7
H index
4
i10 index
163
Citations
Yongdeng Xu : Citation Profile
Cardiff University | RESEARCH PRODUCTION: 17 Articles 35 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2013 - 2024). 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 | 5 |
| Quantitative Finance | 2 |
| Energy Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section | 27 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 6 |
Recent works citing Yongdeng Xu (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | What does housing collateral mean for Hong Kong economy? From the perspective of modelling and policy implication. (2024). Zhao, Zhiqi ; Tang, Yunjie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:667-684. Full description at Econpapers || Download paper |
| 2024 | Extreme weather, policy uncertainty, and risk spillovers between energy, financial, and carbon markets. (2024). Huang, Zihuang ; Li, Zhicheng ; Liu, YU ; Dong, Feng. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004699. Full description at Econpapers || Download paper |
| 2024 | Are the leading indicators really leading? Evidence from mixed-frequency spillover approach. (2024). Zhou, Xiaorui ; Wang, Zhuo ; Ren, Lin ; Shang, Yue ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012625. Full description at Econpapers || Download paper |
| 2024 | The Role of Fiscal Policy — A Survey of Recent Empirical Findings. (2024). Meenagh, David ; Mai, Vo Phuong ; Minford, Patrick. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-024-09759-4. 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 | 8 |
| 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: 8 | 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: 8 | paper | |
| 2024 | Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 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 | 8 |
| 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: 8 | article | |
| 2014 | How good are out of sample forecasting Tests on DSGE models? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | article | |
| 2015 | Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 51 |
| 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: 51 | 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: 51 | 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 | |
| 2016 | Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Comparing different data descriptors in Indirect Inference tests on DSGE models.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2016 | Comparing different data descriptors in Indirect Inference tests on DSGE models.(2016) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 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 | 28 |
| 2019 | Testing DSGE Models by Indirect Inference: a Survey of Recent Findings.(2019) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 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 | 7 |
| 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: 7 | 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 | 3 |
| 2023 | DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations.(2023) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2021 | Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate.(2022) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | The Pricing of Unexpected Volatility in the Currency Market In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The pricing of unexpected volatility in the currency market.(2023) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Testing competing world trade models against the facts of world trade In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2023 | Testing competing world trade models against the facts of world trade.(2023) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 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 | Indirect Inference and Small Sample Bias - Some Recent Results In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Indirect Inference and Small Sample Bias — Some Recent Results.(2024) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | The contribution of realized covariance models to the economic value of volatility timing In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The contribution of realized covariance models to the economic value of volatility timing.(2023) In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Asymmetric volatility spillover between crude oil and other asset markets In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Asymmetric volatility spillover between crude oil and other asset markets.(2024) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2024 | Indirect Inference- a methodological essay on its role and applications In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets.(2024) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2024 | Extended multivariate EGARCH model: A model for zero€ return and negative spillovers In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 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. Last updated February, 4 2025. Contact: CitEc Team