Details about Xiaojin Sun

Access statistics for papers by Xiaojin Sun.

Last updated 2024-09-13. Update your information in the RePEc Author Service.

Short-id: psu692

Working Papers

2022

1. Time-Varying Parameter Four-Equation DSGE Model
   Working Papers, University of Pretoria, Department of Economics

2019

2. The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (16) (2020)

2016

3. Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model
   Working Papers, University of Pretoria, Department of Economics View citations (4)
   See also Journal Article Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model, Empirical Economics, Springer (2020) View citations (2) (2020)

Journal Articles

2023

1. A synthetic control analysis of U.S. state level COVID-19 stay-at-home orders on new jobless claims
   Journal of Economics and Finance, 2023, 47, (1), 1-14 View citations (1)
2. Time‐varying connectedness of metropolitan housing markets
   Real Estate Economics, 2023, 51, (2), 470-502 View citations (2)
3. Yield curve and the macroeconomy: Evidence from a DSGE model with housing
   Journal of Macroeconomics, 2023, 75, (C)

2022

4. Taming the housing crisis: An LTV macroprudential policy
   Economic Modelling, 2022, 108, (C) View citations (2)

2020

5. Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs
   Economics Letters, 2020, 186, (C) View citations (12)
6. Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model
   Empirical Economics, 2020, 58, (5), 2309-2332 View citations (2)
   See also Working Paper Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model, Working Papers (2016) View citations (4) (2016)
7. The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles
   Journal of Forecasting, 2020, 39, (6), 957-965 View citations (16)
   See also Working Paper The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles, Working Papers (2019) (2019)

2019

8. Large price movements in housing markets
   Journal of Economic Behavior & Organization, 2019, 163, (C), 1-23 View citations (5)
9. What cycles? Data detrending in DSGE models
   Studies in Nonlinear Dynamics & Econometrics, 2019, 23, (3), 23 View citations (1)

2018

10. The impact of monetary policy on local housing markets: Do regulations matter?
    Empirical Economics, 2018, 54, (3), 989-1015 View citations (5)

2017

11. What Drives the Owner‐Occupied and Rental Housing Markets? Evidence from an Estimated DSGE Model
    Journal of Money, Credit and Banking, 2017, 49, (2-3), 443-468 View citations (12)

2016

12. Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models
    Econometrics, 2016, 4, (4), 1-13 View citations (4)

2014

13. Optimal interest rate rule in a DSGE model with housing market spillovers
    Economics Letters, 2014, 125, (1), 47-51 View citations (10)