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 Multivariate Volatility Forecasting 0 0 0 0 0 0 0 0
Adaptive-Lasso MGARCH for the Volatility Spillover of Transition Finance 0 0 0 0 0 1 23 23
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 0 3 15 108
Asymmetric volatility spillover between crude oil and other asset markets 0 0 1 10 0 3 10 35
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 0 2 5 63
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 102 0 1 7 199
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 1 1 32 0 1 11 79
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 0 2 11 55
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 101 0 1 7 103
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 0 67 2 3 16 171
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 0 4 10 75
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 1 158 1 7 22 373
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 0 3 9 9
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 0 7 17 106
Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints 0 0 0 0 0 0 0 0
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 0 0 1 39 1 2 24 35
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 1 8 68
How good are out of sample forecasting Tests on DSGE models? 0 0 0 1 0 0 6 9
How good are out of sample forecasting Tests on DSGE models? 0 0 0 138 1 1 5 129
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 0 3 18 109
Indirect Inference and Small Sample Bias - Some Recent Results 0 0 1 32 0 3 11 34
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 0 1 2 9 0 2 12 26
Indirect Inference- a methodological essay on its role and applications 0 0 1 22 0 1 10 34
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 1 6 1 4 9 17
Targeting moments for calibration compared with indirect inference 0 0 2 28 0 3 7 46
Testing DSGE Models by indirect inference: a survey of recent findings 0 0 2 94 0 2 14 169
Testing competing world trade models against the facts of world trade 0 0 2 53 0 3 15 82
Testing macro models by indirect inference: a survey for users 0 1 1 83 0 4 11 145
Testing macro models by indirect inference: a survey for users 0 0 0 13 0 11 20 82
Testing part of a DSGE model by Indirect Inference 0 0 0 124 0 2 8 146
Testing part of a DSGE model by Indirect Inference 0 0 0 19 2 2 13 65
Testing weak exogeneity in multiplicative error models 0 0 0 18 0 2 10 119
The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting 0 0 0 42 0 1 20 75
The Pricing of Unexpected Volatility in the Currency Market 0 0 0 39 0 1 7 71
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 3 5 5
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 26 1 3 14 48
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 0 1 5 5
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 1 1 1 88 1 5 13 351
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 0 69 1 3 10 112
What is the truth about DSGE models? Testing by indirect inference 0 0 0 36 0 2 14 82
What is the truth about DSGE models? Testing by indirect inference 0 0 0 104 0 2 18 192
Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models 0 4 66 66 2 12 81 81
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 0 0 1 39 0 1 7 55
Total Working Papers 1 8 86 1,893 13 118 558 3,791

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting 0 0 0 0 0 0 0 0
Asymmetric volatility spillover between crude oil and other asset markets 0 1 2 3 2 6 26 34
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 1 25 0 4 10 108
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 17 2 4 9 72
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 6 20 0 10 42 96
Corrigendum to “Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305] 0 0 1 2 0 3 10 11
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 1 2 3 0 9 36 46
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers 0 0 0 0 0 2 18 18
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 0 0 18 0 3 9 96
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 0 0 5 0 3 18 59
Indirect Inference and Small Sample Bias — Some Recent Results 0 0 4 7 0 3 16 24
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 7 11 0 6 45 64
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 0 3 9 12
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 1 21 0 1 16 100
Testing Macro Models by Indirect Inference: A Survey for Users 0 1 4 47 0 3 28 180
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 0 1 11 46
Testing competing world trade models against the facts of world trade 0 0 2 6 0 5 11 32
Testing weak exogeneity in multiplicative error models 0 0 0 3 0 2 9 34
The contribution of realized variance–covariance models to the economic value of volatility timing 0 2 3 3 0 8 26 26
The exponential HEAVY model: an improved approach to volatility modeling and forecasting 0 0 1 1 1 4 22 22
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 0 4 10 44
The pricing of unexpected volatility in the currency market 0 0 0 1 0 2 4 11
Total Journal Articles 0 5 34 202 5 86 385 1,135

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 1 324 0 1 14 768
Total Books 0 0 1 324 0 1 14 768

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