Advanced Search
MyIDEAS: Login to follow this author

Fuyu Yang

Contents:

This is information that was supplied by Fuyu Yang in registering through RePEc. If you are Fuyu Yang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Fuyu
Middle Name:
Last Name: Yang
Suffix:

RePEc Short-ID: pya96

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: School of Economics University of East Anglia UK, NR4 7TJ
Phone: 0044-1603591058

Affiliation

School of Economics
University of East Anglia
Location: Norwich, United Kingdom
Homepage: http://www.uea.ac.uk/eco/
Email:
Phone: +44(0)1603 592065
Fax: +44(0)1603 4562592
Postal: Norwich NR4 7TI
Handle: RePEc:edi:esueauk (more details at EDIRC)

Works

as in new window

Working papers

  1. Roberto Leon-Gonzalez & Fuyu Yang, 2014. "Bayesian Inference and Forecasting in the Stationary Bilinear Model," University of East Anglia Applied and Financial Economics Working Paper Series 055, School of Economics, University of East Anglia, Norwich, UK..
  2. Nikolaus Hautsch & Fuyu Yang, 2014. "Bayesian Stochastic Search for the Best Predictors: Nowcasting GDP Growth," University of East Anglia Applied and Financial Economics Working Paper Series 056, School of Economics, University of East Anglia, Norwich, UK..
  3. Alasdair Brown & Fuyu Yang, 2013. "Limited Cognition and Clustered Asset Prices," University of East Anglia Applied and Financial Economics Working Paper Series 054, School of Economics, University of East Anglia, Norwich, UK..
  4. Roberto Leon-Gonzalez & Fuyu Yang, 2010. "Bayesian Estimation and Model Selection in the Generalised Stochastic Unit Root Model," SFB 649 Discussion Papers SFB649DP2010-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Nikolaus Hautsch & Fuyu Yang, 2010. "Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model," SFB 649 Discussion Papers SFB649DP2010-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

Articles

  1. Hautsch, Nikolaus & Yang, Fuyu, 2012. "Bayesian inference in a Stochastic Volatility Nelson–Siegel model," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3774-3792.
  2. Yang Fuyu & Leon-Gonzalez Roberto, 2010. "Bayesian Estimation and Model Selection in the Generalized Stochastic Unit Root Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(4), pages 1-38, September.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2010-01-23 2010-01-30 2014-01-10 2014-02-15. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2010-01-23 2010-01-30 2014-01-10. Author is listed
  3. NEP-FOR: Forecasting (2) 2014-01-10 2014-02-15. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2014-02-15
  5. NEP-ORE: Operations Research (1) 2010-01-23
  6. NEP-SOG: Sociology of Economics (1) 2014-02-15

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Fuyu Yang should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.