Uncertainty Lab

불확실성 연구실

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불확실성 연구실

우리 연구실에서는 경제 이론에 기반하여 거시경제 문제와 그 기본 메커니즘을 실증적으로 분석합니다. 거시경제학, 통화경제학, 국제경제학, 응용시계열분석, 그리고 기계학습 분야를 연구 관심사로 삼고 있습니다. 최근에는 데이터 불확실성 상황에서의 통화정책, 국제 무역에서의 화폐 선택, 가계 및 기업 신용 변화, 그리고 해외 직접 투자에 대한 경제 정책 불확실성의 역할 등을 연구하고 있습니다. 장기적으로는 금융시장과 거시경제의 상호작용, 인플레이션과 실업의 행태, 소비 및 투자의 변동성, 거시경제 변동의 원인, 그리고 경제학에서 기계 학습의 활용 등을 연구하고자 합니다.
Our research team examines macroeconomic issues and their underlying mechanisms through empirical analysis informed by economic theories. Our interests cover several areas, including macro and monetary economics, international economics, applied time-series econometrics, and machine learning. Recently, our work has focused on topics such as monetary policy under data uncertainty, currency choices in international trade, household and corporate credit dynamics, and the impact of economic policy uncertainty on foreign direct investment. We are also interested in exploring time-series forecasting and empirical methods that help us better understand macroeconomic dynamics. Our long-term research agenda centers on investigating the interactions between financial markets and the macroeconomy, the behavior of inflation and unemployment, fluctuations in consumption and investment, the sources of macroeconomic fluctuations, and the use of machine learning in economics.

Major research field

Macro and Monetary Economics, International Economics, Applied Time-Series Econometrics, Machine Learning

Desired field of research

Machine Learning Approach to Economic Analysis

Research Keywords and Topics

• 데이터 불확실성 상황에서의 통화 정책 (Monetary Policy under Data Uncertainty)
• 국제 무역에서의 화폐 선택 (Currency Choice in International Trade)
• 경제정책의 불확실성과 해외직접투자 (Economic Policy Uncertainty and Foreign Direct Investment)
• 인공지능 기반 통화정책 분석 (Artificial Intelligence-based Analysis of Monetary Policy)
• 신흥국에서 가계 및 기업 신용의 행태 (Household and Corporate Credit Behavior in Emerging Economies)

Research Publications
MORE

• The Cyclical Behavior of Household and Corporate Credit in Emerging Economies (with Seung-Gyu Sim), Emerging Markets Review 45, December 2020.
• Monetary Policy under Data Uncertainty: Interest-Rate Smoothing from a Cross-Country Perspective
• The Role of Economic Policy Uncertainty in Outward Foreign Direct Investment (with Yuhyeon Bak), R&R at Journal of International Money and Finance
• Dynamic Coupling of the U.S. and Canadian Industrial Production Indices
• Macroeconomic Conditions and Wage Inequality: Expanding and Analyzing the Worldwide Dataset
• Central Bank Swap Lines and Currency Internationalization in Trade (with Yang Jiao, Ohyun Kwon, and Shang-Jin Wei)
• Does Globalization of RMB Facilitate International Trade? (with Yang Jiao and Ohyun Kwon)
• Exchange Rate Pass-through to Export Prices: The Role of Foreign Currency Debt (with Junhyong Kim and Annie Soyean Lee)
• Machine Learning Approach to FOMC Sentiment Analysis (with Hope H. Han)

국가과학기술표준분류

  • SC. 경제/경영
  • SC02. 거시경제
  • SC0204. 금융(화폐)경제

국가기술지도분류

  • 정보-지식-지능화 사회 구현
  • 012300. 인공지능/지능로봇 기술