Fang Xu
Personal Details
First Name: | Fang |
Middle Name: | |
Last Name: | Xu |
Suffix: | |
RePEc Short-ID: | pxu43 |
[This author has chosen not to make the email address public] | |
https://www.brunel.ac.uk/people/fang-xu | |
Affiliation
Department of Economics and Finance
Brunel University London
Uxbridge, United Kingdomhttps://www.brunel.ac.uk/economics-and-finance
RePEc:edi:debruuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Helmut Lütkepohl & Fang Xu, 2009.
"The Role of the Log Transformation in Forecasting Economic Variables,"
CESifo Working Paper Series
2591, CESifo.
- Helmut Lütkepohl & Fang Xu, 2012. "The role of the log transformation in forecasting economic variables," Empirical Economics, Springer, vol. 42(3), pages 619-638, June.
- Herwartz, Helmut & Xu, Fang, 2007.
"A functional coefficient model view of the Feldstein-Horioka puzzle,"
Economics Working Papers
2007-14, Christian-Albrechts-University of Kiel, Department of Economics.
- Herwartz, H. & Xu, F., 2010. "A functional coefficient model view of the Feldstein-Horioka puzzle," Journal of International Money and Finance, Elsevier, vol. 29(1), pages 37-54, February.
- Herwartz, Helmut & Xu, Fang, 2007.
"A new approach to bootstrap inference in functional coefficient models,"
Economics Working Papers
2007-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Herwartz, H. & Xu, F., 2009. "A new approach to bootstrap inference in functional coefficient models," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2155-2167, April.
- Fang Xu & Helmut Herwartz, 2006. "What determines the relation between domestic saving and investment? - a new look at the Feldstein-Horioka puzzle," EcoMod2006 272100105, EcoMod.
- Herwartz, Helmut & Xu, Fang, 2006.
"Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration,"
Economics Working Papers
2006-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Helmut Herwartz & Fang Xu, 2008. "Reviewing The Sustainability/Stationarity Of Current Account Imbalances With Tests For Bounded Integration," Manchester School, University of Manchester, vol. 76(3), pages 267-278, June.
- Herwartz, Helmut & Xu, Fang, 2006.
"Panel data model comparison for empirical saving-investment relations,"
Economics Working Papers
2006-06, Christian-Albrechts-University of Kiel, Department of Economics.
- Helmut Herwartz & Fang Xu, 2009. "Panel data model comparison for empirical saving-investment relations," Applied Economics Letters, Taylor & Francis Journals, vol. 16(8), pages 803-807.
- Xu, Fang, 2005.
"Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany,"
Economics Working Papers
2005-02, Christian-Albrechts-University of Kiel, Department of Economics.
- Fang Xu, 2005. "Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany," Economics Bulletin, AccessEcon, vol. 3(30), pages 1-13.
Articles
- Helmut Herwartz & Fang Xu, 2020. "Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 164-190, January.
- Helmut Herwartz & Malte Rengel & Fang Xu, 2016. "Local Trends in Price‐to‐Dividend Ratios—Assessment, Predictive Value, and Determinants," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1655-1690, December.
- Cavaliere, Giuseppe & Xu, Fang, 2014. "Testing for unit roots in bounded time series," Journal of Econometrics, Elsevier, vol. 178(P2), pages 259-272.
- Helmut Lütkepohl & Fang Xu, 2012.
"The role of the log transformation in forecasting economic variables,"
Empirical Economics, Springer, vol. 42(3), pages 619-638, June.
- Helmut Lütkepohl & Fang Xu, 2009. "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series 2591, CESifo.
- Luetkepohl Helmut & Xu Fang, 2011. "Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index," Journal of Time Series Econometrics, De Gruyter, vol. 3(1), pages 1-23, February.
- Herwartz, H. & Xu, F., 2010.
"A functional coefficient model view of the Feldstein-Horioka puzzle,"
Journal of International Money and Finance, Elsevier, vol. 29(1), pages 37-54, February.
- Herwartz, Helmut & Xu, Fang, 2007. "A functional coefficient model view of the Feldstein-Horioka puzzle," Economics Working Papers 2007-14, Christian-Albrechts-University of Kiel, Department of Economics.
- Helmut Herwartz & Fang Xu, 2009.
"Panel data model comparison for empirical saving-investment relations,"
Applied Economics Letters, Taylor & Francis Journals, vol. 16(8), pages 803-807.
- Herwartz, Helmut & Xu, Fang, 2006. "Panel data model comparison for empirical saving-investment relations," Economics Working Papers 2006-06, Christian-Albrechts-University of Kiel, Department of Economics.
- Herwartz, H. & Xu, F., 2009.
"A new approach to bootstrap inference in functional coefficient models,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2155-2167, April.
- Herwartz, Helmut & Xu, Fang, 2007. "A new approach to bootstrap inference in functional coefficient models," Economics Working Papers 2007-15, Christian-Albrechts-University of Kiel, Department of Economics.
- Helmut Herwartz & Fang Xu, 2008.
"Reviewing The Sustainability/Stationarity Of Current Account Imbalances With Tests For Bounded Integration,"
Manchester School, University of Manchester, vol. 76(3), pages 267-278, June.
- Herwartz, Helmut & Xu, Fang, 2006. "Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration," Economics Working Papers 2006-07, Christian-Albrechts-University of Kiel, Department of Economics.
- Fang Xu, 2005.
"Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany,"
Economics Bulletin, AccessEcon, vol. 3(30), pages 1-13.
- Xu, Fang, 2005. "Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany," Economics Working Papers 2005-02, Christian-Albrechts-University of Kiel, Department of Economics.
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 6 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-MAC: Macroeconomics (4) 2006-08-05 2006-08-05 2007-07-13 2014-10-17
- NEP-ECM: Econometrics (1) 2007-07-13
- NEP-ETS: Econometric Time Series (1) 2006-08-05
- NEP-FIN: Finance (1) 2006-08-05
- NEP-FMK: Financial Markets (1) 2006-08-05
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