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 Yongdeng Xu

Yongdeng Xu

Lecturer in Economics

Cardiff Business School

Room Q26, Aberconway Building, Colum Road, Cathays, Cardiff, CF10 3EU

Research interests:

  • Financial Econometrics (multivariate GARCH, volatility modelling and forecasting)
  • Macro Econometrics (testing of DSGE models)
  • Econometric Theory (bias and bias correction in simultaneous equation models)








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).

Working Papers

  • 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.
  • "The Lognormal Autoregressive Conditional Duration (LNACD) model and a comparison with an alternative ACD models", 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.

External profiles