Michael R. Wickens : Citation Profile

Are you Michael R. Wickens?

University of York (40% share)
Centre for Economic Policy Research (CEPR) (32% share)
Cardiff University (24% share)
CESifo (4% share)

20

H index

36

i10 index

1425

Citations

RESEARCH PRODUCTION:

49

Articles

91

Papers

4

Chapters

RESEARCH ACTIVITY:

   52 years (1969 - 2021). See details.
   Cites by year: 27
   Journals where Michael R. Wickens has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 66 (4.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi163
   Updated: 2022-10-01    RAS profile: 2015-01-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Minford, A. Patrick (4)

Meenagh, David (3)

Xu, Yongdeng (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael R. Wickens.

Is cited by:

Minford, A. Patrick (220)

Meenagh, David (131)

Le, Vo Phuong Mai (63)

Ou, Zhirong (46)

Xu, Yongdeng (44)

Zhou, Peng (23)

Fan, Jingwen (20)

Fedderke, Johannes (20)

Sosvilla-Rivero, Simon (18)

Gómez-Puig, Marta (17)

Kočenda, Evžen (16)

Cites to:

Minford, A. Patrick (119)

Meenagh, David (80)

Le, Vo Phuong Mai (77)

Smets, Frank (68)

Wouters, Raf (68)

Campbell, John (60)

Gertler, Mark (50)

Galí, Jordi (48)

Clarida, Richard (36)

Shiller, Robert (31)

Canova, Fabio (29)

Main data

Where Michael R. Wickens has published?

Journals with more than one article published# docs
Open Economies Review6
Economic Journal5
International Journal of Finance & Economics4
Journal of Applied Econometrics4
Journal of Empirical Finance3
Journal of Money, Credit and Banking2
Economics Letters2
Oxford Bulletin of Economics and Statistics2
Journal of Economic Dynamics and Control2
Econometrica2
The Review of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers35
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section20
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth4
Discussion Papers / University of Exeter, Department of Economics3
CDMA Conference Paper Series / Centre for Dynamic Macroeconomic Analysis3
CESifo Working Paper Series / CESifo2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2

Recent works citing Michael R. Wickens (2022 and 2021)

YearTitle of citing document
2022Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398.

Full description at Econpapers || Download paper

2022Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2208.07839.

Full description at Econpapers || Download paper

2021Labor Productivity in France: Is the Slowdown of its Growth Inevitable or are there Levers to fight it?. (2021). Girard, Pierre-Luis ; Bruneau, Catherine. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev7i1-1.

Full description at Econpapers || Download paper

2021China’s market economy, shadow banking and the frequency of growth slowdown. (2021). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Xiao, Zhiguo ; Mai, Vo Phuong. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:5:p:420-444.

Full description at Econpapers || Download paper

2022Interest rate rules and inflation risks in a macro?finance model. (2022). Marsal, Ales ; Kaszab, Lorant ; Horvath, Roman. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:4:p:416-440.

Full description at Econpapers || Download paper

2021Do immigrants’ funds affect the exchange rate?. (2021). Teo, Wing Leong ; Cooray, Arusha ; Aziz, Nusrate. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:2:p:560-585.

Full description at Econpapers || Download paper

2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

Full description at Econpapers || Download paper

2021Should Hong Kong switch to Taylor Rule?—Evidence from DSGE Model. (2021). Minford, A. Patrick ; Meenagh, David ; Zhao, Zhiqi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/13.

Full description at Econpapers || Download paper

2021Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate. (2021). Xu, Yongdeng ; Minford, A. Patrick ; Qiu, Guanhua ; Dong, Xue ; Chen, Gang. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/14.

Full description at Econpapers || Download paper

2021Testing competing world trade models against the facts of world trade. (2021). Xu, Yongdeng ; Minford, A. Patrick ; Dong, Xue. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/20.

Full description at Econpapers || Download paper

2022Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note. (2022). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/10.

Full description at Econpapers || Download paper

2022Targeting moments for calibration compared with indirect inference. (2022). Minford, Patrick ; Meenagh, David ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/12.

Full description at Econpapers || Download paper

2022Modern Monetary Theory: the post-Crisis economy misunderstood?. (2022). Ou, Zhirong ; Minford, A. Patrick ; Liu, Chunping ; ChunpingLiu, . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/13.

Full description at Econpapers || Download paper

2022Evaluation and Indirect Inference Estimation of Inattentive Features in a New Keynesian Framework. (2022). Minford, A. Patrick ; Cao, Yifei ; Chou, Jenyu. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/2.

Full description at Econpapers || Download paper

2022A structural model of coronavirus behaviour: what do four waves of Covid tell us?. (2022). Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/9.

Full description at Econpapers || Download paper

2021The information content of M3 for future inflation. (2000). Vega, Juan ; Trecroci, Carmine. In: Working Paper Series. RePEc:ecb:ecbwps:20000033.

Full description at Econpapers || Download paper

2021Economics and Environmental Development: Testing the Environmental Kuznets Curve Hypothesis. (2021). Ayu, Wayan Gita ; Wiwin, Ni Putu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-7.

Full description at Econpapers || Download paper

2021Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración. (2021). Camarero, Mariam ; Tamarit, Cecilio ; Carrion, Josep Lluis. In: Working Papers. RePEc:eec:wpaper:2112.

Full description at Econpapers || Download paper

2021The dynamic linkages between current account deficit and budget balance deficit in the South Asian region. (2021). Suardi, Sandy ; Rajakaruna, Iwanthika. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001226.

Full description at Econpapers || Download paper

2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

Full description at Econpapers || Download paper

2021Assessing consumer demand with noisy neural measurements. (2021). Webb, Ryan ; Levy, Ifat ; Mehta, Nitin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:89-106.

Full description at Econpapers || Download paper

2022Signalling creditworthiness with fiscal austerity. (2022). Gibert, Anna. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000368.

Full description at Econpapers || Download paper

2021The effect of stimulus policy on lending behavior and bank risk: Evidence from the Chinese banking sector. (2021). Wang, Cong ; Dong, Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:49:y:2021:i:c:s1566014120302235.

Full description at Econpapers || Download paper

2021Macroprudential regulation in the post-crisis era: Has the pendulum swung too far?. (2021). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong ; Lyu, Juyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001001.

Full description at Econpapers || Download paper

2022Defaulting on Covid debt. (2022). Paczos, Wojtek ; Shakhnov, Kirill. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000117.

Full description at Econpapers || Download paper

2022Measuring quality effects in equilibrium. (2022). Richards-Shubik, Seth ; Donohue, Julie M ; Roberts, Mark S. In: Journal of Health Economics. RePEc:eee:jhecon:v:83:y:2022:i:c:s0167629622000364.

Full description at Econpapers || Download paper

2021Identifying external debt shocks in low- and middle-income countries. (2021). Sheng, Xuguang ; Sukaj, Rubena . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302394.

Full description at Econpapers || Download paper

2021Limited joint liability in structured Eurobonds: Pricing the political costs. (2021). Adolph, Marc-Patrick ; Bauer, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302990.

Full description at Econpapers || Download paper

2021Shadow banks, banking policies and China’s macroeconomic fluctuations. (2021). Minford, A. Patrick ; Meenagh, David ; Matthews, Kent ; Xiao, Zhiguo ; Mai, Vo Phuong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000668.

Full description at Econpapers || Download paper

2021State-dependent pricing turns money into a two-edged sword: A new role for monetary policy. (2021). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001479.

Full description at Econpapers || Download paper

2021Systematic growth asymmetry in the Eurozone? Evidence from a natural experiment. (2021). Ioannatos, Petros E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s170349492100030x.

Full description at Econpapers || Download paper

2021Oil sanctions and their transmission channels in the Iranian economy: A DSGE model. (2021). Rafei, Meysam ; Dastjerdi, Rasul Bakhshi ; Rafat, Monireh ; Nakhli, Seyyed Reza. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309910.

Full description at Econpapers || Download paper

2021The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796.

Full description at Econpapers || Download paper

2022Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects. (2022). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:694-715.

Full description at Econpapers || Download paper

2022Model Validation and DSGE Modeling. (2022). Spanos, Aris ; Poudyal, Niraj. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:17-:d:788730.

Full description at Econpapers || Download paper

2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022Monetary Policy and Financial Sustainability in a Two-State Open Economy. (2022). Dai, Yuwen. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4825-:d:796001.

Full description at Econpapers || Download paper

2021International interdependency of macroeconomic activities: a multivariate empirical analysis. (2021). Mallick, Hrushikesh ; Rout, Sanjay Kumar. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:2:d:10.1007_s10368-020-00483-1.

Full description at Econpapers || Download paper

2021Inequality and Economic Growth in the UK. (2021). Minford, A. Patrick ; Meenagh, David ; Yang, Xiaoliang. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-020-09598-z.

Full description at Econpapers || Download paper

2022Is there Consumer Risk-Pooling in the Open Economy? The Evidence Reconsidered. (2022). Zhu, Zheyi ; Ou, Zhirong ; Minford, Patrick. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:1:d:10.1007_s11079-021-09622-w.

Full description at Econpapers || Download paper

2022Computable General Equilibrium Models of Trade in the Modern Trade Policy Debate. (2022). Xu, Zequn ; Qiu, Guanhua ; Minford, Patrick ; Dong, Xue ; Chen, Gang. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:2:d:10.1007_s11079-021-09631-9.

Full description at Econpapers || Download paper

2022Economic Policy - the Forth Dimension of the Economic Theory. (2022). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:112685.

Full description at Econpapers || Download paper

2022Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics. (2022). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:114187.

Full description at Econpapers || Download paper

2021The Euro Area Periphery and Imbalances: Is it an Anticipation Story?. (). Siena, Daniele. In: Review of Economic Dynamics. RePEc:red:issued:18-141.

Full description at Econpapers || Download paper

2022A Dynamic Factor and Neural Networks Analysis of the Co-movement of Public Revenues in the EMU. (2022). Mele, Marco ; Magazzino, Cosimo. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00155-2.

Full description at Econpapers || Download paper

2022Trade Balance and Exchange Rate: The J-Curve. (2022). Kallianiotis, Ioannis N. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:2:f:12_2_3.

Full description at Econpapers || Download paper

2021Public debt and inflation: Empirical evidence from Ghana. (2021). Odhiambo, Nicholas M ; Aimola, Akingbade U. In: Working Papers. RePEc:uza:wpaper:27063.

Full description at Econpapers || Download paper

2021Fiscal Sustainability Hypothesis Test in Central and Eastern Europe: A Panel Data Perspective. (2021). Benjamin, Owusu. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:8:y:2021:i:55:p:285-312:n:1.

Full description at Econpapers || Download paper

2021Can public spending boost private consumption?. (2021). Pieroni, Luca ; Lorusso, Marco ; Asimakopoulos, Stylianos. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:54:y:2021:i:3:p:1275-1313.

Full description at Econpapers || Download paper

2021Can a small New Keynesian model of the world economy with risk?pooling match the facts?. (2021). Ou, Zhirong ; Zhu, Zheyi ; Minford, Patrick. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1993-2021.

Full description at Econpapers || Download paper

2021What determines Chinas housing price dynamics? New evidence from a DSGE?VAR. (2021). Ou, Zhirong ; Liu, Chunping ; ChunpingLiu, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3269-3305.

Full description at Econpapers || Download paper

2022On the Italian public accounts sustainability: A wavelet approach. (2022). Magazzino, Cosimo ; Giolli, Lorenzo ; Forte, Francesco. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:943-952.

Full description at Econpapers || Download paper

2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22.

Full description at Econpapers || Download paper

Works by Michael R. Wickens:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article50
1997Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article8
1995Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8		paper
2000Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article98
1997Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis.(1997) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
1996Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis.(1996) In: Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2006OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME?VARYING RISK In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article6
2008Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper9
2008Testing a DSGE Model of the EU Using Indirect Inference.(2008) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2009Testing a DSGE Model of the EU Using Indirect Inference.(2009) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2011How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper93
2009How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93		paper
2011How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference.(2011) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 93		article
2009The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper9
2009The Puzzles Methodology: en route to Indirect Inference?.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2010The Puzzles methodology: En route to Indirect Inference?.(2010) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?.(2009) In: CDMA Conference Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2009Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper16
2009Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2010Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference.(2010) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2009Some problems in the testing of DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2010Some Problems in the Testing of DSGE Models.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper5
2010Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper30
2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2012Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper21
2012Testing macroeconomic models by indirect inference on unfiltered data.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2014Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper4
2013A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper19
2013A Monte Carlo procedure for checking identification in DSGE models.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2015Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2015Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper44
2016Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper6
2016What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2016Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper8
2018Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper12
2018The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2021The eurozone: what is to be done? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2021Estimating macro models and the potentially misleading nature of Bayesian estimation In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2004Macroeconomic Sources of Risk in the Term Structure In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper19
2007Macroeconomic Sources of Risk in the Term Structure.(2007) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 19		article
2004Macroeconomic Sources of Risk in the Term Structure.(2004) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1986The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
1987Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
1987Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1984Rational Expectations and Exchange Rate Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
1998What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
1998What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds.(1998) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2002Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2003Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2002Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
1989International CAPM: Why Has it Failed? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1989Exchange Rate Determination with Bank-Financed Investment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1989EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT..(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1989Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Microeconomic Sources of Equity Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
Macroeconomic Sources of Equity Risk.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
1990National Insolvency: A Test of the US Intertemporal Budget Constraint In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1991Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2005Measuring Fiscal Sustainability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2005 Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2007Is the Euro Sustainable? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2007Is the Euro Sustainable?.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2008Optimal Monetary Policy using a VAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
1984An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
1986An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2010The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2011A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2012How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2014How Useful are DSGE Macroeconomic Models for Forecasting?.(2014) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2012Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2014Modelling the U.S. sovereign credit rating.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2013Is the UK triple-A? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2013How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2014How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings.(2014) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2013Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
1990The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 In: Econometric Theory.
[Full Text][Citation analysis]		article0
1994Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? In: Economic Journal.
[Full Text][Citation analysis]		article41
1995Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal.
[Full Text][Citation analysis]		article10
1984Stochastic Life Cycle Theory with Varying Interest Rates and Prices. In: Economic Journal.
[Full Text][Citation analysis]		article6
1987Dynamic Specification, the Long-run and the Estimation of Transformed. In: Economic Journal.
[Citation analysis]		article3
1989A Survey of Some Recent Econometric Methods. In: Economic Journal.
[Full Text][Citation analysis]		article33
1969The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors. In: Econometrica.
[Full Text][Citation analysis]		article2
1972A Note on the Use of Proxy Variables. In: Econometrica.
[Full Text][Citation analysis]		article48
1993The sustainability of current account deficits : A test of the US intertemporal budget constraint In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article74
1982A simple derivation of the limited information maximum likelihood estimator In: Economics Letters.
[Full Text][Citation analysis]		article4
1995The persistence in volatility of the US term premium 1970-1986 In: Economics Letters.
[Full Text][Citation analysis]		article16
1994The Persistence in Volatility of the US Term Premium 1970-1986..(1994) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16		paper
1996Interpreting cointegrating vectors and common stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article83
2012A model-based indicator of the fiscal stance In: European Economic Review.
[Full Text][Citation analysis]		article29
1996Forecasting inflation from the term structure In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article35
1995Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 35		paper
2006THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2005The asymmetric effect of the business cycle on the relation between stock market returns and their volatility.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2006The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1994The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence In: Discussion Papers.
[Citation analysis]		paper1
1995The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence.(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2006Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
1997Measuring Economic Convergence. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article18
1998A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article17
1997The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
1997A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2001Estimating shocks and impulse response functions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article29
2010Is the Euro the Success that Everyone Seems to Think? In: Open Economies Review.
[Full Text][Citation analysis]		article2
2010Some Unpleasant Consequences of EMU In: Open Economies Review.
[Full Text][Citation analysis]		article3
2014Papers in Honor of Patrick Minford In: Open Economies Review.
[Full Text][Citation analysis]		article0
2000Global Asset Allocation with Time-varying Risk In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper0
2001A Risk Management Approach to Optimal Asset Allocation In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper5
1998: A Risk Management Approach to Optimal Asset Allocation.(1998) In: Economics Department Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
1998Optimal International Asset Allocation and Home Bias In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper0
1997Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure. In: Journal of Money, Credit and Banking.
[Citation analysis]		article77
1983Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation? In: Journal of Post Keynesian Economics.
[Full Text][Citation analysis]		article6
2004Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]		paper0
2005Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]		paper0
2010Whats Wrong with Modern Macroeconomics? Why its Critics have Missed the Point -super-1 In: CESifo Economic Studies.
[Full Text][Citation analysis]		article6
2008Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter31
2008The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter35
2008The Decentralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach.(2008) In: Introductory Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		chapter
2008Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter31
2006The Bank of Englands Monetary Policy Committee In: National Institute Economic Review.
[Full Text][Citation analysis]		article0
2006 The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? In: CDMA Conference Paper Series.
[Full Text][Citation analysis]		paper5
1970Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article2
1973The Econometrics of Agricultural Supply: An Application to the World Coffee Market. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article18
2012Optimal monetary policy using an unrestricted VAR In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article8
2002Asset Pricing with Observable Stochastic Discount Factors. In: Discussion Papers.
[Full Text][Citation analysis]		paper28
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2007The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Measuring the Fiscal Stance In: Discussion Papers.
[Full Text][Citation analysis]		paper9
A Cross Section of Equity Returns: The No-Arbitrage Test In: Discussion Papers.
[Full Text][Citation analysis]		paper1
Consumption, Size and Book-to-Market Ratio in Equity Returns In: Discussion Papers.
[Full Text][Citation analysis]		paper7
2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
1994Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market In: Discussion Papers.
[Citation analysis]		paper8
1994Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure In: Discussion Papers.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team