

Research output: Contribution to journalArticle

structural model
econometrics
Econometric methods
System modeling
3 Citations (Scopus)

Monetary policy and exchange rates: Further evidence using a new method for implementing sign restrictions

Fisher, L. A. & Huh, H. S., 2016 Sep 1, In : Journal of Macroeconomics. 49, p. 177-191 15 p.

Research output: Contribution to journalArticle

Exchange rates
Monetary policy
Sign restrictions
Monetary policy shocks
Instrumental variable estimation
1 Citation (Scopus)

On the econometric modelling of consumer sentiment shocks in SVARs

Fisher, L. A. & Huh, H-S., 2016 Nov 1, In : Empirical Economics. 51, 3, p. 1033-1051 19 p.

Research output: Contribution to journalArticle

Econometrics
econometrics
Shock
productivity
Productivity
1 Citation (Scopus)

The 'trilemma' hypothesis and policy implications for Fiji

Huh, H. S., Ji, P. I. & Park, C. Y., 2016 May 1, In : Asian-Pacific Economic Literature. 30, 1, p. 99-119 21 p.

Research output: Contribution to journalArticle

Melanesia
exchange rate
rate of exchange
trade policy
monetary policy
2015
1 Citation (Scopus)

A factor-augmented VAR analysis of business cycle synchronization in east Asia and implications for a regional currency union

Huh, H-S., Kim, D., Kim, W. J. & Park, C. Y., 2015 Sep 1, In : International Review of Economics and Finance. 39, p. 449-468 20 p.

Research output: Contribution to journalArticle

East Asia
Factors
VAR analysis
Business cycle synchronization
Currency union
2 Citations (Scopus)

Sources of Fluctuations in the Real Exchange Rates and Trade Balances of the G-7: A Sign Restriction VAR Approach

Huh, H. S. & Kwon, W. S., 2015 Jan 1, In : Review of International Economics. 23, 4, p. 715-737 23 p.

Research output: Contribution to journalArticle

balance of trade
trade balance
real exchange rate
fluctuation
purchasing power
2014

Do svar models justify discarding the technology-shock-driven real business cycle hypothesis?

Huh, H. S. & Kim, D., 2014 Mar 1, In : Economic Record. 90, 288, p. 98-118 21 p.

Research output: Contribution to journalArticle

Technology shocks
Real business cycles
Structural vector autoregression
Hours worked
Business cycles
7 Citations (Scopus)

Identification methods in vector-error correction models: Equivalence results

Fisher, L. A. & Huh, H. S., 2014 Feb 1, In : Journal of Economic Surveys. 28, 1, p. 1-16 16 p.

Research output: Contribution to journalArticle

Equivalence
Vector error correction model
Structural shocks
Permanent-transitory decomposition
Permanent shock
2013

A Monte Carlo test for the identifying assumptions of the Blanchard and Quah (1989) model

Huh, H-S., 2013 Apr 1, In : Applied Economics Letters. 20, 6, p. 601-605 5 p.

Research output: Contribution to journalArticle

Monte Carlo test
Neutrality
Demand shocks
VAR model
Monte Carlo experiment
3 Citations (Scopus)

An empirical test of exogenous versus endogenous growth models for the G-7 countries

Huh, H. S. & Kim, D., 2013 May 1, In : Economic Modelling. 32, 1, p. 262-272 11 p.

Research output: Contribution to journalArticle

Empirical test
G-7 countries
Endogenous growth model
Transitory shocks
Dynamic factor model

Examining the determinants of food prices in developing Asia

Huh, H. S. & Park, C. Y., 2013 Sep 1, In : ADB Economics Working Paper Series. 370, p. 1-38 38 p.

Research output: Contribution to journalArticle

determinants
food
vector autoregression
food market
Asia
7 Citations (Scopus)

Financial Integration in East Asia: An Empirical Investigation

Lee, H. H., Huh, H. S. & Park, D., 2013 Apr 1, In : World Economy. 36, 4, p. 396-418 23 p.

Research output: Contribution to journalArticle

IMF
Korea
Singapore
Hong Kong
assets
2012

A note on the equivalence of the Blanchard and Quah (1989) and Sims (1980) identification procedures

Huh, H. S. & Lee, Y., 2012 Dec 1, In : Economics Bulletin. 32, 3, p. 2646-2652 7 p.

Research output: Contribution to journalArticle

Equivalence
VAR model
Usefulness
5 Citations (Scopus)

Cross-border portfolio investment in the APEC region

Lee, H. H., Huh, H. S. & Kim, W. J., 2012 Jan 1, In : Japan and the World Economy. 24, 1, p. 44-56 13 p.

Research output: Contribution to journalArticle

APEC
economy
equity
financial market
Portfolio investment
2 Citations (Scopus)

Structural cointegrated models of US consumption and wealth

Fisher, L. A., Huh, H. S. & Otto, G., 2012 Dec 1, In : Journal of Macroeconomics. 34, 4, p. 1111-1124 14 p.

Research output: Contribution to journalArticle

Wealth
Labor income
Reallocation
Structural model
Permanent shock
2011
1 Citation (Scopus)

A combined measure of UK core inflation estimates

Huh, H. S. & Lee, H. H., 2011 Jul 1, In : Applied Economics. 43, 18, p. 2331-2341 11 p.

Research output: Contribution to journalArticle

Core inflation
Inflation
Retail prices
Vector autoregression model
Consumer prices
1 Citation (Scopus)

Financial integration in East Asia: An empirical investigation

Lee, H. H., Huh, H. S. & Park, D., 2011 May 1, In : ADB Economics Working Paper Series. 259, p. 1-42 42 p.

Research output: Contribution to journalArticle

gravity
economy
economic theory
regional policy
IMF
2010
3 Citations (Scopus)

Optimal foreign borrowing revisited

Huh, H. S., Inoue, T. & Lee, H. H., 2010 Sep 1, In : Japanese Economic Review. 61, 3, p. 367-381 15 p.

Research output: Contribution to journalArticle

Foreign capital
Borrowing
Lending
Developing countries
Interest rates
2009

A new measure of us potential output, inflation forecasts, and monetary policy rules

Harvie, C. & Huh, H. S., 2009 Sep 1, In : Manchester School. 77, 5, p. 611-631 21 p.

Research output: Contribution to journalArticle

Monetary policy rules
Inflation
Inflation forecasts
Potential output
Output gap
4 Citations (Scopus)

Nonlinear Phillips curve, NAIRU and monetary policy rules

Huh, H. S., Lee, H. H. & Lee, N., 2009 Jan 1, In : Empirical Economics. 37, 1, p. 131-151 21 p.

Research output: Contribution to journalArticle

Phillips Curve
Phillips curve
Monetary Policy
monetary policy
Optimal Policy
2008

Optimal capital investment under uncertainty: An extension

Jang, I., Wong, R. & Huh, H. S., 2008 Feb 12, In : Economics Bulletin. 5, 4

Research output: Contribution to journalArticle

Investment under uncertainty
Capital stock
Capital investment
Continuous time
Man-made disasters
2007
10 Citations (Scopus)

Nonlinear Phillips curve, sacrifice ratio, and the natural rate of unemployment

Huh, H. S. & Jang, I., 2007 Sep 1, In : Economic Modelling. 24, 5, p. 797-813 17 p.

Research output: Contribution to journalArticle

Inflation
Sacrifice ratio
Natural rate of unemployment
Phillips curve
Costs
2006
1 Citation (Scopus)

A forecast based NAIRU measure of the US

Huh, H. S., 2006 Feb 20, In : Applied Economics Letters. 13, 3, p. 177-182 6 p.

Research output: Contribution to journalArticle

Leading indicators
Inflation

A method to allocate GDP statistical discrepancy

Huh, H. S. & Koo, C. M., 2006 Jul 15, In : Applied Economics Letters. 13, 9, p. 587-591 5 p.

Research output: Contribution to journalArticle

Discrepancy
2005
4 Citations (Scopus)

A simple test of exogeneity for recursively structured VAR models

Huh, H. S., 2005 Nov 10, In : Applied Economics. 37, 20, p. 2307-2313 7 p.

Research output: Contribution to journalArticle

VAR model
Exogeneity
Reduced form
Granger non-causality
Structural VAR models
2003
2 Citations (Scopus)

Permanent income and transitory variation in investment and output

Fisher, L. A., Huh, H. S. & Tallman, E. W., 2003 Jun 1, In : Journal of Macroeconomics. 25, 2, p. 149-168 20 p.

Research output: Contribution to journalArticle

Permanent income
Permanent income hypothesis
Productivity shocks
Reduced form
Productivity
5 Citations (Scopus)

The relative impact of the US and Japanese business cycles on the Australian economy

Lee, H. H., Huh, H-S. & Harris, D., 2003 Jan 1, In : Japan and the World Economy. 15, 1, p. 111-129 19 p.

Research output: Contribution to journalArticle

business cycle
economy
flexible exchange rate
Japan
oil price
2002
2 Citations (Scopus)

Estimating asymmetric output cost of lowering inflation for Australia

Huh, H-S., 2002 Jan 1, In : Southern Economic Journal. 68, 3, p. 600-616 17 p.

Research output: Contribution to journalArticle

Costs
Inflation
Phillips curve
Smooth transition autoregression
Logistics
15 Citations (Scopus)

GDP growth and the composite leading index: A nonlinear causality analysis for eleven countries

Huh, H. S., 2002 Sep 1, In : Economics Letters. 77, 1, p. 93-99 7 p.

Research output: Contribution to journalArticle

Economic activity
Granger causality test
Nonlinear Granger causality
Empirical results
Causality test
4 Citations (Scopus)

Le coût asymétrique en termes de production de la réduction de l'inflation: Résultants pour le Canada

Translated title of the contribution: Asymmetric output cost of lowering inflation: Empirical evidence for CanadaHuh, H. S. & Lee, H. H., 2002 May 1, In : Canadian Journal of Economics. 35, 2, p. 218-238 21 p.

Research output: Contribution to journalArticle

Costs
Inflation
Empirical evidence
Canada
Phillips curve
11 Citations (Scopus)

Real exchange rates, trade balances and nominal shocks: Evidence for the G-7

Fisher, L. A. & Huh, H. S., 2002 Jun 3, In : Journal of International Money and Finance. 21, 4, p. 497-518 22 p.

Research output: Contribution to journalArticle

Trade balance
Real exchange rate
Structural VAR models
Open economy
Intertemporal models
2000
11 Citations (Scopus)

Structural identification of permanent shocks in VEC models: A generalization

Fisher, L. A., Huh, H-S. & Summers, P. M., 2000 Jan 1, In : Journal of Macroeconomics. 22, 1, p. 53-68 16 p.

Research output: Contribution to journalArticle

VEC model
Permanent shock
Econometrics
Vector error correction model
1999
11 Citations (Scopus)

How well does the Mundell-Fleming model fit Australian data since the collapse of Bretton Woods?

Huh, H-S., 1999 Jan 1, In : Applied Economics. 31, 3, p. 397-407 11 p.

Research output: Contribution to journalArticle

Bretton Woods
Mundell-Fleming model
Money supply
Interest rates
Demand shocks
11 Citations (Scopus)

Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models

Fisher, L. A. & Huh, H-S., 1999 May 1, In : Economics Letters. 63, 2, p. 159-165 7 p.

Research output: Contribution to journalArticle

VEC model
Weak exogeneity
Economics
Economic fluctuations
Macroeconomics
1998
9 Citations (Scopus)

Private and givernment investment: a study of three OECD countries

Monadjemi, M. S. & Huh, H., 1998 Jun, In : International Economic Journal. 12, 2, p. 93-104 12 p.

Research output: Contribution to journalArticle

Private investment
OECD countries
Government spending
Time series data
Profit
1996

Sources of fluctuations in Australian imports

Fisher, L. A. & Huh, H. S., 1996 Jan 1, In : Applied Economics Letters. 3, 9, p. 563-566 4 p.

Research output: Contribution to journalArticle

Import
Fluctuations
Forecast error variance
Supply shocks
Real exchange rate