معرفی
Yongcheol Shin is a Full Professor at the University of York's Department of Economics and Related Studies, where he has been affiliated since September 2011. His research spans econometrics, financial risk, and time series analysis, with a focus on innovative methodologies for complex data structures.
His work integrates panel data modeling, network analysis, and quantile regression to address challenges in forecasting, financial contagion, and cross-sectional dependence. Recent projects explore:
- Dynamic quantile models for heterogeneous panels
- Business cycle synchronization via network topology
- Asymmetric responses in financial markets
With 157 publications, his articles frequently appear in top econometrics journals, emphasizing methodological rigor and empirical applications in macroeconomics and finance. Collaborative projects with international co-authors underscore his global research network.
