Jongbyung Jun, PhD

Associate Professor
Department of Economics

Phone: 617-994-4257
Fax: 617-994-4216
Office: 73 Tremont St., Rm. 1016


  • PhD, Michigan State University
    BA, Seoul National University

Research Interests

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


“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.)


Suffolk University
Assistant Professor, Department of Economics
(September 2004-present)  

Central Michigan University
Instructor, Department of Economics
(January 2004-May 2004)  

The Export-Import Bank of Korea
Staff and Assistant Manager

Courses Taught

EC 800 - Quantitative Foundations of Advanced Economic Analysis
EC 855 - Advanced Time Series Applications