Yongcheol Shin

76.9k total citations · 10 hit papers
97 papers, 48.8k citations indexed

About

Yongcheol Shin is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Yongcheol Shin has authored 97 papers receiving a total of 48.8k indexed citations (citations by other indexed papers that have themselves been cited), including 71 papers in Economics and Econometrics, 63 papers in General Economics, Econometrics and Finance and 31 papers in Finance. Recurrent topics in Yongcheol Shin's work include Monetary Policy and Economic Impact (54 papers), Market Dynamics and Volatility (25 papers) and Economic Growth and Productivity (16 papers). Yongcheol Shin is often cited by papers focused on Monetary Policy and Economic Impact (54 papers), Market Dynamics and Volatility (25 papers) and Economic Growth and Productivity (16 papers). Yongcheol Shin collaborates with scholars based in United Kingdom, Australia and United States. Yongcheol Shin's co-authors include M. Hashem Pesaran, Richard J. Smith, Kyung So Im, Peter Schmidt, Peter C.B. Phillips, Ron Smith, George Kapetanios, Andy Snell, Matthew Greenwood‐Nimmo and Myung Hwan Seo and has published in prestigious journals such as Journal of the American Statistical Association, Management Science and Journal of Membrane Science.

In The Last Decade

Yongcheol Shin

94 papers receiving 44.2k citations

Hit Papers

Bounds testing approaches to the analysis of level relati... 1992 2026 2003 2014 2001 2003 1992 1999 1998 4.0k 8.0k 12.0k
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Bounds testing approaches to the analysis of level relationships
    2001 13.9k citations M. Hashem Pesaran, Yongcheol Shin et al. Journal of Applied Econometrics profile →
  2. Testing for unit roots in heterogeneous panels
    2003 11.0k citations Kyung So Im, M. Hashem Pesaran et al. Journal of Econometrics profile →
  3. Testing the null hypothesis of stationarity against the alternative of a unit root
    1992 8.9k citations Peter C.B. Phillips, Peter Schmidt et al. Journal of Econometrics profile →
  4. Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
    1999 4.4k citations M. Hashem Pesaran, Yongcheol Shin et al. Journal of the American Statistical Association profile →
  5. Generalized impulse response analysis in linear multivariate models
    1998 4.3k citations M. Hashem Pesaran, Yongcheol Shin Economics Letters profile →
  6. Testing for a unit root in the nonlinear STAR framework
    2002 1.1k citations George Kapetanios, Yongcheol Shin et al. Journal of Econometrics profile →
  7. Structural analysis of vector error correction models with exogenous I(1) variables
    2000 542 citations M. Hashem Pesaran, Yongcheol Shin et al. Journal of Econometrics profile →
  8. Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
    2022 498 citations Matthew Greenwood‐Nimmo, Yongcheol Shin et al. profile →
  9. Dynamic panels with threshold effect and endogeneity
    2016 423 citations Yongcheol Shin et al. Journal of Econometrics profile →
  10. Quantile cointegration in the autoregressive distributed-lag modeling framework
    2015 386 citations Yongcheol Shin et al. Journal of Econometrics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Yongcheol Shin United Kingdom 32 39.8k 19.5k 10.2k 9.6k 3.4k 97 48.8k
Peter C.B. Phillips United States 69 35.4k 0.9× 23.2k 1.2× 15.3k 1.5× 5.7k 0.6× 2.3k 0.7× 460 47.3k
Pierre Perrón United States 45 32.1k 0.8× 23.6k 1.2× 13.0k 1.3× 5.1k 0.5× 1.9k 0.6× 143 40.5k
M. Hashem Pesaran United States 80 79.0k 2.0× 31.7k 1.6× 16.5k 1.6× 20.5k 2.1× 5.7k 1.7× 455 93.9k
Søren Johansen Denmark 43 30.6k 0.8× 24.8k 1.3× 12.8k 1.3× 4.6k 0.5× 2.4k 0.7× 168 40.9k
Paresh Kumar Narayan Australia 77 20.3k 0.5× 7.3k 0.4× 5.3k 0.5× 6.6k 0.7× 2.3k 0.7× 464 24.2k
Robert F. Engle United States 85 63.6k 1.6× 34.3k 1.8× 50.7k 5.0× 5.3k 0.6× 4.9k 1.4× 255 84.7k
Chien‐Chiang Lee China 94 23.4k 0.6× 2.9k 0.1× 4.2k 0.4× 7.7k 0.8× 3.1k 0.9× 549 29.5k
James H. Stock United States 65 27.6k 0.7× 21.5k 1.1× 11.9k 1.2× 3.1k 0.3× 3.2k 0.9× 197 41.4k
Manuel Arellano Spain 29 27.5k 0.7× 9.0k 0.5× 9.2k 0.9× 2.0k 0.2× 11.6k 3.4× 59 42.3k
Stephen Bond United Kingdom 21 28.2k 0.7× 8.9k 0.5× 9.5k 0.9× 2.1k 0.2× 13.3k 3.9× 43 43.6k

Countries citing papers authored by Yongcheol Shin

Since Specialization
Citations

This map shows the geographic impact of Yongcheol Shin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yongcheol Shin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yongcheol Shin more than expected).

Fields of papers citing papers by Yongcheol Shin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yongcheol Shin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yongcheol Shin. The network helps show where Yongcheol Shin may publish in the future.

Co-authorship network of co-authors of Yongcheol Shin

This figure shows the co-authorship network connecting the top 25 collaborators of Yongcheol Shin. A scholar is included among the top collaborators of Yongcheol Shin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yongcheol Shin. Yongcheol Shin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Jang, Yongsun, et al.. (2024). Investigation of shear stress behavior on membrane surfaces in reciprocating membrane bioreactors using fluid-structure interaction simulations. Journal of Membrane Science. 700. 122688–122688. 2 indexed citations
2.
Greenwood‐Nimmo, Matthew, Viet Hoang Nguyen, & Yongcheol Shin. (2023). What is mine is yours: Sovereign risk transmission during the European debt crisis. Journal of Financial Stability. 65. 101103–101103. 11 indexed citations
3.
Im, Kyung So, M. Hashem Pesaran, & Yongcheol Shin. (2023). Reflections on “Testing for unit roots in heterogeneous panels”. Journal of Econometrics. 234. 111–114. 13 indexed citations
4.
Greenwood‐Nimmo, Matthew, Viet Hoang Nguyen, & Yongcheol Shin. (2014). Quantifying Informational Linkages in a Global Model of Currency Spot Markets. SSRN Electronic Journal. 3 indexed citations
5.
Shin, Yongcheol, et al.. (2014). Mapping Korea's International Linkages Using Generalised Connectedness Measures. SSRN Electronic Journal. 5 indexed citations
6.
Chaudhuri, Kausik, Matthew Greenwood‐Nimmo, Minjoo Kim, & Yongcheol Shin. (2013). On the Asymmetric U‐Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK. Journal of money credit and banking. 45(7). 1431–1449. 7 indexed citations
7.
Kapetanios, George & Yongcheol Shin. (2011). Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model. Econometric Reviews. 30(6). 620–645. 9 indexed citations
8.
Nguyen, Viet Hoang & Yongcheol Shin. (2011). Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. SSRN Electronic Journal. 9 indexed citations
9.
Shin, Yongcheol, et al.. (2010). A Study on the Priority of Users' Requirements for the Development of Military Vehicles by Analytic Hierarchy Process. Journal of Korean Institute of Industrial Engineers. 36(2). 117–124.
10.
Shin, Yongcheol & Andy Snell. (2006). Mean group tests for stationarity in heterogeneous panels. Econometrics Journal. 9(1). 123–158. 15 indexed citations
11.
Shin, Yongcheol & Laura Serlenga. (2004). Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors. RePEc: Research Papers in Economics. 1 indexed citations
12.
Serlenga, Laura, Yongcheol Shin, & Andy Snell. (2002). A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models. RePEc: Research Papers in Economics. 1 indexed citations
13.
Pesaran, M. Hashem, Yongcheol Shin, & Richard J. Smith. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics. 16(3). 289–326. 13901 indexed citations breakdown →
14.
Garratt, Anthony, Kevin Lee, M. Hashem Pesaran, & Yongcheol Shin. (2000). Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy. SSRN Electronic Journal. 31 indexed citations
15.
Pesaran, M. Hashem, Yongcheol Shin, & Richard J. Smith. (2000). Structural analysis of vector error correction models with exogenous I(1) variables. Journal of Econometrics. 97(2). 293–343. 542 indexed citations breakdown →
16.
Pesaran, M. Hashem, Yongcheol Shin, & Ron Smith. (1999). Pooled Mean Group Estimation of Dynamic Heterogeneous Panels. Journal of the American Statistical Association. 94(446). 621–621. 293 indexed citations
17.
Lee, Junsoo, Cliff J. Huang, & Yongcheol Shin. (1997). On stationary tests in the presence of structural breaks. Economics Letters. 55(2). 165–172. 69 indexed citations
18.
Pesaran, M. Hashem & Yongcheol Shin. (1996). Cointegration and speed of convergence to equilibrium. Journal of Econometrics. 71(1-2). 117–143. 368 indexed citations
19.
Shin, Yongcheol. (1994). A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. Econometric Theory. 10(1). 91–115. 365 indexed citations
20.
Phillips, Peter C.B., et al.. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics. 54(1-3). 159–178. 8941 indexed citations breakdown →

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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