Access Statistics for Yongdeng Xu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive-Lasso MGARCH for the Volatility Spillover of Transition Finance 0 0 0 0 3 5 17 17
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 2 7 10 103
Asymmetric volatility spillover between crude oil and other asset markets 1 1 1 10 1 6 9 31
Classical or Gravity? Which trade model best matches the UK facts? 0 0 3 102 2 4 8 197
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 2 3 5 61
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 0 31 4 6 8 76
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 101 3 3 7 101
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 5 7 8 51
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 1 67 1 9 14 166
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 3 3 4 69
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 1 1 1 158 7 8 14 362
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 2 2 5 92
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 1 1 2 39 4 11 18 26
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 3 4 5 65
How good are out of sample forecasting Tests on DSGE models? 0 0 0 1 0 3 5 8
How good are out of sample forecasting Tests on DSGE models? 0 0 0 138 2 3 4 128
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 7 11 14 105
Indirect Inference and Small Sample Bias - Some Recent Results 1 1 3 32 4 6 9 29
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 1 1 8 8 2 4 20 20
Indirect Inference- a methodological essay on its role and applications 1 1 1 22 3 5 8 30
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 1 1 1 6 4 4 9 13
Targeting moments for calibration compared with indirect inference 1 1 2 28 1 3 5 43
Testing DSGE Models by indirect inference: a survey of recent findings 0 1 2 93 2 6 7 161
Testing competing world trade models against the facts of world trade 0 0 3 52 6 9 12 77
Testing macro models by indirect inference: a survey for users 0 0 0 13 3 7 10 69
Testing macro models by indirect inference: a survey for users 0 0 2 82 4 7 10 141
Testing part of a DSGE model by Indirect Inference 0 0 0 19 0 4 5 56
Testing part of a DSGE model by Indirect Inference 0 0 1 124 4 4 6 142
Testing weak exogeneity in multiplicative error models 0 0 0 18 5 6 7 116
The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting 0 0 0 42 12 14 15 69
The Pricing of Unexpected Volatility in the Currency Market 0 0 1 39 3 5 7 69
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 1 1 1 1
The contribution of realized covariance models to the economic value of volatility timing 1 1 1 26 4 6 13 44
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 87 5 6 7 345
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 2 69 2 4 7 106
What is the truth about DSGE models? Testing by indirect inference 0 0 1 104 4 6 11 183
What is the truth about DSGE models? Testing by indirect inference 0 0 0 36 2 4 6 73
Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models 1 60 60 60 13 55 55 55
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 1 1 1 39 4 4 4 52
Total Working Papers 11 71 99 1,881 139 265 389 3,552

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric volatility spillover between crude oil and other asset markets 0 0 1 2 5 7 13 19
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 3 25 1 4 12 103
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 17 1 2 5 67
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 4 18 4 15 31 78
Corrigendum to “Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305] 0 0 2 2 3 3 7 7
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 2 2 7 12 21 27
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers 0 0 0 0 5 8 13 13
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 0 1 18 2 4 7 93
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 0 0 5 3 4 9 49
Indirect Inference and Small Sample Bias — Some Recent Results 0 2 5 6 2 5 12 17
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 5 10 11 9 19 43 49
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 1 3 6 7
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 2 21 5 9 16 97
Testing Macro Models by Indirect Inference: A Survey for Users 0 2 5 46 14 19 24 172
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 3 7 11 44
Testing competing world trade models against the facts of world trade 0 1 2 6 2 4 8 26
Testing weak exogeneity in multiplicative error models 0 0 0 3 5 6 7 32
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 4 10 11 11
The exponential HEAVY model: an improved approach to volatility modeling and forecasting 0 1 1 1 7 12 14 14
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 3 3 6 39
The pricing of unexpected volatility in the currency market 0 0 0 1 2 2 5 9
Total Journal Articles 0 11 38 193 88 158 281 973

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Should Britain Leave the EU? 0 0 0 323 6 8 9 763
Total Books 0 0 0 323 6 8 9 763

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Statistics updated 2026-02-12