They are both set in the early Joseon period. Both have large scale battles with a lot of violence and blood and with multiple heirs to the throne. Both have some kind of ''intervals'' inbetween that are usually followed again by intense and action packed scenes , and also thriller in Joseon's Exorcist case. Joseon Exorcist takes place after Prince Bang Won ascends to the throne, whereas in My country he is still fighting for the throne, meaning that one could say that in My country:The New Age could be considered a prequel, to some extent.