Jin Lee Professor
Department of Economics
Jin Lee majors in econometrics of time series methods and nonparametrics. He obtained Ph.D. at Cornell University in 2000 and worked at National University of Singapore before he joined Economics of Ewha Womans University in 2009. He has publications at econometrics journals including Econometric Theory and Journal of Nonparametric Statistics.
- Ewha-POSCO Building (Social Sciences) #617
- 02-3277-2771
- Office hours
- 2024년 연구년. appointment by email.
- Research Interests
Research Record
- [학술지논문] Macroeconomic Fundamentals and the Volatility of Foreign Investors’ Net Purchase in Korean Stock Market International Economic Journal, 2024, v.38 no.1 , 150-165
- [학술지논문] Analysis of the Response of Interest Rate Volatility to Covariates from Variable Selection Methods 금융안정연구, 2023, v.24 no.1 , 77-117
- [학술지논문] Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, v.51 no.3 , 840-851
- [학술지논문] Asymptotic property of least squares estimators for explosive autoregressive models with a drift Journal of Economic Theory and Econometrics, 2021, v.32 no.4 , 1-12
- [학술지논문] 신용 사이클이 금융업권 시스템 리스크에 미치는 효과 분석 금융감독연구, 2021, v.8 no.1 , 97-121
- [학술지논문] 거시경제적 요인의 KOSPI 주가지수 선물 변동성에 대한 영향 추정 시장경제연구, 2020, v.49 no.2 , 27-54
- [학술지논문] Effects of incorrect detrending on the coherency between non-stationary time series processes Communications for Statistical Applications and Methods, 2019, v.26 no.1 , 27-34
- [학술지논문] INFLATION CO-MOVEMENT IN THE ASEAN COUNTRIES Journal of Economic Development, 2019, v.44 no.4 , 135-151
- [학술지논문] Nonparametric testing for long-horizon predictability with persistent covariates JOURNAL OF NONPARAMETRIC STATISTICS, 2014, v.26 no.2 , 359-372
Courses
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2023-2nd
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Statistics for Economics 강의 계획서 상세보기
- Subject No 22207Class No 01
- 2Year ( 3Credit , 3Hour) Tue 3~3 (POSCO161) , Thu 2~2 (POSCO161)
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Seminar in Econometrics
- Subject No G12653Class No 01
- Year ( 3Credit , 3Hour) Fri 2~3 (POSCO353)
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2023-1st
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Econometrics 1 강의 계획서 상세보기
- Subject No 22211Class No 01
- 3Year ( 3Credit , 3Hour) Tue 3~3 (POSCO252) , Thu 2~2 (POSCO252)
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Readings in Econometrics
- Subject No G11021Class No 01
- Year ( 3Credit , 3Hour) Fri 2~3 (POSCO-353)
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2022-2nd
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Statistics for Economics
- Subject No 22207Class No 01
- 2Year ( 3Credit , 3Hour) Wed 3~3 (POSCO153) , Fri 2~2 (POSCO153)
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Time Series Analysis
- Subject No G12668Class No 01
- Year ( 3Credit , 3Hour) Thu 2~3 (POSCO353)
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2022-1st
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Econometrics 1
- Subject No 22211Class No 01
- 3Year ( 3Credit , 3Hour) Mon 3~3 , Wed 2~2
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Readings in Econometrics
- Subject No G11021Class No 01
- Year ( 3Credit , 3Hour) Thu 2~3 (-)
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2021-2nd
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Statistics for Economics
- Subject No 22207Class No 01
- 2Year ( 3Credit , 3Hour) Tue 6~6 , Thu 4~4
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Seminar in Econometrics
- Subject No G12653Class No 01
- Year ( 3Credit , 3Hour) Fri 2~3 (POSCO357)
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2021-1st
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Econometrics 1
- Subject No 22211Class No 01
- 3Year ( 3Credit , 3Hour) Tue 5~5 , Thu 6~6
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Readings in Econometrics
- Subject No G11021Class No 01
- Year ( 3Credit , 3Hour) Wed 2~3 (POSCO355)
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Academic Background
Cornell University Ph.D.(경제학)