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 1 25 25 25 2 12 12 12
Adaptive-Lasso MGARCH for the Volatility Spillover of Transition Finance 0 0 0 0 2 4 22 27
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 1 1 13 109
Asymmetric volatility spillover between crude oil and other asset markets 0 0 1 10 0 0 10 35
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 102 1 1 8 200
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 0 1 6 64
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 1 32 0 0 11 79
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 101 0 1 7 104
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 0 0 11 55
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 0 67 0 0 14 171
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 0 2 11 77
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 1 158 1 4 23 377
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 1 2 11 11
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 0 23 1 2 18 108
Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints 0 0 0 0 0 3 3 3
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 0 0 1 39 0 1 21 36
How good are out of sample forecasting Tests on DSGE models? 0 0 0 138 0 0 5 129
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 0 7 68
How good are out of sample forecasting Tests on DSGE models? 0 0 0 1 0 3 9 12
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 0 0 17 109
Indirect Inference and Small Sample Bias - Some Recent Results 0 0 1 32 0 0 11 34
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 0 0 2 9 0 3 13 29
Indirect Inference- a methodological essay on its role and applications 0 0 1 22 0 2 12 36
Learn the measure, estimate the moment: machine-learned drivers in dynamic conditional correlation models 0 0 0 0 0 0 0 0
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 1 6 2 4 13 21
Targeting moments for calibration compared with indirect inference 0 0 2 28 2 2 9 48
Testing DSGE Models by indirect inference: a survey of recent findings 0 0 2 94 0 1 15 170
Testing competing world trade models against the facts of world trade 0 0 1 53 0 0 14 82
Testing macro models by indirect inference: a survey for users 0 0 0 13 0 0 20 82
Testing macro models by indirect inference: a survey for users 0 0 1 83 0 0 11 145
Testing part of a DSGE model by Indirect Inference 0 0 0 124 0 0 8 146
Testing part of a DSGE model by Indirect Inference 0 0 0 19 2 3 16 68
Testing weak exogeneity in multiplicative error models 0 0 0 18 0 0 10 119
The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting 0 0 0 42 0 4 24 79
The Pricing of Unexpected Volatility in the Currency Market 0 0 0 39 1 1 8 72
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 26 1 1 13 49
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 0 5 5
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 1 1 6 6
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 1 88 0 1 13 352
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 0 69 0 0 10 112
What is the truth about DSGE models? Testing by indirect inference 0 0 0 36 1 3 16 85
What is the truth about DSGE models? Testing by indirect inference 0 0 0 104 1 1 18 193
Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models 0 0 66 66 1 6 87 87
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 0 0 1 39 0 0 7 55
Total Working Papers 1 25 109 1,918 21 70 598 3,861

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 1 1 1 1 2 2 2 2
Asymmetric volatility spillover between crude oil and other asset markets 0 0 1 3 1 2 24 36
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 1 25 1 1 11 109
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 17 0 1 8 73
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 2 20 2 4 38 100
Corrigendum to “Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305] 0 0 0 2 0 0 8 11
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 1 3 0 1 35 47
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers 1 1 1 1 2 5 22 23
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 0 0 18 0 0 7 96
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 0 0 5 2 3 19 62
Indirect Inference and Small Sample Bias — Some Recent Results 0 0 4 7 0 0 15 24
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 1 1 6 12 2 3 42 67
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 0 1 9 13
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 1 21 0 0 15 100
Testing Macro Models by Indirect Inference: A Survey for Users 0 1 5 48 1 2 30 182
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 1 3 12 49
Testing competing world trade models against the facts of world trade 0 0 1 6 1 1 11 33
Testing weak exogeneity in multiplicative error models 0 0 0 3 0 1 10 35
The contribution of realized variance–covariance models to the economic value of volatility timing 1 1 4 4 1 3 29 29
The exponential HEAVY model: an improved approach to volatility modeling and forecasting 0 0 1 1 0 1 21 23
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 0 3 13 47
The pricing of unexpected volatility in the currency market 0 0 0 1 1 2 6 13
Total Journal Articles 4 5 29 207 17 39 387 1,174

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 1 3 16 771
Total Books 0 0 1 324 1 3 16 771

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Statistics updated 2026-10-11