Yong Song

University of Melbourne

Dr

185 Pelham Street

Carlton, Victoria 3053

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

74

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Oil Price Shocks and Economic Growth: The Volatility Link

ShanghaiTech SEM Working Paper No. 2018-004
Number of pages: 45 Posted: 10 Apr 2018 Last Revised: 08 May 2019
John M. Maheu, Yong Song and Qiao Yang
McMaster University - Michael G. DeGroote School of Business, University of Melbourne and ShanghaiTech University - School of Entrepreneurship and Management
Downloads 61 (354,212)

Abstract:

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Bayes factors, predictive likelihoods, nonlinear dynamics, density forecast

2.

Measuring Inflation Expectations Uncertainty Using High-Frequency Data

CAMA Working Paper No. 61/2017
Number of pages: 35 Posted: 17 Oct 2017
Joshua Chan and Yong Song
University of Technology Sydney (UTS) and University of Melbourne
Downloads 13 (564,397)
Citation 1

Abstract:

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Trend Inflation, Inflation Expectations, Stochastic Volatility