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Browse by Current Cardiff authors

Number of items: 22.

Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Anthony ORCID: https://orcid.org/0000-0003-2499-935X and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2024. Indirect inference and small sample bias — Some recent results. Open Economies Review 35 , pp. 245-259. 10.1007/s11079-023-09731-8
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Minford, Anthony ORCID: https://orcid.org/0000-0003-2499-935X and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2024. Indirect Inference- a methodological essay on its role and applications. Theoretical Economics Letters 14 , pp. 536-542. 10.4236/tel.2024.142028
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Guan, Bo ORCID: https://orcid.org/0000-0001-9764-5646, Mazouz, Khelifa ORCID: https://orcid.org/0000-0001-6711-1715 and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2024. Asymmetric volatility spillover between crude oil and other asset markets. Energy Economics 130 , 107305. 10.1016/j.eneco.2024.107305
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Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2024. Quasi Maximum Likelihood estimation of vector Multiplicative Error Model using the ECCC-GARCH representation. Journal of Time Series Econometrics 10.1515/jtse-2022-0018
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Minford, Anthony ORCID: https://orcid.org/0000-0003-2499-935X, Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 and Xue, Dong 2023. Testing competing world trade models against the facts of world trade. Journal of International Money and Finance 138 , 102940. 10.1016/j.jimonfin.2023.102940
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Lu, Wenna, Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 and Copeland, Laurence 2023. The pricing of unexpected volatility in the currency market. European Journal of Finance 29 (17) , pp. 2032-1046. 10.1080/1351847X.2023.2190464
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Bauwens, Luc and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2023. DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations. International Journal of Forecasting 39 (2) , pp. 938-955. 10.1016/j.ijforecast.2022.03.005
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Chen, Gang, Xue, Dong, Minford, Patrick ORCID: https://orcid.org/0000-0003-2499-935X, Qu, Guanhua, Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 and Xu, Zequn ORCID: https://orcid.org/0000-0001-8275-1585 2021. Computable general equilibrium models of trade in the modern trade policy debate. Open Economies Review 33 , pp. 171-309. 10.1007/s11079-021-09631-9

Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick ORCID: https://orcid.org/0000-0003-2499-935X, Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2019. Testing DSGE models by indirect inference: a survey of recent findings. Open Economies Review 30 (3) , pp. 593-620. 10.1007/s11079-019-09526-w
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Minford, Patrick ORCID: https://orcid.org/0000-0003-2499-935X, Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2019. Testing part of a DSGE model by indirect inference. Oxford Bulletin of Economics and Statistics 81 (1) , pp. 178-194. 10.1111/obes.12253
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Minford, Anthony ORCID: https://orcid.org/0000-0003-2499-935X and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2018. Classical or gravity? which trade model best matches the UK facts? Open Economies Review 29 (3) , pp. 579-611. 10.1007/s11079-017-9470-z
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Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585, Taylor, Nick and Lu, Wenna 2018. Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. International Review of Financial Analysis 56 , pp. 208-220. 10.1016/j.irfa.2018.01.011
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Luintel, Kul B. ORCID: https://orcid.org/0000-0001-7430-3926 and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2017. Testing weak exogeneity in multiplicative error models. Quantitative Finance 17 (10) , pp. 1617-1630. 10.1080/14697688.2016.1274045
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Taylor, N. and Xu, Y. ORCID: https://orcid.org/0000-0001-8275-1585 2016. The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data. Quantitative Finance 17 (7) , pp. 1021-1035. 10.1080/14697688.2016.1260756
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Minford, Anthony ORCID: https://orcid.org/0000-0003-2499-935X, Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2016. Comparing different data descriptors in Indirect Inference tests on DSGE models. Economics Letters 145 , pp. 157-161. 10.1016/j.econlet.2016.06.016
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Le, Vo Phuong Mai ORCID: https://orcid.org/0000-0003-3374-9694, Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Anthony Patrick Leslie ORCID: https://orcid.org/0000-0003-2499-935X, Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2016. Testing macro models by indirect inference: a survey for users. Open Economies Review 27 (1) , pp. 1-38. 10.1007/s11079-015-9377-5
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Minford, Patrick ORCID: https://orcid.org/0000-0003-2499-935X, Gupta, Sakshi, Le, Vo Phuong Mai ORCID: https://orcid.org/0000-0003-3374-9694, Mahambare, Vidya and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2015. Should Britain leave the EU? An economic analysis of a troubled relationship (2nd edition). United Kingdom: Edward Elgar. 10.4337/9781785360336

Minford, Anthony Patrick Leslie ORCID: https://orcid.org/0000-0003-2499-935X, Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 and Zhou, Peng ORCID: https://orcid.org/0000-0002-4310-9474 2015. How good are out of sample forecasting tests on DSGE models? Italian Economic Journal 1 (3) , pp. 333-351. 10.1007/s40797-015-0020-9
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Minford, Anthony Patrick Leslie ORCID: https://orcid.org/0000-0003-2499-935X, Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 and Zhou, Peng ORCID: https://orcid.org/0000-0002-4310-9474 2014. How good are out of sample forecasting tests on DSGE models? [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University.
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Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2013. Weak exogeneity in the financial point processes. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University.
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Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2013. The dynamics of trading duration, volume and price volatility: a vector MEM model. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University.
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Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2013. Econometrics of high frequency data and nonnegative valued financial point processes. PhD Thesis, Cardiff University.
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This list was generated on Fri Jun 14 06:02:28 2024 BST.