Xiaojin Sun
Personal Details
First Name: | Xiaojin |
Middle Name: | |
Last Name: | Sun |
Suffix: | |
RePEc Short-ID: | psu692 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2015 Department of Economics; Virginia Polytechnic Institute and State University (Virginia Tech) (from RePEc Genealogy) |
Affiliation
Department of Economics
Spears School of Business
Oklahoma State University
Stillwater, Oklahoma (United States)http://business.okstate.edu/ecls
RePEc:edi:deoksus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Rangan Gupta & Xiaojin Sun, 2022. "Time-Varying Parameter Four-Equation DSGE Model," Working Papers 202234, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019.
"The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles,"
Working Papers
201938, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020. "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., vol. 39(6), pages 957-965, September.
- Rangan Gupta & Xiaojin Sun, 2016.
"Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model,"
Working Papers
201641, University of Pretoria, Department of Economics.
- Rangan Gupta & Xiaojin Sun, 2020. "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
Articles
- James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
- Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
- John Gibson & Xiaojin Sun, 2023. "A synthetic control analysis of U.S. state level COVID-19 stay-at-home orders on new jobless claims," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(1), pages 1-14, March.
- Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
- Rangan Gupta & Xiaojin Sun, 2020.
"Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model,"
Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
- Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020.
"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., vol. 39(6), pages 957-965, September.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
- Gupta, Rangan & Sun, Xiaojin, 2020. "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, vol. 186(C).
- Sun Xiaojin & Tsang Kwok Ping, 2019. "What cycles? Data detrending in DSGE models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-23, June.
- Sun, Xiaojin & Tsang, Kwok Ping, 2019. "Large price movements in housing markets," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 1-23.
- Xiaojin Sun & Kwok Ping Tsang, 2018. "The impact of monetary policy on local housing markets: Do regulations matter?," Empirical Economics, Springer, vol. 54(3), pages 989-1015, May.
- Xiaojin Sun & Kwok Ping Tsang, 2017. "What Drives the Owner‐Occupied and Rental Housing Markets? Evidence from an Estimated DSGE Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 443-468, March.
- Richard A. Ashley & Xiaojin Sun, 2016. "Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models," Econometrics, MDPI, vol. 4(4), pages 1-13, November.
- Sun, Xiaojin & Tsang, Kwok Ping, 2014. "Optimal interest rate rule in a DSGE model with housing market spillovers," Economics Letters, Elsevier, vol. 125(1), pages 47-51.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019.
"The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles,"
Working Papers
201938, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020. "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., vol. 39(6), pages 957-965, September.
Cited by:
- Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022.
"Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices,"
The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021. "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers 202119, University of Pretoria, Department of Economics.
- David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022. "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers 202228, University of Pretoria, Department of Economics.
- Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022.
"US Monetary Policy and BRICS Stock Market Bubbles,"
Working Papers
202243, University of Pretoria, Department of Economics.
- Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023. "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, vol. 51(C).
- Lu, Xinjie & Ma, Feng & Li, Haibo & Wang, Jianqiong, 2023. "INE oil futures volatility prediction: Exchange rates or international oil futures volatility?," Energy Economics, Elsevier, vol. 126(C).
- Mohammad Sahabuddin & Md. Aminul Islam & Mosab I. Tabash & Suhaib Anagreh & Rozina Akter & Md. Mizanur Rahman, 2022. "Co-Movement, Portfolio Diversification, Investors’ Behavior and Psychology: Evidence from Developed and Emerging Countries’ Stock Markets," JRFM, MDPI, vol. 15(8), pages 1-15, July.
- Mehmet Sahiner & David G. McMillan & Dimos Kambouroudis, 2023. "Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 723-762, September.
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021.
"Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies,"
Working Papers
202113, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Mehmet Sahiner, 2022. "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, vol. 2(10), pages 1-74, October.
- Mengxi He & Xianfeng Hao & Yaojie Zhang & Fanyi Meng, 2021. "Forecasting stock return volatility using a robust regression model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1463-1478, December.
- Afees A. Salisu & Rangan Gupta, 2021. "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers 202144, University of Pretoria, Department of Economics.
- Zhang, Yulian & Hamori, Shigeyuki, 2022. "A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 182-203.
- Maria Ghani & Usman Ghani, 2024. "Economic Policy Uncertainty and Emerging Stock Market Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 165-181, March.
- Rangan Gupta & Xiaojin Sun, 2016.
"Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model,"
Working Papers
201641, University of Pretoria, Department of Economics.
- Rangan Gupta & Xiaojin Sun, 2020. "Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model," Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
Cited by:
- Guangling Liu & Thabang Molise, 2019. "The effectiveness of the counter-cyclical loan-to-value regulation: Generic versus sector-specific rules," Working Papers 21/2019, Stellenbosch University, Department of Economics.
- Lenhle Dlamini & Harold Ngalawa, 2022. "Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa," Australian Economic Papers, Wiley Blackwell, vol. 61(2), pages 304-336, June.
- Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
- Liu, Guangling & Molise, Thabang, 2019. "Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements," Economic Modelling, Elsevier, vol. 82(C), pages 264-279.
- Rangan Gupta & Hylton Hollander & Mark E. Wohar, 2016. "The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa," Working Papers 201652, University of Pretoria, Department of Economics.
- Guangling Liu & Thabang Molise, 2018. "Is Basel III counter-cyclical: The case of South Africa?," Working Papers 10/2018, Stellenbosch University, Department of Economics.
Articles
- James E. Payne & Xiaojin Sun, 2023.
"Time‐varying connectedness of metropolitan housing markets,"
Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
Cited by:
- Huifu Nong, 2024. "Integration and risk transmission across supply, demand, and prices in China’s housing market," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-28, June.
- Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers 202401, University of Pretoria, Department of Economics.
- Forster, Robert & Sun, Xiaojin, 2022.
"Taming the housing crisis: An LTV macroprudential policy,"
Economic Modelling, Elsevier, vol. 108(C).
Cited by:
- Deng, Qiu Shi & Alvarado, Rafael & Cheng, Fang Nan & Cuesta, Lizeth & Wang, Chun Bao & Pinzón, Stefania, 2023. "Long-run mechanism for house price regulation in China: Real estate tax, monetary policy or macro-prudential policy?," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 174-186.
- Evangelia Avgeri & Maria Psillaki & Evanthia Zervoudi, 2023. "Peer-to-Peer Lending as a Determinant of Federal Housing Administration-Insured Mortgages to Meet Sustainable Development Goals," Sustainability, MDPI, vol. 15(18), pages 1-30, September.
- Rangan Gupta & Xiaojin Sun, 2020.
"Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model,"
Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
See citations under working paper version above.
- Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020.
"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., vol. 39(6), pages 957-965, September.
See citations under working paper version above.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
- Gupta, Rangan & Sun, Xiaojin, 2020.
"Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs,"
Economics Letters, Elsevier, vol. 186(C).
Cited by:
- Gong, Yuting & He, Zhongzhi & Xue, Wenjun, 2022. "EPU spillovers and stock return predictability: A cross-country study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022.
"Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets,"
The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(04), pages 1377-1388, June.
- Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020. "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers 202012, University of Pretoria, Department of Economics.
- Renata Tavanielli & Márcio Laurini, 2023. "Yield Curve Models with Regime Changes: An Analysis for the Brazilian Interest Rate Market," Mathematics, MDPI, vol. 11(11), pages 1-28, June.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020. "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers 202058, University of Pretoria, Department of Economics.
- Abir ABID & Christophe RAULT, 2020.
"On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets,"
LEO Working Papers / DR LEO
2894, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Abir Abid & Christophe Rault, 2021. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(3), pages 403-425, September.
- Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021. "Point and density forecasting of macroeconomic and financial uncertainties of the USA," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 700-707, July.
- Guan, Jialin & Xu, Huijuan & Huo, Da & Hua, Yechun & Wang, Yunfeng, 2021. "Economic policy uncertainty and corporate innovation: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Abid, Abir & Rault, Christophe, 2020.
"On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets,"
IZA Discussion Papers
13365, Institute of Labor Economics (IZA).
- Abir Abid & Christophe Rault, 2020. "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," CESifo Working Paper Series 8189, CESifo.
- Yuting Gong & Zhongzhi He & Wenjun Xue, 2023. "EPU spillovers and sovereign CDS spreads: A cross‐country study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1770-1806, December.
- Abir ABID & Christophe RAULT, 2020. "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," LEO Working Papers / DR LEO 2816, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Sun Xiaojin & Tsang Kwok Ping, 2019.
"What cycles? Data detrending in DSGE models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(3), pages 1-23, June.
Cited by:
- Dizioli, Allan & Wang, Hou, 2024. "How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 5(1).
- Sun, Xiaojin & Tsang, Kwok Ping, 2019.
"Large price movements in housing markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 1-23.
Cited by:
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020.
"Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty,"
Working Papers
202077, University of Pretoria, Department of Economics.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022. "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, vol. 64(4), pages 523-545, May.
- Badescu, Alexandru & Quaye, Enoch & Tunaru, Radu, 2022. "On non-negative equity guarantee calculations with macroeconomic variables related to house prices," Insurance: Mathematics and Economics, Elsevier, vol. 103(C), pages 119-138.
- Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021.
"House price synchronization across the US states: The role of structural oil shocks,"
The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020. "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers 202076, University of Pretoria, Department of Economics.
- Robert Forster & Xiaojin Sun, 2024. "Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 477-504, October.
- Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020.
"Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty,"
Working Papers
202077, University of Pretoria, Department of Economics.
- Xiaojin Sun & Kwok Ping Tsang, 2018.
"The impact of monetary policy on local housing markets: Do regulations matter?,"
Empirical Economics, Springer, vol. 54(3), pages 989-1015, May.
Cited by:
- Izabela Racka, 2021. "Drivers of Subregional Housing Markets in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 810-834.
- Gong, Yifan & Leung, Charles Ka Yui, 2023.
"Does space natter? The case of the housing expenditure cap,"
MPRA Paper
118686, University Library of Munich, Germany.
- Yifan GONG & Charles Ka Yui LEUNG, 2023. "Does Space Matter? The Case of the Housing Expenditure Cap," ISER Discussion Paper 1214, Institute of Social and Economic Research, Osaka University.
- Gong, Yifan & Leung, Charles Ka Yui, 2024. "Does space matter? The case of the housing expenditure cap," Regional Science and Urban Economics, Elsevier, vol. 104(C).
- Shikong (Scott) Luo & Jun Ma, 2024. "International Housing Markets and the U.S. Subprime Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(2-3), pages 647-669, March.
- Xiaojin Sun & Kwok Ping Tsang, 2017.
"What Drives the Owner‐Occupied and Rental Housing Markets? Evidence from an Estimated DSGE Model,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 443-468, March.
Cited by:
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018.
"Macro Aspects of Housing,"
Globalization Institute Working Papers
340, Federal Reserve Bank of Dallas.
- Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Muñoz, Manuel A., 2020.
"Macroprudential policy and the role of institutional investors in housing markets,"
Working Paper Series
2454, European Central Bank.
- Muñoz, Manuel A. & Smets, Frank, 2022. "Macroprudential policy and the role of institutional investors in housing markets," CEPR Discussion Papers 17479, C.E.P.R. Discussion Papers.
- Muñoz, Manuel A. & Smets, Frank, 2022. "Macroprudential policy and the role of institutional investors in housing markets," ESRB Working Paper Series 137, European Systemic Risk Board.
- Hirsch, Patrick, 2019. "Heterogeneous rental markets in a DSGE model of the euro area," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203633, Verein für Socialpolitik / German Economic Association.
- Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
- Alam I. Asadov & Mansor H. Ibrahim, 2018. "Theoretical Impact Of Enhanced Musharakah Mutanaqisah Home Financing On Real Estate Prices," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 4(1), pages 133-160, August.
- Sun, Xiaojin & Tsang, Kwok Ping, 2023. "Yield curve and the macroeconomy: Evidence from a DSGE model with housing," Journal of Macroeconomics, Elsevier, vol. 75(C).
- Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
- Shin, Wonmun, 2022. "A New angle on excess consumption volatility in emerging countries: Does house price matter?," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Li, Yaoyao & Qi, Yuan & Liu, Licheng & Hou, Yuchen & Fu, Shuya & Yao, Jingtao & Zhu, Daolin, 2022. "Effect of increasing the rental housing supply on house prices: Evidence from China’s large and medium-sized cities," Land Use Policy, Elsevier, vol. 123(C).
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018.
"Macro Aspects of Housing,"
Globalization Institute Working Papers
340, Federal Reserve Bank of Dallas.
- Richard A. Ashley & Xiaojin Sun, 2016.
"Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models,"
Econometrics, MDPI, vol. 4(4), pages 1-13, November.
Cited by:
- In Choi & Sanghyun Jung, 2020.
"Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels,"
Working Papers
2007, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- In Choi & Sanghyun Jung, 2021. "Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels," Empirical Economics, Springer, vol. 60(1), pages 177-203, January.
- Bao, Yong & Yu, Xuewen, 2023. "Indirect inference estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1027-1053.
- Samina RIAZ & Venus Khim-Sen LIEW & Rossazana Bt Ab RAHIM, 2019. "The Impact of Business Cycle on Pakistani Banks Capital Buffer and Portfolio Risk," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 57-71, March.
- Adrian Mehic, 2021. "FDML versus GMM for Dynamic Panel Models with Roots Near Unity," JRFM, MDPI, vol. 14(9), pages 1-9, August.
- In Choi & Sanghyun Jung, 2020.
"Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels,"
Working Papers
2007, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Sun, Xiaojin & Tsang, Kwok Ping, 2014.
"Optimal interest rate rule in a DSGE model with housing market spillovers,"
Economics Letters, Elsevier, vol. 125(1), pages 47-51.
Cited by:
- Vinicius Phillipe de Albuquerquemello & Cássio Besarria, 2020. "Rental market and macroeconomics: evidence for the US," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 48(3), pages 587-603, August.
- Rangan Gupta & Xiaojin Sun, 2020.
"Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model,"
Empirical Economics, Springer, vol. 58(5), pages 2309-2332, May.
- Rangan Gupta & Xiaojin Sun, 2016. "Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model," Working Papers 201641, University of Pretoria, Department of Economics.
- Fang‐Shuo Chang & Shiu‐Sheng Chen & Po‐Yuan Wang, 2020. "Politics and the UK's monetary policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(5), pages 486-522, November.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015.
"Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa,"
Working Papers
15-06, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 201517, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018. "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 245-259.
- Insoo Baek & Sanghyo Lee & Joosung Lee & Jaejun Kim, 2021. "Analysis of Housing Market Dynamics Considering the Structural Characteristics of Mortgage Interest," Sustainability, MDPI, vol. 13(19), pages 1-15, September.
- Robert Forster & Xiaojin Sun, 2024. "Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 477-504, October.
- Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
- Forster, Robert & Sun, Xiaojin, 2022. "Taming the housing crisis: An LTV macroprudential policy," Economic Modelling, Elsevier, vol. 108(C).
- Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-DGE: Dynamic General Equilibrium (2) 2016-06-25 2022-08-29
- NEP-MAC: Macroeconomics (2) 2016-06-25 2019-05-27
- NEP-CIS: Confederation of Independent States (1) 2019-05-27
- NEP-FMK: Financial Markets (1) 2019-05-27
- NEP-FOR: Forecasting (1) 2022-08-29
- NEP-NET: Network Economics (1) 2016-06-25
- NEP-URE: Urban and Real Estate Economics (1) 2016-06-25
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Xiaojin Sun should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.