Seung Hyun Kim

I am a Ph.D. student in Economics at Princeton University. My research focuses on econometric theory, particularly Bayesian and time-series econometrics, with applications to structural macroeconomic models and financial economics.
You can contact me at seunghyun@princeton.edu

Fields of Interest

Primary Interests: Econometric Theory, Bayesian Econometrics, Time Series Econometrics
Additional Interests: Network Econometrics, Financial Economics

Working Papers

"Locally Robust Bayesian Inference of DSGE Models"

Estimates heterogeneous agent DSGE models, including the KS and one-asset HANK models, in a manner robust to local misspecification in calibrated parameters.

"Closed Form Augmentations for Locally Robust Bayesian Inference", under review

Develops a computationally tractable Bayesian inference procedure that is robust to local misspecification of calibrations or first-stage estimates in structural models, with applications to DDC and DSGE models.

"When Falling Stars hit the Zero Lower Bound: Implications for Dynamic Term Premiums", with Kyu Ho Kang, under review

Studies how the term premium is affected by structural changes in term structure dynamics during periods when the ZLB is binding, in the context of the falling stars by Bauer and Rudebusch (2020). Finds that such structural changes influences term premium estimates not only during the ZLB period, but also during periods when the economy is away from the ZLB.

Lecture Notes