J.B. KIM

Department of Economics
Prof/Enwd Ch

461A BUSINESS
STILLWATER, OK 74078
Phone: 405-744-7359

jb.kim@okstate.edu

Biography

Dr. J.B. Kim's primary research covers a range of topics to address issues in International Macroeconomics, International Finance, and Financial Economics with emphasis on nonstationary analysis of Financial and Macroeconomic Time Series. His research has been published in many academic journals including Journal of Business & Economic Statistics, Journal of Money, Credit and Banking, Economics Letters, Monetary and Economic Studies, Review of International Economics and other scholarly journals.

Education

• Ph D, The Ohio State University, Economics, 2000

Publications

• Xiaoyang Zhu and Jaebeom Kim. "Financial Development and Innovation: The Role of Market Structure". Journal of Money, Credit and Banking (Forthcoming).
• Inwook Hwang and Jaebeom Kim. (2024). "Oil Price Shocks and Macroeconomic Dynamics: How Important Is the Role of Nonlinearity?". Empirical Economics. (66), 1103-1123.
• Michael J. Osei and Jaebeom Kim. (2023). "Financial Development and the Growth Effect of Foreign Direct Investment: Does One Size Fit All?". International Economics. (173), 276-283.
• Jaebeom Kim and Inwook Hwang. (2021). "Oil Price Shocks and the US Stock Markets: A Nonlinear Approach". Journal of Empirical Finance. (64), 23-36.
• Jaebeom Kim and Michael J. Osei. (2020). "Foreign Direct Investment and Economic Growth: Is More Financial Development Better? ". Economic Modelling. (93), 154-161.
• Xiaoyang Zhu, Stylianos Asimakopoulos, and Jaebeom Kim. (2020). "Financial Development and Innovation-led Growth: Is Too Much Finance Better?". Journal of International Money and Finance. (100), 102083.
• Jaebeom Kim and Jungmin Kim. (2020). "Stock Returns and Mutual Fund Flows in the Korean Financial Market: A System Approach". Applied Economics. (52), 3588–3599.
• Jaebeom Kim, Kevin Larcher, and Youngju Kim. (2019). "Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach". Applied Economics. (51), 6, 594-610.
• Jaebeom Kim and Tolina Fufa. (2018). "Financial Development, Economic Growth, and Convergence Clubs". Applied Economics. (50), 60, 6512-6528.
• Jaebeom Kim and Tolina Fufa. (2018). "Stock Markets, Banks, and Economic Growth: Evidence from More Homogeneous Panels". Research in International Business and Finance. (44), 504-517.
• Jaebeom Kim and Hui Ding. (2017). "Inflation Targeting and Real Interest Rate Parity: A Bias Correction Approach". Economic Modelling. (60), 132-137.
• Jaebeom Kim, Kathryn Comb, John Spry, and James Landers. (2016). "The Responsiveness of Casino Revenue to the Casino Tax Rate". Public Budgeting & Finance. (36), 22-44.
• Jaebeom Kim. (2014). "Inflation Targeting and Real Exchange Rates: A Bias Correction Approach". Economics Letters. (125), 253-256.
• Jaebeom Kim and Hui Ding. (2013). "Reconsidering RIP under Inflation Targeting: An Empirical Investigation". Financial Markets: Recent Developments, Emerging Practices and Future Prospects, The NOVA Science.
• Jaebeom Kim and Hui Ding. (2012). "Does Inflation Targeting Matter for PPP? An Empirical Investigation". Applied Economics Letters. (19), 1777-1780.
• Akkarapol Sangasoongsong, Satish T.S. Bukkapatnam, Jaebeom Kim, Parameshwaran S. Iyer, and R.P. Suresh. (2012). "Multi-step Sales Forecasting in Automotive Industry Based on Structural Relationship Identification". International Journal of Production Economics. (140), 875-887.
• Mahesh S. Khadka, K. M. George, N. Park, and Jaebeom Kim. (2012). "Application of Intervention Analysis on Stock Market Forecasting". Advances in Intelligence and Soft Computing, Springer. 891-899.
• Mahesh S. Khadka, K. M. George, N. Park, and Jaebeom Kim. (2012). "Performance Analysis of Hybrid Forecasting Model in Stock Market Forecasting". International Journal of Managing Information Technology. (3), 81-88.
• Mahesh S. Khadka, K.M. George, N. Park, and Jaebeom Kim. (2011). "A New Forecasting Model based on SMS, Concordance and Genetic Algorithm". International Journal of Computer & Information Science. (12), 14-21.
• Jaebeom Kim and Young-Kyu Moh. (2011). "Nonlinear Dynamics of Real Exchange Rates for Sectoral Data". International Journal of Finance and Economics. (16), 146-151.
• Jaebeom Kim and H.J. Cha. (2011). "Reconsidering Stock Returns and Equity Mutual Fund Flows in the U.S. Stock Market: A Macro Approach". The Stock Market: Crisis, Recovery, the Emerging Economies, The NOVA Science. 151-160.
• Jaebeom Kim and H.J. Cha. (2010). "Stock Returns and Investment Trust Flows in the Japanese Financial Market: A System Approach". Journal of Asian Economics. (21), 4, 327-332.
• Jaebeom Kim and H.J. Cha. (2010). "Stock Returns and Mutual Fund Flows: A System Approach". Applied Financial Economics. (20), 1493-1498.
• Jaebeom Kim, K.L. Combs, and J.A. Spry. (2009). "The Confidence Intervals for Suits Indices of Seven Lottery Games". Economics of Betting Markets, Routledge, Taylor & Francis, Inc..
• Jaebeom Kim, K.L. Combs, and J.A. Spry. (2008). "The Confidence Intervals for Suits Indices of Seven Lottery Games". Applied Economics. (40), 35-39.
• Jaebeom Kim, M. Ogaki, and M. Yang. (2007). "Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model". Journal of Money, Credit and Banking. (39), 8, 2057-2075. 00222879.
• Jaebeom Kim. (2007). "Real Exchange Rates and Real Interest Differentials for Sectoral Data: A Dynamic SUR Approach". Economics Letters. (97), 3, 247-252. 01651765.
• Jaebeom Kim, H.J. Cha, and T. Jithendranathan. (2006). "How Integrated are the Equity and Debt Markets? A Comparative Study of Japanese and the U.S. Capital Markets". Amsterdam, The Netherlands: Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives, Elsevier. 349-369.
• Jaebeom Kim. (2006). "Reconsidering Real Interest Rate Parity for Traded and Non-Traded Goods". Review of International Economics. (14), 306-315.
• Jaebeom Kim, K.L. Combs, and J.A. Spry. (2005). "The Relative Regressivity of Seven Minnesota Lottery Games". Proceedings of 98th National Tax Association.
• Jaebeom Kim. (2005). "Convergence Rates to PPP for Traded and Non-Traded Goods: A Structural Error Correction Model Approach". Journal of Business & Economic Statistics. (23), 76-86.
• Jaebeom Kim. (2004). "Short Run Real Exchange Rate Dynamics: A SUR Approach". Applied Economics Letters. (11), 14, 909-913.
• Jaebeom Kim and M. Ogaki. (2004). "Purchasing Power Parity for Traded and Non-Traded Goods: A Structural Error Correction Model Approach". Monetary and Economic Studies. (22), 1, 1-26.
• Jaebeom Kim. (2004). "Half-Lives of Deviations from PPP: Contrasting Traded and Non-Traded Components of Consumption Baskets". Review of International Economics. (12), 1, 162-168.