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Donggyu Sul

16 works· latest 2018· 5 institutionscluster: provisional

Works

16 shown

IDENTIFYING EXCHANGE RATE COMMON FACTORS

International Economic Review·2018·4 authors

49citations

UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION

Econometric Theory·2011·3 authors·Open access

29citations

Economic transition and growth

Journal of Applied Econometrics·2009·2 authors·Open access

833citations

Endogenous discounting, the world saving glut and the U.S. current account

Journal of International Economics·2007·3 authors

55citations

Transition Modeling and Econometric Convergence Tests

Econometrica·2007·2 authors·Open access

1,447citations

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

Journal of Econometrics·2006·2 authors·Open access

267citations

Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data

Journal of money credit and banking·2006·3 authors·Open access

107citations

Prewhitening Bias in HAC Estimation*

Oxford Bulletin of Economics and Statistics·2005·3 authors·Open access

257citations

Dynamic Seemingly Unrelated Cointegrating Regressions

The Review of Economic Studies·2005·3 authors

216citations

Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*

Oxford Bulletin of Economics and Statistics·2003·2 authors

789citations

Dynamic panel estimation and homogeneity testing under cross section dependence

Econometrics Journal·2003·2 authors·Open access

146citations

Dynamic Seemingly Unrelated Cointegrating Regression

National Bureau of Economic Research·2003·3 authors·report·Open access

34citations

Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

RePEc: Research Papers in Economics·2002·2 authors·preprint

1,265citations

Nominal exchange rates and monetary fundamentals

Journal of International Economics·2001·2 authors

402citations

Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel

SSRN Electronic Journal·1999·2 authors·preprint·Open access

96citations

Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel

RePEc: Research Papers in Economics·1998·2 authors·preprint

53citations