Libo Xu

University of San Francisco - Department of Economics

2130 Fulton Street

San Francisco, CA 94117-1080

United States

SCHOLARLY PAPERS

9

DOWNLOADS

176

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

A Note on Dynamic Roy's Identity

Theoretical Economics Letters, 2014, 4, 513-516
Number of pages: 5 Posted: 22 Feb 2016 Last Revised: 13 Jul 2018
Kam Yu and Libo Xu
Lakehead University and University of San Francisco - Department of Economics
Downloads 53 (457,276)

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Roy's identity, Inter-temporal consumption

2.

The Ethanol Mandate and Crude Oil and Biofuel Agricultural Commodity Price Dynamics

Journal of Commodity Markets, Forthcoming
Number of pages: 17 Posted: 29 Jul 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 26 (588,207)

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VEC-GARCH-in-Mean; BEKK Model; Mean and Volatility Spillovers; Structural Breaks

3.

Money Supply Volatility and the Macroeconomy

Forthcoming in: Macroeconomic Dynamics
Number of pages: 16 Posted: 06 Nov 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 20 (628,447)
Citation 1

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CFS Divisia Monetary Aggregates; Markov Regime-Switching; Money Growth Volatility

4.

Consumption, Leisure, and Money

Macroeconomic Dynamics (Forthcoming)
Number of pages: 41 Posted: 22 Jul 2019
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 19 (635,414)

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Weak separability; Minflex Laurent functional form; Markov regime switching

5.
Downloads 16 (656,697)
Citation 2

Markov Switching Oil Price Uncertainty

Oxford Bulletin of Economics and Statistics, Forthcoming
Number of pages: 27 Posted: 04 Jan 2019
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 16 (680,323)

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Oil price uncertainty, Real options, GARCH-in-Mean VAR, Markov switching

Markov Switching Oil Price Uncertainty

Oxford Bulletin of Economics and Statistics, Vol. 81, Issue 5, pp. 1045-1064, 2019
Number of pages: 20 Posted: 02 Jun 2020
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 0
Citation 1
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6.

Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors

The Energy Journal (Forthcoming)
Number of pages: 26 Posted: 22 Jul 2019
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 14 (671,418)
Citation 1

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Minflex Laurent flexible form; Markov regime switching; GARCH; BEKK

7.

The Demand for Banking and Shadow Banking Services

Forthcoming in North American Journal of Economics and Finance
Number of pages: 30 Posted: 28 Dec 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 14 (671,418)

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Minflex Laurent Functional Form; Markov Regime Switching; GARCH; BEKK; Volatility Impulse Response Functions

8.

Demand Systems with Heteroscedastic Disturbances

Empirical Economics, Forthcoming
Number of pages: 40 Posted: 25 Oct 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 10 (702,090)
Citation 2

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Flexible functional forms; Demand systems; Volatility

9.

Conditional Correlation Demand Systems

Computational Economics, Forthcoming
Number of pages: 12 Posted: 02 Dec 2018
Apostolos Serletis and Libo Xu
University of Calgary - Department of Economics and University of San Francisco - Department of Economics
Downloads 4 (748,762)

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