Xuewen Yu : Citation Profile

Are you Xuewen Yu?

Purdue University

3

H index

2

i10 index

33

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   2 years (2020 - 2022). See details.
   Cites by year: 16
   Journals where Xuewen Yu has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 2 (5.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyu342
   Updated: 2024-04-18    RAS profile: 2022-11-08    
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Relations with other researchers

Works with:

Chan, Joshua (5)

Kejriwal, Mohitosh (2)

Perron, Pierre (2)

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

Is cited by:

Huber, Florian (9)

Koop, Gary (4)

Maheu, John (4)

Bianchi, Daniele (2)

Mitchell, James (2)

Loaiza Maya, Rubén (2)

Chan, Joshua (2)

Li, Feng (1)

Paccagnini, Alessia (1)

Hendry, David (1)

Shin, Minchul (1)

Cites to:

Perron, Pierre (21)

Chan, Joshua (12)

Taylor, Robert (8)

Clark, Todd (7)

Ellahie, Atif (6)

Bai, Jushan (6)

Koop, Gary (6)

Kejriwal, Mohitosh (6)

Ricco, Giovanni (6)

Reichlin, Lucrezia (5)

Yamamoto, Yohei (5)

Main data

Where Xuewen Yu has published?

Journals with more than one article published# docs
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Xuewen Yu (2024 and 2023)

YearTitle of citing document
2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2023Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2022). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Huber, Florian ; Koop, Gary. In: Papers. RePEc:arx:papers:2305.16827.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2024Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Estimating the ordering of variables in a VAR using a Plackett–Luce prior. (2023). Koop, Gary ; Wu, Ping. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002720.

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2023Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models. (2023). Shin, Minchul ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1054-1086.

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2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023ABC-based Forecasting in State Space Models. (2023). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Weerasinghe, Chaya. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-12.

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2023Bayesian Modelling of TVP-VARs Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:str:wpaper:2308.

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2023Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks. (2023). Koop, Gary ; Huber, Florian. In: Working Papers. RePEc:str:wpaper:2309.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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Works by Xuewen Yu:

YearTitleTypeCited
2021Large Order-Invariant Bayesian VARs with Stochastic Volatility In: Papers.
[Full Text][Citation analysis]		paper12
2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility In: Papers.
[Full Text][Citation analysis]		paper15
2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility.(2022) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2020Fast and accurate variational inference for large Bayesian VARs with stochastic volatility.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis In: Papers.
[Full Text][Citation analysis]		paper3
2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2022A two?step procedure for testing partial parameter stability in cointegrated regression models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team