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 6 24 24 24 5 10 10 10
Adaptive-Lasso MGARCH for the Volatility Spillover of Transition Finance 0 0 0 0 0 2 25 25
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 0 0 15 108
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 18 1 1 6 64
Classical or Gravity? Which trade model best matches the UK facts? 0 0 0 102 0 0 7 199
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 2 15 171
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 1 2 11 77
DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations 0 0 1 158 1 4 22 376
DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations 0 0 0 0 1 1 10 10
DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations 0 0 1 23 0 1 18 107
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 2 21 36
How good are out of sample forecasting Tests on DSGE models? 0 0 0 1 2 3 9 12
How good are out of sample forecasting Tests on DSGE models? 0 0 0 138 0 1 5 129
How good are out of sample forecasting Tests on DSGE models? 0 0 0 29 0 0 8 68
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 3 3 13 29
Indirect Inference- a methodological essay on its role and applications 0 0 1 22 1 2 12 36
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets 0 0 1 6 2 3 11 19
Targeting moments for calibration compared with indirect inference 0 0 2 28 0 0 7 46
Testing DSGE Models by indirect inference: a survey of recent findings 0 0 2 94 1 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 1 83 0 0 11 145
Testing macro models by indirect inference: a survey for users 0 0 0 13 0 0 20 82
Testing part of a DSGE model by Indirect Inference 0 0 0 19 0 3 14 66
Testing part of a DSGE model by Indirect Inference 0 0 0 124 0 0 8 146
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 3 4 24 79
The Pricing of Unexpected Volatility in the Currency Market 0 0 0 39 0 0 7 71
The contribution of realized covariance models to the economic value of volatility timing 0 0 1 26 0 1 12 48
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 0 0 5 5
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 1 1 88 1 2 13 352
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 0 0 69 0 1 10 112
What is the truth about DSGE models? Testing by indirect inference 0 0 0 36 1 2 15 84
What is the truth about DSGE models? Testing by indirect inference 0 0 0 104 0 0 18 192
Why Applied Macroeconomists Should Not Use Bayesian Estimation of DSGE Models 0 0 66 66 2 7 86 86
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 6 25 109 1,917 25 62 589 3,840

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 0 2 3 0 3 24 35
Classical or Gravity? Which Trade Model Best Matches the UK Facts? 0 0 1 25 0 0 10 108
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 0 0 17 1 3 8 73
Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate 0 0 3 20 0 2 38 98
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 9 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 0 0 0 0 3 3 21 21
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 0 1 17 60
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 0 0 5 11 0 1 41 65
Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation 0 0 0 0 1 1 9 13
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings 0 0 1 21 0 0 16 100
Testing Macro Models by Indirect Inference: A Survey for Users 1 1 5 48 1 1 29 181
Testing Part of a DSGE Model by Indirect Inference 0 0 0 5 0 2 11 48
Testing competing world trade models against the facts of world trade 0 0 1 6 0 0 10 32
Testing weak exogeneity in multiplicative error models 0 0 0 3 1 1 10 35
The contribution of realized variance–covariance models to the economic value of volatility timing 0 0 3 3 1 2 28 28
The exponential HEAVY model: an improved approach to volatility modeling and forecasting 0 0 1 1 0 2 22 23
The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data 0 0 0 4 2 3 13 47
The pricing of unexpected volatility in the currency market 0 0 0 1 0 1 5 12
Total Journal Articles 1 1 27 203 10 27 378 1,157

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 2 2 15 770
Total Books 0 0 1 324 2 2 15 770

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Statistics updated 2026-09-10