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EDUCATION
1986 ~ 1990 Ph.D. in Economics (Econometrics), Stanford University
1988 ~ 1989 M.S. in Statistics, Stanford University
1983 ~ 1985 M.A. in Economics, Seoul National University
1979 ~ 1983 B.A. in Economics, Seoul National University
ACADEMIC POSITIONS HELD
2004.4.~ : Professor, School of Economics, Seoul National University
서울대학교 경제학부 교수
2004.2.~2004.3. : Visiting Professor, IMF
국제통화기금 (IMF) 방문교수
1999.4.~2004.3. : Associate Professor, School of Economics, Seoul National University
서울대학교 경제학부 부교수
2003.12.~ : Advisory Board, "Capital Market Forum," Korea Securities Research Institute
한국증권연구원 자본시장 포럼 자문교수
2002.7.~ : Senior Research Fellow, Center for Coporate Competitiveness, Seoul National University
서울대학교 기업경쟁력연구센터 연구위원
2003.6.~2003.8. : Visiting Associate Professor, ISER, Osaka University
일본 오사카대학교 사회경제연구소 방문부교수
2002.1.~2002.3. : Visiting Associate Professor, Department of Economics, Stanford University
미국 스탠포드대학교 경제학과 방문부교수
2001.6.~2001.8. : Visiting Associate Professor, ISER, Osaka University
일본 오사카대학교 사회경제연구소 방문부교수
2000.6.~2001.6. : Visiting Associate Professor, Department of Economics, Hong Kong University of Science and Technology
홍콩 과학기술대학교 경제학과 방문부교수
2000.1.~2000.3. : Visiting Associate Professor, Department of Economics, Stanford University
미국 스탠포드대학교 경제학과 방문부교수
1998~2000 : Member, Banking Section of the Financial Development Review Committee, The Korean Ministry of Finance and Economy
재정경제부 금융발전심의위원회 위원
1995.3.~1999.3. : Assistant Professor, School of Economics, Seoul National University
서울대학교 경제학부 조교수
1999.1.~1999.3. : Visiting Assistant Professor, Department of Economics, Stanford University
미국 스탠포드대학교 경제학부 방문조교수
1998.1.~1998.3. : Visiting Assistant Professor, Department of Economics, Stanford University
미국 스탠포드대학교 경제학부 방문조교수
1990.7.~1997.6. : Assistant Professor, Department of Economics, UCLA
미국 UCLA 대학교 경제학과 조교수
1988~1989 : Graduate Student Research Fellow, Stanford Center on Conflict and Negotiation
미국 스탠포드대학교 갈등과 협상연구소 대학원생 연구원
FIELDS OF RESEARCH
- Econometric duration analysis and its applications.
- Econometric analysis of credit ratings and firm failures
- Cross-section and panel data analysis
- Empirical analysis of financial markets
- Empirical analysis of the corporate governance issues
- Empirical IO
- Economic analysis of corporate bankruptcy procedures
Ph.D. DISSERTATION
"A Structural Approach to Bivariate Duration Analysis," Department of
Economics, Stanford University, 1990 (Thesis Advisor: Prof. T. Amemiya)
PROFESSIONAL AWARDS AND HONORS
1. Research Grant, UCLA, SNU, Stanford University, HKUST,
Osaka University, ICSEAD, 1990 - 2003
2. Research Grant, International Studies and Overseas Programs,
UCLA, 1992 - 1993.
3. Research Grant, Stanford Center on Conflict and Negotiation,
1988 - 1989.
4. Best Second-Year Paper Award, Department of Economics,
Stanford University,1988.
5. Stanford University Fellowship, Stanford University, 1986 - 1990.
PROFESSIONAL MEMBERSHIP
1. Membership in Econometric Society.
2. Membership in American Economic Association.
3. Membership in American Statistical Association.
4. Membership in Korean Econometric Society.
5. Membership in Center for Center for Coporate Competitiveness.
CURRENT RESEARCH INTERESTS
1. Econometrics
- Grouped duration analysis
- Attrition bias
- Panel data analysis
- Model specification test
- Measurement of liquidity
2. Applied Microeconomics
- Empirical analysis of corporate firms
- Economic analysis of bankruptcy procedures
- Econometric "damage" estimation
- Empirical analysis of electricity markets
- Lay-off unemployment duration (recall vs. new job)
- Organizational decision-making structure
3. Empirical Analysis of Financial Market Data
- Estimation of degree of market efficiency
- Estimation of interest term structure models
- Estimation of diffusion process
- Trading strategies based on hazard rate forecasting
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