Michael R. Wickens
Names
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Michael |
| middle: |
R. |
| last: |
Wickens |
Identifer
Contact
Affiliations
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University of York
/ Department of Economics and Related Studies (weight: 40%)
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Centre for Economic Policy Research (CEPR) (weight: 32%)
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Cardiff University
/ Cardiff Business School
/ Economics Section (weight: 24%)
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CESifo (weight: 4%)
Research profile
author of:
- Assessing the fiscal stance in the European Union and the United States, 1970–2011
Economic Policy, CEPR;CES;MSH (2011)
by Vito Polito & Michael Wickens
(ReDIF-article, bla:ecpoli:v:26:y:2011:i:68:p:599-647) - Erratum to: ‘Assessing the fiscal stance in the European Union and the United States, 1970–2011’
Economic Policy, CEPR;CES;MSH (2012)
by Vito Polito & Michael Wickens
(ReDIF-article, bla:ecpoli:v:27:y:2012:i:69:p:187-193) - Measuring Convergence of the EC Economies
The Manchester School of Economic & Social Studies, University of Manchester (1992)
by Hall, S G & Robertson, D & Wickens, M R
(ReDIF-article, bla:manch2:v:60:y:1992:i:0:p:99-111) - Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1997)
by Robertson, Donald & Wickens, M R
(ReDIF-article, bla:obuest:v:59:y:1997:i:1:p:5-27) - Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2000)
by Merih Uctum & Michael Wickens
(ReDIF-article, bla:obuest:v:62:y:2000:i:2:p:197-222) - Optimal International Asset Allocation With Time‐Varying Risk
Scottish Journal of Political Economy, Scottish Economic Society (2006)
by Thomas J. Flavin & Michael R. Wickens
(ReDIF-article, bla:scotjp:v:53:y:2006:i:5:p:543-564) - Testing a DSGE model of the EU using indirect inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2008)
by Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2008/11) - How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2008)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2008/32) - The 'Puzzles' methodology: en route to Indirect Inference?
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2009)
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2009/22) - Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2009)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2009/3) - Some problems in the testing of DSGE models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2009)
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2009/31) - Why crises happen - nonstationary macroeconomics
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010)
by Davidson, James & Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2010/13) - Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2012)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2012/15) - Testing macroeconomic models by indirect inference on unfiltered data
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2012)
by Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2012/17) - Revisiting the Great Moderation: policy or luck?
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2012)
by Minford, Patrick & Ou, Zhirong & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2012/9) - A Monte Carlo procedure for checking identification in DSGE models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2013)
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2013/4) - Small sample performance of indirect inference on DSGE models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2015)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2015/2) - Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2015)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2015/8) - Testing macro models by indirect inference: a survey for users
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2015)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2015/9) - Testing part of a DSGE model by Indirect Inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016)
by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2016/12) - What is the truth about DSGE models? Testing by indirect inference
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2016/14) - Comparing different data descriptors in Indirect Inference tests on DSGE models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2016)
by Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2016/5) - Testing DSGE Models by indirect inference: a survey of recent findings
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2018/14) - The small sample properties of Indirect Inference in testing and estimating DSGE models
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2018)
by Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng
(ReDIF-paper, cdf:wpaper:2018/7) - The eurozone: what is to be done?
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2021)
by Minford, Patrick & Ou, Zhirong & Wickens, Michael & Zhu, Zheyi
(ReDIF-paper, cdf:wpaper:2021/11) - Estimating macro models and the potentially misleading nature of Bayesian estimation
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2021)
by Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2021/22) - Does the Fiscal Theory of the Price Level explain US postwar behaviour?
Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2024)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-paper, cdf:wpaper:2024/17) - Macroeconomic Sources of Risk in the Term Structure
CESifo Working Paper Series, CESifo (2004)
by Chiona Balfoussia & Michael Wickens & Michael R. Wickens
(ReDIF-paper, ces:ceswps:_1329) - What do the Fama-French Factors Add to C-CAPM?
CESifo Working Paper Series, CESifo (2013)
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens & Michael R. Wickens
(ReDIF-paper, ces:ceswps:_4197) - How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:10197) - The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1986)
by Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:111) - Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1987)
by Breusch, Trevor S & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:154) - Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997)
by Uctum, Merih & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:1612) - Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1987)
by Thomas, Stephen H & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:180) - Rational Expectations and Exchange Rate Dynamics
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1984)
by Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:20) - What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998)
by Jacobs, Mike & Remolona, Eli & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:2022) - Macroeconomic Influences on Optimal Asset Allocation
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Wickens, Michael R. & Flavin, Thomas
(ReDIF-paper, cpr:ceprdp:3144) - Macroeconomic Sources of FOREX Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Wickens, Michael R. & Smith, Peter N
(ReDIF-paper, cpr:ceprdp:3148) - International CAPM: Why Has it Failed?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1989)
by Thomas, Stephen H & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:354) - Exchange Rate Determination with Bank-Financed Investment
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1989)
by Uctum, Merih & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:355) - Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1989)
by Thomas, Stephen H & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:356) - Microeconomic Sources of Equity Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003)
by Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:4070) - National Insolvency: A Test of the US Intertemporal Budget Constraint
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1990)
by Uctum, Merih & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:437) - Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1991)
by Thomas, Stephen H & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:507) - Measuring Fiscal Sustainability
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
by Wickens, Michael R. & Polito, Vito
(ReDIF-paper, cpr:ceprdp:5312) - Is the Euro Sustainable?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007)
by Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:6337) - Testing a DSGE Model of the EU Using Indirect Inference
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Minford, Patrick & Wickens, Michael R. & Meenagh, David
(ReDIF-paper, cpr:ceprdp:6838) - Optimal Monetary Policy using a VAR
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Wickens, Michael R. & Polito, Vito
(ReDIF-paper, cpr:ceprdp:6957) - An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate
CEPR Discussion Papers, C.E.P.R. Discussion Papers (1984)
by Smith, Peter N & Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:7) - The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen
(ReDIF-paper, cpr:ceprdp:7227) - Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai
(ReDIF-paper, cpr:ceprdp:7385) - How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai
(ReDIF-paper, cpr:ceprdp:7537) - The 'Puzzles' Methodology: en route to Indirect Inference?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai
(ReDIF-paper, cpr:ceprdp:7539) - Some Problems in the Testing of DSGE Models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai
(ReDIF-paper, cpr:ceprdp:7621) - Why crises happen - nonstationary macroeconomics
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2010)
by Minford, Patrick & Wickens, Michael R. & Davidson, James & Meenagh, David
(ReDIF-paper, cpr:ceprdp:8157) - A DSGE model of banks and financial intermediation with default risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011)
by Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:8556) - How Useful are DSGE Macroeconomic Models for Forecasting?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Wickens, Michael R.
(ReDIF-paper, cpr:ceprdp:9049) - Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai
(ReDIF-paper, cpr:ceprdp:9056) - Testing macroeconomic models by indirect inference on unfiltered data
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Minford, Patrick & Wickens, Michael R. & Meenagh, David
(ReDIF-paper, cpr:ceprdp:9058) - Modelling the U.S. sovereign credit rating
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
by Wickens, Michael R. & Polito, Vito
(ReDIF-paper, cpr:ceprdp:9150) - Is the UK triple-A?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Wickens, Michael R. & Polito, Vito
(ReDIF-paper, cpr:ceprdp:9378) - A Monte Carlo procedure for checking identification in DSGE models
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai
(ReDIF-paper, cpr:ceprdp:9411) - How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Wickens, Michael R. & Polito, Vito
(ReDIF-paper, cpr:ceprdp:9521) - Sovereign credit ratings in the European Union: a model-based fiscal analysis
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
by Wickens, Michael R. & Polito, Vito
(ReDIF-paper, cpr:ceprdp:9665) - The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987
Econometric Theory, Cambridge University Press (1990)
by Wickens, M.R.
(ReDIF-article, cup:etheor:v:6:y:1990:i:01:p:103-106_00) - Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns?
Economic Journal, Royal Economic Society (1994)
by Clare, A D & Thomas, S H & Wickens, M R
(ReDIF-article, ecj:econjl:v:104:y:1994:i:423:p:303-15) - Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics
Economic Journal, Royal Economic Society (1995)
by Wickens, Michael
(ReDIF-article, ecj:econjl:v:105:y:1995:i:433:p:1637-48) - Stochastic Life Cycle Theory with Varying Interest Rates and Prices
Economic Journal, Royal Economic Society (1984)
by Wickens, M R & Molana, H
(ReDIF-article, ecj:econjl:v:94:y:1984:i:376a:p:133-47) - Dynamic Specification, the Long-run and the Estimation of Transformed
Economic Journal, Royal Economic Society (1987)
by Wickens, M R & Breusch, T S
(ReDIF-article, ecj:econjl:v:98:y:1987:i:390:p:189-205) - A Survey of Some Recent Econometric Methods
Economic Journal, Royal Economic Society (1989)
by Pagan, Adrian R & Wickens, M R
(ReDIF-article, ecj:econjl:v:99:y:1989:i:398:p:962-1025) - The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors
Econometrica, Econometric Society (1969)
by Wickens, M R
(ReDIF-article, ecm:emetrp:v:37:y:1969:i:4:p:651-59) - A Note on the Use of Proxy Variables
Econometrica, Econometric Society (1972)
by Wickens, Michael R
(ReDIF-article, ecm:emetrp:v:40:y:1972:i:4:p:759-61) - The sustainability of current account deficits : A test of the US intertemporal budget constraint
Journal of Economic Dynamics and Control, Elsevier (1993)
by Wickens, M. R. & Uctum, Merih
(ReDIF-article, eee:dyncon:v:17:y:1993:i:3:p:423-441) - How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
Journal of Economic Dynamics and Control, Elsevier (2011)
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael
(ReDIF-article, eee:dyncon:v:35:y:2011:i:12:p:2078-2104) - The 'Puzzles' methodology: En route to Indirect Inference?
Economic Modelling, Elsevier (2010)
by Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael
(ReDIF-article, eee:ecmode:v:27:y:2010:i:6:p:1417-1428) - A simple derivation of the limited information maximum likelihood estimator
Economics Letters, Elsevier (1982)
by Godfrey, L. G. & Wickens, M. R.
(ReDIF-article, eee:ecolet:v:10:y:1982:i:3-4:p:277-283) - The persistence in volatility of the US term premium 1970-1986
Economics Letters, Elsevier (1995)
by Tzavalis, Elias & Wickens, M. R.
(ReDIF-article, eee:ecolet:v:49:y:1995:i:4:p:381-389) - Interpreting cointegrating vectors and common stochastic trends
Journal of Econometrics, Elsevier (1996)
by Wickens, Michael R.
(ReDIF-article, eee:econom:v:74:y:1996:i:2:p:255-271) - A model-based indicator of the fiscal stance
European Economic Review, Elsevier (2012)
by Polito, Vito & Wickens, Mike
(ReDIF-article, eee:eecrev:v:56:y:2012:i:3:p:526-551) - What do the Fama–French factors add to C-CAPM?
Journal of Empirical Finance, Elsevier (2013)
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.
(ReDIF-article, eee:empfin:v:22:y:2013:i:c:p:113-127) - Forecasting inflation from the term structure
Journal of Empirical Finance, Elsevier (1996)
by Tzavalis, Elias & Wickens, M. R.
(ReDIF-article, eee:empfin:v:3:y:1996:i:1:p:103-122) - Modelling the U.S. sovereign credit rating
Journal of Banking & Finance, Elsevier (2014)
by Polito, Vito & Wickens, Mike
(ReDIF-article, eee:jbfina:v:46:y:2014:i:c:p:202-218) - How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings
Journal of Macroeconomics, Elsevier (2014)
by Polito, Vito & Wickens, Michael
(ReDIF-article, eee:jmacro:v:39:y:2014:i:pb:p:364-374) - Macroeconomic influences on optimal asset allocation
Review of Financial Economics, Elsevier (2003)
by Flavin, T. J. & Wickens, M. R.
(ReDIF-article, eee:revfin:v:12:y:2003:i:2:p:207-231) - The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2006)
by P.N. Smith & S. Sorensen & M.R. Wickens
(ReDIF-paper, een:camaaa:2006-05) - What do the Fama-French factors add to CCAPM?
CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2013)
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens
(ReDIF-paper, een:camaaa:2013-23) - The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence
Discussion Papers, University of Exeter, Department of Economics (1994)
by Tzavalis, Elias & Wickens, Michael
(ReDIF-paper, exe:wpaper:9402) - The Persistence in Volatility of the US Term Premium 1970-1986
Discussion Papers, University of Exeter, Department of Economics (1994)
by Tzavalis, E. & Wickens, M.R.
(ReDIF-paper, exe:wpaper:9409) - Forecasting Inflation from the Term Structure
Discussion Papers, University of Exeter, Department of Economics (1995)
by Tzavalis, E. & Wickens, M.R.
(ReDIF-paper, exe:wpaper:9519) - Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis
Research Paper, Federal Reserve Bank of New York (1996)
by Merih Uctum & Michael Wickens
(ReDIF-paper, fip:fednrp:9615) - What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds
Staff Reports, Federal Reserve Bank of New York (1998)
by Frank F. Gong & Eli M. Remolona & Michael Wickens
(ReDIF-paper, fip:fednsr:57) - Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2006)
by Hiona Balfoussia & Mike Wickens
(ReDIF-article, ijf:ijfiec:v:11:y:2006:i:3:p:261-277) - The equity premium and the business cycle: the role of demand and supply shocks
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2010)
by Peter N. Smith & Steffen Sorensen & Michael Wickens
(ReDIF-article, ijf:ijfiec:v:15:y:2010:i:2:p:134-152) - Measuring Economic Convergence
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1997)
by Hall, Stephen G & Robertson D & Wickens, M R
(ReDIF-article, ijf:ijfiec:v:2:y:1997:i:2:p:131-43) - A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests
International Journal of Finance & Economics, John Wiley & Sons, Ltd. (1998)
by Tzavalis, Elias & Wickens, Michael
(ReDIF-article, ijf:ijfiec:v:3:y:1998:i:3:p:229-39) - An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1986)
by Smith, P N & Wickens, M R
(ReDIF-article, jae:japmet:v:1:y:1986:i:2:p:143-62) - The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997)
by Wickens, Michael R
(ReDIF-article, jae:japmet:v:12:y:1997:i:5:p:523-27) - A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997)
by Wickens, Michael R
(ReDIF-article, jae:japmet:v:12:y:1997:i:5:p:608-10) - Estimating shocks and impulse response functions
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001)
by Michael R. Wickens & Roberto Motto
(ReDIF-article, jae:japmet:v:16:y:2001:i:3:p:371-387) - Testing a DSGE Model of the EU Using Indirect Inference
Open Economies Review, Springer (2009)
by David Meenagh & Patrick Minford & Michael Wickens
(ReDIF-article, kap:openec:v:20:y:2009:i:4:p:435-471) - Is the Euro the Success that Everyone Seems to Think?
Open Economies Review, Springer (2010)
by Mike Wickens
(ReDIF-article, kap:openec:v:21:y:2010:i:1:p:183-185) - Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference
Open Economies Review, Springer (2010)
by Vo Le & David Meenagh & Patrick Minford & Michael Wickens
(ReDIF-article, kap:openec:v:21:y:2010:i:1:p:23-44) - Some Unpleasant Consequences of EMU
Open Economies Review, Springer (2010)
by Michael Wickens
(ReDIF-article, kap:openec:v:21:y:2010:i:3:p:351-364) - Papers in Honor of Patrick Minford
Open Economies Review, Springer (2014)
by Jürgen Hagen & Mike Wickens
(ReDIF-article, kap:openec:v:25:y:2014:i:1:p:1-2) - How Useful are DSGE Macroeconomic Models for Forecasting?
Open Economies Review, Springer (2014)
by Michael Wickens
(ReDIF-article, kap:openec:v:25:y:2014:i:1:p:171-193) - Exchange Rate Determination With Bank Financed Investment
Cahiers de recherche, Université Laval - Département d'économique (1989)
by Uctum, M. & Wickens, M.R.
(ReDIF-paper, lvl:laeccr:8918) - Global Asset Allocation with Time-varying Risk
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2000)
by Thomas J. Flavin & Michael R. Wickens
(ReDIF-paper, may:mayecw:n1020800) - A Risk Management Approach to Optimal Asset Allocation
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (2001)
by Thomas J. Flavin & Michael R. Wickens
(ReDIF-paper, may:mayecw:n1080301) - Optimal International Asset Allocation and Home Bias
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (1998)
by Thomas J. Flavin & Michael R. Wickens
(ReDIF-paper, may:mayecw:n841298) - : A Risk Management Approach to Optimal Asset Allocation
Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth (1998)
by Thomas J. Flavin & Michael R. Wickens
(ReDIF-paper, may:mayecw:n851298) - Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure
Journal of Money, Credit and Banking, Blackwell Publishing (1997)
by Tzavalis, Elias & Wickens, Michael R
(ReDIF-article, mcb:jmoncb:v:29:y:1997:i:3:p:364-80) - Macroeconomic Sources of Risk in the Term Structure
Journal of Money, Credit and Banking, Blackwell Publishing (2007)
by Hiona Balfoussia & Mike Wickens
(ReDIF-article, mcb:jmoncb:v:39:y:2007:i:1:p:205-236) - Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation?
Journal of Post Keynesian Economics, Taylor & Francis Journals (1983)
by M. Chatterji & Michael R. Wickens
(ReDIF-article, mes:postke:v:5:y:1983:i:3:p:397-413) - Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium
Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004)
by Peter Smith & Steffen Sorensen & Michael R. Wickens
(ReDIF-paper, mmf:mmfc04:76) - Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework
Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
by Chiona Balfoussia & Mike Wickens
(ReDIF-paper, mmf:mmfc05:16) - The asymmetric effect of the business cycle on the relation between stock market returns and their volatility
Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
by Peter N Smith & S Sorensen & M R Wickens
(ReDIF-paper, mmf:mmfc05:47) - What's Wrong with Modern Macroeconomics? Why its Critics have Missed the Point -super-1
CESifo Economic Studies, CESifo Group (2010)
by M.R. Wickens
(ReDIF-article, oup:cesifo:v:56:y:2010:i:4:p:536-553) - Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach
Introductory Chapters, Princeton University Press (2008)
by Michael Wickens
(ReDIF-chapter, pup:chapts:8595-10) - The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach
Introductory Chapters, Princeton University Press (2008)
by Michael Wickens
(ReDIF-chapter, pup:chapts:8595-2) - The Decentralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach
Introductory Chapters, Princeton University Press (2008)
by Michael Wickens
(ReDIF-chapter, pup:chapts:8595-4) - Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach
Introductory Chapters, Princeton University Press (2008)
by Michael Wickens
(ReDIF-chapter, pup:chapts:8595-9) - Macroeconomic Sources of Risk in the Term Structure
CEIS Research Paper, Tor Vergata University, CEIS (2004)
by Michael R. Wickens & Chiona Balfoussia
(ReDIF-paper, rtv:ceisrp:61) - The Bank of England's Monetary Policy Committee
National Institute Economic Review, National Institute of Economic and Social Research (2006)
by Mike Wickens
(ReDIF-article, sae:niesru:v:196:y:2006:i:1:p:77-91) - Measuring Fiscal Sustainability
CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2005)
by Vito Polito & Mike Wickens
(ReDIF-paper, san:cdmacp:0503) - The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting?
CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2006)
by Peter N. Smith & Mike Wickens
(ReDIF-paper, san:cdmacp:0610) - The ‘Puzzles’ Methodology: En Route to Indirect Inference?
CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2009)
by Vo Phuong Mai Le & Patrick Minford & Michael Wickens
(ReDIF-paper, san:cdmacp:0903) - Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960
The Review of Economics and Statistics, MIT Press (1970)
by Wickens, Michael R
(ReDIF-article, tpr:restat:v:52:y:1970:i:2:p:187-93) - The Econometrics of Agricultural Supply: An Application to the World Coffee Market
The Review of Economics and Statistics, MIT Press (1973)
by Wickens, M R & Greenfield, J N
(ReDIF-article, tpr:restat:v:55:y:1973:i:4:p:433-40) - Optimal monetary policy using an unrestricted VAR
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012)
by Vito Polito & Mike Wickens
(ReDIF-article, wly:japmet:v:27:y:2012:i:4:p:525-553) - Asset Pricing with Observable Stochastic Discount Factors
Discussion Papers, Department of Economics, University of York ()
by Peter N Smith & Michael R Wickens
(ReDIF-paper, yor:yorken:02/03) - Macroeconomic Sources of Equity Risk
Discussion Papers, Department of Economics, University of York ()
by P N Smith & S Sorensen & M R Wickens
(ReDIF-paper, yor:yorken:03/13) - An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors
Discussion Papers, Department of Economics, University of York ()
by P N Smith & S Sorensen & M R Wickens
(ReDIF-paper, yor:yorken:03/14) - The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility
Discussion Papers, Department of Economics, University of York (2006)
by P N Smith & S Sorensen & M R Wickens
(ReDIF-paper, yor:yorken:06/04) - The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)
Discussion Papers, Department of Economics, University of York (2007)
by Peter N Smith & Steffen Sorensen & Mike Wickens
(ReDIF-paper, yor:yorken:07/11) - Measuring the Fiscal Stance
Discussion Papers, Department of Economics, University of York (2007)
by Vito Polito & Mike Wickens
(ReDIF-paper, yor:yorken:07/14) - Is the Euro Sustainable?
Discussion Papers, Department of Economics, University of York (2007)
by Mike Wickens
(ReDIF-paper, yor:yorken:07/18) - A Cross Section of Equity Returns: The No-Arbitrage Test
Discussion Papers, Department of Economics, University of York ()
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens
(ReDIF-paper, yor:yorken:11/23) - Consumption, Size and Book-to-Market Ratio in Equity Returns
Discussion Papers, Department of Economics, University of York ()
by Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens
(ReDIF-paper, yor:yorken:11/24) - How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics
Discussion Papers, Department of Economics, University of York (2014)
by Michael Wickens
(ReDIF-paper, yor:yorken:14/17) - Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market
Discussion Papers, Department of Economics, University of York ()
by Andrew Clare & Raymond O'Brien & Stephen Thomas & Michael Wickens
(ReDIF-paper, yor:yorken:94/10) - Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure
Discussion Papers, Department of Economics, University of York ()
by Elias Tzavalis & Michael Wickens
(ReDIF-paper, yor:yorken:94/11) - The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence
Discussion Papers, Department of Economics, University of York ()
by Elias Tzavalis & Michael Wickens
(ReDIF-paper, yor:yorken:95/33) - Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems
Discussion Papers, Department of Economics, University of York ()
by Donald Robertson & Michael Wickens
(ReDIF-paper, yor:yorken:95/34)