Dr Fang Xu
Senior Lecturer in Economics
Marie Jahoda 254
- Email: fang.xu@brunel.ac.uk
- Tel: +44 (0)1895 265257
Xu, F. and Wu, J. (2024) 'Indirect news coverage and economic policy uncertainty'. Economics Letters, 0 (accepted, in press). ISSN: 0165-1765
Herwartz, H. and Xu, F. (2022) 'Structural transmissions among investor attention, stock market volatility and trading volumes'. European Financial Management, 28 (1). pp. 260 - 279. ISSN: 1354-7798 Open Access Link
Herwartz, H. and Xu, F. (2018) 'Low mortgage rates and securitization: A distinct perspective on the U.S. housing boom'. The Scandinavian Journal of Economics, 122 (1). pp. 164 - 190. ISSN: 0347-0520 Open Access Link
HERWARTZ, H., RENGEL, M. and Xu, F. (2016) 'Local Trends in Price-to-Dividend Ratios-Assessment, Predictive Value, and Determinants'. Journal of Money, Credit and Banking, 48 (8). pp. 1655 - 1690. ISSN: 0022-2879 Open Access Link
Cavaliere, G. and Xu, F. (2014) 'Testing for unit roots in bounded time series'. Journal of Econometrics, 178 (2). pp. 259 - 272. ISSN: 0304-4076 Open Access Link
Luetkepohl, H. and Xu, F. (2011) 'Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index'. Journal of Time Series Econometrics, 3 (1).
Lütkepohl, H. and Xu, F. (2010) 'The role of the log transformation in forecasting economic variables'. Empirical Economics, 42 (3). pp. 619 - 638. ISSN: 0377-7332 Open Access Link
Herwartz, H. and Xu, F. (2010) 'A functional coefficient model view of the Feldstein-Horioka puzzle'. Journal of International Money and Finance, 29 (1). pp. 37 - 54. ISSN: 0261-5606
Herwartz, H. and Xu, F. (2009) 'Panel data model comparison for empirical saving-investment relations'. Applied Economics Letters, 16 (8). pp. 803 - 807. ISSN: 1350-4851
Herwartz, H. and Xu, F. (2009) 'A new approach to bootstrap inference in functional coefficient models'. Computational Statistics and Data Analysis, 53 (6). pp. 2155 - 2167. ISSN: 0167-9473
Herwartz, H. and Xu, F. (2008) 'Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration'. Manchester School, 76 (3). pp. 267 - 278. ISSN: 1463-6786
Xu. (2005) 'Does consumption-wealth ratio signal stock returns? VECM results for Germany'. Economics Bulletin, 3 (30). pp. 1 - 13. ISSN: 1545-2921