Yongdeng Xu
Personal Details
First Name: | Yongdeng |
Middle Name: | |
Last Name: | Xu |
Suffix: | |
RePEc Short-ID: | pxu72 |
| |
Aberconway Building, Colum Drive, CARDIFF, CF10 3EU | |
Affiliation
Economics Section
Cardiff Business School
Cardiff University
Cardiff, United Kingdomhttp://www.cardiff.ac.uk/business-school/research/themes/economics
RePEc:edi:ecscfuk (more details at EDIRC)
Research output
Jump to: Working papers Articles BooksWorking papers
- Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2022. "Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note," Cardiff Economics Working Papers E2022/10, Cardiff University, Cardiff Business School, Economics Section.
- Xu, Yongdeng, 2022. "Exponential High-Frequency-Based-Volatility (EHEAVY) Models," Cardiff Economics Working Papers E2022/5, Cardiff University, Cardiff Business School, Economics Section.
- Lu, Wenna & Copeland, Laurence & Xu, Yongdeng, 2021. "The Pricing of Unexpected Volatility in the Currency Market," Cardiff Economics Working Papers E2021/16, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Dong, Xue, 2021. "Testing competing world trade models against the facts of world trade," Cardiff Economics Working Papers E2021/20, Cardiff University, Cardiff Business School, Economics Section.
- Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021. "Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate," Cardiff Economics Working Papers E2021/14, Cardiff University, Cardiff Business School, Economics Section.
- Bauwens, Luc & Xu, Yongdeng, 2019. "DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations," Cardiff Economics Working Papers E2019/5, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2021.
- Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018.
"Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach,"
Cardiff Economics Working Papers
E2018/6, Cardiff University, Cardiff Business School, Economics Section.
- Xu, Yongdeng & Taylor, Nick & 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, Elsevier, vol. 56(C), pages 208-220.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
"Testing DSGE Models by indirect inference: a survey of recent findings,"
Cardiff Economics Working Papers
E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section.
- Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017. "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers E2017/14, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng, 2017.
"Classical or Gravity? Which trade model best matches the UK facts?,"
Cardiff Economics Working Papers
E2017/10, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Yongdeng Xu, 2018. "Classical or Gravity? Which Trade Model Best Matches the UK Facts?," Open Economies Review, Springer, vol. 29(3), pages 579-611, July.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," CEPR Discussion Papers 12521, C.E.P.R. Discussion Papers.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Testing part of a DSGE model by Indirect Inference,"
Cardiff Economics Working Papers
E2016/12, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
- Phillip, Garry & Xu, Yongdeng, 2016. "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers E2016/10, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"What is the truth about DSGE models? Testing by indirect inference,"
Cardiff Economics Working Papers
E2016/14, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers 11817, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015.
"Testing macro models by indirect inference: a survey for users,"
CEPR Discussion Papers
10766, C.E.P.R. Discussion Papers.
- Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016. "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, vol. 27(1), pages 1-38, February.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014.
"How good are out of sample forecasting Tests on DSGE models?,"
CEPR Discussion Papers
10239, C.E.P.R. Discussion Papers.
- Patrick Minford & Yongdeng Xu & Peng Zhou, 2015. "How Good are Out of Sample Forecasting Tests on DSGE Models?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 333-351, November.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," Cardiff Economics Working Papers E2014/11, Cardiff University, Cardiff Business School, Economics Section.
- Luintel, Kul B & Xu, Yongdeng, 2013.
"Testing weak exogeneity in multiplicative error models,"
Cardiff Economics Working Papers
E2013/6, Cardiff University, Cardiff Business School, Economics Section.
- Kul B. Luintel & Yongdeng Xu, 2017. "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1617-1630, October.
- Taylor, Nick & Xu, Yongdeng, 2013.
"The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data,"
Cardiff Economics Working Papers
E2013/7, Cardiff University, Cardiff Business School, Economics Section.
- N. Taylor & Y. Xu, 2017. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1021-1035, July.
Articles
- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
"Testing Part of a DSGE Model by Indirect Inference,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers E2016/12, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
- Xu, Yongdeng & Taylor, Nick & 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, Elsevier, vol. 56(C), pages 208-220.
- Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers E2018/6, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Yongdeng Xu, 2018.
"Classical or Gravity? Which Trade Model Best Matches the UK Facts?,"
Open Economies Review, Springer, vol. 29(3), pages 579-611, July.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," CEPR Discussion Papers 12521, C.E.P.R. Discussion Papers.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," Cardiff Economics Working Papers E2017/10, Cardiff University, Cardiff Business School, Economics Section.
- Kul B. Luintel & Yongdeng Xu, 2017.
"Testing weak exogeneity in multiplicative error models,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1617-1630, October.
- Luintel, Kul B & Xu, Yongdeng, 2013. "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers E2013/6, Cardiff University, Cardiff Business School, Economics Section.
- N. Taylor & Y. Xu, 2017.
"The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1021-1035, July.
- Taylor, Nick & Xu, Yongdeng, 2013. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers E2013/7, Cardiff University, Cardiff Business School, Economics Section.
- Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016.
"Testing Macro Models by Indirect Inference: A Survey for Users,"
Open Economies Review, Springer, vol. 27(1), pages 1-38, February.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers 10766, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Comparing different data descriptors in Indirect Inference tests on DSGE models,"
Economics Letters, Elsevier, vol. 145(C), pages 157-161.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Yongdeng Xu & Peng Zhou, 2015.
"How Good are Out of Sample Forecasting Tests on DSGE Models?,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 333-351, November.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," Cardiff Economics Working Papers E2014/11, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," CEPR Discussion Papers 10239, C.E.P.R. Discussion Papers.
Books
- Patrick Minford & Sakshi Gupta & Vo P.M. Le & Vidya Mahambare & Yongdeng Xu, 2015.
"Should Britain Leave the EU?,"
Books,
Edward Elgar Publishing, number 16679, June.
- Patrick Minford & Vidya Mahambare & Eric Nowell, 2005. "Should Britain Leave the EU?," Books, Edward Elgar Publishing, number 3676, June.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Testing part of a DSGE model by Indirect Inference,"
Cardiff Economics Working Papers
E2016/12, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
Mentioned in:
- Testing part of a DSGE model by Indirect Inference
by Christian Zimmermann in NEP-DGE blog on 2016-12-21 22:16:52
- Phillip, Garry & Xu, Yongdeng, 2016.
"Almost Unbiased Variance Estimation in Simultaneous Equation Models,"
Cardiff Economics Working Papers
E2016/10, Cardiff University, Cardiff Business School, Economics Section.
Mentioned in:
- New Year's Reading
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2016-12-31 20:20:00
- New Year's Reading
Working papers
- Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021.
"Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate,"
Cardiff Economics Working Papers
E2021/14, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Minford, Patrick & Xu, Yongdeng & Dong, Xue, 2021. "Testing competing world trade models against the facts of world trade," Cardiff Economics Working Papers E2021/20, Cardiff University, Cardiff Business School, Economics Section.
- Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018.
"Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach,"
Cardiff Economics Working Papers
E2018/6, Cardiff University, Cardiff Business School, Economics Section.
- Xu, Yongdeng & Taylor, Nick & 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, Elsevier, vol. 56(C), pages 208-220.
Cited by:
- Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les & Xu, Danyang, 2021. "Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 55-81.
- Lahmiri, Salim & Bekiros, Stelios, 2020. "The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
"Testing DSGE Models by indirect inference: a survey of recent findings,"
Cardiff Economics Working Papers
E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
Cited by:
- Lucy Minford & David Meenagh, 2020.
"Supply-Side Policy and Economic Growth: A Case Study of the UK,"
Open Economies Review, Springer, vol. 31(1), pages 159-193, February.
- Minford, Lucy & Meenagh, David, 2018. "Supply-side policy and economic growth: A case study of the UK," Cardiff Economics Working Papers E2018/10, Cardiff University, Cardiff Business School, Economics Section.
- Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021. "Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate," Cardiff Economics Working Papers E2021/14, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019.
"Can a small New Keynesian model of the world economy with risk-pooling match the facts?,"
Cardiff Economics Working Papers
E2019/10, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Zhirong Ou & Zheyi Zhu, 2021. "Can a small New Keynesian model of the world economy with risk‐pooling match the facts?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1993-2021, April.
- Xiaoliang Yang & Patrick Minford & David Meenagh, 2021. "Inequality and Economic Growth in the UK," Open Economies Review, Springer, vol. 32(1), pages 37-69, February.
- Pagan, Adrian & Wickens, Michael R., 2019.
"Checking if the Straitjacket Fits,"
CEPR Discussion Papers
14140, C.E.P.R. Discussion Papers.
- Adrian Pagan & Michael Wickens, 2019. "Checking if the straitjacket fits," CAMA Working Papers 2019-81, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Olayinka Oyekola, 2022. "How Resilient Is the U.S. Economy to Foreign Disturbances?," Mathematics, MDPI, vol. 10(9), pages 1-33, April.
- Meenagh, David & Minford, Patrick & Wickens, Michael R., 2021.
"Estimating macro models and the potentially misleading nature of Bayesian estimation,"
CEPR Discussion Papers
15684, C.E.P.R. Discussion Papers.
- Meenagh, David & Minford, Patrick & Wickens, Michael, 2021. "Estimating macro models and the potentially misleading nature of Bayesian estimation," Cardiff Economics Working Papers E2021/22, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Dong, Xue, 2021. "Testing competing world trade models against the facts of world trade," Cardiff Economics Working Papers E2021/20, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Zhao, Zhiqi, 2021. "Should Hong Kong switch to Taylor Rule?—Evidence from DSGE Model," Cardiff Economics Working Papers E2021/6, Cardiff University, Cardiff Business School, Economics Section.
- Vo Phuong Mai Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2021. "China’s market economy, shadow banking and the frequency of growth slowdown," Manchester School, University of Manchester, vol. 89(5), pages 420-444, September.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
"The small sample properties of Indirect Inference in testing and estimating DSGE models,"
Cardiff Economics Working Papers
E2018/7, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2019. "A long-commodity-cycle model of the world economy over a century and a half — Making bricks with little straw," Energy Economics, Elsevier, vol. 81(C), pages 503-518.
- Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017.
"Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities,"
Cardiff Economics Working Papers
E2017/14, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Karanasos, Menelaos & Paraskevopoulos,Alexandros & Canepa, Alessandra, 2020. "Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202008, University of Turin.
- Minford, Patrick & Xu, Yongdeng, 2017.
"Classical or Gravity? Which trade model best matches the UK facts?,"
Cardiff Economics Working Papers
E2017/10, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Yongdeng Xu, 2018. "Classical or Gravity? Which Trade Model Best Matches the UK Facts?," Open Economies Review, Springer, vol. 29(3), pages 579-611, July.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," CEPR Discussion Papers 12521, C.E.P.R. Discussion Papers.
Cited by:
- Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021. "Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate," Cardiff Economics Working Papers E2021/14, Cardiff University, Cardiff Business School, Economics Section.
- Anke Mönnig & Dr. Marc Ingo Wolter, 2020. "Modelling Tariffs in TINFORGE – a Methodology Report," GWS Discussion Paper Series 20-6, GWS - Institute of Economic Structures Research.
- Minford, Patrick & Xu, Yongdeng & Dong, Xue, 2021. "Testing competing world trade models against the facts of world trade," Cardiff Economics Working Papers E2021/20, Cardiff University, Cardiff Business School, Economics Section.
- Catherine Boulatoff & Talan B. İşcan & Yulia Kotlyarova, 2022. "Does Distance Matter for Trade in Services? The Case of Interprovincial Trade in Canada," Open Economies Review, Springer, vol. 33(1), pages 157-185, February.
- Latorre, María C. & Olekseyuk, Zoryana & Yonezawa, Hidemichi & Robinson, Sherman, 2020. "Making sense of Brexit losses: An in-depth review of macroeconomic studies," Economic Modelling, Elsevier, vol. 89(C), pages 72-87.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Testing part of a DSGE model by Indirect Inference,"
Cardiff Economics Working Papers
E2016/12, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
Cited by:
- Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021. "Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate," Cardiff Economics Working Papers E2021/14, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Dong, Xue, 2021. "Testing competing world trade models against the facts of world trade," Cardiff Economics Working Papers E2021/20, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Zhirong Ou & Zheyi Zhu, 2022. "Is there Consumer Risk-Pooling in the Open Economy? The Evidence Reconsidered," Open Economies Review, Springer, vol. 33(1), pages 109-120, February.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
"Testing DSGE Models by indirect inference: a survey of recent findings,"
Cardiff Economics Working Papers
E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael R. & Zhu, Zheyi, 2021.
"The eurozone: what is to be done?,"
CEPR Discussion Papers
16313, C.E.P.R. Discussion Papers.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael & Zhu, Zheyi, 2021. "The eurozone: what is to be done?," Cardiff Economics Working Papers E2021/11, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"What is the truth about DSGE models? Testing by indirect inference,"
Cardiff Economics Working Papers
E2016/14, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers 11817, C.E.P.R. Discussion Papers.
Cited by:
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2013.
"A Monte Carlo procedure for checking identification in DSGE models,"
CEPR Discussion Papers
9411, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2020. "News and why it is not shocking: The role of micro-foundations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015.
"Testing macro models by indirect inference: a survey for users,"
CEPR Discussion Papers
10766, C.E.P.R. Discussion Papers.
- Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016. "Testing Macro Models by Indirect Inference: A Survey for Users," Open Economies Review, Springer, vol. 27(1), pages 1-38, February.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2021. "Comparing different data descriptors in Indirect Inference tests on DSGE models," CEPR Discussion Papers 11816, C.E.P.R. Discussion Papers.
- Minford, Patrick & Gai, Yue & Ou, Zhirong, 2020.
"Is housing collateral important to the business cycle? Evidence from China,"
Cardiff Economics Working Papers
E2020/6, Cardiff University, Cardiff Business School, Economics Section.
- Gai, Yue & Minford, Patrick & Ou, Zhirong, 2020. "Is housing collateral important to the business cycle? Evidence from China," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Minford, Lucy & Meenagh, David, 2019. "Testing a model of UK growth: A role for R&D subsidies," Economic Modelling, Elsevier, vol. 82(C), pages 152-167.
- Ernesto Carrella & Richard M. Bailey & Jens Koed Madsen, 2018. "Indirect inference through prediction," Papers 1807.01579, arXiv.org.
- Patrick Minford & Yi Wang & Peng Zhou, 2020.
"Resolving the public-sector wage premium puzzle by indirect inference,"
Applied Economics, Taylor & Francis Journals, vol. 52(7), pages 726-741, February.
- Minford, Patrick & Wang, Yi & Zhou, Peng, 2017. "Resolving the Public Sector Wage Premium Puzzle by Indirect Inference," Cardiff Economics Working Papers E2017/13, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Yang, Xiaoliang, 2018. "A heterogeneous-agent model of growth and inequality for the UK," Cardiff Economics Working Papers E2018/17, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2017.
"A note on news about the future: the impact on DSGE models and their VAR representation,"
CEPR Discussion Papers
11818, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2016. "A note on news about the future: the impact on DSGE models and their VAR representation," Cardiff Economics Working Papers E2016/11, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2019. "A long-commodity-cycle model of the world economy over a century and a half — Making bricks with little straw," Energy Economics, Elsevier, vol. 81(C), pages 503-518.
- Lucy Minford & David Meenagh, 2020.
"Supply-Side Policy and Economic Growth: A Case Study of the UK,"
Open Economies Review, Springer, vol. 31(1), pages 159-193, February.
- Minford, Lucy & Meenagh, David, 2018. "Supply-side policy and economic growth: A case study of the UK," Cardiff Economics Working Papers E2018/10, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2014.
"Monetarism rides again? US monetary policy in a world of Quantitative Easing,"
Cardiff Economics Working Papers
E2014/22, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2016. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 85-102.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2014. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," CEPR Discussion Papers 10250, C.E.P.R. Discussion Papers.
- Patrick Minford & Yongdeng Xu, 2018.
"Classical or Gravity? Which Trade Model Best Matches the UK Facts?,"
Open Economies Review, Springer, vol. 29(3), pages 579-611, July.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," CEPR Discussion Papers 12521, C.E.P.R. Discussion Papers.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," Cardiff Economics Working Papers E2017/10, Cardiff University, Cardiff Business School, Economics Section.
- Chen, Gang & Dong, Xue & Minford, Patrick & Qiu,Guanhua & Xu, Yongdeng & Xu, Zequn, 2021. "Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate," Cardiff Economics Working Papers E2021/14, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019.
"Can a small New Keynesian model of the world economy with risk-pooling match the facts?,"
Cardiff Economics Working Papers
E2019/10, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Zhirong Ou & Zheyi Zhu, 2021. "Can a small New Keynesian model of the world economy with risk‐pooling match the facts?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1993-2021, April.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section.
- Xiaoliang Yang & Patrick Minford & David Meenagh, 2021. "Inequality and Economic Growth in the UK," Open Economies Review, Springer, vol. 32(1), pages 37-69, February.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Testing part of a DSGE model by Indirect Inference,"
Cardiff Economics Working Papers
E2016/12, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2021. "Shadow banks, banking policies and China’s macroeconomic fluctuations," Journal of International Money and Finance, Elsevier, vol. 116(C).
- Olayinka Oyekola, 2022. "How Resilient Is the U.S. Economy to Foreign Disturbances?," Mathematics, MDPI, vol. 10(9), pages 1-33, April.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Comparing different data descriptors in Indirect Inference tests on DSGE models,"
Economics Letters, Elsevier, vol. 145(C), pages 157-161.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael R., 2021.
"Estimating macro models and the potentially misleading nature of Bayesian estimation,"
CEPR Discussion Papers
15684, C.E.P.R. Discussion Papers.
- Meenagh, David & Minford, Patrick & Wickens, Michael, 2021. "Estimating macro models and the potentially misleading nature of Bayesian estimation," Cardiff Economics Working Papers E2021/22, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2018. "Oil and Commodities Drive the World Business Cycle: A Long-Commodity-Cycle Model of the World Economy Over a Century and a Half," Cardiff Economics Working Papers E2018/16, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Dong, Xue, 2021. "Testing competing world trade models against the facts of world trade," Cardiff Economics Working Papers E2021/20, Cardiff University, Cardiff Business School, Economics Section.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2013.
"A Monte Carlo procedure for checking identification in DSGE models,"
CEPR Discussion Papers
9411, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Zhirong Ou & Zheyi Zhu, 2022. "Is there Consumer Risk-Pooling in the Open Economy? The Evidence Reconsidered," Open Economies Review, Springer, vol. 33(1), pages 109-120, February.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"What is the truth about DSGE models? Testing by indirect inference,"
Cardiff Economics Working Papers
E2016/14, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "What is the truth about DSGE models? Testing by indirect inference," CEPR Discussion Papers 11817, C.E.P.R. Discussion Papers.
- Minford, Lucy & Meenagh, David, 2018. "Testing a model of UK growth - a causal role for R&D subsidies," Cardiff Economics Working Papers E2018/3, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
"Testing DSGE Models by indirect inference: a survey of recent findings,"
Cardiff Economics Working Papers
E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Xue, Dong & Minford, Patrick & Meenagh, David, 2018.
"How Important are International Financial Market Imperfections for Foreign Exchange Rate Dynamics: A Study of the Sterling Exchange Rate,"
Cardiff Economics Working Papers
E2018/11, Cardiff University, Cardiff Business School, Economics Section.
- Dong, Xue & Minford, Patrick & Meenagh, David, 2019. "How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterling exchange rate," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 62-80.
- Simone Landini & Mauro Gallegati & J. Barkley Rosser, 2020. "Consistency and incompleteness in general equilibrium theory," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 205-230, January.
- Vo Phuong Mai Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2021. "China’s market economy, shadow banking and the frequency of growth slowdown," Manchester School, University of Manchester, vol. 89(5), pages 420-444, September.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael R. & Zhu, Zheyi, 2021.
"The eurozone: what is to be done?,"
CEPR Discussion Papers
16313, C.E.P.R. Discussion Papers.
- Minford, Patrick & Ou, Zhirong & Wickens, Michael & Zhu, Zheyi, 2021. "The eurozone: what is to be done?," Cardiff Economics Working Papers E2021/11, Cardiff University, Cardiff Business School, Economics Section.
- Michele Loberto & Chiara Perricone, 2015.
"Does trend inflation make a difference?,"
Temi di discussione (Economic working papers)
1033, Bank of Italy, Economic Research and International Relations Area.
- Loberto, Michele & Perricone, Chiara, 2017. "Does trend inflation make a difference?," Economic Modelling, Elsevier, vol. 61(C), pages 351-375.
- Anna Watson, 2019. "Financial Frictions, the Great Trade Collapse and International Trade over the Business Cycle," Open Economies Review, Springer, vol. 30(1), pages 19-64, February.
- Patrick Minford, 2016. "Testing Macro Models for Policy Use—An Insurrection in Applied Modelling," Manchester School, University of Manchester, vol. 84(S1), pages 42-55, September.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2021. "State-dependent pricing turns money into a two-edged sword: A new role for monetary policy," Journal of International Money and Finance, Elsevier, vol. 119(C).
- Meenagh, David & Minford, Patrick & Oyekola, Olayinka, 2015. "Oil Prices and the Dynamics of Output and Real Exchange Rate," Cardiff Economics Working Papers E2015/18, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014.
"How good are out of sample forecasting Tests on DSGE models?,"
CEPR Discussion Papers
10239, C.E.P.R. Discussion Papers.
- Patrick Minford & Yongdeng Xu & Peng Zhou, 2015. "How Good are Out of Sample Forecasting Tests on DSGE Models?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 333-351, November.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," Cardiff Economics Working Papers E2014/11, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Patrick Minford & Yi Wang & Peng Zhou, 2020.
"Resolving the public-sector wage premium puzzle by indirect inference,"
Applied Economics, Taylor & Francis Journals, vol. 52(7), pages 726-741, February.
- Minford, Patrick & Wang, Yi & Zhou, Peng, 2017. "Resolving the Public Sector Wage Premium Puzzle by Indirect Inference," Cardiff Economics Working Papers E2017/13, Cardiff University, Cardiff Business School, Economics Section.
- Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021. "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers E2021/35, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael R., 2021.
"Estimating macro models and the potentially misleading nature of Bayesian estimation,"
CEPR Discussion Papers
15684, C.E.P.R. Discussion Papers.
- Meenagh, David & Minford, Patrick & Wickens, Michael, 2021. "Estimating macro models and the potentially misleading nature of Bayesian estimation," Cardiff Economics Working Papers E2021/22, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
"Testing DSGE Models by indirect inference: a survey of recent findings,"
Cardiff Economics Working Papers
E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Michele Loberto & Chiara Perricone, 2015.
"Does trend inflation make a difference?,"
Temi di discussione (Economic working papers)
1033, Bank of Italy, Economic Research and International Relations Area.
- Loberto, Michele & Perricone, Chiara, 2017. "Does trend inflation make a difference?," Economic Modelling, Elsevier, vol. 61(C), pages 351-375.
- Taylor, Nick & Xu, Yongdeng, 2013.
"The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data,"
Cardiff Economics Working Papers
E2013/7, Cardiff University, Cardiff Business School, Economics Section.
- N. Taylor & Y. Xu, 2017. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1021-1035, July.
Cited by:
- Donelli, Nicola & Peluso, Stefano & Mira, Antonietta, 2021. "A Bayesian semiparametric vector Multiplicative Error Model," Computational Statistics & Data Analysis, Elsevier, vol. 161(C).
- Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017. "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers E2017/14, Cardiff University, Cardiff Business School, Economics Section.
- Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019.
"Realized Volatility Forecasting: Robustness to Measurement Errors,"
Econometrics Working Papers Archive
2019_04, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Cipollini, Fabrizio & Gallo, Giampiero M. & Otranto, Edoardo, 2021. "Realized volatility forecasting: Robustness to measurement errors," International Journal of Forecasting, Elsevier, vol. 37(1), pages 44-57.
- Xuehai Zhang, 2019. "A Box-Cox semiparametric multiplicative error model," Working Papers CIE 125, Paderborn University, CIE Center for International Economics.
- Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020.
"Realized Variance Modeling: Decoupling Forecasting from Estimation,"
Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(3), pages 532-555.
- Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019. "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0. "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(3), pages 532-555.
- Xuehai Zhang, 2019. "A Box-Cox semiparametric multiplicative error model," Working Papers CIE 122, Paderborn University, CIE Center for International Economics.
- Carol Alexander & Daniel Heck & Andreas Kaeck, 2021. "The Role of Binance in Bitcoin Volatility Transmission," Papers 2107.00298, arXiv.org, revised Aug 2021.
Articles
- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
"Testing Part of a DSGE Model by Indirect Inference,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
See citations under working paper version above.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Testing part of a DSGE model by Indirect Inference," Cardiff Economics Working Papers E2016/12, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
- Xu, Yongdeng & Taylor, Nick & 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, Elsevier, vol. 56(C), pages 208-220.
See citations under working paper version above.
- Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers E2018/6, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Yongdeng Xu, 2018.
"Classical or Gravity? Which Trade Model Best Matches the UK Facts?,"
Open Economies Review, Springer, vol. 29(3), pages 579-611, July.
See citations under working paper version above.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," CEPR Discussion Papers 12521, C.E.P.R. Discussion Papers.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," Cardiff Economics Working Papers E2017/10, Cardiff University, Cardiff Business School, Economics Section.
- N. Taylor & Y. Xu, 2017.
"The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(7), pages 1021-1035, July.
See citations under working paper version above.
- Taylor, Nick & Xu, Yongdeng, 2013. "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Cardiff Economics Working Papers E2013/7, Cardiff University, Cardiff Business School, Economics Section.
- Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016.
"Testing Macro Models by Indirect Inference: A Survey for Users,"
Open Economies Review, Springer, vol. 27(1), pages 1-38, February.
See citations under working paper version above.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," CEPR Discussion Papers 10766, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015. "Testing macro models by indirect inference: a survey for users," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Comparing different data descriptors in Indirect Inference tests on DSGE models,"
Economics Letters, Elsevier, vol. 145(C), pages 157-161.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016. "Comparing different data descriptors in Indirect Inference tests on DSGE models," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.
Cited by:
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
"Testing part of a DSGE model by Indirect Inference,"
Cardiff Economics Working Papers
E2016/12, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017. "Testing part of a DSGE model by Indirect Inference," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.
- Sevgi Coskun, 2020. "Technology Shocks and Non-stationary Hours in Emerging Countries and DSVAR," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(2), pages 129-163, May.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2013.
"A Monte Carlo procedure for checking identification in DSGE models,"
CEPR Discussion Papers
9411, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017. "A Monte Carlo procedure for checking identification in DSGE models," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013. "A Monte Carlo procedure for checking identification in DSGE models," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
"Testing DSGE Models by indirect inference: a survey of recent findings,"
Cardiff Economics Working Papers
E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Anna Watson, 2019. "Financial Frictions, the Great Trade Collapse and International Trade over the Business Cycle," Open Economies Review, Springer, vol. 30(1), pages 19-64, February.
- Ponomarenko, Alexey, 2020.
"A note on observational equivalence of micro assumptions on macro level,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-15.
- Ponomarenko, Alexey, 2019. "A note on observational equivalence of micro assumptions on macro level," Economics Discussion Papers 2019-51, Kiel Institute for the World Economy (IfW Kiel).
- Patrick Minford & Yongdeng Xu & Peng Zhou, 2015.
"How Good are Out of Sample Forecasting Tests on DSGE Models?,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(3), pages 333-351, November.
See citations under working paper version above.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," Cardiff Economics Working Papers E2014/11, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Xu, Yongdeng & Zhou, Peng, 2014. "How good are out of sample forecasting Tests on DSGE models?," CEPR Discussion Papers 10239, C.E.P.R. Discussion Papers.
Books
- Patrick Minford & Sakshi Gupta & Vo P.M. Le & Vidya Mahambare & Yongdeng Xu, 2015.
"Should Britain Leave the EU?,"
Books,
Edward Elgar Publishing, number 16679, June.
- Patrick Minford & Vidya Mahambare & Eric Nowell, 2005. "Should Britain Leave the EU?," Books, Edward Elgar Publishing, number 3676, June.
Cited by:
- Minford, Patrick, 2016. "Understanding UK trade agreements with the EU and other countries," Cardiff Economics Working Papers E2016/1, Cardiff University, Cardiff Business School, Economics Section.
- Patrick Minford, 2006. "Measuring the Economic Costs and Benefits of the EU," Open Economies Review, Springer, vol. 17(4), pages 509-524, December.
- Jacobi, Otto & Jepsen, Maria & Keller, Berndt & Weiss, Manfred (ed.), 2007. "Social embedding and the integration of markets: An opportunity for transnational trade union action or an impossible task?," Study / edition der Hans-Böckler-Stiftung, Hans-Böckler-Stiftung, Düsseldorf, volume 127, number 195, August.
- Patrick Minford & Yongdeng Xu, 2018.
"Classical or Gravity? Which Trade Model Best Matches the UK Facts?,"
Open Economies Review, Springer, vol. 29(3), pages 579-611, July.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," CEPR Discussion Papers 12521, C.E.P.R. Discussion Papers.
- Minford, Patrick & Xu, Yongdeng, 2017. "Classical or Gravity? Which trade model best matches the UK facts?," Cardiff Economics Working Papers E2017/10, Cardiff University, Cardiff Business School, Economics Section.
- Vikash Ramiah & Huy N. A. Pham & Imad Moosa, 2017. "The sectoral effects of Brexit on the British economy: early evidence from the reaction of the stock market," Applied Economics, Taylor & Francis Journals, vol. 49(26), pages 2508-2514, June.
- Minford Patrick, 2019. "How Britain Will React to a WTO-Based Brexit," The Economists' Voice, De Gruyter, vol. 16(1), pages 1-5, December.
- Ilhamah Qiamy & Fahim Nawaz & Syed Umair Jalal, 2018. "The United Kingdom and Brexit: Implications, Consequences and Opportunities," Global Economics Review, Humanity Only, vol. 3(2), pages 1-11, December.
- Minford, Patrick, 2015. "Evaluating European trading arrangements," Cardiff Economics Working Papers E2015/17, Cardiff University, Cardiff Business School, Economics Section.
- Prescott, Craig & Pilato, Manuela & Bellia, Claudio, 2020. "Geographical indications in the UK after Brexit: An uncertain future?," Food Policy, Elsevier, vol. 90(C).
- Jovanovic, Miroslav & Damnjanovic, Jelena & Njegic, Jovan, 2018. "Among the Central and Eastern European Countries of the European Union, who Gained and who Lost?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(3), pages 317-370.
- Minford, Patrick, 2021. "Free Trade under Brexit- why its benefits have been widely underestimated," Cardiff Economics Working Papers E2021/18, Cardiff University, Cardiff Business School, Economics Section.
- Crafts, Nicholas, 2019.
"The Fall in UK Potential Output due to the Financial Crisis: a Much Bigger Estimate,"
CAGE Online Working Paper Series
399, Competitive Advantage in the Global Economy (CAGE).
- Crafts, Nicholas, 2019. "The Fall in UK Potential Output due to the Financial Crisis: a Much Bigger Estimate," CEPR Discussion Papers 13428, C.E.P.R. Discussion Papers.
- Vo Phuong Mai Le & Patrick Minford & Eric Nowell, 2011. "Measuring the Extent and Costs of EU Protectionism," Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume III, chapter 15, Edward Elgar Publishing.
- Gabriela Ortiz Valverde & Maria C. Latorre, 2020. "A computable general equilibrium analysis of Brexit: Barriers to trade and immigration restrictions," The World Economy, Wiley Blackwell, vol. 43(3), pages 705-728, March.
- Latorre, María C. & Olekseyuk, Zoryana & Yonezawa, Hidemichi & Robinson, Sherman, 2020. "Making sense of Brexit losses: An in-depth review of macroeconomic studies," Economic Modelling, Elsevier, vol. 89(C), pages 72-87.
- Jordan van Rijn & Shuwei Zeng & Paul Hellman, 2021. "Financial institution objectives and auto loan pricing: Evidence from the survey of consumer finances," Journal of Consumer Affairs, Wiley Blackwell, vol. 55(3), pages 995-1039, September.
- Jan Iša & Ivan Okáli, 2008. "Európska menová únia, optimálna menová oblasť a možné dôsledky vstupu slovenska do eurozóny [European monetary union, optimum currency area and possible effects of slovakia's joining the euro area]," Politická ekonomie, Prague University of Economics and Business, vol. 2008(3), pages 318-344.
- Nicholas Crafts, 2019. "The Fall in Potential Output due to the Financial Crisis: A Much Bigger Estimate for the UK," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 61(4), pages 625-635, December.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (12) 2013-05-05 2013-05-05 2014-08-09 2015-08-19 2016-11-20 2016-12-18 2017-01-01 2017-02-19 2017-11-12 2018-07-09 2019-02-25 2022-03-28. Author is listed
- NEP-DGE: Dynamic General Equilibrium (9) 2014-08-09 2014-12-29 2015-08-19 2016-12-18 2017-01-01 2017-02-19 2017-02-19 2018-03-19 2018-07-09. Author is listed
- NEP-MAC: Macroeconomics (8) 2014-08-09 2014-12-29 2015-08-19 2015-08-30 2016-12-18 2017-01-01 2018-03-19 2018-07-09. Author is listed
- NEP-ETS: Econometric Time Series (6) 2013-05-05 2013-05-05 2014-08-09 2018-03-19 2019-02-25 2022-03-28. Author is listed
- NEP-INT: International Trade (5) 2013-05-05 2017-09-10 2018-02-12 2021-07-12 2021-08-23. Author is listed
- NEP-FOR: Forecasting (3) 2014-08-09 2014-12-29 2019-02-25
- NEP-CWA: Central & Western Asia (2) 2021-07-12 2022-03-28
- NEP-ORE: Operations Research (2) 2021-07-12 2021-07-12
- NEP-RMG: Risk Management (2) 2016-11-20 2022-03-28
- NEP-CMP: Computational Economics (1) 2021-08-23
- NEP-FMK: Financial Markets (1) 2021-07-12
- NEP-GER: German Papers (1) 2015-08-30
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09
- NEP-MST: Market Microstructure (1) 2013-05-05
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