Junsoo

Lee

Professor of Economics

William White McDonald Family Distinguished Faculty Fellow

Economics, Finance, & Legal Studies

Junsoo Lee headshot

Research Interests

Education

Ph.D, Economics, Michigan State University, 1991

Selected Publications

“International Comovements in Public Debt.” (With H. Isomitdinov, V. Arcabic, Y. Yun and J. Payne.) Economic Inquiry. April 2024.

“A Comparison of the Female and Male Racial Disparities in Imprisonment.” (With P. Pecorino and A. C. Souto.) Journal of Economics, Race, and Policy. June 2023.

“Nature of Comovements in US state and MSA Housing Prices,” (With A. Tidwell, Y. Lu and P. Banerjee.) Real Estate Economics, January 2023.

“Smooth Structural Changes and Common Factors in Nonstationary Panel Data: An Analysis of Healthcare Expenditures.” (With S. Nazlioglu. M. Tieslau, M. C. Karul, and Y. You.) Econometric Reviews. December 2022.

“Johansen-Type Cointegration Tests with a Fourier Function.” (With R. Pascalau, S. Nazlioglu and Y Yu.) Journal of Time Series Analysis. September 2022.

“Stochastic Convergence of Per Capita Greenhouse Gas Emissions: New Unit Root Tests with Breaks and a factor Structure.” (With J. Payne, M.T. Islam and S. Nazlioglu.) Energy Economics. September 2022.

“Testing for Stationarity with Covariates: More Powerful Tests with Non-Normal Errors.” (With S. Nazlioglu, C. Karul and Y. You.) Studies in Nonlinear Dynamics and Econometrics. March 2021.

“Time Varying Integration of the Sovereign Bond Markets in European Post-Transition Economies.” (With P. Šimović, M. Tkalec and M. Vizek.) Journal of Empirical Finance. March 2016.

“A Unit-root Test Using a Fourier series to Approximate Smooth Breaks.” (With Walter Enders.) Oxford Bulletin of Economics and Statistics. August 2012.

“Does Solicitation Matter in Bank Credit Ratings?” (With Benton Gup and Winnie Poon.) Journal of Money, Credit and Banking. March 2009.

“Nonrenewable Resource Prices: Deterministic or Stochastic Trend?” (With John A. List and Mark Strazicich.) Journal of Environmental Economics and Management. January 2006.

“Minimum LM Unit Root Tests with Two Structural Breaks.” (With M. Strazicich.) Review of Economics and Statistics. November 2003.

“Unit Root Tests Based on Instrumental Variables Estimation.” International Economic Review. (With P. Schmidt.) May 1994.

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