| Testing macro models by indirect inference: a survey for users VPM Le, D Meenagh, P Minford, M Wickens, Y Xu Open Economies Review 27, 1-38, 2016 | 85 | 2016 |
| Testing DSGE models by indirect inference: a survey of recent findings D Meenagh, P Minford, M Wickens, Y Xu Open Economies Review 30, 593-620, 2019 | 47 | 2019 |
| Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach Y Xu, N Taylor, W Lu International Review of Financial Analysis 56, 208-220, 2018 | 29 | 2018 |
| Classical or Gravity? Which trade model best matches the UK facts? P Minford, Y Xu Open Economies Review 29, 579-611, 2018 | 26 | 2018 |
| The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data N Taylor, Y Xu Quantitative Finance 17 (7), 1021-1035, 2017 | 23 | 2017 |
| Testing part of a DSGE model by indirect inference P Minford, M Wickens, Y Xu Oxford Bulletin of Economics and Statistics 81 (1), 178-194, 2019 | 20 | 2019 |
| Comparing different data descriptors in Indirect Inference tests on DSGE models P Minford, M Wickens, Y Xu Economics Letters 145, 157-161, 2016 | 16 | 2016 |
| How good are out of sample forecasting tests on DSGE models? P Minford, Y Xu, P Zhou Italian Economic Journal 1, 333-351, 2015 | 13 | 2015 |
| The lognormal autoregressive conditional duration (LNACD) model and a comparison with an alternative ACD models Y Xu Available at SSRN 2382159, 2013 | 10 | 2013 |
| DCC-and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations L Bauwens, Y Xu International Journal of Forecasting 39 (2), 938-955, 2023 | 9 | 2023 |
| Testing competing world trade models against the facts of world trade P Minford, Y Xu, X Dong Journal of International Money and Finance 138, 102940, 2023 | 6 | 2023 |
| Computable general equilibrium models of trade in the modern trade policy debate G Chen, X Dong, P Minford, G Qiu, Y Xu, Z Xu Open Economies Review 33 (2), 271-309, 2022 | 4 | 2022 |
| The dynamics of trading duration, volume and price volatility: A vector MEM model Y Xu Cardiff Economics Working Papers, 2013 | 4 | 2013 |
| Asymmetric volatility spillover between crude oil and other asset markets B Guan, K Mazouz, Y Xu Energy Economics 130, 107305, 2024 | 2 | 2024 |
| Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH Models and MEM with spillovers: some New (Mixture) Formulations M Karanasos, Y HU Unpublished Paper, 2017 | 2 | 2017 |
| What is the truth about DSGE models? Testing by indirect inference D Meenagh, P Minford, MR Wickens, Y Xu Cardiff Economics Working Papers, 2016 | 2 | 2016 |
| Weak exogeneity in the financial point processes Y Xu Cardiff Economics Working Papers, 2013 | 2 | 2013 |
| Indirect inference and small sample bias—Some recent results D Meenagh, P Minford, Y Xu Open Economies Review 35 (2), 245-259, 2024 | 1 | 2024 |
| Quasi Maximum Likelihood estimation of vector Multiplicative Error Model using the ECCC-GARCH representation Y Xu Journal of Time Series Econometrics, 2024 | 1 | 2024 |
| Constrained QML estimation for multivariate asymmetric MEM with spillovers: The importance of matrix inequalities M Karanasos, Y Xu, S Yfanti, C Zopounidis, A Christopoulos Unpublished Paper, Brunel University, 2021 | 1 | 2021 |
