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Jin Lee

Ewha Womans University · Economics, Econometrics and Finance

About the Lab

Professor Jin Lee's research lab specializes in econometric and statistical methodologies with a focus on time series analysis, particularly in the context of financial and economic data. The lab develops advanced wavelet-based and spatial panel data models to address complex issues such as serial correlation, cross-sectional dependence, and degeneracy in long-run variance estimation. Additionally, the lab explores human-computer interaction and digital media design, applying theoretical frameworks from semiotics and graphic design to understand narrative structures in online games and user interface (UI) design in emerging media like IPTV. The interdisciplinary approach bridges quantitative econometrics with qualitative digital culture and design theory.

time series analysiswavelet methodsspatial panel datadigital media designnarrative structure

Research Overview

Papers
73
Total Citations
320
Papers (5y)
16
Primary Field
Economics, Econometrics and Finance

Research Output Trend

Figures are computed from collected data and may differ slightly.

Publications per year (5y)
16total
2021
2022
2023
2024
2025
Citations per year (5y)
1total
20212022202320242025

Selected Papers

15
1
Article|44 citations·2001
TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS
Jin Lee, Yongmiao Hong
SJR Q1Econometric Theory

A wavelet-based consistent test for serial correlation of unknown form is proposed. As a spatially adaptive estimation method, wavelets can effectively detect local features such as peaks and spikes in a spectral density, which can arise as a result of strong autocorrelation or seasonal or business cycle periodicities in economic and financial time series. The proposed test statistic is constructed by comparing a wavelet-based spectral density estimator and the null spectral density. It is asymp

Economics and EconometricsEconomics, Econometrics and Finance
2
Article|22 citations·2005
Estimating memory parameter in the US inflation rate
Jin Lee
SJR Q2Economics Letters
Economics and EconometricsEconomics, Econometrics and Finance
3
Article|7 citations·2008
온라인 게임의 업데이트 연구
이진

디지털 환경에서 단일 콘텐츠의 연속체적 진화 방식이라고 볼 수 있는 업데이트는 완벽함과 새로움을 동시에 지향한다. MMORPG와 같은 온라인 게임의 업데이트는 영속적인 월드라는 하나의 장(場)에 대해 지속적인 개선과 함께 새로운 콘텐츠를 생성하는 작업이다. 본 연구는 콘텐츠 진화의 관점에서 온라인 게임 업데이트의 유형을 분류하고, 기호학 이론을 통해 온라인 게임 업데이트가 이루어지는 구조를 살펴본다. 업데이트의 양태를 밝히는 것은 온라인 게임 월드에서 이루어지는 서사의 양상과 의미 형성 구조를 이해하는데 유의미하다고 할 수 있다.

4
Article|4 citations·2012
Size improvement of the KPSS test using sieve bootstraps
Jin Lee, Young Im Lee
SJR Q2Economics Letters
FinanceEconomics, Econometrics and Finance
5
Article|4 citations·2009
편집 디자인 측면에서의 IPTV UI 분석
이진
디자인융복합연구(구.인포디자인이슈)

IPTV는 기존 TV의 환경과는 다른 종류의 정보를 제공하며 차별된 인터페이스를 지닌다. IPTV 환경에서의 정보 탐색 과정에서 UI에 대한 새로운 연구 결과를 적용해야 한다. 이 연구에서는 IPTV의 UI의 분석방법으로 편집디자인의 이론을 적용하여 디자인 가이드라인을 모색해보았다. 첫 번째, 레이아웃의 구성에 있어서는 편집디자인의 그리드시스템 중 무리분수 사각형 이론에 준거한 그리드 시스템을 통해 비율을 정비하고, 독자의 시선의 흐름에 따라 사용자 입장을 분석하여 IPTV의 영상과 함께 나타나는 메뉴 바의 위치를 구성하는 것이 가능하였다. 두 번째, 타이포그래피의 연구에서는, 고딕체의 사용에서 가독성과 주목성이 높게 나타났다는 점과 서체의 크기에 따라 본문용으로는 28pt에서, 제목용으로는 34pt에서 가독성이 높게 드러났다는 점으로 보아 편집디자인의 디자인가이드라인과 흡사한 결과를 나타내어 타이포그래피 연구의 중요성을 지닌다는 것을 알 수 있었다. 마지막으로 HDTV의 개발로 인

6
Article|4 citations·2014
MMORPG 트레일러에 나타난 여신 모티프 연구
이진

The purpose of this paper is to remark phenomenon that concentrated the Goddess motif which providesinitial narrative experience in MMORPG trailer and to analyze a aspect of representation and narrative function. The Goddess Motif which makes lacks triggers the participation of players. That is represented a active marginalperson who saves defectively for players becoming hero, and a passive object who be allowed reward under seal. Although it is different form detail narrative aspects, the pers

7
Article|3 citations·2020
Development of a Win Production Function and Evaluation of Cross-Sectional Dependence
Jin Lee, Young Hoon Lee
SJR Q1Journal of Sports Economics

We consider correlations between pairs of teams when deriving a win production function for professional baseball teams. Previous empirical studies derived win production estimates based on the assumption that the error terms were independent, but this is not reasonable given that a win is a relative output. The total number of wins per season is fixed: all teams share wins, in that a win for one team is a loss for the opponent. We applied spatial panel data models to a Major League Baseball dat

Economics and EconometricsEconomics, Econometrics and Finance
8
Article|3 citations·2011
Nonparametric Testing for Long-Run Neutrality with Applications to US Money and Output Data
Jin Lee
SJR Q2Computational Economics
General Economics, Econometrics and FinanceEconomics, Econometrics and Finance
9
Article|3 citations·2010
Long-run Variance Estimation for Linear Processes Under Possible Degeneracy
이진

We analyze the asymptotic behavior of the long-run variance estimator for linear processes under degeneracy, where the spectral density function near the origin equals to zero. Given degeneracy which typically arises from over-differencing, standard results in the literature of heteroskedasticity and autocorrelation consistent (HAC) estimation are invalid. We provide asymptotic distribution of the long-run variance estimator from long term trends in linear processes. Further, we propose a test s

10
Article|3 citations·2008
프랙털 기하학을 응용한 의상디자인 연구
이진, 장남경

The purpose of this study was to express design motive by the application of fractal geometry through digital textile printing(DTP), and then apply it to fashion design. Through this process, this study intended to develop unique pattern and create value-added fashion. The results of this study were as followings: First, ‘Kai’s Power Tools(KPT)’ can create a great number of different fractal images with one image. This can be an important tool to create unique and creative textile design pattern

11
Article|2 citations·2018
모바일 게임 플랫폼에서의 플레이 경험 연구- 발터 벤야민의 산책자(Flâneur) 개념을 중심으로 -
이진

본 연구는 모바일 게임 플랫폼에서의 플레이 경험을 발터 벤야민(Walter Benjamin)의 ‘산책자(Flâneur)’ 개념을 통해 고찰하는 것을 목적으로 한다. 벤야민의 산책자는 주체와 행위, 공간을 아우르는 복합적인 개념으로서 모바일 게임의플레이어와 플레이, 공간을 통합적으로 살펴볼 수 있는 기반을 제공한다. 다층적인물인 산책자의 세부적 인물형들을 통해 모바일 게임의 플레이어가 놓인 맥락과정체성에 대해 접근할 수 있다. 보헤미안적 구경꾼으로서의 산책자는 거리감을 유지한 채 스펙터클로서 전투를 바라보게 되는 모바일 역할수행 게임의 플레이어를, 적극적으로 사건을 재구성하는 탐정으로서의 산책자는 실제 공간에서 가상의 의미를 탐색하는 위치기반 게임의 플레이어가 놓인 맥락을 함축적으로 제시한다. 각각의모바일 게임 장르에서 플레이어들은 산책자 플레이를 통해 각기 다른 공간적 변화를직간접적으로 마주하게 된다. 모바일 역할수행 게임의 경우, 수집과 강화를 통해역사적이고 사회적 경험을 배제한

12
Article|2 citations·2009
Testing for risk spillover between stock market and foreign exchange market in Korea
이진, 이항용

We investigate how risk spills over between stock market and foreign exchange market in Korea where risk is defined by extreme negative values below 5% value at risk. For this purpose, we employ Granger causality tests in risk proposed by Hong, Liu, and Wang (2009). We compare the results from Granger causality test in risk with the results from traditional Granger causality test in mean. In the 1992-2009 sample periods, we find that causality in risk runs in both directions while Granger causal

13
Article|1 citations·2019
Effects of incorrect detrending on the coherency between non-stationary time series processes
Jin Lee
SJR Q3Communications for Statistical Applications and MethodsOA

We study the effect of detrending on the coherency between two time series processes. Many economic and financial time series variables include nonstationary components; however, we analyze the two most popular cases of stochastic and deterministic trends. We analyze the asymptotic behavior of coherency under incorrect detrending, which includes the cases of first-differencing the deterministic trend process and, conversely, the time trend removal of the unit root process. A simulation study is

Economics and EconometricsEconomics, Econometrics and Finance
14
Article|1 citations·2021
Appropriate Technology and Field Application of Non-powered Water Purification System Using Nanofiber Membrane
Jin Lee, Byeong Gweon Yun, Kyoung Gu Han, Seung‐Hoon Lee, Cheol Hyeon Kim, Chan Kim, Yunho Lee, Dongwhi Lee, Seunghyeok Lee, Kyoung‐Woong Kim
Academic Society for Appropriate TechnologyOA

2 (GIST) , . , PVDF , . Pilot-scale (3000-5000 L/day) (, ) 2017 8 3 . 14-92 L/(m 2 h) (99.99% ) . , .

BiomaterialsMaterials Science
15
Article|0 citations·2018
The Long and Short Run Co-movements among Housing Prices of Districts in Seoul
Jin Lee, Hangyong Lee
Journal of Korean Economic Analysis
Economics and EconometricsEconomics, Econometrics and Finance

Research Areas

Economics and EconometricsFinanceGeneral Economics, Econometrics and FinanceBiomaterialsElectronic, Optical and Magnetic MaterialsStatistics, Probability and Uncertainty

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