Yongcheol Shin

University of York — United Kingdom

Economics, Econometrics and Finance · Social Sciences

43h-index76.4kcitations185works1.02yr avg
OpenAlex↗ORCID↗Google Scholar↗Lab page↗

Accepting Students?

No reports yet. Know if this professor is taking students?

Research Topics

Monetary Policy and Economic Impact(98), Market Dynamics and Volatility(39), Spatial and Panel Data Analysis(30), Economic Growth and Productivity(23), Economic Theory and Policy(23)

Publications185 total

Systematic common components in ESG ratings across legal origins
International Review of Financial Analysis·2025
Network Analysis of ESG and SDG across Legal Origins 
SSRN Electronic Journal·2025Open Access
Systematic Common Components in ESG Ratings across Legal Origins 
SSRN Electronic Journal·2025Open Access
Investigation of shear stress behavior on membrane surfaces in reciprocating membrane bioreactors using fluid-structure interaction simulations
Journal of Membrane Science·2024· 3 cited
Generalised Canonical Correlation Estimation of the Multilevel Factor Model
SSRN Electronic Journal·2024· 3 citedOpen Access
Network Analysis of Business Cycle Synchronisation 
SSRN Electronic Journal·2024Open Access
Dynamic Quantile Panel Data Models with Interactive Effects *
SSRN Electronic Journal·2024· 1 citedOpen Access
GCCfactor: GCC Estimation of the Multilevel Factor Model
2023Open Access
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
Journal of Business and Economic Statistics·2023· 7 citedOpen Access
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Advanced studies in theoretical and applied econometrics·2023Open Access
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Empirical Economics·2023· 6 citedOpen Access
The asymmetric response of dividends to earnings news
Finance research letters·2023· 7 cited
Reprint of: Testing for unit roots in heterogeneous panels
Journal of Econometrics·2023· 11 cited
Reflections on “Testing for unit roots in heterogeneous panels”
Journal of Econometrics·2023· 18 cited
What is mine is yours: Sovereign risk transmission during the European debt crisis
Journal of Financial Stability·2023· 18 cited
Regional Productivity Network in the EU
SSRN Electronic Journal·2023· 1 citedOpen Access
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
Figshare·2023Open Access
Reflections on “Testing for Unit Roots in Heterogeneous Panels”
SSRN Electronic Journal·2023· 5 citedOpen Access
Spatial Attendance Spillover in Football Leagues
International Journal of Empirical Economics·2022Open Access
Dynamic Network Quantile Regression Model
Journal of Business and Economic Statistics·2022· 17 citedOpen Access
page 1 of 10Next →

Frequent Co-authors

M. Hashem Pesaran(18), Matthew Greenwood‐Nimmo(9), George Kapetanios(7), Anthony Garratt(5), Kevin Lee(5), Andy Snell(4), Laura Serlenga(4), Richard J. Smith(3), Viet Anh Dang(3), Minjoo Kim(3), Viet Hoang Nguyen(3), Kyung So Im(2), Peter Schmidt(2), Ron Smith(2), Byungchul Yu(2), Tomohiro Ando(2), Jin Seo Cho(2), Camilla Mastromarco(2), Denis Kwiatkowski(1), Peter C.B. Phillips(1)