6
H index
3
i10 index
78
Citations
Oklahoma State University | 6 H index 3 i10 index 78 Citations RESEARCH PRODUCTION: 13 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Xiaojin Sun. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Empirical Economics | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 3 |
| Year | Title of citing document |
|---|---|
| 2025 | Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250. Full description at Econpapers || Download paper |
| 2024 | A method of moments approach to asymptotically unbiased Synthetic Controls. (2024). Fry, Joseph. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s030440762400191x. Full description at Econpapers || Download paper |
| 2024 | Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war. (2024). Biswas, Priti ; Jain, Prachi ; Maitra, Debasish. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000060. Full description at Econpapers || Download paper |
| 2024 | How do adaptive learning expectations rationalize stronger monetary policy response in Brazil?. (2024). Wang, Hou ; Dizioli, Allan. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000012. Full description at Econpapers || Download paper |
| 2025 | GHENet: Attention-based Hurst exponents for the forecasting of stock market indexes. (2025). Alves, Jerson Leite ; Dos, Francisco Alves ; Lima, Rene Rodrigues ; Florindo, Joao B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s037843712500192x. Full description at Econpapers || Download paper |
| 2025 | Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201. Full description at Econpapers || Download paper |
| 2024 | Does space matter? The case of the housing expenditure cap. (2024). Leung, Charles ; Gong, Yifan ; Ka, Charles. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:104:y:2024:i:c:s0166046223001096. Full description at Econpapers || Download paper |
| 2024 | Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1. Full description at Econpapers || Download paper |
| 2024 | Integration and risk transmission across supply, demand, and prices in China’s housing market. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09713-x. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3. Full description at Econpapers || Download paper |
| 2025 | Assessing Housing Market Crashes over the Past 150 years. (2025). Psychoyios, Dimitris ; Petris, Panagiotis ; Dotsis, George. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09960-1. Full description at Econpapers || Download paper |
| 2025 | Capital Controls or Macroprudential Policies: Which is Better for Land Booms and Busts?. (2025). Kitano, Shigeto ; Zhou, Yang. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09780-7. Full description at Econpapers || Download paper |
| 2024 | Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202401. Full description at Econpapers || Download paper |
| 2024 | Stock Market Development and Economic Growth: Empirical Evidence from Nepal. (2024). Chettri, Keshab Khatri ; Gautam, Ramji ; Bhattarai, Jeevan Kumar. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:6:p:1510-1524. Full description at Econpapers || Download paper |
| 2024 | Give me your best shot! Diffusion of complete versus booster COVID-19 vaccines across US counties. (2024). Nelson, Michael ; Goel, Rajeev ; Capasso, Salvatore ; Alfano, Vincenzo. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09688-5. Full description at Econpapers || Download paper |
| 2024 | International Housing Markets and the U.S. Subprime Crisis. (2024). Luo, Shikong ; Ma, Jun. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:2-3:p:647-669. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Time‐varying connectedness of metropolitan housing markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 3 |
| 2019 | What cycles? Data detrending in DSGE models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2022 | Taming the housing crisis: An LTV macroprudential policy In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2014 | Optimal interest rate rule in a DSGE model with housing market spillovers In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2020 | Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2019 | Large price movements in housing markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
| 2023 | Yield curve and the macroeconomy: Evidence from a DSGE model with housing In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models In: Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model In: Working Papers. [Citation analysis] | paper | 6 |
| 2020 | Housing market spillovers in South Africa: evidence from an estimated small open economy DSGE model.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2019 | The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers. [Citation analysis] | paper | 18 |
| 2020 | The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2022 | Time-Varying Parameter Four-Equation DSGE Model In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | The impact of monetary policy on local housing markets: Do regulations matter? In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2023 | A synthetic control analysis of U.S. state level COVID-19 stay-at-home orders on new jobless claims In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2017 | What Drives the Owner‐Occupied and Rental Housing Markets? Evidence from an Estimated DSGE Model In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team