Jin Man Lee
Senior Economic Research Specialist,
Adjunct Assistant Professor.
Ph.D., University of Illinois at Chicago, 2001
Phone: (312) 996-8785 Fax: (312) 996-3344
E-Mail:jmlee@uic.edu
Homepage:http://www.uic.edu/~jmlee/
Fields of Interest : Econometrics, Time Series Analysis, Asymmetric Analysis of Time Series, Information and Internet Economics.
Selected Research :
"Unlocking the Sources of the Apparent Episodic Stationarity of the P/E Ratio: Impulse or Propagation?" (with G. Karras, H. Neuberger, and H. Stokes), forthcoming in The Review of Accounting and Finance.
"Why are postwar cycles smoother? Impulses or Propagation?" (with G. Karras and H. Stokes), Journal of Economics and Business, 58, 2006, pp309-406.
"Sources of Exchange-rate volatility", with G. Karras and H. Stokes, International Review of Economics and Finance, Vol. 14, 2005, pp 213-226.
"The volatility relationship between financial markets and output markets – Bivariate GARCH Approach", with E. Ahn, International Journal of Finance and Economics, forthcoming.
"Metropolitan Chicago Regional Rental Market Analysis: Rental Housing Supply Survey Report," November 1999. (co-authors: T. Johnson, M. Sagun, J. Dombrow, and Y. Cho).
"The Performance of Portmanteu Tests on Asymmetric Nonlinear Time Series," Working Paper.
Current Research Interests:
Regime Shift Business Cycle Model, Volatility Switching on Financial Market, Nonlinear Tests, Internet Traffic Analysis and Pricing on Internet.
Other Significant Accomplishments :
Lab Consultant at the College of Business Administration PC lab, 1994-1996
Instructor of Statistical Programs Workshop for economics graduate students, 1996-Current.
Computer consultant for the Institute of Government and Public Affairs (IGPA), 1997-2000.
CRSP and COMPUSTAT Database Administrator of the College of Business Administrator databases, 1997
Provided support for all computer equipment and software in the Department of Economics including the installation and maintenance of LINUX and UNIX servers and Local Area Network (LAN).
UIC Alumni Association Student Leadership Award, 1996.
President of the Korean Graduate Student Association (KGSA) at UIC, 1995-1996.
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