Yongcheol Shin (born 24 December 1960) is a South Korean-born British economist at the

University of York , mottoeng = On the threshold of wisdom , established = , type = Public research university , endowment = £8.0 million , budget = £403.6 million , chancellor = Heather Melville , vice_chancellor = Charlie Jeffery , students ...

. He has previously held positions at leading academic institutions such as

University of Cambridge , mottoeng = Literal: From here, light and sacred draughts. Non literal: From this place, we gain enlightenment and precious knowledge. , established = , other_name = The Chancellor, Masters and Schola ...

University of Edinburgh The University of Edinburgh ( sco, University o Edinburgh, gd, Oilthigh Dhùn Èideann; abbreviated as ''Edin.'' in post-nominals) is a public research university based in Edinburgh, Scotland. Granted a royal charter by King James VI in 15 ...

and

University of Leeds , mottoeng = And knowledge will be increased , established = 1831 – Leeds School of Medicine1874 – Yorkshire College of Science1884 - Yorkshire College1887 – affiliated to the federal Victoria University1904 – University of Leeds , ...

. His notable contributions to econometrics include asymmetric autoregressive distributed lag model,

unit root test In statistics, a unit root test tests whether a time series variable is non-stationary and possesses a unit root. The null hypothesis is generally defined as the presence of a unit root and the alternative hypothesis is either Stationary process, s ...

s in ESTAR framework, and the long-run structural

VAR Var or VAR may refer to: Places * Var (department), a department of France * Var (river), France * Vār, Iran, village in West Azerbaijan Province, Iran * Var, Iran (disambiguation), other places in Iran * Vár, a village in Obreja commune, Ca ...

modelling approach.

Education and career

Yongcheol Shin received his bachelor's degree in

English Literature English literature is literature written in the English language from United Kingdom, its crown dependencies, the Republic of Ireland, the United States, and the countries of the former British Empire. ''The Encyclopaedia Britannica'' defines E ...

in 1983 and Master's in Economics at the

Hankuk University of Foreign Studies Hankuk University of Foreign Studies (abbreviated as HUFS; Korean: 한국외국어대학교) is a private research university based in Seoul, in South Korea. HUFS consistently ranks as one of the best universities in South Korea. The university ...

South Korea South Korea, officially the Republic of Korea (ROK), is a country in East Asia, constituting the southern part of the Korea, Korean Peninsula and sharing a Korean Demilitarized Zone, land border with North Korea. Its western border is formed ...

in 1985. He received his PhD in economics from

Michigan State University Michigan State University (Michigan State, MSU) is a public university, public Land-grant university, land-grant research university in East Lansing, Michigan. It was founded in 1855 as the Agricultural College of the State of Michigan, the fi ...

in 1992. Currently, Shin is a professor at the Department of Economics and Related Studies at the

. Before he has worked as professor at the Department of Economics at the

Leeds University Business School Leeds University Business School is a business school in the University of Leeds, in Leeds, West Yorkshire, England. The school is accredited by AACSB, AMBA and EQUIS. Location Leeds University Business School is housed in several buildings ...

(University of Leeds) for seven years. Previously, he has worked as Senior Research Officer from 1995 to 1998 and Research Officer at the Department of Applied Economics,

. In 1995–1996, Shin served as short term consultant at the International Economics Department of the

World Bank The World Bank is an international financial institution that provides loans and grants to the governments of low- and middle-income countries for the purpose of pursuing capital projects. The World Bank is the collective name for the Interna ...

and at the

Citibank Citibank, N. A. (N. A. stands for " National Association") is the primary U.S. banking subsidiary of financial services multinational Citigroup. Citibank was founded in 1812 as the City Bank of New York, and later became First National City ...

International plc. London. He was a visiting professor at the SungKunKwan University,

Seoul Seoul (; ; ), officially known as the Seoul Special City, is the capital and largest metropolis of South Korea.Before 1972, Seoul was the ''de jure'' capital of the Democratic People's Republic of Korea (North Korea) as stated iArticle 103 ...

, and Wits University,

Johannesburg Johannesburg ( , , ; Zulu and xh, eGoli ), colloquially known as Jozi, Joburg, or "The City of Gold", is the largest city in South Africa, classified as a megacity, and is one of the 100 largest urban areas in the world. According to Demo ...

. From 1995 to 1997, he worked on the econometric software project, Working with Microfit, at the Cambridge University as hands-on session supervisions. Shin has served as

reader A reader is a person who reads. It may also refer to: Computing and technology * Adobe Reader (now Adobe Acrobat), a PDF reader * Bible Reader for Palm, a discontinued PDA application * A card reader, for extracting data from various forms of ...

from 2000 to 2004 and a lecturer at the

University of Edinburgh School of Economics The School of Economics at the University of Edinburgh is a division of the University's College of Humanities and Social Science in Edinburgh. While comprising a small school, the subject economics at the University has a long history. The firs ...

from 1998 to 2000. He was a professor at the Economics Division at the

from 2004 to 2011.

Academic merits

Shin has published and written more than 46 articles in leading scientific journals in the areas of

econometrics Econometrics is the application of Statistics, statistical methods to economic data in order to give Empirical evidence, empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," ''The New Palgrave: A Dictionary of ...

macroeconomics Macroeconomics (from the Greek prefix ''makro-'' meaning "large" + ''economics'') is a branch of economics dealing with performance, structure, behavior, and decision-making of an economy as a whole. For example, using interest rates, taxes, and ...

asset pricing In financial economics, asset pricing refers to a formal treatment and development of two main Price, pricing principles, outlined below, together with the resultant models. There have been many models developed for different situations, but cor ...

and empirical finance. His contribution to the ARDL model for the cointegration analysis with Mohammad Hashem Pesaran was introduced in the Cambridge University book, "Econometrics and Economic Theory in the 20th Century" (Ed. Steinar Strøm). He was awarded Best Paper Award 2002–2004 by

Econometric Reviews ''Econometric Reviews'' is a scholarly econometrics Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics," '' The New P ...

with Pesaran in 2005 for their research paper Long Run Structural Modelling.

Publications

* Greenwood-Nimmo, M.J.; Shin, Y.; and Van Treeck, T., The Asymmetric ARDL Model with Multiple Unknown Threshold Decompositions: An Application to the Phillips Curve in Canada. Working Paper Series, The Leeds University Business School, 2011 * Serlenga, L.; Shin, Y., Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors, Journal of Applied Econometrics, 22 (2), pp361–381, 2007 * Shin, Y; Snell, A, Mean group tests for stationarity in heterogeneous panels, Econometrics Journal, 9(1), pp123–158, 2006 * Shin, Y; Snell, A, Mean Group Tests for Stationarity in Heterogeneous Panels The Econometrics Journal, 2006 * Shin, Y; Kapetanios, G; Snell, A, Testing for Cointegration in Nonlinear Smooth Transition Error Correction Models Econometric Theory, 22, pp79–303, 2006 * Garratt, A; Lee, K; Pesaran, MH; Shin, Y, A Long Run Structural Macroeconometric Model of the UK Economic Journal, 113(4), pp412–455, 2003 * Garratt, A; Lee, K; Pesaran, MH; Shin, Y, Forecast Uncertainties in Macroeconomic Modeling: An Application to the UK Economy Journal of the American Statistical Association, 98(464), pp829–838, 2003 * Im, KS; Pesaran, MH; Shin, Y, Testing for unit roots in heterogeneous panels Journal of Econometrics, 115(1), pp53–74, 2003 * Pesaran, MH; Shin, Y, Long-Run Structural Modelling Econometric Reviews, pp49–87, 2002 * Chortareas, G; Kapetanios, G; Shin, Y, Nonlinear Mean-reversion in Real Exchange Rates Economics Letters, pp411–417, 2002 * Kapetanios, G; Shin, Y; Snell, S, Testing for a unit root in the nonlinear STAR framework Journal of Econometrics, 112(2), pp359–379, 2002 * Serlenga, L.; Shin, Y.; and Snell, A., A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models. Royal Economic Society Annual Conference 2002 165, Royal Economic Society. * Pesaran, MH; Shin, Y; Smith, RJ, Bounds testing approaches to the analysis of level relationships Journal of Applied Econometrics, 16(3), pp289–326, 2001

References

{{DEFAULTSORT:Shin, Yongcheol Academics of the University of Leeds Academics of the University of Cambridge Academics of the University of Edinburgh 1960 births Living people British people of Korean descent South Korean economists South Korean emigrants to the United Kingdom British economists Michigan State University alumni

Education and career

Academic merits

Publications

See also

References