Yong Song

University of Melbourne

Dr

185 Pelham Street

Carlton, Victoria 3053

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

176

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Oil Price Shocks and Economic Growth: The Volatility Link

ShanghaiTech SEM Working Paper No. 2018-004
Number of pages: 40 Posted: 10 Apr 2018 Last Revised: 16 Oct 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 77 (339,547)

Abstract:

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Bayes factors, predictive likelihoods, nonlinear dynamics, density forecast

Atlantic Trade and the Decline of Conflict in Europe

Number of pages: 59 Posted: 01 Jan 2020 Last Revised: 05 Mar 2020
Reshad Ahsan, Laura Panza and Yong Song
University of Melbourne, The University of Melbourne and University of Melbourne
Downloads 45 (449,106)

Abstract:

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Conflict, Atlantic Trade, International Relations

Atlantic Trade and the Decline of Conflict in Europe

CEPR Discussion Paper No. DP14206
Number of pages: 62 Posted: 14 Jan 2020 Last Revised: 24 Mar 2020
Reshad Ahsan, Laura Panza and Yong Song
University of Melbourne, University of Melbourne and University of Melbourne
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Atlantic Trade, conflict, International Relations

3.

Sparse Change-Point VAR models

Number of pages: 62 Posted: 10 Oct 2019
CeReFiM. Université de Namur., University of Melbourne - Faculty of Business and Economics, ESSEC Business School and University of Melbourne
Downloads 39 (465,474)

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Shrinkage prior, Structural breaks, Change-point model, Time-varying parameters, Forecasting, Relevant parameter change

4.

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 15 (599,366)
Citation 1

Abstract:

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Trend Inflation, Inflation Expectations, Stochastic Volatility