Details about Xuewen Yu

Access statistics for papers by Xuewen Yu.

Last updated 2022-11-08. Update your information in the RePEc Author Service.

Short-id: pyu342

Working Papers

2022

1. Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility
   Papers, arXiv.org View citations (10)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020) View citations (9)
   See also Journal Article Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (10) (2022)
2. Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis
   Papers, arXiv.org View citations (5)

2021

3. Large Order-Invariant Bayesian VARs with Stochastic Volatility
   Papers, arXiv.org View citations (18)

Journal Articles

2022

1. A two‐step procedure for testing partial parameter stability in cointegrated regression models
   Journal of Time Series Analysis, 2022, 43, (2), 219-237
2. Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility
   Journal of Economic Dynamics and Control, 2022, 143, (C) View citations (10)
   See also Working Paper Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility, Papers (2022) View citations (10) (2022)

2020

3. Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series
   Journal of Time Series Analysis, 2020, 41, (5), 676-690 View citations (3)