3 citations · 5 across the 6 of their papers we have counts for
6 papers
Latent community paths in VAR-type models via dynamic directed spectral co-clustering
Younghoon Kim, Changryong Baek
This paper proposes a dynamic network framework for uncovering latent community paths in high-dimensional VAR-type models. By embedding a degree-corrected stochastic co-blockmodel…
A Korean Macroeconomic Database for Data-Rich Policy Analysis and U.S.--Korea Dependence
Changryong Baek, Seunghyun Moon, Seunghyeon Lee
We introduce KRED (Korea Research Economic Database), a FRED-MD-compatible monthly macroeconomic database for Korea designed for data-rich policy analysis and cross-country compari…
Dynamic spectral co-clustering of directed networks to unveil latent community paths in VAR-type models
Younghoon Kim, Changryong Baek
Identifying network Granger causality in large vector autoregressive (VAR) models enhances explanatory power by capturing complex dependencies among variables. This study proposes…
Local Whittle estimation of high-dimensional long-run variance and precision matrices
Changryong Baek, Marie-Christine Düker, Vladas Pipiras
This work develops non-asymptotic theory for estimation of the long-run variance matrix and its inverse, the so-called precision matrix, for high-dimensional time series under gene…
On integral representations of operator fractional Brownian fields
Changryong Baek, Gustavo Didier, Vladas Pipiras
Operator fractional Brownian fields (OFBFs) are Gaussian, stationary-increment vector random fields that satisfy the operator self-similarity relation {X(c^{E}t)}_{t in R^m} L= {c^…
Measuring the Optimality of Hadoop Optimization
Woo-Cheol Kim, Changryong Baek, Dongwon Lee
In recent years, much research has focused on how to optimize Hadoop jobs. Their approaches are diverse, ranging from improving HDFS and Hadoop job scheduler to optimizing paramete…