{"id":1455,"date":"2025-02-28T16:16:56","date_gmt":"2025-02-28T07:16:56","guid":{"rendered":"http:\/\/econ2025.innofish.kr\/portfolio-items\/%eb%a5%98%eb%8d%95%ed%98%84\/"},"modified":"2025-04-18T14:49:12","modified_gmt":"2025-04-18T05:49:12","slug":"ryu-deockhyun","status":"publish","type":"avada_portfolio","link":"https:\/\/econ.cau.ac.kr\/en\/portfolio-items\/ryu-deockhyun\/","title":{"rendered":"Ryu, Deockhyun"},"content":{"rendered":"
Email : dhryu@cau.ac.kr Ph.D. Economics, Rice University, Houston, Texas, 1999 ~ 2004 2013~2013 Visiting Associate Professor, Department of Economics, Rice University, USA non-linear time series analysis, growth convergence, PPP hypothesis, mean reversion of stock prices, public capital productiveity, fertility rate and economic growth<\/p>\n \u2013 Ph.D Thesis \u2013 Published papers \ud55c\uad6d\uc758 \uc678\ud658\uc704\uae30\uc5d0 \uad00\ud55c \uc2e4\uc99d\uc801 \uc5f0\uad6c, KDI \uc815\ucc45\uc5f0\uad6c, 1999\ub144. (\ud64d\uae30\uc11d\uacfc \uacf5\uc800) Measuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach (co-authored), submitted to a journal (Undergraduate) Econometrics, Macroeconomics, Monetary Finance Professor<\/p>\n","protected":false},"author":2,"featured_media":1038,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"portfolio_category":[40],"portfolio_skills":[],"portfolio_tags":[],"class_list":["post-1455","avada_portfolio","type-avada_portfolio","status-publish","format-standard","has-post-thumbnail","hentry","portfolio_category-current-professor-en"],"acf":[],"aioseo_notices":[],"_links":{"self":[{"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/avada_portfolio\/1455","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/avada_portfolio"}],"about":[{"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/types\/avada_portfolio"}],"author":[{"embeddable":true,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/comments?post=1455"}],"version-history":[{"count":3,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/avada_portfolio\/1455\/revisions"}],"predecessor-version":[{"id":2352,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/avada_portfolio\/1455\/revisions\/2352"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/media\/1038"}],"wp:attachment":[{"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/media?parent=1455"}],"wp:term":[{"taxonomy":"portfolio_category","embeddable":true,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/portfolio_category?post=1455"},{"taxonomy":"portfolio_skills","embeddable":true,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/portfolio_skills?post=1455"},{"taxonomy":"portfolio_tags","embeddable":true,"href":"https:\/\/econ.cau.ac.kr\/en\/wp-json\/wp\/v2\/portfolio_tags?post=1455"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
\nPhone : 02-820-5488
\nRoom : 1025 Centennial
\nPersonal Webpage : http:\/\/club.cyworld.com\/club\/main\/club_main.asp?club_id=52119260<\/a><\/p>\n<\/div><\/div><\/div><\/div><\/div>Education and Professional Experience<\/h4><\/a><\/li>
Research and Teaching<\/h4><\/a><\/li><\/ul><\/div>
Education<\/h5>\n
\nUSA M.A., Economics, Graduate School, Seoul National University 1992 ~ 1994
\nB.A., Economics, Seoul National University 1988 ~ 1992<\/p>\nExperience<\/h5>\n
\n2012 Korean Finance Award, Korea Finance Association
\n2011~Present editorial editor, \u300cEconomics Research\u300d, Korea Economic Association
\n2009~Current editors, \u300cFinancial Studies\u300d, Korea Finance Association
\n2007~Present Associate Professor, Associate Professor, Professor, College of Business and Economics, Chung-Ang University
\n2010~2011 Assistant Secretary, Korea Economic Association
\n2010~2011 Secretary General, Korea Financial Association
\n2004~2007 Head of Taxation & Finance Team, Financial Analysis Center, Korea Institute of Public Finance (KIPF)
\n1994~1999 Principal Researcher, Korea Development Institute (KDI)<\/div>Research Interests<\/h5>\n
Selected Publications<\/h5>\n
\nMean Reversion in Macroeconomic and Financial Data, 2004. 5, Rice University
\n(Dissertation Committee: Professor Mahmoud A. El-Gamal, Joon Y. Park, Kathy Ensor)<\/p>\n
\nWhat determines the economic size of a nation in the world:Determinants of a nation\u2019s share in world GDP vs. per capita GDP, Structural Change and Economic Dynamics 51, 2019, pp.203-214 (with K. Lee and J.Park)
\nThe robustness of population-weighted individual income distribution dynamics, Journal of Economic Research 24, 2019, pp. 323-342. (with W. Song)
\nHow to measure a spillover effect of public capital stock: a spatial stochastic frontier model, Advances in Econometrics (AIE), Vol. 37, pp.259-294, 2016. (with Jaepil Han and Robin Sickles)
\nFiscal Spending and Economic Growth, Journal of Economic Development, Vol. 40, No.4, pp. 91-105, 2015.
\nMeasuring the Speed of Convergence of Stock Prices: A Nonparametric and Nonlinear Approach, Economic Modelling 51, pp.227-241, 2015 (with Hyeong-Woo Kim) (SSCI)
\nSpillover Effects of Public Capital Stock using Spatial Frontier Analyses: A First Look at the Data (\uacf5\uc800), Productivity and Efficiency Analysis: Proceedings from the 2014 North American Productivity Workshop, W. Greene, R.Sickles, L.Khalaf, M.Veal, and M. Voia (Eds.), New York: Springer, 2015.
\nA nonparametric study of real exchange rate persistence over a century, International Review of Economics and Finance, 37, March, pp. 206-418, 2015 (with Hyeong-Woo Kim) (SSCI)
\nDo Private Tutoring Expenditures Raise Academic Performance? Evidence from Middle School Students in South Korea, Asian Economic Journal, 27, No.1, pp.59-83, 2013 (with Changhui Kang) (SSCI)
\nNon-stationarity and Stochastic Stability of Relative Income Clubs, Review of Income and Wealth, 59, No.4, pp.756-775, 2013 (with Mahmoud A. El-Gamal) (SSCI)
\nIssues with a chained-type price index: An analysis with the producer price index, Journal of Economic Development, Vol. 36, No.3, 2011. (with Cheolbum Park)
\nShort memory and the PPP hypothesis (with Mahmoud A. El-Gamal), Journal of Economic Dynamics and Control, Vol.30(3), pp. 361-391, 2006. (SSCI)<\/p>\n
\n\uc9c0\uc5ed\ubcc4 \uc0ac\ud68c\uac04\uc811\uc790\ubcf8 \uc2a4\ud1a1\uc758 \uc801\uc815\uaddc\ubaa8, \u300e\uacf5\uacf5\uacbd\uc81c\u300f(\ud55c\uad6d\uc7ac\uc815\ud559\ud68c), 2006\ub144
\n\ucd9c\uc0b0\uc728\uacfc \uc5ec\uc131\ub178\ub3d9\uacf5\uae09\uc5d0 \ub300\ud55c \uac70\uc2dc\uc801 \uc2e4\uc99d\ubd84\uc11d, \u300e\uacf5\uacf5\uacbd\uc81c\u300f(\ud55c\uad6d\uc7ac\uc815\ud559\ud68c), 2007\ub144.
\n\uacf5\uc801\uc790\uae08 \uc0c1\ud658 \ud2b9\ubcc4\uae30\uc5ec\uae08 \uc218\ub0a9 \uc608\uc0c1\uc561 \ucd94\uc815\uacfc \uc815\ucc45\uc801 \ub300\uc751\ubc29\uc548 \uc5f0\uad6c, \u300e\uae08\uc735\uc548\uc815\uc5f0\uad6c\u300f(\uc608\uae08\ubcf4\ud5d8\uacf5\uc0ac), 2007\ub144. (\uacf5\uc800)
\n\ubd84\uc57c\ubcc4 \uc7ac\uc815\uc9c0\ucd9c\uc758 \uad6c\uc870\uc640 \uacb0\uc815\uc694\uc778 \ubd84\uc11d,\u300e\uc7ac\uc815\ud559\uc5f0\uad6c\u300f(\ud55c\uad6d\uc7ac\uc815\ud559\ud68c), 2008\ub144.
\n\ucd9c\uc0b0\uc728 \ubc0f \uc5ec\uc131\uace0\uc6a9 \uc81c\uace0 \uc815\ucc45\uc774 \uc131\uc7a5\uc7a0\uc7ac\ub825\uc5d0 \ubbf8\uce58\ub294 \uc601\ud5a5,\u300e\ud55c\uad6d\uc778\uad6c\ud559\u300f (\ud55c\uad6d\uc778\uad6c\ud559\ud68c), 2008\ub144.
\n\uc815\ubd80\ubd80\ubb38 \uc790\ubcf8\uc2a4\ud1a1\uacfc \ucd1d\uc694\uc18c\uc0dd\uc0b0\uc131,\u300e\uc7ac\uc815\ud559\uc5f0\uad6c\u300f(\ud55c\uad6d\uc7ac\uc815\ud559\ud68c), 2008\ub144.
\n\ub099\ud6c4\uc9c0\uc5ed \uac1c\ubc1c\uc0ac\uc5c5\uc758 \uacbd\uc81c\uc801 \ud6a8\uacfc,\u300e\uc7ac\uc815\ud559\uc5f0\uad6c\u300f(\ud55c\uad6d\uc7ac\uc815\ud559\ud68c), 2009\ub144.(\uacf5\uc800)
\n\uc77c\uc120\uc218\ud611\uc758 \uacbd\uc601\uac1c\uc120 \uc790\uad6c\ub178\ub825 \ud3c9\uac00\uc5d0 \uad00\ud55c \uc2e4\uc99d\ubd84\uc11d,\u300e\uc218\uc0b0\uacbd\uc601\ub860\uc9d1\u300f(\ud55c\uad6d\uc218\uc0b0\uacbd\uc601\ud559\ud68c), 2010\ub144. (\uacf5\uc800)
\n\uad50\uc721\ubd84\uc57c \uc815\ubd80\uc9c0\ucd9c\uc758 \ud6a8\uc728\uc131 \uce21\uc815\uacfc \uacb0\uc815\uc694\uc778,\u300e\uc7ac\uc815\ud559\uc5f0\uad6c\u300f(\ud55c\uad6d\uc7ac\uc815\ud559\ud68c), 2010\ub144. (\uacf5\uc800)
\n\uc778\ubc14\uc6b4\ub4dc \uad00\uad11\uc218\uc785\ucd94\uc815\uc744 \ud1b5\ud55c \uc815\ucc45\uc801 \ub300\uc751 \ubc29\uc548 \uc5f0\uad6c,\u300e\uad00\uad11\ud559\uc5f0\uad6c\u300f(\ud55c\uad6d\uad00\uad11\ud559\ud68c), 2010\ub144.
\n\uc2e4\uc9c8 \uc6d0\u00b7\ub2ec\ub7ec \ud658\uc728\uc758 \uad50\uc5ed\uc7ac\u00b7\ube44\uad50\uc5ed\uc7ac \ubd80\ubb38\ubd84\ud574\uc640 \uad6c\ub9e4\ub825 \ud3c9\uac00\uac00\uc124 \uac80\uc99d, \u300e\ub300\uc678\uacbd\uc81c\uc5f0\uad6c\u300f, \uc81c15\uad8c \uc81c3\ud638, 2011\ub144 (\uacf5\uc800)
\n\uc624\ucfe4\uc758 \ubc95\uce59\uc5d0 \ub300\ud55c \uc7ac\ud574\uc11d, \ub178\ub3d9\uacbd\uc81c\ub17c\uc9d1, 2012\ub144.(\uacf5\uc800)
\n\ub0b4\uc0dd\uc801 \uacbd\uc81c\uc131\uc7a5\ubaa8\ud615\uc744 \ud65c\uc6a9\ud55c \uc0ac\ud68c\uac04\uc811\uc790\ubcf8(SOC) \ud22c\uc790 \uc801\uc815\uc131\uc758 \ud3c9\uac00, \uad6d\ud1a0\uc5f0\uad6c, \uc81c73\uad8c, 2012\ub144 6\uc6d4, pp.83-97, 2012\ub144.
\n\uc7ac\uc815\uc900\uce59\uc758 \uc7ac\uc815\uac74\uc804\ud654 \ud6a8\uacfc\ubd84\uc11d, \uc7ac\uc815\ud559\uc5f0\uad6c, \uc81c6\uad8c \uc81c1\ud638, pp.1-25, 2013\ub144.
\n\uac70\ubc84\ub10c\uc2a4\uc640 \uc7ac\uc815\uc131\uacfc, \uc608\uc0b0\uc815\ucc45\uc5f0\uad6c, \uc81c4\uad8c, \uc81c1\ud638, pp. 29-56, 2015\ub144.
\n\ud55c\uad6d \ud68c\uc0ac\ucc44\uc2dc\uc7a5\uc758 \uc2e0\uc6a9\uc2a4\ud504\ub808\ub4dc\uc758 \uc9c0\uc18d\uc131, \uc751\uc6a9\uacbd\uc81c, \uc81c17\uad8c \uc81c4\ud638, pp.79-103, 2015\ub144. (\uacf5\uc800)
\n\uc7ac\uc815\uaddc\ubaa8\uc640 \uacbd\uc81c\uc131\uc7a5\uc758 \ube44\uc120\ud615\uad00\uacc4 \ucd94\uc815, \uc7ac\uc815\ud559\uc5f0\uad6c, \uc81c9\uad8c \uc81c4\ud638, pp.89-119, 2016\ub144
\nSOC \uad50\ud1b5 \ubd84\uc57c \uc7ac\uc815\uc9c0\ucd9c\uc758 \uad6d\uc81c\ube44\uad50, \uc608\uc0b0\uc815\ucc45\uc5f0\uad6c, \uc81c6\uad8c, \uc81c2\ud638, pp.1-19, 2017\ub144
\n\uc7ac\uc815\uac1c\ud601\uacfc \uacbd\uc81c\uc131\uc7a5: \ud1b5\uc81c\uc9d1\ub2e8\ud569\uc131\ubc95(SCM)\uc744 \uc774\uc6a9\ud55c \uc811\uadfc, \uc7ac\uc815\ud559\uc5f0\uad6c, \uc81c11\uad8c \uc81c3\ud638, pp. 143-175, 2018\ub144.
\n\ubcf5\uc9c0\uc7ac\uc815\uacfc \uad50\uc721\uc7ac\uc815 \uc801\uc815\uc131 \uc804\ub9dd\uacfc \uc9c0\ubc29\uc7ac\uc815 \uc6b4\uc6a9\uc5d0\uc758 \uc2dc\uc0ac\uc810, \uacbd\uc81c\ubc1c\uc804\uc5f0\uad6c, \uc81c24\uad8c \uc81c4\ud638 pp. 1-22, 2018\ub144 (\uacf5\uc800)
\n5\u00b718\ubbfc\uc8fc\ud654\uc6b4\ub3d9\uc774 \uc9c0\uc5ed\uacbd\uc81c\uc5d0 \ubbf8\uce5c \uacbd\uc81c\uc801 \uc601\ud5a5 \ubd84\uc11d: \ud1b5\uc81c\uc9d1\ub2e8\ud569\uc131\ubc95(SCM)\uc744 \uc774\uc6a9\ud55c \uc811\uadfc, \ubd84\uc11d\uacfc \ub300\uc548, \uc81c6\uad8c 2\ud638, pp.155-183, 2022\ub144 (\uacf5\uc800)<\/p>\nWorking papers<\/h5>\n
\nA nonparametric study of real exchange rate persistence over a century (co-authored), submitted to a journal
\nHow to measure a spillover effect of public capital stock: a spatial stochastic frontier model (co-authored)<\/p>\nCourses<\/h5>\n
\n(Graduate) Repair and econometric seminar<\/div><\/div><\/div><\/div><\/div><\/div><\/div><\/p>","protected":false},"excerpt":{"rendered":"