Byeongseon Seo (서병선)

• Office : Life Science East 211
• Page : http:// faculty.korea.ac.kr/seo
• Office Hours : Wednesdays 2:00-3:00, and by appointment
• Address : Department of Food and Resource Economics
  College of Life Science
  Korea University
  Seoul, 136-701

EDUCATION

• University of Rochester, Ph.D., Economics, 1996
• Seoul National University, M.A., Economics, 1987
• Seoul National University, B.A., Economics, 1985

EXPERIENCE

• Korea University, Professor, 2008~
• Soongsil University, Associate Professor, 2006~2008
• Texas A&M University, Assistant Professor, 2003~2006
• Soongsil University, Assistant Professor, 1997~2003

ACADEMIC POSITION

• President, Korean Association of Applied Economics, 2012~2013
• Editor, Korean Review of Applied Economics, 2010~2011
• Associate Editor, Korean Econometric Association, 2009~2010
• Associate Editor, Korean Association of Applied Economics, 2006~2008
• Deputy Secretary, Korean Association of International Economics, 2009
• Deputy Secretary, Korean Econometric Association, 2001

AWARDS

• Chung-Ram Award, Korea Economic Association, 2008
• Namsan Academic Award, Korean Association of Applied Economics, 2010
• Academic Achievement Award, Soongsil University, 1998, 2003

FIELD OF RESEARCH

• Time Series Econometrics, Econometric Theory, Applied Econometrics

PUBLICATION

• Statistical inference on cointegration rank in error correction models with stationary covariates, Journal of Econometrics 85/2, 1998, 339-385.
• Tests for structural change in cointegrated systems, Econometric Theory 14/2, 1998, 221-258.
• Distribution theory for unit root tests with conditional heteroskedasticity, Journal of Econometrics 91, 1999, 113-144.
• Testing for two-regime threshold cointegration in vector error correction models, Journal of Econometrics 110, 2002, 293-318. (Coauthor: B. Hansen)
• Nonlinear mean reversion in the term structure of interest rates, Journal of Economic Dynamics and Control 27, 2003, 2243-2265.
• Efficient estimation of the cointegrating vector in error correction models with stationary covariates, Journal of the Korean Statistical Society 34, 2005, 345-366.
• Testing for Smooth Transition Nonlinearity in Partially Nonstationary Vector Autoregressions, Journal of the Korean Statistical Society 36, 2007, 257-274.
• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity, Journal of Econometrics 137, 2007, 68-111.
• The impact of the Asian financial crisis on foreign exchange market efficiency: the case of the East Asian countries, Pacific Basin Finance Journal 11, 2003, 509-525. (Coauthor: B. JRational Expectations, Long-run Taylor Rule, and Forecasting Inflation, Seoul Journal of Economics 20, 2007, 239-262. (Coauthor: Sokwon Kim)
• Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea, Hitotsubashi Journal of Economics 49, 2008, 91-108. (Coauthor: Sokwon K
• Asymmetric Dividend Smoothing in the Aggregate Stock Market, Quantitative Finance 10, 2010, 349-355. (Coauthor: Sokwon Kim)
• Nonparametric Testing for Linearity in Cointegrated Error-Correction Models, Studies in Nonlinear Dynamics and Econometrics, 2011
• Hysteresis and Averaging the Forecasts of Exchange Rates, Seoul Journal of Economics, 201

PRESENTATION

• International Association for Energy Economics, Kyoto, Japan, 2012
• 2012 Hitotsubashi-Sogang Conference on Econometrics, Seoul, Korea, 2012
• University of Goettingen , Germany, 2010
• Meeting of Japan Applied Economics Association, Kobe, Japan, 2009
• Japan Society of International Economics, Tama, Japan, 2009
• Taiwan National University, Taiwan, 2008
• Far Eastern Meeting of Econometric Society, Singapore, July 2008
• Rice University, September 2005
• Texas Econometrics CAMP, February 2005
• Texas Econometrics CAMP, Dallas, 2004
• Far Eastern Meeting of Econometric Society, Seoul, June 2004
• Texas A&M University, February 2003
• Econometric Society (jointly with 2004 ASSA meetings), San Diego, January 2004
• Econometric Society (jointly with 1999 ASSA meetings), January 1999, N.Y.
• Far Eastern Econometric Society, Kobe, Japan, July 2001
• 53rd Session of International Statistical Institute, Seoul, August 2001
• Computational Economics Society, Barcelona, Spain, June 2000
• University of Missouri, February 1997
• Columbia University, January 1996

JOURNALS REFERRED

• Journal of Econometrics, Econometric Theory, Journal of Business Economics and StatisticsJapan Society of Journal of Applied Econometrics, Journal of Time Series Analysis, Econometric Reviews
• Econometrics Journal, Economic Inquiry, International Economics Journal

COURSES

• Econometrics, Time Series Econometrics, Texas A&M University
• Applied Econometrics, Forecasting, Macroeconomics, Korea University
• Advanced Econometrics, Seoul National University
• Econometrics, Time Series Econometrics, Microeconometrics, Financial Econometrics, Soongsil University
• Advanced Econometrics, Sogang University

• 1. Tests for structural change in cointegrated systems, Econometric Theory 14/2, 1998, 221-258.
• 2. Statistical inference on cointegration rank in error correction models with stationary covariates, Journal of Econometrics 85/2, 1998, 339-385.
• 3. Distribution theory for unit root tests with conditional heteroskedasticity, Journal of Econometrics 91, 1999, 113-144.
• 4. Testing for two-regime threshold cointegration in vector error correction models, Journal of Econometrics 110, 2002, 293-318. (Coauthor: B. Hansen)
• 5. Forecasting interest rates and inflation: the use of nonlinear mean reversion in the term structure, BOK Economic Papers 5, 2002, 20-51.
• 6. Nonlinear mean reversion in the term structure of interest rates, Journal of Economic Dynamics and Control 27, 2003, 2243-2265.
• 7. The impact of the Asian financial crisis on foreign exchange market efficiency: the case of the East Asian countries, Pacific Basin Finance Journal 11, 2003, 509-525. (Coauthor: B. Jeon)
• 8. Efficient estimation of the cointegrating vector in error correction models with stationary covariates, Journal of the Korean Statistical Society 34, 2005, 345-366.
• 9. Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity, Journal of Econometrics 137, 2007, 68-111.
• 10. Testing for Smooth Transition Nonlinearity in Partially Nonstationary Vector Autoregressions, Journal of the Korean Statistical Society 36, 2007, 257-274.
• 11. Rational Expectations, Long-run Taylor Rule, and Forecasting Inflation, Seoul Journal of Economics 20, 2007, 239-262. (Coauthor: Sokwon Kim)
• 12. Nonlinear monetary policy reaction with asymmetric central bank preferences: some evidence for Korea, Hitotsubashi Journal of Economics 49, 2008, 91-108. (Coauthor: Sokwon Kim)
• 13. Asymmetric Dividend Smoothing in the Aggregate Stock Market, Quantitative Finance 10, 2010, 349-355. (Coauthor: Sokwon Kim)
• 14. Structural Change in Stock Price Volatility of Asian Financial Markets, Journal of Economic Research 15, 2010, 1-27. (Coauthor: Jinwoong Kim, David Leatham)
• 15. Nonparametric Testing for Linearity in Cointegrated Error-Correction Models, Studies in Nonlinear Dynamics & Econometrics, 2011
• 16. Hysteresis and Averaging the Forecasts of Exchange Rates, Seoul Journal of Economics, 2011.

Publication (Korean)

• 1. 기대가설과 이자율 기간구조의 비선형조정과정, 경제학연구 48/1, 2000, 63-83.
• 2. 통화량, 산업생산, 환율의 장기균형관계에 대한 연구, 경제학연구 49/1, 2001, 245-272.
• 3. Threshold Cointegration을 이용한 KOSPI200 현선물의 비선형 동적관계 연구, 선물연구 9/1, 2001, 105-139. (고 봉찬, 김 봉한 공저)
• 4. 통화실종과 한국 통화수요함수의 장기안정성 검정, 계량경제학보 12/3, 2001, 83-117.
• 5. 이자율 기간구조를 이용한 이자율과 인플레이션 예측, 경제분석 8/1, 2002, 31-65.
• 6. 직종선택과 성별 임금격차, 국제경제연구 8/1, 2002, 15-54. (임 찬영 공저)
• 7. 국채수익률과 신용 스프레드에 대한 동태적 분석, 금융학회지 8, 2003, 61-85. (김 혁황 공저)
• 8. 조건부 이분산성을 이용한 장기균형관계의 효율적 추정, 계량경제학보 14, 2003, 37-76.
• 9. 자본이동성 측정연구: 패널 단위근 검정법과 TECM의 사용, 경제학연구 2003, 31-52 (김 봉한, 김 홍기 공저)
• 10. 가계생산과 기혼여성의 노동공급, 국제경제연구 10, 2004, 141-167 (임 찬영 공저)
• 11. KOSPI 200 주가지수 옵션시장 풋-콜 패리티의 비선형 동적균형조정, 응용경제 10, 2008, 135-161.
• 12. 패널 자료를 이용한 농가구 소비지출패턴에 대한 연구: 도시 가구와의 비교, 농업경제연구, 2008 (김 기환 공저)
• 13. 기업간 협력과 기술 혁신, 경상논총, 2008. (이 광호, 배 용호 공저)
• 14. 비정규직 근로자의 인적자본 수익률에 대한 연구, 노동정책연구, 2009 (임 찬영 공저)
• 15. 소비함수를 이용한 자영업자 소득추계: 보육복지혜택 제공을 중심으로, 숭실경영연구, 2010 (조우현 공저)
• 16. 국제상품시장과 채권 주식시장의 가격 및 변동성의 상호연계성에 대한 연구, 국제경제연구, 2010 (김진호 공저)
• 17. 국제상품시장의 가격 동조화와 변동성 전이효과 , 농업경제연구 , 2011. ( 김진호 공저 )
• 18. 조건부 이분산성에 강건한 장기균형검정 , 계량경제학보 , 2010
• 19. 지역난방 열에너지 수요예측 , 에너지경제연구, 2012. ( 심 상렬 공저 )
• 20. 상대가격 변동과 인플레이션 , 국제경제연구 , 2012. ( 최수경 공저

기타논문

• Extent of Market, Technological Change, and Economic Growth - A Cross-Country Study 1971-1990, 류동길 교수 정년기념논문집, 2003.
• 풋-콜 패리티를 이용한 KOSPI200 옵션시장의 효율성 분석, 박태하 교수 정년기념논문집, 2004, (김 혁황 공저)

학술저서

• 동아시아 경제론, 권 태한, 배 용호 편저, 2001, 서울대학교 출판부, 한국 정보통신산업의 연구개발투자의 수익률 측정.
• 계량경제분석: 이론과 응용. 2012. 무역경영사 (송치영 공저)

Research Topic

준비 중입니다.

준비 중입니다.

준비 중입니다.