Jin Man Lee
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: Housing and Real Estate Market, Econometrics, Time Series Analysis, Nonliear Asymmetric Time Series, International Financial Market
Selected Research:
"The role of asset flippers in a boom and bust real estate market" (with J. Choi),
Journal of Economic Asymmetries, Vol. 8 No. 2, 2011, 91-109.
"Asymmetric Threshold Linkages of Inter-Sector Activity in International Equity Markets" (with E. Ahn),
International Journal of Economics and Finance, Vol. 3, 2011, 52-64.
"Sources of output volatility from financial crisis in emerging marekts " (with K Pattanachak), Applied Financial Economics, Vol 20, 2010, pp 183-199.
"Why are the postwar cycles smoother? Impulses or Propagation?" (with G. Karras and H. Stokes),
Journal of Economics and Business, Vol. 58, 2006, 392-406.
"The volatility relationship between financial markets and output markets – Bivariate GARCH Approach", (with E. Ahn), Vol 6, 2006, pp 1-6, Applied Financial Economics.
"Sources of Exchange-rate volatility" (with G. Karras and H. Stokes), in International Review of Economics and Finance, Vol. 14, 2005, pp 213-226.
Current Research Interests:
Regime Shift Business Cycle Model
Volatility Switching on Financial Market
Housing and Real Estate Market
Asymmetric and Nonlinear Econometrics
International Finance
Other Significant Accomplishments:
Research Director, The Institute for Housing Studies, DePaul Universtion, 2008-Current.
Adjunct Professor, Econometrics and Statistics, The University of Chicago Booth School of Business, 2010.
Senior Economic Research Specialist, The University of Illinois at Chicago, 2001-2008
Instructor of Statistical Programs Workshop for economics graduate students, 1996-2008
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
Survey for the Regional Rental Market Analysis project funded by John D. & Catherine T. MacArthur Foundation, 1997-1998.
UIC Alumni Association Student Leadership Award, 1996
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