Jin Man Lee

Adjunct Assistant Professor

Ph.D., University of Illinois at Chicago, 2001

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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Contact Information

Office: 725 UH, MC 144
Phone: 312-996-8785
Fax: 312-996-3344
Email: jmlee@uic.edu