Donggyu Sul
Personal Details
First Name: Donggyu
Middle Name:
Last Name: Sul
Suffix:
RePEc Short-ID: psu42
Email:
Homepage:
http://www.utdallas.edu/~dxs093000/
Postal Address: 800 W. Campbell Road Richardson, TX 75080-3021 University of Texas at Dallas
Phone:
Affiliation
- Economics
University of Texas-Dallas
Location: Dallas, Texas (United States)
Homepage: http://www.utdallas.edu/epps/eco/
Email:
Phone: 972-883-2920
Fax:
Postal: P.O. Box 830688, GR 31, Richardson, Texas 75083-0688
Handle: RePEc:edi:efutdus (more details at EDIRC)
Lists
This author is featured on the following reading lists, publication compilations or Wikipedia entries:Works
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF
Working papers
- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.
- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010.
"Uniform Asymptotic Normality in Stationary and Unit Root Autoregression,"
Cowles Foundation Discussion Papers
1746, Cowles Foundation for Research in Economics, Yale University.
- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011. "Uniform Asymptotic Normality In Stationary And Unit Root Autoregression," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1117-1151, December.
- Horag Choi & Nelson C. Mark & Donggyu Sul, 2007.
"Endogenous Discounting, the World Saving Glut and the U.S. Current Account,"
NBER Working Papers
13571, National Bureau of Economic Research, Inc.
- Choi, Horag & Mark, Nelson C. & Sul, Donggyu, 2008. "Endogenous discounting, the world saving glut and the U.S. current account," Journal of International Economics, Elsevier, vol. 75(1), pages 30-53, May.
- Peter C.B. Phillips & Donggyu Sul, 2007.
"Transition Modeling and Econometric Convergence Tests,"
Cowles Foundation Discussion Papers
1595, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Econometrica, Econometric Society, vol. 75(6), pages 1771-1855, November.
- Peter C.B. Phillips & Donggyu Sul, 2005.
"Economic Transition and Growth,"
Cowles Foundation Discussion Papers
1514, Cowles Foundation for Research in Economics, Yale University.
- Peter C. B. Phillips & Donggyu Sul, 2009. "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185.
- Donggyu Sul, 2005. "New Panel Unit Root Tests under Cross Section Dependence for Practitioners," Econometrics 0506010, EconWPA.
- Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004.
"Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data,"
NBER Working Papers
10614, National Bureau of Economic Research, Inc.
- Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 921-938, June.
- Nelson C. Mark & Donggyu Sul, 2004.
"The Use of Predictive Regressions at Alternative Horizons in Finance and Economics,"
Finance
0409032, EconWPA.
- Nelson C. Mark & Donggyu Sul, 2004. "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," NBER Technical Working Papers 0298, National Bureau of Economic Research, Inc.
- Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004. "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics 0409005, EconWPA.
- Peter C.B. Phillips & Donggyu Sul, 2003.
"Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence,"
Cowles Foundation Discussion Papers
1438, Cowles Foundation for Research in Economics, Yale University, revised Jun 2004.
- Phillips, Peter C.B. & Sul, Donggyu, 2007. "Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence," Journal of Econometrics, Elsevier, vol. 137(1), pages 162-188, March.
- Peter C.B. Phillips & Donggyu Sul, 2004. "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Yale School of Management Working Papers ysm428, Yale School of Management.
- Peter C.B. Phillips & Donggyu Sul, 2003.
"The Elusive Empirical Shadow of Growth Convergence,"
Cowles Foundation Discussion Papers
1398, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips & Donggyu Sul, 2004. "The Elusive Empirical Shadow of Growth Convergence," Yale School of Management Working Papers ysm342, Yale School of Management.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003.
"Dynamic Seemingly Unrelated Cointegrating Regression,"
NBER Technical Working Papers
0292, National Bureau of Economic Research, Inc.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005. "Dynamic Seemingly Unrelated Cointegrating Regressions," Review of Economic Studies, Wiley Blackwell, vol. 72(3), pages 797-820, 07.
- Masao Ogaki & Nelson Mark & Donggyu Sul, 2004. "Dynamic Seemingly Unrelated Cointegrating Regression," Working Papers 04-02, Ohio State University, Department of Economics.
- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003.
"Prewhitening Bias in HAC Estimation,"
Cowles Foundation Discussion Papers
1436, Cowles Foundation for Research in Economics, Yale University.
- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005. "Prewhitening Bias in HAC Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 517-546, 08.
- Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004. "Prewhitening Bias in HAC Estimation," Yale School of Management Working Papers ysm426, Yale School of Management.
- Peter C.B.Phillips & Donggyu Sul, 2002. "Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence," Cowles Foundation Discussion Papers 1362, Cowles Foundation for Research in Economics, Yale University.
- Nelson C. Mark & Donggyu Sul, 2002.
"Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand,"
NBER Technical Working Papers
0287, National Bureau of Economic Research, Inc.
- Nelson C. Mark & Donggyu Sul, 2003. "Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
- Nelson Mark & Donggyu Sul, 1998.
"Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel,"
Working Papers
98-19, Ohio State University, Department of Economics.
- Mark, Nelson C. & Sul, Donggyu, 2001. "Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel," Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February.
Articles
- Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2011.
"Uniform Asymptotic Normality In Stationary And Unit Root Autoregression,"
Econometric Theory,
Cambridge University Press, vol. 27(06), pages 1117-1151, December.
- Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "Uniform Asymptotic Normality in Stationary and Unit Root Autoregression," Cowles Foundation Discussion Papers 1746, Cowles Foundation for Research in Economics, Yale University.
- Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2010. "Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 72(5), pages 567-599, October.
- Sul, Donggyu, 2009. "Panel unit root tests under cross section dependence with recursive mean adjustment," Economics Letters, Elsevier, vol. 105(1), pages 123-126, October.
- Peter C. B. Phillips & Donggyu Sul, 2009.
"Economic transition and growth,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185.
- Peter C.B. Phillips & Donggyu Sul, 2005. "Economic Transition and Growth," Cowles Foundation Discussion Papers 1514, Cowles Foundation for Research in Economics, Yale University.
- Choi, Horag & Mark, Nelson C. & Sul, Donggyu, 2008.
"Endogenous discounting, the world saving glut and the U.S. current account,"
Journal of International Economics,
Elsevier, vol. 75(1), pages 30-53, May.
- Horag Choi & Nelson C. Mark & Donggyu Sul, 2007. "Endogenous Discounting, the World Saving Glut and the U.S. Current Account," NBER Working Papers 13571, National Bureau of Economic Research, Inc.
- Phillips, Peter C.B. & Sul, Donggyu, 2007. "Some empirics on economic growth under heterogeneous technology," Journal of Macroeconomics, Elsevier, vol. 29(3), pages 455-469, September.
- Peter C. B. Phillips & Donggyu Sul, 2007.
"Transition Modeling and Econometric Convergence Tests,"
Econometrica,
Econometric Society, vol. 75(6), pages 1771-1855, November.
- Peter C.B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers 1595, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C.B. & Sul, Donggyu, 2007.
"Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence,"
Journal of Econometrics,
Elsevier, vol. 137(1), pages 162-188, March.
- Peter C.B. Phillips & Donggyu Sul, 2003. "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Cowles Foundation Discussion Papers 1438, Cowles Foundation for Research in Economics, Yale University, revised Jun 2004.
- Peter C.B. Phillips & Donggyu Sul, 2004. "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," Yale School of Management Working Papers ysm428, Yale School of Management.
- Choi, Chi-Young & Mark, Nelson C. & Sul, Donggyu, 2006.
"Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 38(4), pages 921-938, June.
- Chi-Young Choi & Nelson Mark & Donggyu Sul, 2004. "Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data," NBER Working Papers 10614, National Bureau of Economic Research, Inc.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2005.
"Dynamic Seemingly Unrelated Cointegrating Regressions,"
Review of Economic Studies,
Wiley Blackwell, vol. 72(3), pages 797-820, 07.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers 0292, National Bureau of Economic Research, Inc.
- Masao Ogaki & Nelson Mark & Donggyu Sul, 2004. "Dynamic Seemingly Unrelated Cointegrating Regression," Working Papers 04-02, Ohio State University, Department of Economics.
- Donggyu Sul & Peter C. B. Phillips & Chi-Young Choi, 2005.
"Prewhitening Bias in HAC Estimation,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 67(4), pages 517-546, 08.
- Peter C.B. Phillips & Chi-Young Choi & Donggyu Sul, 2004. "Prewhitening Bias in HAC Estimation," Yale School of Management Working Papers ysm426, Yale School of Management.
- Donggyu Sul & Peter C.B. Phillips & Choi, Chi-Young, 2003. "Prewhitening Bias in HAC Estimation," Cowles Foundation Discussion Papers 1436, Cowles Foundation for Research in Economics, Yale University.
- Nelson C. Mark & Donggyu Sul, 2003.
"Cointegration Vector Estimation by Panel DOLS and Long-run Money Demand,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 65(5), pages 655-680, December.
- Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc.
- Tom Doan, . "RATS programs to replicate Mark-Sul(2003) panel DOLS," Statistical Software Components RTZ00112, Boston College Department of Economics.
- Peter C. B. Phillips & Donggyu Sul, 2003. "Dynamic panel estimation and homogeneity testing under cross section dependence *," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 217-259, 06.
- Stanley R. Thompson & Donggyu Sul & Martin T. Bohl, 2002. "Spatial Market Efficiency and Policy Regime Change: Seemingly Unrelated Error Correction Model Estimation," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(4), pages 1042-1053.
- Mark, Nelson C. & Sul, Donggyu, 2001.
"Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel,"
Journal of International Economics,
Elsevier, vol. 53(1), pages 29-52, February.
- Nelson Mark & Donggyu Sul, 1998. "Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel," Working Papers 98-19, Ohio State University, Department of Economics.
- Donggyu Sul, 1999. "Does Ex post uncovered interest differential reflect the degrees of capital mobility?," Applied Economics Letters, Taylor and Francis Journals, vol. 6(2), pages 97-102.
- Sul, Donggyu, 1999.
"Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model,"
Review of International Economics,
Wiley Blackwell, vol. 7(2), pages 280-96, May.
RePEc:bla:ajagec:v:84:y:2002:i:4:p:1042-53 is not listed on IDEAS
NEP Fields
16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-AFR: Africa (1) 2005-06-14
- NEP-CBA: Central Banking (1) 2007-11-10
- NEP-CFN: Corporate Finance (1) 2004-09-12
- NEP-DEV: Development (3) 2003-02-24 2004-07-18 2005-06-14
- NEP-ECM: Econometrics (11) 2002-12-11 2003-04-12 2003-10-12 2003-10-12 2004-07-18 2004-09-12 2004-09-30 2005-07-03 2007-01-13 2010-01-30 2010-01-30 Author is listed
- NEP-ETS: Econometric Time Series (14) 2002-12-09 2003-04-09 2003-10-12 2003-10-12 2004-07-18 2004-07-18 2004-07-18 2004-07-18 2004-09-12 2004-09-12 2005-06-14 2005-07-03 2007-01-13 2010-01-30 Author is listed
- NEP-FIN: Finance (2) 2004-09-12 2004-09-30
- NEP-GEO: Economic Geography (1) 2003-02-24
- NEP-IFN: International Finance (2) 2003-04-09 2004-07-18
- NEP-MAC: Macroeconomics (1) 2003-02-24
- NEP-MON: Monetary Economics (1) 2002-12-09
- NEP-TRA: Transition Economics (1) 2005-06-14
Statistics
This author is among the top 5% authors according to these criteria:- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Wu-Index
Most cited item
- Nelson Mark & Donggyu Sul, 1998. "Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel," Working Papers 98-19, Ohio State University, Department of Economics.
Most downloaded item (past 12 months)
- Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers 0287, National Bureau of Economic Research, Inc.
Access and download statistics for all items
Co-authorship network on CollEc
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