ScholarWorks@Korea University: Kang, Kyu Ho

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Kang, Kyu Ho (강규호)

College of Political Science & Economics (Department of Economics)

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Tel 5132
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Bayesian MCMC estimation:5||베이지안 MCMC 알고리즘:4||Outofsample forecasting:4||Dynamic NelsonSiegel model:4||모형선택:3||Bayesian MCMC method:3||충격반응함수:2||Marginal likelihood:2||marginal likelihood:2||yield curve:2||Markov switching process:2||경기변동:2||Bayesian MCMC algorithm:2||Predictive accuracy:2||표본외 예측:2||변수선택:2||Timevarying:1||Bayesian MCMC Algorithm:1||Market liquidity:1||impulse responses:1||마코프 국면전환모형:1||Global Liquidity:1||C11:1||Bayesian inference:1||Bayes factor:1||고빈도자료:1||foreign investors:1||Bayesian estimation:1||Bayesian variable selection:1||베이지안 변수선택:1||Gibbs sampling:1||시나리오 분석:1||Safe assets:1||State space model:1||posterior predictive likelihood:1||은행권 대출:1||포트폴리오 최적화:1||글로벌 유동성:1||Financial Crises Structural VAR:1||financial markets:1||U:1||주성분 분석:1||Split normal error:1||investment diversification:1||사후예측우도:1||Variable Selection:1||Model Selection:1||비은행권 대출:1||Predictive likelihood:1||Bayesian MCMC Method:1||Posterior predictive criterion:1||Bayesian MCMC simulation:1||Bayesian Markov chain Monte Carlo estimation:1||동태적 넬슨시겔 모형:1||Dynamic NelsonSeigel model:1||베이지안 계량분석:1||소규모 개방경제:1||금융위기:1||Impulse Response:1||changepoints:1||regime changes:1||statespace model:1||Changepoint:1||Variable selection:1||business cycle:1||Large Scale Vector Autoregressive:1||Heavy tail:1||Bond portfolio choice:1||Conditional correlation:1||Random walk model:1||깁스샘플링 알고리즘:1||maximum likelihood estimation:1||마코프스위칭 모형:1||Multivariate Stochastic Volatility:1||베이지안 알고리즘:1||affine noarbitrage model:1||term structure of interest rates:1||SplitNormal distribution:1||베이즈 팩터:1||외국인 투자자:1||베이지안 추정:1||stochastic volatility model:1||monetary policy:1||Bayesian portfolio optimization:1||Population aging:1||Stochastic volatility:1||수익률곡선:1||Gibbssampling:1||조건부 베이지안 모형평균:1||변수 선택:1||Density prediction:1||Bayesian Estimation:1||Markov chain Monte Carlo:1||물가안정목표제:1||확률적 변동성 모형:1||Outofsample joint prediction:1||통화정책:1||structural break:1||financial openness:1||estimation risk:1||Inflation:1||Parameter uncertainty:1||Operation twist:1||Macro Factor Selection:1||model choice:1||conditional Bayesian model averaging:1||Bank Loan:1||Nonbank Loan:1||Dynamic NelsonSiegel:1||Small Open Economy:1||E43:1||macrofinance:1||term premium:1||Business cycle:1||SplitNormal 분포:1||auxiliary variable:1||Principal Component Analysis:1||longterm interest rates:1||기타대출:1||Scenario Analysis:1||베이지안 포트폴리오 최적화:1||density forecasting:1||machine learning:1||Outofsample density forecasting:1||Certainty equivalent return:1||Monetary policy:1||Inflation risk premium:1||Markovswitching mixture:1||Density Forecasting:1||거시변수선택:1||outofsample density forecasting:1||표본외 분포예측:1||variable selection:1||Markov regimeswitching model:1||TimeVarying Correlation:1||Outofsample prediction:1||Model selection:1||구조 VAR:1||G12:1||stochastic discount factor:1||대규모 구조벡터자기회귀:1||business cycles:1||표본외 결합예측:1||신규대출 고정금리비중:1||Fixed Rate Share:1||대규모 VAR:1||Trendcycle decomposition:1||Fat tail:1||Macrofinance affine termstructure model:1||Arbitragefree term structure model:1||분포예측:1||model selection:1||auxiliary particle filter:1||posterior sampling:1||Funding liquidity:1||Liquidity spiral:1||모형 선택:1||외환투자:1||다변수 확률적 변동성:1||Particle filter:1||외화자금시장:1||단기 원화시장:1||MarkovRegime Switching Model:1||Foreign Currency Market:1||Shortterm Money Market:1||Inflation targeting:1||S:1||High frequency data:1||장기금리:1||국채선물:1||government bond futures:1||Variance decomposition:1||Credit:1||largescale VAR:1||투자다변화:1||Posterior predictive likelihood:1||

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