Yoosoon Chang

1.7k total citations
37 papers, 954 citations indexed

About

Yoosoon Chang is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Yoosoon Chang has authored 37 papers receiving a total of 954 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in General Economics, Econometrics and Finance, 24 papers in Economics and Econometrics and 11 papers in Finance. Recurrent topics in Yoosoon Chang's work include Monetary Policy and Economic Impact (25 papers), Financial Risk and Volatility Modeling (11 papers) and Market Dynamics and Volatility (10 papers). Yoosoon Chang is often cited by papers focused on Monetary Policy and Economic Impact (25 papers), Financial Risk and Volatility Modeling (11 papers) and Market Dynamics and Volatility (10 papers). Yoosoon Chang collaborates with scholars based in United States, South Korea and Australia. Yoosoon Chang's co-authors include Joon‐Young Park, Joon Young Park, J. Isaac Miller, Chang Sik Kim, Peter C.B. Phillips, Wonho Song, Robin C. Sickles, Elena Pesavento, Ana María Herrera and Robert K. Kaufmann and has published in prestigious journals such as Journal of Econometrics, The Review of Economic Studies and Energy Economics.

In The Last Decade

Yoosoon Chang

35 papers receiving 897 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Yoosoon Chang United States	15	715	543	280	130	97	37	954
Panagiotis Mantalos Sweden	11	622 0.9×	293 0.5×	170 0.6×	146 1.1×	42 0.4×	28	753
Benoît Perron Canada	16	1.1k 1.5×	681 1.3×	301 1.1×	116 0.9×	87 0.9×	34	1.3k
Lynda Khalaf Canada	17	518 0.7×	418 0.8×	312 1.1×	61 0.5×	184 1.9×	58	872
Markus Krätzig Germany	3	570 0.8×	412 0.8×	248 0.9×	83 0.6×	19 0.2×	4	827
Hong Miao United States	16	819 1.1×	297 0.5×	420 1.5×	199 1.5×	27 0.3×	54	1.1k
Siok Kun Sek Malaysia	13	626 0.9×	265 0.5×	166 0.6×	248 1.9×	40 0.4×	84	771
Robert Sollis United Kingdom	13	852 1.2×	542 1.0×	388 1.4×	129 1.0×	27 0.3×	26	1.0k
Byeongseon Seo South Korea	6	674 0.9×	574 1.1×	339 1.2×	97 0.7×	48 0.5×	16	854
J. Isaac Miller United States	11	713 1.0×	298 0.5×	109 0.4×	363 2.8×	25 0.3×	29	838
Markku Lanne Finland	19	983 1.4×	744 1.4×	690 2.5×	101 0.8×	95 1.0×	67	1.3k

Countries citing papers authored by Yoosoon Chang

Since Specialization

Citations

This map shows the geographic impact of Yoosoon Chang'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 Yoosoon Chang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yoosoon Chang more than expected).

Fields of papers citing papers by Yoosoon Chang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yoosoon Chang. 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 Yoosoon Chang. The network helps show where Yoosoon Chang may publish in the future.

Co-authorship network of co-authors of Yoosoon Chang

This figure shows the co-authorship network connecting the top 25 collaborators of Yoosoon Chang. A scholar is included among the top collaborators of Yoosoon Chang 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 Yoosoon Chang. Yoosoon Chang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Chang, Yoosoon, Ana María Herrera, & Elena Pesavento. (2023). Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. SSRN Electronic Journal. 1 indexed citations

Chang, Yoosoon, Ana María Herrera, & Elena Pesavento. (2023). Oil prices uncertainty, endogenous regime switching, and inflation anchoring. Journal of Applied Econometrics. 38(6). 820–839. 7 indexed citations

Chang, Yoosoon, et al.. (2019). Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate. Journal of Econometrics. 214(1). 274–294. 20 indexed citations

Chang, Yoosoon, et al.. (2018). State Space Models With Endogenous Regime Switching. SSRN Electronic Journal. 1 indexed citations

Chang, Yoosoon, et al.. (2018). State Space Models with Endogenous Regime Switching. SSRN Electronic Journal. 1 indexed citations

Chang, Yoosoon, Ye Lü, & Joon Park. (2018). Understanding Regressions with Observations Collected at High Frequency over Long Span. SSRN Electronic Journal. 4 indexed citations

Chang, Yoosoon, et al.. (2016). A new approach to model regime switching. Journal of Econometrics. 196(1). 127–143. 53 indexed citations

Chang, Yoosoon, et al.. (2016). Evaluating factor pricing models using high-frequency panels. Quantitative Economics. 7(3). 889–933. 7 indexed citations

Chang, Yoosoon, Robin C. Sickles, & Wonho Song. (2015). Bootstrapping unit root tests with covariates. Econometric Reviews. 36(1-3). 136–155. 13 indexed citations

10.

Chang, Yoosoon, Chang Sik Kim, & Joon Young Park. (2015). Nonstationarity in time series of state densities. Journal of Econometrics. 192(1). 152–167. 28 indexed citations

11.

Chang, Yoosoon, et al.. (2014). Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea. Energy Economics. 46. 334–347. 64 indexed citations

12.

Chang, Yoosoon, et al.. (2011). Residual based tests for cointegration in dependent panels. Journal of Econometrics. 167(2). 504–520. 14 indexed citations

13.

Chang, Yoosoon, J. Isaac Miller, & Joon Young Park. (2008). Extracting a common stochastic trend: Theory with some applications. Journal of Econometrics. 150(2). 231–247. 35 indexed citations

14.

Chang, Yoosoon, et al.. (2008). Using Kalman Filter to Extract and Test for Common Stochastic Trends 1. 2 indexed citations

15.

Phillips, Peter C.B., Joon Park, & Yoosoon Chang. (2003). Nonlinear instrumental variable estimation of an autoregression. Journal of Econometrics. 118(1-2). 219–246. 2 indexed citations

16.

Chang, Yoosoon & Joon Young Park. (2003). Index models with integrated time series. Journal of Econometrics. 114(1). 73–106. 30 indexed citations

17.

Martens, Martin, Yoosoon Chang, & Stephen J. Taylor. (2002). Intraday volatility forecasts using different seasonality adjustment methods. Lancaster EPrints (Lancaster University). 1 indexed citations

18.

Chang, Yoosoon & Joon‐Young Park. (2002). ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. Econometric Reviews. 21(4). 431–447. 99 indexed citations

19.

Chang, Yoosoon. (2000). VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS. Econometric Theory. 16(6). 905–926. 3 indexed citations

20.

Chang, Yoosoon & Peter C.B. Phillips. (1995). Time Series Regression with Mixtures of Integrated Processes. Econometric Theory. 11(5). 1033–1094. 15 indexed citations

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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