Youngki Shin
Selected Publications
Desperate times call for desperate measures: government spending multipliers in hard times
We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether […]
Sparse HP filter: Finding kinks in the COVID-19 contact rate
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our […]
A contribution to the Reinhart and Rogoff debate: not 90 percent but maybe 30 percent
Using the Reinhart-Rogoff dataset, we find a debt threshold not around 90 percent but around 30 […]
The lasso for high-dimensional regression with a possible change-point
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and […]
Testing for threshold effects in regression models
In this article, we develop a general method for testing threshold effects in regression models, using […]