Yongdeng Xu
Names
Identifer
Contact
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Aberconway Building, Colum Drive, CARDIFF, CF10 3EU |
Affiliations
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Cardiff University
/ Cardiff Business School
/ Economics Section
Research profile
author of:
- Testing Part of a DSGE Model by Indirect Inference
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2019)
by Patrick Minford & Michael Wickens & Yongdeng Xu
(ReDIF-article, bla:obuest:v:81:y:2019:i:1:p:178-194) - Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation
Journal of Time Series Econometrics, De Gruyter (2024)
by Xu Yongdeng
(ReDIF-article, bpj:jtsmet:v:16:y:2024:i:1:p:1-27:n:1001) - Testing weak exogeneity in multiplicative error models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2013)
by Luintel, Kul B & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2013/6) - The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2013)
by Taylor, Nick & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2013/7) - How good are out of sample forecasting Tests on DSGE models?
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2014)
by Minford, Patrick & Xu, Yongdeng & Zhou, Peng
(ReDIF-paper, cdf:wpaper:2014/11) - Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2015)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2015/8) - Testing macro models by indirect inference: a survey for users
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2015)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2015/9) - Almost Unbiased Variance Estimation in Simultaneous Equation Models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016)
by Phillip, Garry & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2016/10) - Testing part of a DSGE model by Indirect Inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016)
by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2016/12) - What is the truth about DSGE models? Testing by indirect inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2016/14) - Comparing different data descriptors in Indirect Inference tests on DSGE models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016)
by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2016/5) - Classical or Gravity? Which trade model best matches the UK facts?
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017)
by Minford, Patrick & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2017/10) - Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017)
by Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula
(ReDIF-paper, cdf:wpaper:2017/14) - Testing DSGE Models by indirect inference: a survey of recent findings
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2018/14) - Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
by Xu, Yongdeng & Taylor, Nick & Lu, Wenna
(ReDIF-paper, cdf:wpaper:2018/6) - The small sample properties of Indirect Inference in testing and estimating DSGE models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2018/7) - DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2019)
by Bauwens, Luc & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2019/5) - Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2021)
by Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn
(ReDIF-paper, cdf:wpaper:2021/14) - The Pricing of Unexpected Volatility in the Currency Market
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2021)
by Lu, Wenna & Copeland, Laurence & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2021/16) - Testing competing world trade models against the facts of world trade
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2021)
by Minford, Patrick & Xu, Yongdeng & Dong, Xue
(ReDIF-paper, cdf:wpaper:2021/20) - Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2022)
by Meenagh, David & Minford, Patrick & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2022/10) - Targeting moments for calibration compared with indirect inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2022)
by Meenagh, David & Minford, Patrick & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2022/12) - The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2022)
by Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2022/5) - Indirect Inference and Small Sample Bias - Some Recent Results
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2023)
by Meenagh, David & Minford, Patrick & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2023/15) - The contribution of realized covariance models to the economic value of volatility timing
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2023)
by Bauwens, Luc & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2023/20) - Asymmetric volatility spillover between crude oil and other asset markets
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2023)
by Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2023/27) - Indirect Inference- a methodological essay on its role and applications
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2024)
by Minford, Patrick & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2024/1) - Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2024)
by Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed
(ReDIF-paper, cdf:wpaper:2024/15) - Extended multivariate EGARCH model: A model for zero†return and negative spillovers
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2024)
by Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2024/24) - DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2019)
by BAUWENS Luc, & XU Yongdeng,
(ReDIF-paper, cor:louvco:2019025) - The contribution of realized covariance models to the economic value of volatility timing
LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2023)
by Bauwens, Luc & Xu, Yongdeng
(ReDIF-paper, cor:louvco:2023018) - How good are out of sample forecasting Tests on DSGE models?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Minford, Patrick & Zhou, Peng & Xu, Yongdeng
(ReDIF-paper, cpr:ceprdp:10090) - How good are out of sample forecasting Tests on DSGE models?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Minford, Patrick & Zhou, Peng & Xu, Yongdeng
(ReDIF-paper, cpr:ceprdp:10239) - Testing macro models by indirect inference: a survey for users
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng
(ReDIF-paper, cpr:ceprdp:10766) - Comparing different data descriptors in Indirect Inference tests on DSGE models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng
(ReDIF-paper, cpr:ceprdp:11816) - What is the truth about DSGE models? Testing by indirect inference
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Minford, Patrick & Meenagh, David & Xu, Yongdeng & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:11817) - Testing part of a DSGE model by Indirect Inference
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng
(ReDIF-paper, cpr:ceprdp:11819) - Classical or Gravity? Which trade model best matches the UK facts?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
by Minford, Patrick & Xu, Yongdeng
(ReDIF-paper, cpr:ceprdp:12521) - Comparing different data descriptors in Indirect Inference tests on DSGE models
Economics Letters, Elsevier (2016)
by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-article, eee:ecolet:v:145:y:2016:i:c:p:157-161) - Asymmetric volatility spillover between crude oil and other asset markets
Energy Economics, Elsevier (2024)
by Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng
(ReDIF-article, eee:eneeco:v:130:y:2024:i:c:s0140988324000136) - Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Energy Economics, Elsevier (2024)
by Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed
(ReDIF-article, eee:eneeco:v:136:y:2024:i:c:s0140988324004584) - Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
International Review of Financial Analysis, Elsevier (2018)
by Xu, Yongdeng & Taylor, Nick & Lu, Wenna
(ReDIF-article, eee:finana:v:56:y:2018:i:c:p:208-220) - DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations
International Journal of Forecasting, Elsevier (2023)
by Bauwens, Luc & Xu, Yongdeng
(ReDIF-article, eee:intfor:v:39:y:2023:i:2:p:938-955) - Testing competing world trade models against the facts of world trade
Journal of International Money and Finance, Elsevier (2023)
by Minford, Patrick & Xu, Yongdeng & Dong, Xue
(ReDIF-article, eee:jimfin:v:138:y:2023:i:c:s0261560623001419) - Should Britain Leave the EU?
Books, Edward Elgar Publishing (2015)
by Patrick Minford & Sakshi Gupta & Vo P.M. Le & Vidya Mahambare & Yongdeng Xu
(ReDIF-book, elg:eebook:16679) - Testing Macro Models by Indirect Inference: A Survey for Users
Open Economies Review, Springer (2016)
by Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu
(ReDIF-article, kap:openec:v:27:y:2016:i:1:p:1-38) - Classical or Gravity? Which Trade Model Best Matches the UK Facts?
Open Economies Review, Springer (2018)
by Patrick Minford & Yongdeng Xu
(ReDIF-article, kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-017-9470-z) - Testing DSGE Models by Indirect Inference: a Survey of Recent Findings
Open Economies Review, Springer (2019)
by David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu
(ReDIF-article, kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09526-w) - Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate
Open Economies Review, Springer (2022)
by Gang Chen & Xue Dong & Patrick Minford & Guanhua Qiu & Yongdeng Xu & Zequn Xu
(ReDIF-article, kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09631-9) - Indirect Inference and Small Sample Bias — Some Recent Results
Open Economies Review, Springer (2024)
by David Meenagh & Patrick Minford & Yongdeng Xu
(ReDIF-article, kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09731-8) - How Good are Out of Sample Forecasting Tests on DSGE Models?
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association) (2015)
by Patrick Minford & Yongdeng Xu & Peng Zhou
(ReDIF-article, spr:italej:v:1:y:2015:i:3:p:333-351) - The pricing of unexpected volatility in the currency market
The European Journal of Finance, Taylor & Francis Journals (2023)
by Wenna Lu & Laurence Copeland & Yongdeng Xu
(ReDIF-article, taf:eurjfi:v:29:y:2023:i:17:p:2032-2046) - Testing weak exogeneity in multiplicative error models
Quantitative Finance, Taylor & Francis Journals (2017)
by Kul B. Luintel & Yongdeng Xu
(ReDIF-article, taf:quantf:v:17:y:2017:i:10:p:1617-1630) - The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data
Quantitative Finance, Taylor & Francis Journals (2017)
by N. Taylor & Y. Xu
(ReDIF-article, taf:quantf:v:17:y:2017:i:7:p:1021-1035)