Yookyung Julia Koh

y.k.koh@tilburguniversity.edu

Welcome to my website! I am an assistant professor in the Department of Econometrics and Operations Research at Tilburg University.
My research focuses on Econometrics, with a particular interest in time-series analysis.

You can find my CV here.



Research

Publications

  • Bootstrap Inference for Group Factor Models, with S. Gonçalves and B. Perron, 2025, Halbert White Memorial Lecture, Journal of Financial Econometrics.



    • Working Papers

  • Inference for Factor-MIDAS regression models, 2025, submitted.
  • Factor Inference under Common Components in Volatility, with S. Gonçalves and B. Perron, 2025.
  • A practitioner's guide to bootstrap inference for factor models, with S. Gonçalves and B. Perron, 2025.



    • Work in Progress

  • Factor-Augmented Sparse Logistic MIDAS Regression, with J. Beyhum and J. Striaukas.
  • Prediction Intervals for Nonlinear Factor-Augmented Regression Models.

    • Teaching

    Tilburg University

  • Data Analytics for Non-Life Insurance: Fall 2024, Fall 2025

  • Introduction Asset Pricing: Spring 2025



    • McGill University

  • Economic Statistics (Econ 227 - D2): Winter 2023

  • Mathematics for Economists (Econ 633): Summer 2023, Summer 2022 syllabus

  • Econometrics 2 - Honours (Econ 469): Winter 2022