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Yong Song

Personal Details

First Name:Yong
Middle Name:
Last Name:Song
Suffix:
In ASCII letters:
RePEc Short-ID:pso326
Terminal Degree:2011 Department of Economics; University of Toronto (from RePEc Genealogy)

Affiliation

(99%) Department of Economics
Faculty of Business and Economics
University of Melbourne

Melbourne, Australia
http://www.economics.unimelb.edu.au/
RePEc:edi:demelau (more details at EDIRC)

(1%) Rimini Centre for Economic Analysis (RCEA)

Waterloo, Canada
http://www.rcea.world/
RePEc:edi:rcfeaca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
  2. Joshua C C Chan & Yong Song, 2017. "Measuring Inflation Expectations Uncertainty Using High-Frequency Data," CAMA Working Papers 2017-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Li, Zhuo & Panza, Laura & Song, Yong, 2017. "The evolution of Ottoman-European market linkages, 1469-1914: evidence from dynamic factor models," MPRA Paper 80953, University Library of Munich, Germany.
  4. Maheu, John M & Song, Yong, 2017. "An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series," MPRA Paper 79211, University Library of Munich, Germany.
  5. Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
  6. Song, Yong & Shi, Shuping, 2012. "Identifying speculative bubbles with an in finite hidden Markov model," MPRA Paper 36455, University Library of Munich, Germany.
  7. Yong Song, 2012. "Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model," Working Paper series 28_12, Rimini Centre for Economic Analysis.
  8. Yong Song, 2011. "Modelling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model," Working Papers tecipa-427, University of Toronto, Department of Economics.
  9. John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
  10. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics.

Articles

  1. John M. Maheu & Yong Song, 2018. "An efficient Bayesian approach to multiple structural change in multivariate time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(2), pages 251-270, March.
  2. Dong-Hyuk Kim & Yong Song & Huaxin Xu, 2017. "A fast estimation procedure for discrete choice random coefficients demand model," Applied Economics, Taylor & Francis Journals, vol. 49(58), pages 5849-5855, December.
  3. Shuping Shi & Yong Song, 2016. "Identifying Speculative Bubbles Using an Infinite Hidden Markov Model," Journal of Financial Econometrics, Oxford University Press, vol. 14(1), pages 159-184.
  4. Yong Song, 2014. "Modelling Regime Switching And Structural Breaks With An Infinite Hidden Markov Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 825-842, August.
  5. Maheu, John M. & Song, Yong, 2014. "A new structural break model, with an application to Canadian inflation forecasting," International Journal of Forecasting, Elsevier, vol. 30(1), pages 144-160.
  6. John M. Maheu & Thomas H. McCurdy & Yong Song, 2012. "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 391-403, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 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.
  1. NEP-FOR: Forecasting (9) 2011-04-23 2012-02-20 2012-03-08 2012-03-21 2012-06-25 2012-06-25 2018-02-19 2018-02-19 2018-03-05. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 2010-04-17 2011-04-23 2012-02-20 2012-03-21 2012-06-25 2012-06-25 2012-06-25 2017-05-28. Author is listed
  3. NEP-ECM: Econometrics (6) 2009-08-16 2011-04-23 2012-02-20 2012-03-08 2017-05-28 2017-10-29. Author is listed
  4. NEP-MAC: Macroeconomics (3) 2017-05-28 2017-10-29 2018-02-19
  5. NEP-MON: Monetary Economics (3) 2012-03-08 2012-06-25 2017-10-29
  6. NEP-ENE: Energy Economics (2) 2018-02-19 2018-03-05
  7. NEP-GRO: Economic Growth (1) 2018-02-19
  8. NEP-HIS: Business, Economic and Financial History (1) 2017-09-03
  9. NEP-MST: Market Microstructure (1) 2017-10-29
  10. NEP-ORE: Operations Research (1) 2017-05-28

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