Details about Fang Xu

Access statistics for papers by Fang Xu.

Last updated 2023-04-10. Update your information in the RePEc Author Service.

Short-id: pxu43

Working Papers

2009

1. The Role of the Log Transformation in Forecasting Economic Variables
   CESifo Working Paper Series, CESifo View citations (15)
   See also Journal Article The role of the log transformation in forecasting economic variables, Empirical Economics, Springer (2012) View citations (48) (2012)

2007

2. A functional coefficient model view of the Feldstein-Horioka puzzle
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics
   See also Journal Article A functional coefficient model view of the Feldstein-Horioka puzzle, Journal of International Money and Finance, Elsevier (2010) View citations (27) (2010)
3. A new approach to bootstrap inference in functional coefficient models
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)
   See also Journal Article A new approach to bootstrap inference in functional coefficient models, Computational Statistics & Data Analysis, Elsevier (2009) View citations (8) (2009)

2006

4. Panel data model comparison for empirical saving-investment relations
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (1)
   See also Journal Article Panel data model comparison for empirical saving-investment relations, Applied Economics Letters, Taylor & Francis Journals (2009) View citations (15) (2009)
5. Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (2)
   See also Journal Article REVIEWING THE SUSTAINABILITY/STATIONARITY OF CURRENT ACCOUNT IMBALANCES WITH TESTS FOR BOUNDED INTEGRATION*, Manchester School, University of Manchester (2008) View citations (15) (2008)
6. What determines the relation between domestic saving and investment? - a new look at the Feldstein-Horioka puzzle
   EcoMod2006, EcoMod

2005

7. Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany
   Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics View citations (3)
   See also Journal Article Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany, Economics Bulletin, AccessEcon (2005) View citations (3) (2005)

Journal Articles

2020

1. Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom
   Scandinavian Journal of Economics, 2020, 122, (1), 164-190 View citations (1)

2016

2. Local Trends in Price‐to‐Dividend Ratios—Assessment, Predictive Value, and Determinants
   Journal of Money, Credit and Banking, 2016, 48, (8), 1655-1690 View citations (1)

2014

3. Testing for unit roots in bounded time series
   Journal of Econometrics, 2014, 178, (P2), 259-272 View citations (62)

2012

4. The role of the log transformation in forecasting economic variables
   Empirical Economics, 2012, 42, (3), 619-638 View citations (48)
   See also Working Paper The Role of the Log Transformation in Forecasting Economic Variables, CESifo Working Paper Series (2009) View citations (15) (2009)

2011

5. Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index
   Journal of Time Series Econometrics, 2011, 3, (1), 23 View citations (11)

2010

6. A functional coefficient model view of the Feldstein-Horioka puzzle
   Journal of International Money and Finance, 2010, 29, (1), 37-54 View citations (27)
   See also Working Paper A functional coefficient model view of the Feldstein-Horioka puzzle, Economics Working Papers (2007) (2007)

2009

7. A new approach to bootstrap inference in functional coefficient models
   Computational Statistics & Data Analysis, 2009, 53, (6), 2155-2167 View citations (8)
   See also Working Paper A new approach to bootstrap inference in functional coefficient models, Economics Working Papers (2007) View citations (1) (2007)
8. Panel data model comparison for empirical saving-investment relations
   Applied Economics Letters, 2009, 16, (8), 803-807 View citations (15)
   See also Working Paper Panel data model comparison for empirical saving-investment relations, Economics Working Papers (2006) View citations (1) (2006)

2008

9. REVIEWING THE SUSTAINABILITY/STATIONARITY OF CURRENT ACCOUNT IMBALANCES WITH TESTS FOR BOUNDED INTEGRATION*
   Manchester School, 2008, 76, (3), 267-278 View citations (15)
   See also Working Paper Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration, Economics Working Papers (2006) View citations (2) (2006)

2005

10. Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany
    Economics Bulletin, 2005, 3, (30), 1-13 View citations (3)
    See also Working Paper Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany, Economics Working Papers (2005) View citations (3) (2005)