Skip to main content
Yongdeng Xu

Dr Yongdeng Xu

Lecturer in Economics

Cardiff Business School

Email
XuY16@cardiff.ac.uk
Telephone
+44 29225 10881
Campuses
Aberconway Building, Room Room Q26, Colum Road, Cathays, Cardiff, CF10 3EU
Users
Available for postgraduate supervision

Overview

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)

Publication

2023

2021

2019

2018

2017

2016

2015

2014

2013

Erthyglau

Gosodiad

Llyfrau

Monograffau

Research

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.

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