Donggyu Sul

Institution: University of Texas-Dallas

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://personal.utdallas.edu/~d.sul/

First Publication: 1999

Most Recent: 2025

RePEc ID: psu42 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.67	0.00	0.67	22%
Last 10 Years	0.00	3.36	1.18	0.00	4.54	69%
All Time	2.69	10.09	7.90	1.68	22.37	94%

Publication Statistics

Raw Publications 19

Coauthorship-Adjusted Count 17.00

Publications (19)

Year	Article	Journal	Tier	Authors
2025	Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	Journal of Applied Econometrics	B	3
2019	Weak σ-convergence: Theory and applications	Journal of Econometrics	A	3
2018	Identifying Exchange Rate Common Factors	International Economic Review	B	4
2016	Identification of Unknown Common Factors: Leaders and Followers	Journal of Business & Economic Statistics	A	2
2014	X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION	Econometric Theory	B	3
2013	Common Drivers of Transnational Terrorism: Principal Component Analysis	Economic Inquiry	C	3
2012	Estimating the number of common factors in serially dependent approximate factor models	Economics Letters	C	3
2012	Asymptotic distribution of factor augmented estimators for panel regression	Journal of Econometrics	A	3
2011	UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION	Econometric Theory	B	3
2010	Bias Reduction in Dynamic Panel Data Models by Common Recursive Mean Adjustment	Oxford Bulletin of Economics and Statistics	B	3
2009	Economic transition and growth	Journal of Applied Econometrics	B	2
2009	Panel unit root tests under cross section dependence with recursive mean adjustment	Economics Letters	C	1
2008	Endogenous discounting, the world saving glut and the U.S. current account	Journal of International Economics	A	3
2007	Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence	Journal of Econometrics	A	2
2005	Prewhitening Bias in HAC Estimation	Oxford Bulletin of Economics and Statistics	B	3
2005	Dynamic Seemingly Unrelated Cointegrating Regressions	Review of Economic Studies	S	3
2003	Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand	Oxford Bulletin of Economics and Statistics	B	2
2001	Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel	Journal of International Economics	A	2
1999	Excess Volatility of Realized Excess Profit from Currency Speculation in a Two-Country General Equilibrium Model.	Review of International Economics	B	1