Details about Donggyu Sul

Access statistics for papers by Donggyu Sul.

Last updated 2009-10-06. Update your information in the RePEc Author Service.

Short-id: psu42

Working Papers

2007

1. Endogenous Discounting, the World Saving Glut and the U.S. Current Account
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article in Journal of International Economics (2008)
2. Transition Modeling and Econometric Convergence Tests
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   See also Journal Article in Econometrica (2007)

2005

3. Economic Transition and Growth
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
4. New Panel Unit Root Tests under Cross Section Dependence for Practitioners
   Econometrics, EconWPA

2004

5. Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
   Econometrics, EconWPA
6. Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence
   Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
   Also in Yale School of Management Working Papers, Yale School of Management (2004) View citations
   See also Journal Article in Journal of Econometrics (2007)
7. Dynamic Seemingly Unrelated Cointegrating Regression
   Working Papers, Ohio State University, Department of Economics View citations
   Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2003) View citations
   See also Journal Article in Review of Economic Studies (2005)
8. Prewhitening Bias in HAC Estimation
   Yale School of Management Working Papers, Yale School of Management
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2005)
9. The Elusive Empirical Shadow of Growth Convergence
   Yale School of Management Working Papers, Yale School of Management
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2003) View citations
10. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    Also in Finance, EconWPA (2004) View citations
11. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2002

12. Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
13. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1998

14. Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel
    Working Papers, Ohio State University, Department of Economics
    See also Journal Article in Journal of International Economics (2001)

Journal Articles

2009

1. Panel unit root tests under cross section dependence with recursive mean adjustment
   Economics Letters, 2009, 105, (1), 123-126

2008

2. Endogenous discounting, the world saving glut and the U.S. current account
   Journal of International Economics, 2008, 75, (1), 30-53 View citations
   See also Working Paper (2007)

2007

3. Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
   Journal of Econometrics, 2007, 137, (1), 162-188 View citations
   See also Working Paper (2004)
4. Some empirics on economic growth under heterogeneous technology
   Journal of Macroeconomics, 2007, 29, (3), 455-469 View citations
5. Transition Modeling and Econometric Convergence Tests
   Econometrica, 2007, 75, (6), 1771-1855 View citations
   See also Working Paper (2007)

2006

6. Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data
   Journal of Money, Credit and Banking, 2006, 38, (4), 921-938 View citations
   See also Working Paper (2004)

2005

7. Dynamic Seemingly Unrelated Cointegrating Regressions
   Review of Economic Studies, 2005, 72, (3), 797-820 View citations
   See also Working Paper (2004)
8. Prewhitening Bias in HAC Estimation
   Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 517-546 View citations
   See also Working Paper (2004)

2003

9. Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand
   Oxford Bulletin of Economics and Statistics, 2003, 65, (5), 655-680 View citations
   See also Working Paper (2002)
10. Dynamic panel estimation and homogeneity testing under cross section dependence ^*
    Econometrics Journal, 2003, 6, (1), 217-259 View citations

2002

11. Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation
    American Journal of Agricultural Economics, 2002, 84, (4), 1042-53 View citations

2001

12. Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel
    Journal of International Economics, 2001, 53, (1), 29-52 View citations
    See also Working Paper (1998)

1999

13. Does Ex Post Uncovered Interest Differential Reflect the Degrees of Capital Mobility?
    Applied Economics Letters, 1999, 6, (2), 97-102 View citations
14. Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model
    Review of International Economics, 1999, 7, (2), 280-96