Jongbyung Jun, PhD

Associate Professor, Economics

Send a Message


  • PhD, Michigan State University
  • BA, Seoul National University

Research Interests

  • Foreign Exchange Rate Determination
  • Applied Time Series Econometrics
  • International Trade and Finance

Employment History

  • September 2004-present
    Suffolk University
    Assistant Professor, Department of Economics
  • January 2004-May 2004
    Central Michigan University
    Instructor, Department of Economics
  • 1989-1998
    The Export-Import Bank of Korea
    Staff and Assistant Manager


  • “Time-Varying Higher-Order Conditional Moments and Forecasting Intraday VaR and Expected Shortfall”, The Quarterly Review of Economics and Finance, Vol. 50, Issue 3, 2010, pp. 264-272. (With A. Tolga Ergün.)
  • “Conditional Skewness, Kurtosis, and Density Specification Testing: Moment-Based versus Nonparametric Test”, Studies in Nonlinear Dynamics & Econometrics, Vol. 14, Issue 3, 2010, Article 5. (With A. Tolga Ergün.)
  • “A More Accurate Benchmark for Daily Electricity Demand Forecasts”, Management Research Review, forthcoming (Vol. 34, Issue 6, 2011). (With A. Tolga Ergün.)
  • “Digital Piracy and Firms’ Strategic Interactions: The Effects of Public Copy Protection and DRM Similarity”, Information Economics and Policy, forthcoming (Accepted for publication in Sep., 2010). (With Pilsik Choi and Sang Hoo Bae.)
Faculty Default

Contact Me

Office Hours

Courses Taught

  • EC-101 - Applied Microeconomics
  • EC-H101 - Honors Applied Microeconomics
  • EC-432 - Managerial Economics
  • EC-451 - Economic Forecasting
  • EC-999 - Econ PhD Continuation
  • STATS-250 - Applied Statistics
  • STATS-H250 - Honors Applied Statistics