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)

21

H index

33

i10 index

1250

Citations

RESEARCH PRODUCTION:

49

Articles

89

Papers

4

Chapters

RESEARCH ACTIVITY:

   49 years (1969 - 2018). See details.
   Cites by year: 25
   Journals where Michael R. Wickens has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 63 (4.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi163
   Updated: 2021-03-01    RAS profile: 2015-01-06    
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Relations with other researchers

Works with:

Minford, A. Patrick (5)

Xu, Yongdeng (4)

Meenagh, David (3)

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 (181)

Meenagh, David (104)

Le, Vo Phuong Mai (60)

Ou, Zhirong (39)

Xu, Yongdeng (35)

Sosvilla-Rivero, Simon (29)

Gómez-Puig, Marta (26)

Zhou, Peng (23)

Fedderke, Johannes (20)

Fan, Jingwen (20)

Kočenda, Evžen (16)

Cites to:

Minford, A. Patrick (81)

Meenagh, David (60)

Le, Vo Phuong Mai (60)

Gertler, Mark (50)

Campbell, John (50)

Smets, Frank (49)

Wouters, Raf (49)

Galí, Jordi (48)

Clarida, Richard (36)

Shiller, Robert (27)

Canova, Fabio (26)

Main data

Where Michael R. Wickens has published?

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

Working Papers Series with more than one paper published# docs
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section18
Economics, Finance and Accounting Department Working Paper Series / Department of Economics, Finance and Accounting, National University of Ireland - Maynooth4
CDMA Conference Paper Series / Centre for Dynamic Macroeconomic Analysis3
Discussion Papers / University of Exeter, Department of Economics3
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
CESifo Working Paper Series / CESifo2

Recent works citing Michael R. Wickens (2021 and 2020)

YearTitle of citing document
2020Debt sustainability and fiscal space in a heterogeneous Monetary Union: normal times vs the zero lower bound. (2020). Shen, Wenyi ; Burriel, Pablo ; Andrés, Javier. In: Working Papers. RePEc:bde:wpaper:2001.

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2020On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16.

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2020Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17.

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2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

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2020Volatility Asymmetry of Scale Indexes - Taking China as an Example. (2020). Gan, Su-Mei ; Lin, Li-Wei ; Cheng, Jao-Hong ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-19.

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2020Population aging, social security and fiscal limits. (2020). Heer, Burkhard ; Polito, Vito ; Wickens, Michael R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300816.

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2020Is external debt sustainable? A probabilistic approach. (2020). Sapena, Juan ; Navarro-Ortiz, Josep. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:142-153.

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

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2020Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models. (2020). Komunjer, Ivana ; Zhu, Yinchu. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:561-586.

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2020News and why it is not shocking: The role of micro-foundations. (2020). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300834.

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2020Is housing collateral important to the business cycle? Evidence from China. (2020). Ou, Zhirong ; Minford, A. Patrick ; Gai, Yue. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301728.

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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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2020Financial Crisis and Sustainability of US Fiscal Deficit: Indicators or Tests?. (2020). Piergallini, Alessandro ; Canofari, Paolo ; Marini, Giancarlo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:192-204.

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2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259.

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2020The Growth of Private Sector and Financial Development in Saudi Arabia. (2020). Haque, Mohammad Imdadul. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:2:p:39-:d:357217.

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2020New Evidence Using a Dynamic Panel Data Approach: Cereal Supply Response in Smallholder Agriculture in Ethiopia. (2020). Tenaye, Anbes. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:3:p:61-:d:391782.

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2020Are the Current Account Imbalances on a Sustainable Path?. (2020). Sriananthakumar, Sivagowry ; Narayan, Seema. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:201-:d:409186.

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2020Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries. (2020). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10276-:d:459061.

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2020Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Hernandez, Jose Arreola ; Uddin, Gazi Salah ; Lahmiri, Salim ; Kang, Sang Hoon. In: Post-Print. RePEc:hal:journl:hal-02779489.

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2020Assessing the long-term impact of agricultural research on productivity: Evidence from France. (2020). Schmitt, Bertrand ; Simioni, Michel ; Musolesi, Antonio ; Butault, Jean-Pierre ; Orozco, Valerie ; Lemarie, Stephane. In: Post-Print. RePEc:hal:journl:hal-02794533.

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2020Emission Regulation of Markets with Sluggish Supply Structures. (2020). Storrosten, Halvor B. In: Environmental & Resource Economics. RePEc:kap:enreec:v:77:y:2020:i:1:d:10.1007_s10640-020-00433-0.

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2020Measuring fiscal sustainability in the welfare state: fiscal space as fiscal sustainability. (2020). Ko, Hyejin. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00453-2.

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2020Supply-Side Policy and Economic Growth: A Case Study of the UK. (2020). Minford, Lucy ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09536-8.

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2020The Sustainability of External Imbalances in the European Periphery. (2020). Monastiriotis, Vassilis ; Tunali, Cigdem Borke. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09560-8.

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2020La sensibilité de léconomie congolaise face aux chocs monétaire et budgétaire : une approche en modèle var standard. (2020). Asiani, Freddy. In: MPRA Paper. RePEc:pra:mprapa:101255.

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2020Investigating the Effects of Government Expenditure and Money Supply on Unemployment in Namibia. (2020). Kaulihowa, Teresia ; Shigwedha, Wilhelmine Naapopye. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:12:y:2020:i:4:p:73-83.

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2020.

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2020.

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2020Market uncertainty, risk aversion, and macroeconomic expectations. (2020). Inekwe, John Nkwoma. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01732-2.

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2020Consistency and incompleteness in general equilibrium theory. (2020). Gallegati, Mauro ; Rosser, Barkley J ; Landini, Simone. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:1:d:10.1007_s00191-018-0580-6.

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2020Structured Common Project Financing (SCPF): Efficieny without Debt Mutualization. (2020). Bauer, Christian ; Adolph, Marc-Patrick. In: Research Papers in Economics. RePEc:trr:wpaper:202002.

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2020Assessing the long-term impact of agricultural research on productivity: Evidence from France. (2020). Schmitt, Bertrand ; Simioni, Michel ; Musolesi, Antonio ; Butault, Jean-Pierre ; Orozco, Valerie ; Lemarie, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:124051.

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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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Works by Michael R. Wickens:

YearTitleTypeCited
2011Assessing the fiscal stance in the European Union and the United States, 1970–2011 In: Economic Policy.
[Full Text][Citation analysis]		article23
2012Erratum to: ‘Assessing the fiscal stance in the European Union and the United States, 1970–2011’ In: Economic Policy.
[Full Text][Citation analysis]		article0
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article41
1997Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article6
1995Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers.
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This paper has another version. Agregated cites: 6		paper
2000Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article83
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.
[Full Text][Citation analysis]		article3
2008Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper7
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.
[Full Text][Citation analysis]		paper76
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.
[Full Text][Citation analysis]		paper16
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.
[Full Text][Citation analysis]		paper29
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.
[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]		paper5
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.
[Full Text][Citation analysis]		paper1
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.
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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.
[Full Text][Citation analysis]		paper6
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.
[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]		paper53
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]		paper15
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.
[Full Text][Citation analysis]		paper8
2003Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics.
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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.
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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]		paper8
Macroeconomic Sources of Equity Risk.() In: Discussion Papers.
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1990National Insolvency: A Test of the US Intertemporal Budget Constraint In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
1991Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2005Measuring Fiscal Sustainability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2005 Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series.
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2007Is the Euro Sustainable? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2007Is the Euro Sustainable?.(2007) In: Discussion Papers.
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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]		paper9
1986An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics.
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2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2010The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics.
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2011A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers.
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2012How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2014How Useful are DSGE Macroeconomic Models for Forecasting?.(2014) In: Open Economies Review.
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2012Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers.
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2014Modelling the U.S. sovereign credit rating.(2014) In: Journal of Banking & Finance.
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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]		paper14
2014How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings.(2014) In: Journal of Macroeconomics.
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2013Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
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]		article34
1995Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal.
[Full Text][Citation analysis]		article8
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]		article2
1989A Survey of Some Recent Econometric Methods. In: Economic Journal.
[Full Text][Citation analysis]		article31
1969The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors. In: Econometrica.
[Full Text][Citation analysis]		article1
1972A Note on the Use of Proxy Variables. In: Econometrica.
[Full Text][Citation analysis]		article45
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]		article56
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.
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1996Interpreting cointegrating vectors and common stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article82
2012A model-based indicator of the fiscal stance In: European Economic Review.
[Full Text][Citation analysis]		article28
1996Forecasting inflation from the term structure In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article34
1995Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers.
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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.
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2006The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility.(2006) In: Discussion Papers.
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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.
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2006Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework In: International Journal of Finance & Economics.
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