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


2025

Bootstrap Inference for Group Factor Models

with S. Gonçalves and B. Perron

Halbert White Memorial Lecture, Journal of Financial Econometrics



Working Papers


2026

Inference for Factor-MIDAS regression models

R&R at the Journal of Business & Economic Statistics

Online Appendix

2026

Factor Inference under Common Components in Volatility

with S. Gonçalves and B. Perron


2026

A practitioner's guide to bootstrap inference for factor models

with S. Gonçalves and B. Perron



Work in Progress


2026

Factor-Augmented Sparse Logistic MIDAS Regression

with J. Beyhum and J. Striaukas


2026

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