Yongdeng Xu
Names
Identifer
Contact
postal address: |
Aberconway Building, Colum Drive, CARDIFF, CF10 3EU |
Affiliations
-
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) - 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) - 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) - 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) - 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) - 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) - 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) - 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) - 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) - 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) - 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)