7
H index
5
i10 index
160
Citations
Yongdeng Xu : Citation Profile
Cardiff University | RESEARCH PRODUCTION: 8 Articles 25 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2013 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yongdeng Xu. | Is cited by:
| Cites to:
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Main data
Where Yongdeng Xu has published?
| Journals with more than one article published | # docs |
|---|---|
| Open Economies Review | 2 |
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section | 20 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 5 |
Recent works citing Yongdeng Xu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10. Full description at Econpapers || Download paper |
| 2023 | Could an economy get stuck in a rational pessimism bubble? The case of Japan. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/13. Full description at Econpapers || Download paper |
| 2023 | Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15. Full description at Econpapers || Download paper |
| 2023 | On the determination of the real exchange rate in free markets: do consumer risk-pooling and uncovered interest parity differ and fit?. (2023). Minford, A. Patrick ; Zhu, Zheyi ; Ou, Zhirong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/2. Full description at Econpapers || Download paper |
| 2023 | UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/22. Full description at Econpapers || Download paper |
| 2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper |
| 2023 | Is there international risk-sharing between developed economies? New evidence from indirect inference. (2023). Minford, A. Patrick ; Zhu, Zheyi ; Ou, Zhirong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/3. Full description at Econpapers || Download paper |
| 2023 | Realized Covariance Models with Time-varying Parameters and Spillover Effects. (2023). Bauwens, Luc ; Otranto, Edoardo. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023019. Full description at Econpapers || Download paper |
| 2023 | Does inattentiveness matter for DSGE modeling? An empirical investigation. (2023). Minford, Patrick ; Easaw, Joshy ; Chou, Jenyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003133. Full description at Econpapers || Download paper |
| 2023 | Global Shocks in the US Economy: Effects on Output and the Real Exchange Rate. (2023). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09680-8. Full description at Econpapers || Download paper |
| 2023 | Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y. Full description at Econpapers || Download paper |
| 2023 | Applicability and Accomplishments of DSGE Modeling: A Critical Review. (2023). Jayamohan, M K ; Feto, Adem ; Vilks, Arnis. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00087-z. Full description at Econpapers || Download paper |
| 2023 | Traffic light theory for Covid-19 spatial mitigation policy design. (2023). Genesove, David ; Kotsenko, Nikita ; Felsenstein, Daniel ; Beenstock, Michael ; Dai, Xieer. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-022-00033-8. Full description at Econpapers || Download paper |
| 2023 | Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework. (2023). Minford, A. Patrick ; Cao, Yifei ; Chou, Jenyu. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:530-542. Full description at Econpapers || Download paper |
| 2023 | COVID?19 and tail risk contagion across commodity futures markets. (2023). Han, Liyan ; Qiao, Tongshuai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272. Full description at Econpapers || Download paper |
Works by Yongdeng Xu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Testing Part of a DSGE Model by Indirect Inference In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2016 | Testing part of a DSGE model by Indirect Inference.(2016) In: Cardiff Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2017 | Testing part of a DSGE model by Indirect Inference.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2013 | Testing weak exogeneity in multiplicative error models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Testing weak exogeneity in multiplicative error models.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2013 | The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2014 | How good are out of sample forecasting Tests on DSGE models? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | How good are out of sample forecasting Tests on DSGE models?.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2015 | How 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 nother version. Agregated cites: 7 | article | |
| 2015 | Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 53 |
| 2015 | Testing macro models by indirect inference: a survey for users.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
| 2016 | Testing Macro Models by Indirect Inference: A Survey for Users.(2016) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
| 2016 | Almost Unbiased Variance Estimation in Simultaneous Equation Models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | What is the truth about DSGE models? Testing by indirect inference.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Classical or Gravity? Which trade model best matches the UK facts? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Classical or Gravity? Which trade model best matches the UK facts?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2018 | Classical or Gravity? Which Trade Model Best Matches the UK Facts?.(2018) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2017 | Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2018 | Illiquidity 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] | paper | 8 |
| 2018 | Illiquidity 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 nother version. Agregated cites: 8 | article | |
| 2018 | The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | The Pricing of Unexpected Volatility in the Currency Market In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Testing competing world trade models against the facts of world trade In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Targeting moments for calibration compared with indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Asymmetric volatility spillover between crude oil and other asset markets In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Comparing different data descriptors in Indirect Inference tests on DSGE models In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2015 | Should Britain Leave the EU? In: Books. [Full Text][Citation analysis] | book | 25 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team