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

“Comovements in Military Spending: Evidence from a Dynamic Factor Model with Time-Varying Stochastic Volatility.” (With H. Isomitdinov and J. Payne.) Defense and Peace Economics. Forthcoming.

“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. Forthcoming.

“A Survey of Approaches to Convergence Tests of Emissions and Measures of Environmental Quality.” (With J. Payne and T. Islam.) Oxford Research Encyclopedia of Economics and Finance, Oxford University Press. Forthcoming.

“A Century-Long Dynamics and Convergence of Income Inequality among the U.S. States.” (With V. Arcabic, K. Kim and Y. You.) Economic Modelling. Forthcoming.

“Response surface estimates of the LM unit root tests.” (With S. Nazlioglu.) Economics Letters. July 2020.

“Public Debt and Economic Growth Conundrum: Nonlinearity and Inter-temporal Relationship.” (With V. Arčabić, J. Tica and R. Sonora.) Studies in Nonlinear Dynamics and Econometrics. February 2018.

“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.

“Stationarity Tests with Unattended Nonlinearity.” (With Walter Enders and Ralf Becker.) Journal of Time Series Analysis. May 2006.

“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.

“Quasi-Fixed Inputs and Long-Run Equilibrium in Production.” (With H. Y. Kim.) Journal of Applied Econometrics. January 2001.

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

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