Dr Fang Xu
Senior Lecturer in Economics
Marie Jahoda 254
- Email: firstname.lastname@example.org
- Tel: +44 (0)1895 265257
I joined the Department of Economics and Finance at the Brunel University London in 2018. I obtained my degree of Doctor Scientiarum Politicarum in quantitative economics from Christian-Albrechts-University Kiel in Germany in 2008 and has a Master of Arts in Economics and Management Science from Humboldt-University Berlin. From 2008 to 2010 I was Max Weber fellow at the European University Institute in Florence. From 2011 to 2017 I was a Lecturer at the University of Reading.
My research interest comprises time series econometrics, empirical macroeconomics and finance. My studies have been published in journals such as Journal of Econometrics, Computational Statistics & Data Analysis, Journal of Time Series Econometrics, Journal of Money, Credit and Banking and Journal of International Money and Finance.
Newest selected publications
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).