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Department of Economics
Working Paper Series

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WP Number


Deposit Date







January 13, 2018

London Calling: Nonlinear Mean Reversion across National Stock Markets


Hyeongwoo Kim
Jintae Kim


March 29, 2018

Fiscal Policy, Wages, and Jobs in the U.S.


Hyeongwoo Kim


April 13, 2018

Forecasting Net Charge-Off Rates of Banks: A PLS Approach


James Barth
Sunghoon Joo
Hyeongwoo Kim
Kang Bok Lee
Stevan Maglic
Xuan Shen


August 16, 2018

Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters


Hyeongwoo Kim
Shuwei Zhang


September 14, 2018

Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices


Hyeongwoo Kim
Ying Lin


October 27, 2018

Forecasting Financial Stress Indices in Korea: A Factor Model Approach


Hyeongwoo Kim
Wen Shi

Hyun Hak Kim


October 27, 2018

Forecasting Financial Vulnerability in the US: A Factor Model Approach


Hyeongwoo Kim
Wen Shi


December 19, 2018

Assessing the Role of Sentiment in the Propagation of Fiscal Stimulus


Hyeongwoo Kim
Bijie Jia


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Please direct questions or comments to Dr. Hyeongwoo Kim at hzk0001 at auburn dot edu.