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    
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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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Works by Michael R. Wickens:


YearTitleTypeCited
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1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
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article50
1997Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics.
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article8
1995Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers.
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2000Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis In: Oxford Bulletin of Economics and Statistics.
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1997Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis.(1997) In: CEPR Discussion Papers.
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1996Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis.(1996) In: Research Paper.
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2006OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME?VARYING RISK In: Scottish Journal of Political Economy.
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2008Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers.
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2008Testing a DSGE Model of the EU Using Indirect Inference.(2008) In: CEPR Discussion Papers.
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2009Testing a DSGE Model of the EU Using Indirect Inference.(2009) In: Open Economies Review.
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2011How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference In: Cardiff Economics Working Papers.
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2009How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference.(2009) In: CEPR Discussion Papers.
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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.
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2009The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers.
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2009The Puzzles Methodology: en route to Indirect Inference?.(2009) In: CEPR Discussion Papers.
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2010The Puzzles methodology: En route to Indirect Inference?.(2010) In: Economic Modelling.
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2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?.(2009) In: CDMA Conference Paper Series.
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2009Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference In: Cardiff Economics Working Papers.
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2009Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference.(2009) In: CEPR Discussion Papers.
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2010Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference.(2010) In: Open Economies Review.
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2009Some problems in the testing of DSGE models In: Cardiff Economics Working Papers.
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2010Some Problems in the Testing of DSGE Models.(2010) In: CEPR Discussion Papers.
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2010Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers.
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2010Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers.
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2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments In: Cardiff Economics Working Papers.
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2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments.(2012) In: CEPR Discussion Papers.
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2012Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers.
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2012Testing macroeconomic models by indirect inference on unfiltered data.(2012) In: CEPR Discussion Papers.
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2014Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers.
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2013A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers.
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2013A Monte Carlo procedure for checking identification in DSGE models.(2013) In: CEPR Discussion Papers.
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2015Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers.
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2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers.
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2015Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers.
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2016Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers.
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2016What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers.
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2016Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers.
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2018Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers.
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2018The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers.
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2021The eurozone: what is to be done? In: Cardiff Economics Working Papers.
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2021Estimating macro models and the potentially misleading nature of Bayesian estimation In: Cardiff Economics Working Papers.
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2004Macroeconomic Sources of Risk in the Term Structure In: CESifo Working Paper Series.
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2007Macroeconomic Sources of Risk in the Term Structure.(2007) In: Journal of Money, Credit and Banking.
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2004Macroeconomic Sources of Risk in the Term Structure.(2004) In: CEIS Research Paper.
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2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
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2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
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2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
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2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics In: CEPR Discussion Papers.
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2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics.(2014) In: Discussion Papers.
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1986The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods In: CEPR Discussion Papers.
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1987Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models In: CEPR Discussion Papers.
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1987Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 In: CEPR Discussion Papers.
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1984Rational Expectations and Exchange Rate Dynamics In: CEPR Discussion Papers.
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1998What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers.
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1998What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds.(1998) In: Staff Reports.
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2002Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers.
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2003Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics.
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