김동헌 (Dongheon Kim)

Ph.D., UC San Diego

전공:화폐 및 금융, 응용계량 Ph:02-3290-2226
연구실:정경관 421호
dongkim@korea.ac.kr

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

  • February 2014- January 2018 : Chair and Professor, Economics Department, Korea University
  • February 2006 – Present : Professor, Economics Department, Korea University
  • September 2004 – August 2005 : Visiting Associate Professor, University of California San Diego
  • August 2000 – February 2006: 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

Research Interests

  • 화폐금융, 거시경제, 거시금융 및 금융계량

Grants and Honors

  • 미래창조과학부, 과학기술인문사회융합연구사업 지원, 2016년 11월 – 2017년 9월
  • 고려대학교 특별연구비, 2013년 – 2014년
  • 한국연구재단 중견자 연구지원, 2012년 5월 – 2013년 4월
  • 고려대학교 특별연구비, 2010년 3월 – 2011년 2월
  • 수암장학재단 연구비, 2009년 5월 – 2010년 4월
  • 고려대학교 특별연구비, 2009년 3월 – 2010년 2월
  • 한국은행 연구비, 2008년 5 – 2008년 10월
  • 한국연구재단 신임교수 연구지원, 2007년 8월 – 2008년 7월
  • 하나경영경제연구소 연구비, 2007년 7월 – 2007년 10월
  • 고려대학교 신임교수 연구비, 2006년 2월 – 2007년 1월
  • 영국 경제 및 사회과학 연구재단 (ESRC) 연구비, July 2003 – December 2004
  • University of Manchester Research Fund, July 2001 – August 2001
  • Korean Student Assistance Awards Program Grant of NFASA in U.S.A., September 1998 – June 2000
  • Sasakawa Foundation (Japan) Scholarship for Outstanding Thesis in Economics, Graduate School at Korea University, Seoul, Korea, 1990
  • Samryung Company Foundation Scholarship, Korea University, Seoul, Korea, March 1987 – February 1988
  • Korea University Scholarship, Korea University, Seoul, Korea, September 1984 – February 1987

Journal Publications

  • Xuan, Chunji, Chang-Jin Kim, & Dong Heon Kim, 2019, “New dynamics of consumption and output,” Journal of Macroeconomics, Vol. 60, 50 – 59.
  • Kim, Dong Heon & Euihwan Park, 2018, “Has the Predictability of the Yield Spread Changed?,” Seoul Journal of Economics, Vol. 31 (No.4), 449 – 463.
  • Kim, Dong Heon, 2015, “A flexible nonlinear inference with endogenous regressors” Seoul Journal of Economics, Vol. 28(No.3), 311 – 323.
  • Choi, Kyongwook and Dong Heon Kim, 2015, “The effect of commodity price volatility on G20 economies”The International Monetary System, Energy and Sustainable Development, Ed by Sung Jin Kang and Yung Chul Park, Routledge Taylor & Francis group, London and New York.
  • Bae, Jin-ho, Chang-Jin Kim and Dong Heon Kim, 2012, “The Evolution of Monetary Policy Regimes in the U.S.” Empirical EconomicsVol.43, 617-649.
  • Kim, Dong Heon, 2012, “What is an oil shock? Panel Data Evidence” Empirical EconomicsVol. 43, 121-143.
  • Chengsi Zhang, Denise R. Osborn, and Dong Heon Kim, “Observed Inflation Forecasts and the New Keynesian Phillips Curve”, Oxford Bulletin of Economics and Statistics 71 No.3, June 2009, 375 – 398.
  • Chengsi Zhang, Denise R. Osborn, and Dong Heon Kim, “The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices,” Journal of Money, Credit and Banking 40, No.4, June 2008, 667 – 699.
  • Dong Heon Kim, “Another Look at Yield Spreads: The Role of Liquidity,” Southern Economic Journal74 (4), April 2008, 952 – 970.
  • 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.
  • Park, Euihwan, Dong Heon Kim, Kyun Kim, 2017, “The Study on the Development of the Financial Sector Early Warning System,” Journal of Economic Theory and Econometrics28(3), September 2017, 36 – 67.
  • An, Sungyoung and Dong Heon Kim, 2014, “Does the Aging Labor Force Reduce Labor Productivity?” The Journal of Korea Economic Studies (Korean Journal), Vol. 32, No.4, 157-181.
  • Kim, Dong Heon and Manjong Lee, 2014, “A Study on the Framework of Macroprudential Policy Instruments and It’s Application Method” Journal of Korean Economy Analysis (Korean Journal), Vol. 20, No.3, 111-162.
  • Bae, Byung Yoon and Dong Heon Kim, 2013, “The Study on the Effect of the Change in USA Financial Conditions on the Korea Financial Markets: FCI Analysis” Financial Stability Studies (Korean Journal) Vol. 14, No.1, 75 – 108.
  • Park, Cheolbeom Park, and Dong Heon Kim, 2012, “Demographic Structure and Financial Markets in Korea” Korea and the World EconomyVol. 13, No.2, 307-328.
  • Kim, Dong Heon, and Youngsik Hwang, 2012, “The Analysis of the Relationship between Oil Price Shock and Industrial Production,” Journal of Korean Economy Analysis (Korean Journal) 18(1), 55 – 121.
  • Bae, Byung Yoon and Dong Heon Kim, “Global and Regional Yield Curve Dynamics and Interactions: The Case of Some Asian Countries” International Economic Journal25 (4), December 2011, 717-738.
  • Kim, Dong Heon, and Yoon Sang Lim, “The role of money in the dynamic IS model” Journal of Economic Theory and Econometrics(Korean Journal), 22, No.3, September 2011, 86 – 103.
  • Kim, Dong Heon, “The role of money in the monetary policy rule” Journal of Economic Theory and Econometrics(Korean Journal), V21, No.3, September 2010, 91 – 112.
  • Kim, Dong Heon, and Myoungjae Lee, “The Analysis of daily Korea call rate”Economic Analysis(Korean Journal)14, No.4, December 2008, 85 – 112.
  • Kim, Dong Heon, “Risk Premium, Liquidity Premium, and Expectations Hypothesis in the Treasury Bill Market” Journal of Economic Theory and Econometrics19, No.2, June 2008, 95-124.
  • Kim, Dong Heon, Chang-Jin Kim and Dowan Kim, “Uncovering Structural Change in U.S. Economy: The Analysis of Single Source of Error Beveridge-Nelson Decomposition” Economic Analysis(Korean Journal) V14, No. 1, March 2008, 64 – 91.

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.

Books

  • 김동헌, 2015, 『한국경제성장에서 박태준 리더십의 역할과 개발도상국 적용방안에 대한 연구』, 아시아출판사.
  • 김동헌, 2015, “실버세대의 연착륙”, 『10년후 한국사회』, 포스텍 미래전략연구소 기획, 아시아출판사.

Columns

  • 김동헌, “저성장 시대의 뉴패러다임”, 하나금융포커스, 2015년 8월 31일.
  • 김동헌, “한국경제의 뉴패러다임” IR FOCUS, 한국IR협의회, 2015년 11월.

Seminars and Conference Presentations

  • 6 May 2009: Korea University, Seoul, Korea
  • 23 April 2009: Cheon Nam National Univeristy, Kwang Ju, Korea
  • 22 April 2008: Korea Institute of Finance
  • 23 October 2007: University of Manchester
  • 16 May 2007: Yonsei University, Seoul, Korea
  • 30 April 2007: Ewha University, Seoul, Korea
  • 8 November 2006: The Bank of Korea, Seoul, Korea
  • 4 November 2006: Macroeconomics Group, Korean Econometric Society
  • 14 December 2005: Korea University
  • 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 2016: KIEA Annual Meeting,Kunkook University, South Korea
  • 14-15 February 2019: Korea Economic Association Conference, Sungkyunkwan University, South Korea
  • 25 – 26 June 2018: Korea and World Economy Conference, Jeju Oriental Hotel, South Korea
  • 27 – 28 May 2016: Conference in Global Economic Issues and Regional Policy Responses, Asiatic Research Institute, Korea University, South Korea
  • 10 – 11 April 2014: Conference in Honor of Denise R. Osborn, University of Manchester, UK
  • 21 September 2012: International Preparatory Conference for the 2013 G20 Russia Summit, Lotte Hotel, Seoul, Korea
  • 10 – 11 February 2011: Korea Economic Association Annual Conference, Chung-Ang University, Seoul, Korea
  • 12 June 2010: Korean Econometric Society Summer Conference, SKKU, Seoul, Korea
  • 27 – 31 August 2008 EEA/ESEM conference, Bocconi University, Milan, Italy
  • 20 – 21 June 2008: Korea and World Economy IV Conference, Seoul, Korea
  • 28 – 30 May 2008: SETA Conference, Seoul National University, Seoul, Korea   
  • 24 – 25 November 2007: Hitotsubashi University Econometrics Conference, Invited speaker, Hitotsubashi University, Tokyo, Japan
  • 13 – 14 February 2007: Korea Economic Association Annual Conference
  • 18 – 20 April 2007: Royal Economic Society Annual Conference, April 18 – 20, 2007, University of Nottingham, UK
  • 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
  • 총괄간사, 경제학연구, 2012.3 – 2014.2
  • 거시분과간사, 한국경제분석의패널, 2011.3 – 현재