Yongdeng Xu : Citation Profile

Are you Yongdeng Xu?

Cardiff University

6

H index

3

i10 index

102

Citations

RESEARCH PRODUCTION:

8

Articles

24

Papers

1

Books

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 11
   Journals where Yongdeng Xu has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 15 (12.82 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu72
   Updated: 2022-10-01    RAS profile: 2019-02-12    
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Relations with other researchers

Works with:

Minford, A. Patrick (12)

Meenagh, David (5)

Taylor, Nick (3)

Lu, Wenna (2)

Wickens, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yongdeng Xu.

Is cited by:

Minford, A. Patrick (46)

Meenagh, David (33)

Ou, Zhirong (9)

Le, Vo Phuong Mai (7)

Wickens, Michael (6)

Barros, Lucy (5)

Oyekola, Olayinka (3)

Crafts, Nicholas (3)

Matthews, Kent (3)

Gallo, Giampiero (3)

pagan, adrian (2)

Cites to:

Minford, A. Patrick (69)

Meenagh, David (47)

Le, Vo Phuong Mai (47)

Smets, Frank (31)

Wouters, Raf (31)

Wickens, Michael (28)

Engle, Robert (23)

Clarida, Richard (16)

Gertler, Mark (16)

Galí, Jordi (16)

Gallo, Giampiero (11)

Main data

Where Yongdeng Xu has published?

Journals with more than one article published# docs
Quantitative Finance2
Open Economies Review2

Working Papers Series with more than one paper published# docs
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section19
CEPR Discussion Papers / C.E.P.R. Discussion Papers5

Recent works citing Yongdeng Xu (2022 and 2021)

YearTitle of citing document
2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021Financial institution objectives and auto loan pricing: Evidence from the survey of consumer finances. (2021). Hellman, Paul ; Zeng, Shuwei ; van Rijn, Jordan. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:3:p:995-1039.

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2021China’s market economy, shadow banking and the frequency of growth slowdown. (2021). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Xiao, Zhiguo ; Mai, Vo Phuong. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:5:p:420-444.

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2021The eurozone: what is to be done?. (2021). Wickens, Michael ; Ou, Zhirong ; Minford, A. Patrick ; Zhu, Zheyi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/11.

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2021Should Hong Kong switch to Taylor Rule?—Evidence from DSGE Model. (2021). Minford, A. Patrick ; Meenagh, David ; Zhao, Zhiqi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/13.

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2021Estimating macro models and the potentially misleading nature of Bayesian estimation. (2021). Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/22.

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2021Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation. (2021). Minford, A. Patrick ; Easaw, Joshy ; Chou, Jenyu. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/35.

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2022Modern Monetary Theory: the post-Crisis economy misunderstood?. (2022). Ou, Zhirong ; Minford, A. Patrick ; Liu, Chunping ; ChunpingLiu, . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/13.

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2022A structural model of coronavirus behaviour: what do four waves of Covid tell us?. (2022). Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/9.

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2021A Bayesian semiparametric vector Multiplicative Error Model. (2021). Mira, Antonietta ; Peluso, Stefano ; Donelli, Nicola. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000761.

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2022Defaulting on Covid debt. (2022). Paczos, Wojtek ; Shakhnov, Kirill. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000117.

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2022COVID-19 pandemic and liquidity commonality. (2022). Suardi, Sandy ; Zhou, Ivy Z ; Xu, Caihong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000579.

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2021Realized volatility forecasting: Robustness to measurement errors. (2021). Otranto, Edoardo ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:44-57.

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2021Shadow banks, banking policies and China’s macroeconomic fluctuations. (2021). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Xiao, Zhiguo ; Mai, Vo Phuong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000668.

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2021State-dependent pricing turns money into a two-edged sword: A new role for monetary policy. (2021). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001479.

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2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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2022.

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2021Inequality and Economic Growth in the UK. (2021). Minford, A. Patrick ; Meenagh, David ; Yang, Xiaoliang. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-020-09598-z.

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2022Is there Consumer Risk-Pooling in the Open Economy? The Evidence Reconsidered. (2022). Zhu, Zheyi ; Ou, Zhirong ; Minford, Patrick. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:1:d:10.1007_s11079-021-09622-w.

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2022Does Distance Matter for Trade in Services? The Case of Interprovincial Trade in Canada. (2022). Kotlyarova, Yulia ; Can, Talan B ; Boulatoff, Catherine. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:1:d:10.1007_s11079-021-09629-3.

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2022Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate. (2022). Xu, Zequn ; Qiu, Guanhua ; Minford, Patrick ; Dong, Xue ; Chen, Gang. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09631-9.

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2021Can a small New Keynesian model of the world economy with risk?pooling match the facts?. (2021). Ou, Zhirong ; Zhu, Zheyi ; Minford, Patrick. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1993-2021.

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Works by Yongdeng Xu:

YearTitleTypeCited
2019Testing Part of a DSGE Model by Indirect Inference In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2016Testing part of a DSGE model by Indirect Inference.(2016) In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2017Testing part of a DSGE model by Indirect Inference.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2013Testing weak exogeneity in multiplicative error models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Testing weak exogeneity in multiplicative error models.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2013The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper7
2017The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2014How good are out of sample forecasting Tests on DSGE models? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper5
2014How good are out of sample forecasting Tests on DSGE models?.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2015How Good are Out of Sample Forecasting Tests on DSGE Models?.(2015) In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2015Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper37
2015Testing macro models by indirect inference: a survey for users.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2016Testing Macro Models by Indirect Inference: A Survey for Users.(2016) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		article
2016Almost Unbiased Variance Estimation in Simultaneous Equation Models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2016What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2017What is the truth about DSGE models? Testing by indirect inference.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2017Classical or Gravity? Which trade model best matches the UK facts? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper7
2017Classical or Gravity? Which trade model best matches the UK facts?.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Classical or Gravity? Which Trade Model Best Matches the UK Facts?.(2018) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2017Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2018Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper11
2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper3
2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach.(2018) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2018The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2021DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2021Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2021The Pricing of Unexpected Volatility in the Currency Market In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2021Testing competing world trade models against the facts of world trade In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022Targeting moments for calibration compared with indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2022Exponential High-Frequency-Based-Volatility (EHEAVY) Models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2016Comparing different data descriptors in Indirect Inference tests on DSGE models In: Economics Letters.
[Full Text][Citation analysis]		article6
2015Should Britain Leave the EU? In: Books.
[Full Text][Citation analysis]		book17

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