| Forecasting return volatility: Level shifts with varying jump probability and mean reversion J Xu, P Perron International Journal of Forecasting 30 (3), 449-463, 2014 | 53 | 2014 |
| How Well Does Uncertainty Forecast Economic Activity? J Xu, J Rogers Journal of Money, Credit and Banking, 2023 | 32* | 2023 |
| Modelling exchange rate volatility with random level shifts Y Li, P Perron, J Xu Applied Economics 49 (26), 2579-2589, 2017 | 31 | 2017 |
| Forecasting in the presence of in-sample and out-of-sample breaks J Xu, P Perron Advances in Applied Econometrics: Celebrating Peter Schmidt's Legacy, 545-579, 2022 | 12* | 2022 |
| Robust leverage decision under locked wealth and high-water mark contract D Luo, X Wu, J Xu, J Yan Finance Research Letters 46, 102428, 2022 | 11 | 2022 |
| Forecasting US yield curve using the dynamic Nelson–Siegel model with random level shift parameters D Luo, T Pang, J Xu Economic Modelling 94, 340-350, 2021 | 8 | 2021 |
| Portfolio selection: from under-diversification to concentration J Xu, Y Li, K Liu, T Chen Empirical Economics 64 (4), 1539-1557, 2023 | 4 | 2023 |
| Robust risk-taking under a sustainable constraint J Xu, D Luo, J Yan, X Wu Operations Research Letters 50 (3), 246-253, 2022 | 3 | 2022 |
| Macroeconomic transmission of (un-) predictable uncertainty shocks JA Ferrer, J Rogers, J Xu Available at SSRN 3906338, 2021 | 2 | 2021 |
| Nowcasting China’s PPI inflation using low-frequency and mixed-frequency dynamic factor models R Liang, F Wang, J Xu J. Financ. Res 494, 22-41, 2021 | 1 | 2021 |
| Comments on “In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models” P Perron, J Xu International Journal of Forecasting, 2016 | 1 | 2016 |
| Firm ownership and systemic risk: mechanism and evidence from China J Xu, C Liu Risk Management 27 (2), 7, 2025 | | 2025 |
| Robust testing of time trend and mean with unknown integration order errors SY Chang, P Perron, J Xu Journal of Statistical Computation and Simulation 92 (17), 3561-3582, 2022 | | 2022 |
| Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations J Xu, P Perron Boston University-Department of Economics-Working Papers Series, 2013 | | 2013 |
Pierre PerronDepartment of Economics, Boston UniversityVerified email at bu.edu
