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Yongdeng Xu

Dr Yongdeng Xu

Users
Available for postgraduate supervision

Teams and roles for Yongdeng Xu

Overview

Research interests:

  • Financial Econometrics (multivariate GARCH, volatility modelling and forecasting)
  • Macro Econometrics (testing of DSGE models)
  • Econometric Theory (Weak IV and Bias correction)

Publication

2025

2024

2023

2021

2019

2018

2017

2016

2015

2014

2013

Articles

Books

Monographs

Thesis

Research

Research Interests

  • Financial Econometrics (multivariate GARCH, volatility modelling and forecasting)
  • Macro Econometrics (testing of DSGE models),  
  • Econometric Theory (Weak IV and Bias correction).

 

Research Grants 

  • 2025-2027, Bootstrap-Based Inference for Weak Instruments in IV Regression in Finance, £10,000, British Academy/Leverhulme Small Research Grants, grant number: SRG25\25122, £10,000, Individual PI
  • 2021-2024, The Mechanisms and Impacts of Corporate Financialization on the Transmission of Monetary Credit Channels, with Dr Bei Gao (XJTU), ¥200,000 (£2,3500), funded by The National Social Science Fund of China, grant number: 21BJY231.

 

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.

Teaching

Teaching commitments

  • Econometrics (Year 3)
  • Macroeconometric Practice (PhD)

Biography

Qualifications

  • PhD Economics (Cardiff University) 2013
  • MSc Finance and Econometrics (University of York) with distinction 2007
  • BSc Finance Information Engineering (Xi'an Jiaotong University) with 1st Class honours 2006

Honours and awards

  • Cardiff Business School PhD Scholarship 2008-2012

Supervisions

I am interested in supervising PhD students in the areas of:

  • Financial Econometrics (multivariate GARCH, volatility modelling and forecasting)
  • Testing and Estimation of macro/trade model by Indirect Inference
  • Macro-Finance

Contact Details

Email [email protected]
Telephone +44 29225 10881
Campuses Aberconway Building, Room Room Q26, Colum Road, Cathays, Cardiff, CF10 3EU