Jihyun Kim
Sungkyunkwan University
Associate Professor
Toulouse School of Economics
Research Associate
kim.jihyun@skku.edu
Curriculum Vitae [pdf]
Publications
Distinct Surcharge Effects in Taxi Markets: Evidence from New York City Yellow Cabs
Gyure Kim, Jihyun Kim (2026)
Oxford Bulletin of Economics and Statistics
Nowcasting Monthly Industrial Activity Deflators Using High-Dimensional Predictors
Gyure Kim, Jihyun Kim, Yerin Han, Heejoon Han (2026)
Journal of Economic Theory and Econometrics
Nonparametric Continuous Time Regressions with Functional Coefficients
Mijung Choi, Jihyun Kim, Nuong Nguyen (2025)
Korean Economic Review
New Robust Inference for Predictive Regressions
Rustam Ibragimov, Jihyun Kim, Anton Skrobotov (2024)
Econometric Theory
Uniform and Lp Convergences for Nonparametric Continuous Time Regressions with Semiparametric Application
Ruijun Bu, Jihyun Kim, Bin Wang (2023)
Journal of Econometrics
Nonstationary Volatility Regressions
Jihyun Kim (2022)
Journal of Economic Theory and Econometrics
Forecasting Energy Consumption using a Bias-corrected Nonparametric Estimation Method
Jihyun Kim, Minsoo Jeong (2021)
Journal of The Korean Data Analysis Society
Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments
Jihyun Kim, Joon Y. Park, Bin Wang (2021)
Econometric Theory
Volatility Regressions with Fat Tails
Jihyun Kim, Nour Meddahi (2020)
Journal of Econometrics
Asymptotics for Recurrent Diffusions with Application to High Frequency Regression
Jihyun Kim, Joon Y. Park (2017)
Journal of Econometrics
Contests with Bilateral Delegation: Unobservable Contracts
Kyung Hwan Baik, Jihyun Kim (2014)
Journal of Institutional and Theoretical Economics
Local Linear Estimation of Nonparametric Cointegrating Regression
Jihyun Kim, Changsik Kim (2010)
Journal of Economic Theory and Econometrics