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Number of items: 14.

Meenagh, David, Minford, Patrick, Wickens, Michael and Xu, Yongdeng 2019. Testing DSGE models by indirect inference: a survey of recent findings. Open Economies Review , -. 10.1007/s11079-019-09526-w
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Minford, Anthony, Wickens, Michael and Xu, Yongdeng 2018. Testing part of a DSGE model by indirect inference. Oxford Bulletin of Economics and Statistics 10.1111/obes.12253
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Minford, Anthony and Xu, Yongdeng 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, Taylor, Nicholas 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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Minford, Anthony, Wickens, Michael and Xu, Yongdeng 2018. Testing part of a DSGE model by indirect inference. Oxford Bulletin of Economics and Statistics
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Taylor, Nick and Xu, Yongdeng 2017. 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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Luintel, Kul and Xu, Yongdeng 2017. Testing weak exogeneity in multiplicative error models. Quantitative Finance 17 (10) , pp. 1617-1630. 10.1080/14697688.2016.1274045
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Minford, Anthony, Wickens, Michael and Xu, Yongdeng 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, Meenagh, David, Minford, Anthony Patrick Leslie, Wickens, Michael and Xu, Yongdeng 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, Anthony Patrick Leslie, Xu, Yongdeng and Zhou, Peng 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, Xu, Yongdeng and Zhou, Peng 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 2013. Weak exogeneity in the financial point processes. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University.
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Xu, Yongdeng 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 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 Mar 22 08:21:50 2019 GMT.