• 김동헌 (Dongheon Kim)
  • Ph.D., UC San Diego
  • 전공: 화폐 및 금융, 응용계량
  • Ph: 02-3290-2226,  연구실: 정경관 421호
  • Email: dongkim@korea.ac.kr
  • Personal website

Educations

  • June 2000: Ph.D., Economics, University of California, San Diego
  • August 1990: M.A., Economics, Graduate School at Korea University, Seoul, Korea
  • February 1988: B.A., Economics, Korea University, Seoul, Korea

Job Experiences

  • 1 August 2000 ? Present: Lecturer in Economics (Tenured), and Research Fellow in the Centre for Growth and Business Cycle Research, Economic Studies, School of Social Science, University of Manchester
  • July 2004 ? August 2005: Visiting Associate Professor, Economics Department, University of California, San Diego
  • July 2003 ? September 2003: Visiting Assistant Professor, Economics Department, University of California, San Diego
  • June 2002 ? August 2002: Visiting Assistant Professor, Economics Department, University of California, San Diego
  • June 2001 ? August 2001: Visiting Assistant Professor, Economics Department, University of California, San Diego
  • 1 April 1998 ? 30 September 1998, 1 July 1999 ? 31 December 1999: Research Assistant: Prof. James D. Hamilton, Economics Department, University of California, San Diego
  • 1 April 1995 - 30 June 2000: Teaching Assistant: Department of Economics, University of California, San Diego
  • 1 October 1993 ? 31 May 1994: Economic Researcher and Editor: Data File Management and Analysis of International Finance Data Sets for the Report of International Financial Market Trend and Edited The Weekly Digest for International Finance, Department of International Financial Analy

Journal Publications in English

  • Dong Heon Kim, Denise R. Osborn, and Marianne Sensier, “Nonlinearity in the Fed’s Monetary Policy Rule,” Journal of Applied Econometrics vol.20, 2005, pp.621-639.
  • James D. Hamilton, and Dong Heon Kim, “A Re-examination of the Predictability of Economic Activity Using the Yield Spread,” Journal of Money, Credit and Banking 34, May 2002, 340 - 360.

Other Publications

  • Dong Heon Kim, “Another Look at Yield Spreads: Monetary policy and the term structure of interest rates,” Research Notes in Economics and Statistics RN-98-3, Deutsche Bank Research Department in Deutsche Bank AG, 1998.
  • Dong Heon Kim, The Road for the Democratic Society and Free Market, (Translation into Korean of Getting it right: Markets and Choices in a Free Society, Robert J. Barro, MIT Press, 1996), The Center for Free Entrepreneur and The Korea Center for Free Ente
  • Dong Heon Kim, “The Derivative Market,” International Finance Series, No. 94-4, Korea Institute of Finance, Seoul, Korea, 1994.

Current Working Papers

  • Dong Heon Kim, “Nonlinearity in the Term Structure,” revised in 2005, School of Economic Studies Discussion Paper, University of Manchester
  • Emran Haque and Dong Heon Kim, “Public investment in Transportation and Communication and Economic Growth: A dynamic panel approach,” Revised in 2005, University of Manchester.
  • Dong Heon Kim, “Another Look at Yield Spreads: The Role of Liquidity,” CGBCR and School of Economic Studies Discussion Paper, University of Manchester 2002, Revised in 2005

Works in Progress

  • “A new test of Expectations Hypothesis: in the case of U.K.” with Erden Bataa and Denise R. Osborn.
  • “Yield spreads and business cycles: A general equilibrium model approach,” with Keith Blackburn.
  • “What is an oil shock? Panel data evidence” with James D. Hamilton
  • “Nonlinearity in the Trading Desk’s reaction function”, With Denise R. Osborn
  • “Nonlinear Phillips curve: Evidence from U.S and U.K.,” with Denise R. Osborn

Seminars and Conference Presentations

  • 7 December 2005: University of Nottingham
  • 1 November 2005: University of York
  • 28 June 2004: The Bank of Korea, Seoul, Korea
  • 22 June 2004: Korea University, Seoul, Korea
  • 15 June 2004: University of Manchester
  • 8 July 2003: The Bank of Korea, Seoul, Korea
  • 2 July 2003: Cheon Nam National University, Kwang Ju, Korea
  • 15 May 2003: University of Manchester, Accounting and Finance
  • 5 March 2003: University of Warwick
  • 29 October 2002: University of Manchester
  • 22 May 2001: University of Nottingham
  • 20 March 2001: University of Southampton
  • 20 February 2001: University of Manchester
  • 18 March 2000: University of Strathclyde
  • 10 October 1999: University of California, San Diego
  • 20 October 1998: University of California, San Diego
  • 16 December 2005: 2005 KIF-KAEA-KAFA Conference, Seoul, Korea
  • 19 ? 23 August 2004: 59th European Meeting of the Econometric Society, Madrid, Spain
  • 30 June ? 2 July 2004: 2004 Far Eastern Meeting of Econometric Society, Seoul, Korea
  • 20 ? 24 August 2003: 58th European Meeting of the Econometric Society, Stockholm, Sweden
  • 11 ? 12 July 2003: 2003 KDI-KAEA Conference on “Aging Population, Emerging China, and Sustainable Growth in Korea”, Invited paper, Seoul
  • 7 ? 9 April 2003: 2003 Royal Economic Society Annual Conference in the University of Warwick
  • 14 ? 15 March, 2003: “Financial Markets, Business Cycle, and Growth” Conference of Birkbeck College, Invited paper
  • 12 ? 13 August 2002: Korean Economic Association and Korean American Economic Association 10th Joint Conference, Yeonsei University, Funded by KEA/KAEA, Seoul
  • 4 ? 8 July 2001: 2001 Western Economic Association International Conference, San Francisco, USA
  • April 2001: 2001 Annual Royal Economic Society Conference, University of Durham
  • 19 ? 21 August 2000: Korean Economic Association and Korean American Economic Association 9th Joint Conference, Seoul National University, Funded by KEA/KAEA, Seoul
  • June 2000: “International Finance and Economic Activity”, A CEPR/LIFE/Weiss Center of the Wharton School Conference, Invited paper, hosted by the National Bank of Greece and CEPR, Athens

Professional Activities

  • 1 November 2005 ? present: Co-Editor: The Manchester School