Published Papers

Understanding regressions with observations collected at high frequency over long span

Yoosoon Chang (Indiana University), Ye Lu (University of Sydney), Joon Y. Park (Indiana University)
Quantitative Economics 16 (2025), 405–457

Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility

Chang, Y., Durlauf, S. N., Hu, B., & Park, J. Y.
Sociological Methods & Research (2025)

Current Projects

COVID Mortality Prediction Pre and Post Vaccine Availability

Yoosoon Chang (Indiana University), Sangmyung Ha (Indiana University), Joon Y. Park (Indiana University), Kosali Simon (Indiana University)

Using Machine Learning to Identify and Extract Climate-Driven Fluctuations in Peak Electricity Demand

Yoosoon Chang (Indiana University), Yongok Choi (Chung-Ang University), Joon Y. Park (Indiana University)

Market Returns Dormant in Option Panels

Yoosoon Chang (Indiana University), Youngmin Choi (City University of New York), Soohun Kim (KAIST), Joon Y. Park (Indiana University)

Using SVM to Estimate and Predict Large Dimensional Binary Choice Models

Yoosoon Chang (Indiana University), Guo Yan (University of Melbourne) , Joon Y. Park (Indiana University)

Working Papers

Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change

Yoosoon Chang, J. Isaac Miller and Joon Y. Park

The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve

Yoosoon Chang, Fabio Gomez-Rodriguez and Christian Matthes

Market Returns Dormant in Option Panels

Yoosoon Chang, Youngmin Choi, Soohun Kim and Joon Park

Oil and the Stock Market Revisited: A Mixed Functional VAR Approach

Hilde Bjornland, Yoosoon Chang and Jamie L. Cross
Norges bank working paper

The Effects of Economic Shocks on Heterogeneous Inflation Expectations

Yoosoon Chang (Indiana U), Fabio Gomez-Rodriguez (Lehigh U), Gee Hee Hong (IMF)
IMF working paper

A Trajectory-based Approach to Measuring Intergenerational Mobility

Yoosoon Chang, Steven N. Durlauf, Seunghee Lee and Joon Y. Park