21
H index
33
i10 index
1254
Citations
University of York (40% share) | 21 H index 33 i10 index 1254 Citations RESEARCH PRODUCTION: 49 Articles 89 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael R. Wickens. | Is cited by: | Cites to: |
Year | Title of citing document |
---|---|
2020 | Debt 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. Full description at Econpapers || Download paper |
2020 | On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16. Full description at Econpapers || Download paper |
2020 | Private 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. Full description at Econpapers || Download paper |
2020 | Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060. Full description at Econpapers || Download paper |
2020 | Volatility 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. Full description at Econpapers || Download paper |
2020 | Population 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. Full description at Econpapers || Download paper |
2020 | Is 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. Full description at Econpapers || Download paper |
2021 | Quantifying 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 |
2020 | Likelihood 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. Full description at Econpapers || Download paper |
2020 | News 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. Full description at Econpapers || Download paper |
2020 | Is 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. Full description at Econpapers || Download paper |
2021 | Identifying 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 |
2020 | Financial 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. Full description at Econpapers || Download paper |
2020 | Inflation 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | New 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. Full description at Econpapers || Download paper |
2020 | Are 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. Full description at Econpapers || Download paper |
2020 | Fiscal 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. Full description at Econpapers || Download paper |
2020 | Inflation 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. Full description at Econpapers || Download paper |
2020 | Assessing 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. Full description at Econpapers || Download paper |
2020 | Emission 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. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2020 | Supply-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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Inequality 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 |
2020 | La 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. Full description at Econpapers || Download paper |
2021 | The 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 |
2020 | Investigating 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. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Market 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. Full description at Econpapers || Download paper |
2020 | Consistency 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. Full description at Econpapers || Download paper |
2020 | Structured Common Project Financing (SCPF): Efficieny without Debt Mutualization. (2020). Bauer, Christian ; Adolph, Marc-Patrick. In: Research Papers in Economics. RePEc:trr:wpaper:202002. Full description at Econpapers || Download paper |
2020 | Assessing 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. Full description at Econpapers || Download paper |
2021 | Public 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 |
Year | Title | Type | Cited |
---|---|---|---|
2011 | Assessing the fiscal stance in the European Union and the United States, 1970–2011 In: Economic Policy. [Full Text][Citation analysis] | article | 23 |
2012 | Erratum to: ‘Assessing the fiscal stance in the European Union and the United States, 1970–2011’ In: Economic Policy. [Full Text][Citation analysis] | article | 0 |
1992 | Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 41 |
1997 | Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 6 |
1995 | Measuring 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: 6 | paper | |
2000 | Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 83 |
1997 | Debt 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: 83 | paper | |
1996 | Debt 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: 83 | paper | |
2006 | OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIMEâ€VARYING RISK In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 3 |
2008 | Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2008 | Testing 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: 7 | paper | |
2009 | Testing 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: 7 | article | |
2011 | How 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] | paper | 77 |
2009 | How 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: 77 | paper | |
2011 | How 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: 77 | article | |
2009 | The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 7 |
2009 | The Puzzles Methodology: en route to Indirect Inference?.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2010 | The Puzzles methodology: En route to Indirect Inference?.(2010) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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: 7 | paper | |
2009 | Two 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] | paper | 15 |
2009 | Two 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: 15 | paper | |
2010 | Two 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: 15 | article | |
2009 | Some problems in the testing of DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Some 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 | |
2010 | Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2012 | Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 30 |
2012 | Testing 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 | |
2012 | Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 21 |
2012 | Testing 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 | |
2014 | Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 16 |
2013 | A 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: 16 | paper | |
2015 | Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 30 |
2016 | Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Macroeconomic Sources of Risk in the Term Structure In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
2007 | Macroeconomic 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 | |
2004 | Macroeconomic 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 | |
2013 | What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2013 | What 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: 6 | article | |
2013 | What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2014 | How 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] | paper | 0 |
2014 | How 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: 0 | paper | |
1986 | The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1987 | Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
1987 | Vehicle 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] | paper | 0 |
1984 | Rational Expectations and Exchange Rate Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | What 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] | paper | 15 |
1998 | What 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: 15 | paper | |
2002 | Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2003 | Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2002 | Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
1989 | International CAPM: Why Has it Failed? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1989 | Exchange Rate Determination with Bank-Financed Investment In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1989 | EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT..(1989) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1989 | Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Microeconomic Sources of Equity Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
Macroeconomic Sources of Equity Risk.() In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | ||
1990 | National Insolvency: A Test of the US Intertemporal Budget Constraint In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1991 | Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Measuring Fiscal Sustainability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2005 | Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2007 | Is the Euro Sustainable? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Is the Euro Sustainable?.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2008 | Optimal Monetary Policy using a VAR In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
1984 | An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
1986 | An 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: 9 | article | |
2009 | The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | The 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: 7 | article | |
2011 | A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2014 | How Useful are DSGE Macroeconomic Models for Forecasting?.(2014) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2012 | Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | Modelling the U.S. sovereign credit rating.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2013 | Is the UK triple-A? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2014 | How 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: 14 | article | |
2013 | Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
1990 | The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
1994 | Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? In: Economic Journal. [Full Text][Citation analysis] | article | 36 |
1995 | Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal. [Full Text][Citation analysis] | article | 8 |
1984 | Stochastic Life Cycle Theory with Varying Interest Rates and Prices. In: Economic Journal. [Full Text][Citation analysis] | article | 6 |
1987 | Dynamic Specification, the Long-run and the Estimation of Transformed. In: Economic Journal. [Citation analysis] | article | 2 |
1989 | A Survey of Some Recent Econometric Methods. In: Economic Journal. [Full Text][Citation analysis] | article | 31 |
1969 | The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
1972 | A Note on the Use of Proxy Variables. In: Econometrica. [Full Text][Citation analysis] | article | 45 |
1993 | The sustainability of current account deficits : A test of the US intertemporal budget constraint In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 56 |
1982 | A simple derivation of the limited information maximum likelihood estimator In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
1995 | The persistence in volatility of the US term premium 1970-1986 In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
1994 | The 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 | |
1996 | Interpreting cointegrating vectors and common stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 82 |
2012 | A model-based indicator of the fiscal stance In: European Economic Review. [Full Text][Citation analysis] | article | 28 |
1996 | Forecasting inflation from the term structure In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 34 |
1995 | Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2006 | THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | The 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 | |
2006 | The 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 | |
1994 | The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence In: Discussion Papers. [Citation analysis] | paper | 1 |
1995 | The 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 | |
2006 | Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
1997 | Measuring Economic Convergence. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 18 |
1998 | A 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] | article | 16 |
1997 | The 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] | article | 0 |
1997 | A 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] | article | 0 |
2001 | Estimating shocks and impulse response functions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 28 |
2010 | Is the Euro the Success that Everyone Seems to Think? In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
2010 | Some Unpleasant Consequences of EMU In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
2014 | Papers in Honor of Patrick Minford In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2000 | Global Asset Allocation with Time-varying Risk In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2001 | A Risk Management Approach to Optimal Asset Allocation In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
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: 3 | paper | |
1998 | Optimal International Asset Allocation and Home Bias In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1997 | Explaining 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] | article | 67 |
1983 | Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation? In: Journal of Post Keynesian Economics. [Full Text][Citation analysis] | article | 6 |
2004 | Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 0 |
2005 | Inflation 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] | paper | 0 |
2010 | Whats Wrong with Modern Macroeconomics? Why its Critics have Missed the Point -super-1 In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 5 |
2008 | Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 24 |
2008 | The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 28 |
2008 | The 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: 28 | chapter | |
2008 | Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 24 |
2006 | The Bank of Englands Monetary Policy Committee In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
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] | paper | 2 |
1970 | Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
1973 | The Econometrics of Agricultural Supply: An Application to the World Coffee Market. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
2012 | Optimal monetary policy using an unrestricted VAR In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2002 | Asset Pricing with Observable Stochastic Discount Factors. In: Discussion Papers. [Full Text][Citation analysis] | paper | 26 |
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 | |
2007 | The 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] | paper | 0 |
2007 | Measuring the Fiscal Stance In: Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
A Cross Section of Equity Returns: The No-Arbitrage Test In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 | |
Consumption, Size and Book-to-Market Ratio in Equity Returns In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 | |
2013 | What 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: 6 | article | |
2013 | What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1994 | Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market In: Discussion Papers. [Citation analysis] | paper | 8 |
1994 | Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure In: Discussion Papers. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team