8
H index
4
i10 index
184
Citations
Yongdeng Xu : Citation Profile
Cardiff University | RESEARCH PRODUCTION: 21 Articles 38 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2013 - 2025). 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 |
| Energy Economics | 3 |
| International Journal of Forecasting | 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 | 30 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 6 |
Recent works citing Yongdeng Xu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024022. Full description at Econpapers || Download paper |
| 2025 | Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach. (2025). Djebari, Fayçal ; Otto, Philipp ; Mazouz, Khelifa ; Mehidi, Kahina. In: Papers. RePEc:arx:papers:2507.15046. Full description at Econpapers || Download paper |
| 2024 | A note rebutting the recent Cambridge Econometrics assessment of Brexit on the UK and London economies- commissioned by London Mayor Khan. (2024). Minford, A. Patrick. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/2. Full description at Econpapers || Download paper |
| 2024 | A Vector Multiplicative Error Model with Spillover Effects and Co-movements. (2024). Otranto, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:202404. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2024024. Full description at Econpapers || Download paper |
| 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 | Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303. Full description at Econpapers || Download paper |
| 2025 | Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489. Full description at Econpapers || Download paper |
| 2025 | Forecasting Chinas precious metal futures volatility: GBRT models and time-model dimension combination of Tree SHAP. (2025). Feng, Lingbing ; Huang, Dasen ; Wang, Xinyi ; Zheng, Yuhao ; Zhu, Ziyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003369. 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 |
| 2025 | Could an economy get stuck on a rational pessimism sunspot path? The case of Japan. (2025). Meenagh, David ; Minford, Patrick ; Mai, Vo Phuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000320. Full description at Econpapers || Download paper |
| 2025 | Multivariate dynamic mixed-frequency density pooling for financial forecasting. (2025). Lopes, Hedibert F ; Virbickait, Audron ; Zaharieva, Martina Danielova. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1184-1198. Full description at Econpapers || Download paper |
| 2025 | Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model. (2025). Honig, Igor ; Kircher, Felix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001256. Full description at Econpapers || Download paper |
| 2025 | UK monetary policy in an estimated DSGE model with state-dependent price and wage contracts. (2025). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001251. Full description at Econpapers || Download paper |
| 2024 | The dynamics of redistribution, inequality and growth across China’s regions. (2024). Meenagh, David ; Matthews, Kent ; Yang, Xiaoliang ; Barros, Lucy. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:3:p:613-637. Full description at Econpapers || Download paper |
| 2024 | How China can promote the outer circular economy under policy uncertainty. (2024). Li, Yong ; Yang, Qin ; Wang, Xizhe ; Shi, Chengdong ; Zhou, Rui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006075. Full description at Econpapers || Download paper |
| 2025 | A Hybrid EGARCH–Informer Model with Consistent Risk Calibration for Volatility and CVaR Forecasting. (2025). Lee, Ming Che. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:19:p:3108-:d:1760321. Full description at Econpapers || Download paper |
| 2024 | Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049. Full description at Econpapers || Download paper |
| 2024 | The Role of Fiscal Policy — A Survey of Recent Empirical Findings. (2024). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. 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 |
| 2025 | How Much Price Stickiness in Hong Kong? —Evidence from Small Open Economy DSGE and Indirect Inference. (2025). Meenagh, David ; Zhu, Zheyi ; Tang, Yunjie ; Kuang, Kefeng ; Zhao, Zhiqi. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09783-4. Full description at Econpapers || Download paper |
| 2025 | Statistical properties, dynamic conditional correlation, and scaling analysis: evidence from international financial markets high-frequency data. (2025). Enow, Samuel Tabot. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:14:y:2025:i:4:p:251-255. Full description at Econpapers || Download paper |
| 2025 | Can Modern Monetary Theory fit the post‐Crisis US facts? Evidence from a full DSGE model. (2025). Ou, Zhirong ; Minford, A. Patrick ; Liu, Chunping. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:983-1006. Full description at Econpapers || Download paper |
| 2024 | Modeling the effects of Brexit on the British economy. (2024). Minford, A. Patrick ; Zhu, Zheyi. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1114-1126. Full description at Econpapers || Download paper |
| 2025 | The role of storage in commodity markets: Indirect inference based on grain data. (2025). Legrand, Nicolas ; Gouel, Christophe. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:705-747. 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 | 9 |
| 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: 9 | 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: 9 | 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 | 8 |
| 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: 8 | 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: 8 | 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 | 55 |
| 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: 55 | 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: 55 | 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 | 11 |
| 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: 11 | 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: 11 | 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 | 31 |
| 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: 31 | 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 | 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 | 6 |
| 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: 6 | 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 |
| 2025 | The exponential HEAVY model: an improved approach to volatility modeling and forecasting.(2025) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 | 4 |
| 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: 4 | 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 | 3 |
| 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: 3 | 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 |
| 2025 | Adaptive-Lasso MGARCH for the Volatility Spillover of Transition Finance In: Cardiff Economics Working Papers. [Citation analysis] | paper | 0 |
| 2025 | Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Indirect Inference for the Identification of Star Variables in Macroeconomic Models 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 |
| 2025 | Corrigendum to “Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305] In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2025 | The contribution of realized variance–covariance models to the economic value of volatility timing In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Should Britain Leave the EU? In: Books. [Full Text][Citation analysis] | book | 25 |
| 2025 | Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team