Yongdeng Xu

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Affiliations

• Cardiff University / Cardiff Business School / Economics Section
  • EDIRC entry
  • location:

Research profile

author of:

• Testing Part of a DSGE Model by Indirect Inference (repec:bla:obuest:v:81:y:2019:i:1:p:178-194)
  by Patrick Minford & Michael Wickens & Yongdeng Xu
• Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation (repec:bpj:jtsmet:v:16:y:2024:i:1:p:1-27:n:1001)
  by Xu Yongdeng
• Testing weak exogeneity in multiplicative error models (repec:cdf:wpaper:2013/6)
  by Luintel, Kul B & Xu, Yongdeng
• The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (repec:cdf:wpaper:2013/7)
  by Taylor, Nick & Xu, Yongdeng
• How good are out of sample forecasting Tests on DSGE models? (repec:cdf:wpaper:2014/11)
  by Minford, Patrick & Xu, Yongdeng & Zhou, Peng
• Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results (repec:cdf:wpaper:2015/8)
  by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• Testing macro models by indirect inference: a survey for users (repec:cdf:wpaper:2015/9)
  by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• Almost Unbiased Variance Estimation in Simultaneous Equation Models (repec:cdf:wpaper:2016/10)
  by Phillip, Garry & Xu, Yongdeng
• Testing part of a DSGE model by Indirect Inference (repec:cdf:wpaper:2016/12)
  by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• What is the truth about DSGE models? Testing by indirect inference (repec:cdf:wpaper:2016/14)
  by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• Comparing different data descriptors in Indirect Inference tests on DSGE models (repec:cdf:wpaper:2016/5)
  by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• Classical or Gravity? Which trade model best matches the UK facts? (repec:cdf:wpaper:2017/10)
  by Minford, Patrick & Xu, Yongdeng
• Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities (repec:cdf:wpaper:2017/14)
  by Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula
• Testing DSGE Models by indirect inference: a survey of recent findings (repec:cdf:wpaper:2018/14)
  by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach (repec:cdf:wpaper:2018/6)
  by Xu, Yongdeng & Taylor, Nick & Lu, Wenna
• The small sample properties of Indirect Inference in testing and estimating DSGE models (repec:cdf:wpaper:2018/7)
  by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations (repec:cdf:wpaper:2019/5)
  by Bauwens, Luc & Xu, Yongdeng
• Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate (repec:cdf:wpaper:2021/14)
  by Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn
• The Pricing of Unexpected Volatility in the Currency Market (repec:cdf:wpaper:2021/16)
  by Lu, Wenna & Copeland, Laurence & Xu, Yongdeng
• Testing competing world trade models against the facts of world trade (repec:cdf:wpaper:2021/20)
  by Minford, Patrick & Xu, Yongdeng & Dong, Xue
• Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note (repec:cdf:wpaper:2022/10)
  by Meenagh, David & Minford, Patrick & Xu, Yongdeng
• Targeting moments for calibration compared with indirect inference (repec:cdf:wpaper:2022/12)
  by Meenagh, David & Minford, Patrick & Xu, Yongdeng
• The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting (repec:cdf:wpaper:2022/5)
  by Xu, Yongdeng
• Indirect Inference and Small Sample Bias - Some Recent Results (repec:cdf:wpaper:2023/15)
  by Meenagh, David & Minford, Patrick & Xu, Yongdeng
• The contribution of realized covariance models to the economic value of volatility timing (repec:cdf:wpaper:2023/20)
  by Bauwens, Luc & Xu, Yongdeng
• Asymmetric volatility spillover between crude oil and other asset markets (RePEc:cdf:wpaper:2023/27)
  by Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng
• Indirect Inference- a methodological essay on its role and applications (RePEc:cdf:wpaper:2024/1)
  by Minford, Patrick & Xu, Yongdeng
• Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets (RePEc:cdf:wpaper:2024/15)
  by Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed
• Extended multivariate EGARCH model: A model for zero†return and negative spillovers (RePEc:cdf:wpaper:2024/24)
  by Xu, Yongdeng
• Adaptive-Lasso MGARCH for the Volatility Spillover of Transition Finance (repec:cdf:wpaper:2025/19)
  by Xu, Yongdeng & Lyu, Juyi & Mazouz, Khelifa
• Indirect Inference for the Identification of Star Variables in Macroeconomic Models (RePEc:cdf:wpaper:2025/8)
  by Minford, Patrick & Xu, Yongdeng
• DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations (repec:cor:louvco:2019025)
  by BAUWENS Luc, & XU Yongdeng,
• The contribution of realized covariance models to the economic value of volatility timing (repec:cor:louvco:2023018)
  by Bauwens, Luc & Xu, Yongdeng
• How good are out of sample forecasting Tests on DSGE models? (repec:cpr:ceprdp:10090)
  by Minford, Patrick & Zhou, Peng & Xu, Yongdeng
• How good are out of sample forecasting Tests on DSGE models? (repec:cpr:ceprdp:10239)
  by Minford, Patrick & Zhou, Peng & Xu, Yongdeng
• Testing macro models by indirect inference: a survey for users (repec:cpr:ceprdp:10766)
  by Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng
• Comparing different data descriptors in Indirect Inference tests on DSGE models (repec:cpr:ceprdp:11816)
  by Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng
• What is the truth about DSGE models? Testing by indirect inference (repec:cpr:ceprdp:11817)
  by Minford, Patrick & Meenagh, David & Xu, Yongdeng & Wickens, Michael R.
• Testing part of a DSGE model by Indirect Inference (repec:cpr:ceprdp:11819)
  by Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng
• Classical or Gravity? Which trade model best matches the UK facts? (repec:cpr:ceprdp:12521)
  by Minford, Patrick & Xu, Yongdeng
• Comparing different data descriptors in Indirect Inference tests on DSGE models (repec:eee:ecolet:v:145:y:2016:i:c:p:157-161)
  by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
• Asymmetric volatility spillover between crude oil and other asset markets (repec:eee:eneeco:v:130:y:2024:i:c:s0140988324000136)
  by Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng
• Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets (repec:eee:eneeco:v:136:y:2024:i:c:s0140988324004584)
  by Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed
• Corrigendum to “Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305] (repec:eee:eneeco:v:144:y:2025:i:c:s0140988325001781)
  by Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng
• Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach (repec:eee:finana:v:56:y:2018:i:c:p:208-220)
  by Xu, Yongdeng & Taylor, Nick & Lu, Wenna
• DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations (repec:eee:intfor:v:39:y:2023:i:2:p:938-955)
  by Bauwens, Luc & Xu, Yongdeng
• The contribution of realized variance–covariance models to the economic value of volatility timing (repec:eee:intfor:v:41:y:2025:i:3:p:1165-1183)
  by Bauwens, Luc & Xu, Yongdeng
• Testing competing world trade models against the facts of world trade (repec:eee:jimfin:v:138:y:2023:i:c:s0261560623001419)
  by Minford, Patrick & Xu, Yongdeng & Dong, Xue
• Should Britain Leave the EU? (repec:elg:eebook:16679)
  by Patrick Minford & Sakshi Gupta & Vo P.M. Le & Vidya Mahambare & Yongdeng Xu
• Testing Macro Models by Indirect Inference: A Survey for Users (repec:kap:openec:v:27:y:2016:i:1:p:1-38)
  by Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu
• Classical or Gravity? Which Trade Model Best Matches the UK Facts? (repec:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-017-9470-z)
  by Patrick Minford & Yongdeng Xu
• Testing DSGE Models by Indirect Inference: a Survey of Recent Findings (repec:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09526-w)
  by David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu
• Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate (repec:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09631-9)
  by Gang Chen & Xue Dong & Patrick Minford & Guanhua Qiu & Yongdeng Xu & Zequn Xu
• Indirect Inference and Small Sample Bias — Some Recent Results (repec:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09731-8)
  by David Meenagh & Patrick Minford & Yongdeng Xu
• The exponential HEAVY model: an improved approach to volatility modeling and forecasting (repec:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01358-1)
  by Yongdeng Xu
• How Good are Out of Sample Forecasting Tests on DSGE Models? (repec:spr:italej:v:1:y:2015:i:3:p:333-351)
  by Patrick Minford & Yongdeng Xu & Peng Zhou
• The pricing of unexpected volatility in the currency market (repec:taf:eurjfi:v:29:y:2023:i:17:p:2032-2046)
  by Wenna Lu & Laurence Copeland & Yongdeng Xu
• Testing weak exogeneity in multiplicative error models (repec:taf:quantf:v:17:y:2017:i:10:p:1617-1630)
  by Kul B. Luintel & Yongdeng Xu
• The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (repec:taf:quantf:v:17:y:2017:i:7:p:1021-1035)
  by N. Taylor & Y. Xu
• Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers (repec:wly:jforec:v:44:y:2025:i:4:p:1266-1279)
  by Yongdeng Xu