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 2 8 22 22
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 2 4 12 105
Asymmetric volatility spillover between crude oil and other asset markets 0 1 1 10 0 2 9 32
Classical or Gravity? Which trade model best matches the UK facts? 0 0 1 102 0 3 7 198
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 0 2 3 61
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 0 31 1 6 10 78
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 1 7 9 53
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 101 1 4 7 102
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 1 67 1 3 15 168
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 1 5 6 71
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 1 1 158 1 11 16 366
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 1 6 6 6
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 3 9 11 99
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 0 1 1 39 2 11 23 33
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 1 5 7 67
How good are out of sample forecasting Tests on DSGE models? 0 0 0 1 0 1 6 9
How good are out of sample forecasting Tests on DSGE models? 0 0 0 138 0 2 4 128
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 0 8 15 106
Indirect Inference and Small Sample Bias - Some Recent Results 0 1 3 32 1 6 11 31
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 0 1 6 8 3 6 21 24
Indirect Inference- a methodological essay on its role and applications 0 1 1 22 3 6 10 33
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 1 1 6 0 4 7 13
Targeting moments for calibration compared with indirect inference 0 1 2 28 0 1 5 43
Testing DSGE Models by indirect inference: a survey of recent findings 0 1 3 94 2 8 13 167
Testing competing world trade models against the facts of world trade 0 1 3 53 1 8 13 79
Testing macro models by indirect inference: a survey for users 0 0 0 13 2 5 11 71
Testing macro models by indirect inference: a survey for users 0 0 2 82 0 4 9 141
Testing part of a DSGE model by Indirect Inference 0 0 0 19 1 7 12 63
Testing part of a DSGE model by Indirect Inference 0 0 1 124 2 6 7 144
Testing weak exogeneity in multiplicative error models 0 0 0 18 1 6 8 117
The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting 0 0 0 42 1 17 19 74
The Pricing of Unexpected Volatility in the Currency Market 0 0 1 39 0 4 7 70
The contribution of realized covariance models to the economic value of volatility timing 0 1 1 26 0 5 12 45
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 1 2 2 2
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 1 4 4 4
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 87 1 6 8 346
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 2 69 3 5 9 109
What is the truth about DSGE models? Testing by indirect inference 0 0 0 36 3 9 13 80
What is the truth about DSGE models? Testing by indirect inference 0 0 1 104 0 11 17 190
Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models 1 3 62 62 10 27 69 69
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 0 1 1 39 1 6 6 54
Total Working Papers 1 15 97 1,885 54 260 481 3,673

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 6 14 21 28
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 1 25 1 2 7 104
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 17 1 2 5 68
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 1 2 6 20 4 12 36 86
Corrigendum to “Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305] 0 0 2 2 0 4 8 8
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 2 2 7 17 29 37
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers 0 0 0 0 2 8 16 16
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 0 1 18 0 2 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 10 15 56
Indirect Inference and Small Sample Bias — Some Recent Results 0 1 6 7 2 6 16 21
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 8 11 7 18 47 58
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 1 3 7 9
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 2 21 2 7 17 99
Testing Macro Models by Indirect Inference: A Survey for Users 0 0 5 46 2 19 29 177
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 1 4 12 45
Testing competing world trade models against the facts of world trade 0 0 2 6 1 3 7 27
Testing weak exogeneity in multiplicative error models 0 0 0 3 0 5 7 32
The contribution of realized variance–covariance models to the economic value of volatility timing 1 1 1 1 5 11 18 18
The exponential HEAVY model: an improved approach to volatility modeling and forecasting 0 0 1 1 4 11 18 18
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 0 4 7 40
The pricing of unexpected volatility in the currency market 0 0 0 1 0 2 3 9
Total Journal Articles 2 4 38 197 49 164 332 1,049

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 1 1 324 0 10 13 767
Total Books 0 1 1 324 0 10 13 767

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Statistics updated 2026-04-09