EconPapers    
Economics at your fingertips  
 

Details about Yongdeng Xu

E-mail:
Postal address:Aberconway Building, Colum Drive, CARDIFF, CF10 3EU
Workplace:Economics Section, Cardiff Business School, Cardiff University, (more information at EDIRC)

Access statistics for papers by Yongdeng Xu.

Last updated 2018-06-14. Update your information in the RePEc Author Service.

Short-id: pxu72


Jump to Journal Articles Books

Working Papers

2018

  1. Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    See also Journal Article in International Review of Financial Analysis (2018)
  2. Testing DSGE Models by indirect inference: a survey of recent findings
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  3. The small sample properties of Indirect Inference in testing and estimating DSGE models
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2017

  1. Classical or Gravity? Which trade model best matches the UK facts?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017) Downloads

    See also Journal Article in Open Economies Review (2018)
  2. Comparing different data descriptors in Indirect Inference tests on DSGE models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Economics Letters (2016)
  3. Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
  4. Testing part of a DSGE model by Indirect Inference
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016) Downloads
  5. What is the truth about DSGE models? Testing by indirect inference
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016) Downloads View citations (1)

2016

  1. Almost Unbiased Variance Estimation in Simultaneous Equation Models
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads

2015

  1. Testing macro models by indirect inference: a survey for users
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (3)

    See also Journal Article in Open Economies Review (2016)

2014

  1. How good are out of sample forecasting Tests on DSGE models?
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014) Downloads

    See also Journal Article in Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti (2015)

2013

  1. Testing weak exogeneity in multiplicative error models
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    See also Journal Article in Quantitative Finance (2017)
  2. The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section Downloads
    See also Journal Article in Quantitative Finance (2017)

Journal Articles

2018

  1. Classical or Gravity? Which Trade Model Best Matches the UK Facts?
    Open Economies Review, 2018, 29, (3), 579-611 Downloads
    See also Working Paper (2017)
  2. Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
    International Review of Financial Analysis, 2018, 56, (C), 208-220 Downloads
    See also Working Paper (2018)

2017

  1. Testing weak exogeneity in multiplicative error models
    Quantitative Finance, 2017, 17, (10), 1617-1630 Downloads
    See also Working Paper (2013)
  2. The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data
    Quantitative Finance, 2017, 17, (7), 1021-1035 Downloads
    See also Working Paper (2013)

2016

  1. Comparing different data descriptors in Indirect Inference tests on DSGE models
    Economics Letters, 2016, 145, (C), 157-161 Downloads View citations (2)
    See also Working Paper (2017)
  2. Testing Macro Models by Indirect Inference: A Survey for Users
    Open Economies Review, 2016, 27, (1), 1-38 Downloads View citations (20)
    Also in Open Economies Review, 2016, 27, (1), 1-38 (2016) Downloads View citations (19)

    See also Working Paper (2015)

2015

  1. How Good are Out of Sample Forecasting Tests on DSGE Models?
    Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, 2015, 1, (3), 333-351 Downloads View citations (3)
    See also Working Paper (2014)

Books

2015

  1. Should Britain Leave the EU?
    Books, Edward Elgar Publishing Downloads View citations (1)
 
Page updated 2018-12-13