Yong Song

University of Melbourne - Melbourne / Australia

Economics & Econometrics / Economics

AD Scientific Index ID: 54701

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Yong Song's MOST POPULAR ARTICLES

1-) Components of bull and bear markets: bull corrections and bear ralliesJM Maheu, TH McCurdy, Y SongJournal of Business & Economic Statistics 30 (3), 391-403, 2012962012

2-) Modelling regime switching and structural breaks with an infinite hidden Markov modelY SongJournal of Applied Econometrics 29 (5), 825-842, 201474*2014

3-) Identifying speculative bubbles using an infinite hidden Markov modelS Shi, Y SongJournal of Financial Econometrics 14 (1), 159-184, 2015482015

4-) Oil price shocks and economic growth: The volatility linkJM Maheu, Y Song, Q YangInternational Journal of Forecasting 36 (2), 570-587, 2020472020

5-) A new structural break model, with an application to Canadian inflation forecastingJM Maheu, Y SongInternational journal of forecasting 30 (1), 144-160, 2014252014

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