Ewch i’r prif gynnwys
 Yongdeng Xu

Yongdeng Xu

Lecturer in Economics

Ysgol Busnes Caerdydd

Email:
xuy16@cardiff.ac.uk
Location:
Room F04, Adeilad Aberconwy, Rhodfa Colum, Cathays, Caerdydd, CF10 3EU

2019

2018

2017

2016

2015

2014

2013

My research interests are Financial Econometrics (multivariate GARCH, volatility modelling and forecasting),  Macro Econometrics (testing of DSGE models),  Theoretical Econometrics (bias and bias correction in simultaneous equation models). 

Articles

Monographs

  • "Volatility and illiquidity spillovers in equity markets during financial crisis- a vector MEM approach", 2017, International Review of Financial Analysis, revise and resubmit.
  • "Testing part of a DSGE model by Indirect Inference" (with Minford, P and Wickens, M), 2017, Oxford Bulletin of Economics and Statistics, revise and submit.
  • Matrix Inequality Constraints for Vector Asymmetric Power GARCH/HEAVY Models and MEM with spillovers: some New Mixture Formulations (with M.Karanasos), 2017, under review.
  • “Almost Unbiased Variance Estimation in Simultaneous Equation Models” (with Phillips, G.D.A), 2016, under review. 
  • "What is the truth about DSGE models? Testing by indirect inference"(with Meenagh, D, Minford, P and Wickens, M), 2016, Working paper. Cardiff: Cardiff University
  • Comparing different data descriptors in Indirect Inference tests on DSGE models (with Meenagh, D, Minford, P and Wickens, M), 2017, Working paper. Cardiff: Cardiff University

Book Chapters

  •  "Should Britain Leave the EU?" (with Patrick Minford, Sakshi Gupta, Vo P.M. Le and Vidya Mahambare), 2015. Edward Elgar Publishing, number 16679.

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