Calle Madrid, 126 28903 Getafe (Madrid), Spain Tel: 34 91 624 8668 Fax: 34 91 624 9875 Email: smoon@eco.uc3m.es https://sites.google.com/site/web4moon/ Seongman Moon Curriculum Vitae December 2012 Current Position: Assistant Professor, October 2005-present, Past Positions: Visiting Professor, June-August 2012, Sogang University Visiting Professor, February, 2011-February, 2012, Sogang University Education: Ph.D. Economics Arizona State University 2005 M.A. Economics Sogang University (Korea) 1996 B.A. Economics Sogang University (Korea) 1994 Fields of Concentration: International Finance, Macro Finance, Financial Econometrics. Publications: 1. Age Restriction and Property Values, (with Karl L. Guntermann) Journal Real Estate Research, 24 (3), 263-278, (2002). 2. Tests for m-dependence Based on Sample Splitting Methods, (with Carlos Velasco) Journal of Econometrics, Forthcoming.
Papers under Review: 3. On the Properties of Regression Tests of Stock Return Predictability using Dividend- Price Ratios, (with Carlos Velasco) [R&R]. 4. Risk Channels of Pricing and Production: A Model of Inertial Prices and Cyclical Markups, (with Seong-Hoon Kim) [submitted]. 5. Do Spot Return Regressions Convey Valid Information?, (with Carlos Velasco) [submitted]. 6. The Effect of Designated Driver Service Availability on Drunk Driving Behaviors and Consequences, (with Jinwha Chung and Hailey Hayeon Joo) [submitted]. Working Papers: 7. What CPI-PPI Spread Tells Us about Business Cycles, (with Seong_Hoon Kim). 8. Refundability and Prices: Evidence From the Airline Industry, (with Makoto Watanabe). 9. Recycling Failures, (with Leo Ferraris). 10. What Causes the Strong Predictability of US Dollar Excess Returns in the 1980s, (with Carlos Velasco). 11. New Empirical Evidence on the Predictability of Foreign Excess Returns, (with Carlos Velasco). 12. Profits in (Partial) Equilibrium and (General) Disequilibrium, (with Seong-Hoon Kim). 13. Are Real Exchange Rates Mean-Reverting?: Variance Ratio Tests for Panel Data Sets, (with Carlos Velasco). 14. The Forward Premium Anomaly: Can Sticky Price Models Generate Highly Volatile Risk Premia?. 15. Output Persistence: Calvo versus Taylor Staggered Nominal Contracts. 16. Price Adjustments and Real Exchange Rate Persistence.
Presentations: 2012: 2012 EEA-ESEM: Malaga, Spain Sogang University: April Korea University: April University of St Andrews: November 2011: 16th International Economic Association: Beijing, July 15th Macroeconomic Analysis and International Finance 2011: Greece, June 2011 EEA-ESEM: Oslo, August Sogang University: March, May University of Seoul: September Hanlim University: October Korea University: November 2010: 2010 MFA: Las Vegas, February 2010 Econometric Society of World Congress: Shanghi, August 2009: 2009 EEA-ESEM: Barcelona, August 2009 NBER-NSF Conference: Davis, September 2009 International Symposium on Econometric Theory and Applications: Kyoto, July 2009 Far Eastern Meeting of the Econometric Society: Tokyo, August CEMFI, Madrid, May. JEI2009: Vigo, September 2008: 2008 NBER-NSF Conference, Aarhus, September. 2005: Cornell University, February Universidad Carlos III, March Arizona State University, June. 2004: 2004 Midwest Macroeconomics Meetings, May 2004 Far Eastern Meeting of the Econometric Society, July
Honors and Awards: 1999-2005 Graduate Fellowship Arizona State University Summer 2004 Basha Heritage Fellowship Arizona State University Spring 2004 Graduate Grant Arizona State University Summer 2002 Basha Heritage Fellowship Arizona State University 1998-1999 Graduate Fellowship University of Rochester Summer 1996 Awarded in Paper Contests for Undergraduate and Graduate Students Samsung Company Teaching Experience: Lecturer International Economics (Graduate), Universidad Carlos III International Economics (Under), Universidad Carlos III Macro Economics III (Under), Universidad Carlos III Macro Economics II (Under), Universidad Carlos III Macro Economics I (Under), Universidad Carlos III Dynamic Macroeconomics (Under), Universidad Carlos III Economic Growth (Under), Universidad Carlos III International Finance (Graduate), Sogang University Intermediate Macro Economics (Under), Arizona State University Quantitative Analysis (Under), Arizona State University Teaching Assistant Principle of Macro Economics (Under), Arizona State University : 2000 Econometrics I (PhD), Arizona State University : 2003 Other Research Experience: 2001 2005 Research Assistant Prof. Manuel Santos 2001 Research Assistant Prof. Richard Rogerson 2000 2001 Research Assistant Prof. Karl Guntermann
References Prof. Manual Santos Prof. Carlos Velasco University of Miami PO Box 248027 Calle Madrid 126 Coral Gables, Florida 33124 USA Getafe, Madrid, 28903, Spain Tel: +1 3052843984 Tel: +34 916249646 m.santos2@miami.edu Carlos.Velasco@uc3m.es Prof. Jesus Gonzalo Prof. Seonghoon Jeon Sogang University Calle Madrid 126 1-1, Shinsu-dong Getafe, Madrid, 28903, Spain Mapo-gu Seoul, Korea Tel: +34916249853 Tel: +8227058517 jesus.gonzalo@uc3m.es jeonsh@sogang.ac.kr