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 7 12 12 12
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 0 3 3 96
Asymmetric volatility spillover between crude oil and other asset markets 0 0 0 9 0 0 4 25
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 18 0 0 2 58
Classical or Gravity? Which trade model best matches the UK facts? 0 0 3 102 1 1 5 193
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 0 31 2 2 4 70
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 1 101 1 2 4 98
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 20 0 0 1 44
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 1 67 0 2 7 157
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 0 1 1 66
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 0 157 0 3 6 354
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 1 1 23 0 1 4 90
Extended multivariate EGARCH model: A model for zero†return and negative spillovers 0 0 38 38 0 1 15 15
How good are out of sample forecasting Tests on DSGE models? 0 0 0 138 1 1 1 125
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 1 2 61
How good are out of sample forecasting Tests on DSGE models? 0 0 0 1 2 2 3 5
Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach 0 0 0 17 2 3 4 94
Indirect Inference and Small Sample Bias - Some Recent Results 0 0 2 31 0 0 4 23
Indirect Inference for the Identification of Star Variables in Macroeconomic Models 0 0 7 7 0 1 16 16
Indirect Inference- a methodological essay on its role and applications 0 0 0 21 1 1 5 25
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 1 5 1 1 6 9
Targeting moments for calibration compared with indirect inference 1 1 1 27 1 1 3 40
Testing DSGE Models by indirect inference: a survey of recent findings 0 0 1 92 0 0 1 155
Testing competing world trade models against the facts of world trade 0 1 4 52 0 1 4 68
Testing macro models by indirect inference: a survey for users 0 0 2 82 0 0 3 134
Testing macro models by indirect inference: a survey for users 0 0 0 13 0 0 4 62
Testing part of a DSGE model by Indirect Inference 0 0 0 19 0 0 1 52
Testing part of a DSGE model by Indirect Inference 0 0 1 124 0 0 2 138
Testing weak exogeneity in multiplicative error models 0 0 0 18 1 1 1 110
The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting 0 0 0 42 0 0 2 55
The Pricing of Unexpected Volatility in the Currency Market 0 0 1 39 0 0 2 64
The contribution of realized covariance models to the economic value of volatility timing 0 0 0 0 0 0 0 0
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 25 2 2 9 38
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 87 0 1 1 339
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 2 69 0 0 3 102
What is the truth about DSGE models? Testing by indirect inference 0 0 0 36 0 0 3 69
What is the truth about DSGE models? Testing by indirect inference 0 0 1 104 2 3 5 177
Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note 0 0 0 38 0 0 0 48
Total Working Papers 1 3 68 1,810 24 47 153 3,287

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 1 1 2 0 2 8 12
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 1 1 3 25 1 1 10 99
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 17 0 0 3 65
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 2 6 18 1 5 21 63
Corrigendum to “Asymmetric volatility Spillover effects between Crude Oil and other financial markets” [Energy Economics Volume 130, February 2024, 107305] 0 0 2 2 1 2 4 4
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 1 2 2 3 5 10 15
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers 0 0 0 0 4 5 5 5
How Good are Out of Sample Forecasting Tests on DSGE Models? 0 0 1 18 0 1 3 89
Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach 0 0 0 5 2 3 5 45
Indirect Inference and Small Sample Bias — Some Recent Results 1 1 3 4 3 4 8 12
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 6 6 5 6 27 30
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 0 0 3 4
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 1 1 3 21 3 4 8 88
Testing Macro Models by Indirect Inference: A Survey for Users 1 1 3 44 1 1 6 153
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 0 0 4 37
Testing competing world trade models against the facts of world trade 0 1 1 5 0 1 5 22
Testing weak exogeneity in multiplicative error models 0 0 0 3 1 1 1 26
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 0 0 1 1 1 1
The exponential HEAVY model: an improved approach to volatility modeling and forecasting 0 0 0 0 0 1 2 2
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 2 2 3 36
The pricing of unexpected volatility in the currency market 0 0 0 1 0 0 4 7
Total Journal Articles 4 9 31 182 28 45 141 815

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 0 1 2 755
Total Books 0 0 0 323 0 1 2 755

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Statistics updated 2025-11-08