Fang Xu

European University Institute

Max Weber Fellow

Max Weber Programme

Via delle Fontanelle 10,

Florence, Tuscany 50014

Italy

Christian-Albrechts-University of Kiel

Researcher

Olshausenstr. 40-60

Kiel, 24118

Germany

SCHOLARLY PAPERS

8

DOWNLOADS

357

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

The Role of the Log Transformation in Forecasting Economic Variables

CESifo Working Paper Series No. 2591
Number of pages: 32 Posted: 25 Mar 2009
Helmut Luetkepohl and Fang Xu
European University Institute and European University Institute
Downloads 238 (160,393)

Abstract:

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autoregressive moving average process, forecast mean squared error, instantaneous transformation, integrated process, heteroskedasticity

2.

The Role of Log Transformation in Forecasting Economic Variables

European University Institute Max Weber Programme Working Paper No. MWP 2009/6
Number of pages: 31 Posted: 14 Nov 2009
Helmut Luetkepohl and Fang Xu
European University Institute and European University Institute
Downloads 61 (433,380)
Citation 3

Abstract:

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For forecasting and economic analysis many variables are used in logarithms (logs). In time series analysis this transformation is often considered to stabilize the variance of a series. We investigate under which conditions taking logs is beneficial for forecasting. Forecasts based on the original

3.

Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels Versus Logs of the Underlying Price Index

EUI Max Weber Programme Working Paper No. 2009/37
Number of pages: 32 Posted: 14 Nov 2009
Helmut Luetkepohl and Fang Xu
European University Institute and European University Institute
Downloads 58 (444,132)

Abstract:

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Autoregressive moving average process, forecast mean squared error, log transformation, seasonally integrated process, seasonal dummy variables

Reviewing the Sustainability/Stationarity of Current Account Imbalances with Tests for Bounded Integration

The Manchester School, Vol. 76, No. 3, pp. 267-278, 2008
Posted: 14 Nov 2009
Helmut Herwartz and Fang Xu
University of Kiel - Institute of Statistics and Econometrics and European University Institute

Abstract:

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5.

A New Approach to Bootstrap Inference in Functional Coefficient Models

Computational Statistics & Data Analysis, Vol. 53, pp. 2155-2167, 2009
Posted: 14 Nov 2009
Helmut Herwartz and Fang Xu
University of Kiel - Institute of Statistics and Econometrics and European University Institute

Abstract:

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6.

Panel Data Model Comparison for Empirical Saving-Investment Relations

Applied Economic Letters, Vol. 16, pp. 803-807, 2009
Posted: 14 Nov 2009
Helmut Herwartz and Fang Xu
University of Kiel - Institute of Statistics and Econometrics and European University Institute

Abstract:

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7.

Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany

Economics Bulletin, Vol. 3, No. 30, pp. 1-13, 2005
Posted: 14 Nov 2009
Fang Xu
European University Institute

Abstract:

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8.

A Functional Coefficient Model View of the Feldstein-Horioka Puzzle

Journal of International Money and Finance, Forthcoming
Posted: 13 Nov 2009
Helmut Herwartz and Fang Xu
University of Kiel - Institute of Statistics and Econometrics and European University Institute

Abstract:

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Saving–investment relation, Feldstein–Horioka puzzle, Functional coefficient models