3 papers
econ.EM2026
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…
stat.ME2026
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…
stat.ME2026
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…