LabCompass

Ke‐Li Xu

Economics, Econometrics and Finance · Indiana University

OpenAlex
Financial Risk and Volatility ModelingStatistical Methods and InferenceMonetary Policy and Economic ImpactAdvanced Statistical Methods and ModelsMarket Dynamics and Volatility

Publications

52

Citations

492

Est. group size

—

Recurring co-author estimate

Active years

21

Publishing since 2005

Research summary
AI-generated

Ke-Li Xu develops statistical methods (econometrics) for analyzing financial and economic data, with a focus on how to reliably test whether one variable predicts another over different time horizons. Much of the work addresses technical challenges in predictive regression, such as correcting biases and computing accurate standard errors, as well as methods like local projections and regression discontinuity designs used to draw conclusions from data.

Predictive regression methodsEconometric inference and testingLocal projection methodsRegression discontinuity designFinancial volatility and time-series analysis

Publication activity has been fairly steady over the past decade, averaging a few papers per year with a slight tapering in the most recent years.

Generated by claude-opus-4-8 from public bibliographic data · Jul 11, 2026

Publication cadence
Publications per year over the last 10 years — averaging 1.6/year recently
2017: 3 publications3172018: 3 publications3182019: 2 publications192020: 1 publication202021: 3 publications3212022: 3 publications3222023: 3 publications3232024: 1 publication242025: 1 publication2526
Recent publications
Publishes in
  • SSRN Electronic Journal×15
  • Journal of Econometrics×3
  • Review of Financial Studies×1
  • Journal of Financial Econometrics×1
  • The Review of Economic Studies×1

This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 11, 2026.

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