Xuewen Yu : Citation Profile

Purdue University

3

H index

2

i10 index

57

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   2 years (2020 - 2022). See details.
   Cites by year: 28
   Journals where Xuewen Yu has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 2 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyu342
   Updated: 2026-02-21    RAS profile: 2022-11-08    
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Relations with other researchers

Works with:

Chan, Joshua (5)

Perron, Pierre (2)

Kejriwal, Mohitosh (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 (13)

Koop, Gary (11)

Nibbering, Didier (6)

Maheu, John (5)

Loaiza Maya, Rubén (3)

Rodríguez, Gabriel (2)

Lütkepohl, Helmut (2)

Chan, Joshua (2)

Karlsson, Sune (2)

Uzeda, Luis (2)

Marcellino, Massimiliano (2)

Cites to:

Perron, Pierre (21)

Chan, Joshua (12)

Taylor, Robert (8)

Clark, Todd (7)

Bai, Jushan (6)

Koop, Gary (6)

Kejriwal, Mohitosh (6)

Ellahie, Atif (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 (2025 and 2024)

YearTitle of citing document
2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

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2024Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. (2024). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564.

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2025Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Wo, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024Bayesian modelling of VAR precision matrices using stochastic block networks. (2024). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Scheckel, Tobias. In: Papers. RePEc:arx:papers:2407.16349.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025Time-Varying Identification of Structural Vector Autoregressions. (2025). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2502.19659.

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2025Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2024Bayesian nonparametric methods for macroeconomic forecasting. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24224.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Uzeda, Luis ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut ; Shang, Fei. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2081.

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2024Variational inference for Bayesian panel VAR models. (2024). Steege, Lucas Ter. In: Working Paper Series. RePEc:ecb:ecbwps:20242991.

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2026Structural drivers of growth at risk: insights from a VAR-quantile regression approach. (2026). Fonseca, Luís ; Urrutia, Leonardo ; Fornari, Fabio ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20263171.

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2024Labour at risk. (2024). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001788.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917.

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2025ABC-based forecasting in misspecified state space models. (2025). Loaiza-Maya, Rubn ; Weerasinghe, Chaya ; Frazier, David T ; Martin, Gael M. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:270-289.

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2024Impact of monetary policy shocks in the Peruvian economy over time. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Rojo, Flavio Prez. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:270-288.

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2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

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2024Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks. (2024). Huber, Florian ; Koop, Gary. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1301-1320.

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Works by Xuewen Yu:

YearTitleTypeCited
2021Large Order-Invariant Bayesian VARs with Stochastic Volatility In: Papers.
[Full Text][Citation analysis]		paper27
2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility In: Papers.
[Full Text][Citation analysis]		paper21
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: 21		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: 21		paper
2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis In: Papers.
[Full Text][Citation analysis]		paper6
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

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