■ 자기 소개
김재호 교수는 현재 (2022.03) 한양대학교 ERICA 경상대학 경제학부 및 일반대학원 응용경제학과의 부교수로 재직중이다. 2008년도에 한양대학교 ERICA경제학부를 졸업하고 2014년도에 University of Washington에서 경제학 박사학위를 취득하였다. 이후 2014년부터 2021년까지 University of Oklahoma 조교수를 역임하고, 2021년 8월부터는 한국개발연구원(KDI)에서 연구위원으로 근무하였다.
연구 분야는 실증 거시/금융 경제학이며, 최근 관심 연구 분야는
1) 기계학습(machine learning) 방법론들을 전통적 자산 가격 （asset pricing） 이론과 접목하여 새로운 자산 가격 분석 모형을 개발하는 것
2）머신러닝과 big data를 사용하여 실시간 주요 거시 변수를 예측하고 분석하는 것이다.
■ ACADEMIC AND PROFESSIONAL POSITIONS
[4] Associate professor Mar, 2022, Hanyang University – ERICA, South Korea
[3] Research Fellow (equivalent to associate professor in North American universities) Aug, 2021 - Feb, 2022, Korea Development Institute, South Korea
[2] Assistant Professor Aug, 2014 - Aug, 2021, Department of Economics, University of Oklahoma Norman, OK, U.S.
[1] Visiting Scholar May - Aug, 2016, 2017, Department of Macroeconomic Policy, Korea Development Institute, South Korea
■ FIELDS OF RESEARCH /TEACHING
Bayesian Econometrics, Machine learning, Empirical Finance, Empirical Macroeconomics
■ PUBLICATIONS IN REFEREED JOURNAL
[9] "Price Discovery under model uncertainty" Energy Economics (2022). with Scott Linn,
[8] "Bayesian Estimation of the Long-run Trend of the U.S. Economy" Empirical Economics (2022). with Sora Chon
[7] “Trend-cycle Decompositions of Real GDP Revisited: Classical and Bayesian Perspectives on an Unsolved Puzzle,” Macroeconomic Dynamics (2021) with CJ Kim
[6] “Does the Financial Leverage Effect Depend on Volatility Regimes?” Finance Research Letters (2021). with Sora Chon
[5] "Hidden group patterns in democracy developments: Bayesian inference for grouped heterogeneity." Journal of Applied Econometrics (2019). with Le Wang
[4] “Heterogeneous Endogeneity” Statistical Papers(2021). with Kevin Grier and Pallab Ghosh
[3] "An efficient sequential learning algorithm in regime-switching environments." Studies in Nonlinear Dynamics & Econometrics (2019). with Sunhyung Lee
[2] "Why are Bayesian Trend-cycle Decompositions of U.S.Real GDP so Different?" Empirical Economics (2020) with Sora Chon (
[1] Bayesian Inference of Regime-Switching ARMA Models with Absorbing States: Dynamics of Ex-Ante Real Interest Rate under Structural Breaks, Journal of Business and Economic Statistics (2015) with C-J Kim
■ WORKING PAPERS
[4] “Price discovery via long-run forecast" (Original Version 2022) with Scott C. Linn
[3] “Bayesian estimation of block covariance matrices" (Original Version 2022) with Drew Creal
[2] “Bayesian Estimation of Stochastic Discount Factor Models with Regression Trees" (Original Version 2021) with Drew Creal
[1] “Non-Markovian Regime Switching Models" (Original Version 2017, Recent Version 2020) with C-J Kim
■ REFEREE SERVICE
Journal of Econometrics, Journal of Business and Economic Statistics (4), Econometrics Review,
Journal of Banking and Finance, Journal of Empirical Finance (3), Journal of Economic Dynamics
and Control, Empirical Economics (2), Economic Bulletin (2), Economics Bulletin, Economic
Modelling (2), Contemporary Economic Policy, Journal of International Trade Law and Policy,
Korean Journal of Economics, Bulletin of Economic Research, Economia, Journal of Time Series
Econometrics, Journal of Labor Research
■ GRANTS AND AWARDS
[4] Junior Faculty Research Grant, University of Oklahoma, Norman 2015
[3] Grover and Creta Ensley Fellowship in Economic Policy, University of Washington 2011-2012
[2] Study Abroad Scholarship, Hanyang University, Seoul 2008-2010
[1] Summa Cum Laude, Hanyang University, Gyeonggi-do
■ DISSERTATION COMMITTEES
[8] Salimeh Abedini Birang (Committee Member; econ) present
[7] Tejas Ghirnikar (Committee Member; econ) 2019-2021
[6] Huiming Zhang (Committee Member; finance) 2019-2021
[5] Sunhyung Lee (Committee Member; Korea Institute for International Economic Policy) graduated in 2020
[4] Christine Strong (Committee Member; Old Dominion University) graduated in 2019
[3] Huiqiong Duan (Committee Member; University of Central Arkansas) graduated in 2018
[2] Sam Absher (Committee Member; RAND Corporation) graduated in 2018
[1] Ji Gu (Committee Member; Florida International University) graduated in 2018
■ TEACHING EXPERIENCE
Course Instructor, Hanyang University - ERICA, South Korea
[2] Introduction to econometrics (Undergraduate) 2022
[1] Introduction to monetary economics (Undergraduate) 2022
Course Instructor, University of Oklahoma, Norman
[3] Intermediate Macroeconomics (Undergraduate) 2016-2020
[2] Econometric Analysis (Undergraduate) 2014-2018
[1] Time Series Econometrics (Graduate) 2015-2020
Course Instructor, University of Washington, Seattle
[2] Introductory Microeconomics (Undergraduate) 2013
[1]Introductory Macroeconomics (Undergraduate) 2010
■ COMPUTER SKILLS
Python, Gauss, Matlab, SAS, Stata, EViews, Latex, MS office
■ LANGUAGES
English (fluent), Korean (native)