Carson College of Business Faculty Directory

Carson College Directory

Sung Ahn

Professor
Finance and Management Science

Contact

Phone: (509) 335-6819
Office: TODD 466

Education

  • PhD (University of Wisconsin)
  • MS (Department of Mathematics, Wright State University)
  • BS (Seoul National University)

Sung Ahn

Dr. Ahn is a professor in the Department of Finance and Management Science and Associate Dean for International Programs at the Carson College of Business at Washington State University, where he has been a faculty member since 1989. He earned his Ph.D. in Statistics from the University of Wisconsin-Madison in 1987. He is an elected Fellow of the American Statistical Association since 2009. His primary research and teaching interests include the modeling and forecasting of time series data, especially in business and economics. He has numerous research papers published in the Journal of the American Statistical Association, Biometrika, Journal of Time Series Analysis, Journal of Econometrics, and Oxford Bulletin of Economics and Statistics, among others. He has served on the editorial board of the Journal of Statistical Computation and Simulation, Econometrics and Statistics, Review of Applied Economics, International Economics and Finance Journal, and Communications for Statistical Applications and Methods. He served as a Fulbright Senior Specialist between 2002 and 2006 and served as a Fernand Braudel Senior Fellow of the European University Institute from February to May 2011. He served as chair of the Department of Management and Operations from 2006 to 2010. He also served as president of the Korean Statisticians in America from 1993 to 1995 and from 1998 to 2000.

Research Interests

cointegration
financial econometrics
mixed frequency data
modeling and forecasting time series data
multivariate analysis
time series

Teaching Interests

modeling and forecasting of time series data in business and economics
statistics

Journal Articles

  • H. Hong, S. K. Ahn, S. Cho Estimation of Error Correction Model with Measurement Errors Journal of Statistical Computation and Simulation, 2016
  • Sung Ahn, Hanwoom Hong, Sinsup Cho Estimation of cointegrated models with exogenous variables Journal of Statistical Computation and Simulation, 2015
  • Siew-Voon Soon, Ahmad Baharumshah, Sung Ahn Real exchange rate dynamics in the Asian economies: Can regime shifts explain purchasing power parity puzzles? Global Economic Review, 2015
  • Byeongchan Seong, Sung Ahn, Peter Zadrozny Estimation of vector error correction models with mixed-frequency data Journal of Time Series Analysis / A Journal Sponsored by the Bernoulli Society for Mathematical Statistics and Probability, 2013
  • Poomthan Rangkakulnuwat, A.K.M. Morshed, H Wang, Sung Ahn Price convergence in US cities: A cointegration approach with two structural breaks Applied Economics, 2012
  • Suk Park, Sung Ahn, Sinsup Cho Generalized method of moments estimation for cointegrated vector autoregressive models Computational Statistics and Data Analysis, 2011
  • Byeongchan Seong, Sung Ahn, Sinsup Cho Semiparametric seasonal cointegrating rank selection Korean Journal of Applied Statistics, 2011
  • Yuanlong Ge, Holly Wang, Sung Ahn Cotton market integration and the impact of China’s new exchange rate regime Agricultural Economics, 2010
  • Yijun He, Poomthan Rangkakulnuwat, Sung Ahn, Holly Wang Extended Generalized Purchasing Power Parity and Optimal Currency Area in East Asian Countries Applied Economics, 2010
  • Ahmad Baharumshah, Siti Mohd, Sung Ahn On the predictive power of monetary exchange rate model: The case of the Malaysian ringgit/US dollar rate Applied Economics, 2009
  • Byeongchan Seong, Sung Ahn, Youngil Jeon A note on spurious regression in seasonal time series Journal of Statistical Computation and Simulation, 2008
  • B. Seong, S. Cho, S. K. Ahn, S. Y. Hwang Effects of the Misspecification of Cointegrating Ranks in Seasonal Cointegration Korean Journal of Applied Statistics, 2008
  • Byeongchan Seong, Sinsup Cho, Sung Ahn Inference of seasonal cointegration with linear restrictions Journal of Statistical Computation and Simulation, 2007
  • Poomthan Rangkakulnuwat, H Wang, Sung Ahn The inverse imported factor demand system in Thailand: A cointegration analysis Economics Letters, 2007
  • Byeongchan Seong, A.K.M. Morshed, Sung Ahn Additional sources of bias in half-life estimation Computational Statistics and Data Analysis, 2006
  • Byeongchan Seong, Sinsup Cho, Sung Ahn Maximum eigenvalue test for seasonal cointegrating ranks Oxford Bulletin of Economics and Statistics, 2006
  • A.K.M. Morshed, Sung Ahn, Minsoo Lee Price convergence among Indian cities: A cointegration approach Journal of Asian Economics, 2006
  • P. Rangkakulnuwat, S. K. Ahn Price Convergence in Thailand International Economic and Finance Journal, 2006
  • Jun Yeo, Sung Ahn, David Holland Labor market behavior in Washington: A cointegration approach Annals of Regional Science, 2005
  • Sung Ahn, Sinsup Cho, B Seong Inference of seasonal cointegration: Gaussian reduced rank estimation and tests for various types of cointegration Oxford Bulletin of Economics and Statistics, 2004
  • Minsoo Lee, Mudziviri Nziramasanga, Sung Ahn Transformation strategy and economic performance: Hungary and Poland Eastern European Economics, 2004
  • Stergios Fotopoulos, Sung Ahn Rank based Dickey-Fuller test statistics Journal of Time Series Analysis / A Journal Sponsored by the Bernoulli Society for Mathematical Statistics and Probability, 2003
  • H. Cho, P. Tansuhaj, J. McCullough, S. K. Ahn Role of Conformity and Flexibility in Organizational Strategy during Crisis: A Case of Korean Venture Firms Journal of the Korean Economy, 2002
  • Minsoo Lee, Mudziviri Nziramasanga, Sung Ahn The real exchange rate: An alternative approach to the PPP puzzle Journal of Policy Modeling, 2002
  • S. K. Ahn Recent Development in Multivariate Time Series Analysis: Reduced Rank Models and Cointegration Estadistica: Journal of the Inter-American Statistical Institute, 2001
  • Sung Ahn, Stergios Fotopoulos, L. He Unit root tests with infinite variance innovations Econometric Reviews, 2001
  • Sung Ahn, Eui Lee A note on testing the nested structure in multivariate regression models Oxford Bulletin of Economics and Statistics, 2000
  • Jeung-Lak Lee, Carolyn Clark, Sung Ahn Long- and short-run Fisher effects: New tests and new results Applied Economics, 1998
  • S. K. Ahn, Y. J. Park, S. Cho Model Misspecification in Nonstationary Seasonal Time Series Journal of the Korean Statistical Society, 1998
  • Eui Lee, Sung Ahn P<sup>M</sup><inf>?</inf>-policy for a dam with input formed by a compound Poisson process Journal of Applied Probability, 1998
  • Sung Ahn Inference of vector autoregressive models with cointegration and scalar components Journal of American Statistics Association, 1997
  • Jeanne Yamamura, Albert Frakes, Debra Sanders, Sung Ahn A comparison of Japanese and U.S. auditor decision-making behavior International Journal of Accounting, 1996
  • Sung Ahn Common cycles in seasonally cointegrated time series Economics Letters, 1996
  • S. K. Ahn Seasonality in Time Series Analysis: Seasonal Cointegration and Model Misspecification (in Korean) Finance Research, 1995
  • Sinsup Cho, Young Park, Sung Ahn Unit root tests for seasonal models with deterministic trends Statistics & Probability Letters, 1995
  • Sung Ahn, Gregory Reinsel Estimation of partially nonstationary vector autoregressive models with seasonal behavior Journal of Econometrics, 1994
  • S Fotopoulos, S Ahn Strong approximation of the quantile processes and its applications under strong mixing properties Journal of Multivariate Analysis, 1994
  • S. K. Ahn, S. Cho A Note on Tests for Seasonal Unit Roots in the Presence of Deterministic Trends Journal of the Korean Statistical Society, 1993
  • Stergios Fotopoulos, S. Cho, Sung Ahn Deviations between sample quantiles and empirical processes under absolute regular properties Journal of Non-parametric Statistics, 1993
  • Sung Ahn Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends Biometrika, 1993
  • Sung Ahn, Sinsup Cho Some tests for unit roots in seasonal time series with deterministic trends Statistics & Probability Letters, 1993
  • Sung Ahn F-probability plot and its application to multivariate normality Communications in Statistics: Theory and Methods, 1992
  • G. C. Reinsel, S. K. Ahn Vector AR Models with Unit Roots and Reduced Rank Structure: Estimation, Likelihood Ratio Test, and Forecasting Journal of Time Series Analysis / A Journal Sponsored by the Bernoulli Society for Mathematical Statistics and Probability, 1992
  • Sung Ahn, Gregory Reinsel Estimation for partially nonstationary multivariate autoregressive models Journal of American Statistics Association, 1990
  • S Ahn Distribution for residual autocovariances in multivariate autoregressive models with structured parameterization Biometrika, 1988
  • Sung Ahn, Gregory Reinsel Nested reduced-rank autoregressive models for multiple time series Journal of American Statistics Association, 1988
  • Sung Ahn, Gregory Reinsel Distribution of residual autocovariances and prediction mean square error properties for the multivariate reduced rank autoregressive model Communications in Statistics: Theory and Methods, 1987

    Presentations

    • Sung Keuk Ahn, Hanwoom Hong Adjustment for the Effects of Measurements Errors Using Instrumental Variables and Mixed Models
    • Sung Keuk Ahn Analysis of Cointegrated Models with Measurement Errors
    • Sung Keuk Ahn Estimation of Relationships among Variables That Are Subject to Partially Unidentified Measurement Errors with Application to Alaska Crab Data
    • Sung Keuk Ahn Analysis of Cointegrated Models with Measurement Errors
    • Sung Keuk Ahn, H. Hong Analysis of Cointegrated Models with Measurement Errors