18
H index
32
i10 index
1048
Citations
Michael R. Wickens : Citation Profile
University of York (40% share) | RESEARCH PRODUCTION: 51 Articles 88 Papers 4 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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49 years (1969 - 2018). Relations with other researchers
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:
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Main data
Where Michael R. Wickens has published?
Recent works citing Michael R. Wickens (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Export Instability and Economic Growth in Nigeria: A Time Series Analysis. (2017). Oladipo, Olajide S. In: Research Papers. RePEc:aer:rpaper:rp_322. Full description at Econpapers || Download paper |
| 2017 | Implicit public debt thresholds: an empirical exercise for the case of Spain. (2017). Pérez, Javier ; Andrés, Javier ; Andres, Javier ; Rojas, Juan A ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:1701. Full description at Econpapers || Download paper |
| 2017 | Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013. (2017). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2017-20. Full description at Econpapers || Download paper |
| 2017 | THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS. (2017). Suardi, Sandy ; Chua, Chew ; Nguyen, Thanh Dat. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:201-215. Full description at Econpapers || Download paper |
| 2017 | THE OPTIMAL TAXATION OF ASSET INCOME WHEN GOVERNMENT CONSUMPTION IS ENDOGENOUS: THEORY, ESTIMATION AND WELFARE. (2017). Ben-Gad, Michael. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1689-1711. Full description at Econpapers || Download paper |
| 2017 | Bank Market Power and Loan Contracts: Empirical Evidence. (2017). HASAN, IFTEKHAR ; Zhen, Xinting ; Wang, Haizhi ; Liu, Liuling ; Vacca, Valerio ; Rossi, Paola ; Pagnini, Marcello . In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:649-676. Full description at Econpapers || Download paper |
| 2017 | Schumpeterian and semi-endogenous productivity growth explanations. (2017). Fedderke, Johannes ; Liu, Yang. In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:1:p:111-137. Full description at Econpapers || Download paper |
| 2017 | Again on the Relevance of Reverse Capital Deepening and Reswitching. (2017). Dvoskin, Ariel ; Petri, Fabio. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:4:p:625-659. Full description at Econpapers || Download paper |
| 2017 | Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies. (2017). Karimalis, Emmanouil ; Peters, Gareth ; Kosmidis, Ioannis . In: Bank of England working papers. RePEc:boe:boeewp:0655. Full description at Econpapers || Download paper |
| 2018 | Monetary policy under climate change. (2018). Xepapadeas, Anastasios ; Economides, George. In: Working Papers. RePEc:bog:wpaper:247. Full description at Econpapers || Download paper |
| 2018 | Testing Over- and Underidentification in Linear Models, with Applications to Dynamic Panel Data and Asset-Pricing Models. (2018). Windmeijer, Frank. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:18/696. Full description at Econpapers || Download paper |
| 2017 | Classical or Gravity? Which trade model best matches the UK facts?. (2017). Xu, Yongdeng ; Minford, A. Patrick. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/10. Full description at Econpapers || Download paper |
| 2017 | Resolving the Public Sector Wage Premium Puzzle by Indirect Inference. (2017). Zhou, Peng ; Minford, A. Patrick ; Wang, YI. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/13. Full description at Econpapers || Download paper |
| 2017 | What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/4. Full description at Econpapers || Download paper |
| 2018 | Supply-side policy and economic growth: A case study of the UK. (2018). Meenagh, David ; Minford, Lucy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/10. Full description at Econpapers || Download paper |
| 2018 | How Important are International Financial Market Imperfections for Foreign Exchange Rate Dynamics: A Study of the Sterling Exchange Rate. (2018). Minford, A. Patrick ; Meenagh, David ; Xue, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/11. Full description at Econpapers || Download paper |
| 2018 | Oil and Commodities Drive the World Business Cycle: A Long-Commodity-Cycle Model of the World Economy Over a Century and a Half. (2018). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/16. Full description at Econpapers || Download paper |
| 2018 | A heterogeneous-agent model of growth and inequality for the UK. (2018). Minford, A. Patrick ; Meenagh, David ; Yang, Xiaoliang. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/17. Full description at Econpapers || Download paper |
| 2018 | Testing a model of UK growth - a causal role for R&D subsidies. (2018). Meenagh, David ; Minford, Lucy. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/3. Full description at Econpapers || Download paper |
| 2018 | Financial stability: To Regulate or Not? A public choice inquiry. (2018). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/4. Full description at Econpapers || Download paper |
| 2018 | Monetary Policy under Climate Change. (2018). Xepapadeas, Anastasios ; Economides, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7021. Full description at Econpapers || Download paper |
| 2018 | Population Aging, Social Security and Fiscal Limits. (2018). Heer, Burkhard ; Wickens, Michael ; Polito, Vito . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7121. Full description at Econpapers || Download paper |
| 2017 | Understanding Rating Movements in Euro Area Countries. (2017). Setzer, Ralph ; Bruha, Jan ; Pierluigi, Beatrice ; Karber, Moritz . In: Working Papers. RePEc:cnb:wpaper:2017/06. Full description at Econpapers || Download paper |
| 2017 | Comparing different data descriptors in Indirect Inference tests on DSGE models. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11816. Full description at Econpapers || Download paper |
| 2017 | What is the truth about DSGE models? Testing by indirect inference. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11817. Full description at Econpapers || Download paper |
| 2017 | A note on news about the future: the impact on DSGE models and their VAR representation. (2017). Minford, A. Patrick ; Meenagh, David ; Phuong, VO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11818. Full description at Econpapers || Download paper |
| 2017 | Testing part of a DSGE model by Indirect Inference. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11819. Full description at Econpapers || Download paper |
| 2017 | Population Aging, Social Security and Fiscal Limits. (2017). Heer, Burkhard ; Wickens, Michael R ; Polito, Vito . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11978. Full description at Econpapers || Download paper |
| 2017 | Euro area fiscal stance. (2017). Palaiodimos, Georgios ; Ferdinandusse, Marien ; Checherita Westphal, Cristina ; Campos, Maria ; Bakowski, Krzysztof . In: Occasional Paper Series. RePEc:ecb:ecbops:2017182. Full description at Econpapers || Download paper |
| 2017 | Understanding sovereign rating movements in euro area countries. (2017). Setzer, Ralph ; Bruha, Jan ; Brha, Jan ; Karber, Moritz ; Pierluigi, Beatrice. In: Working Paper Series. RePEc:ecb:ecbwps:20172011. Full description at Econpapers || Download paper |
| 2017 | A Monte Carlo procedure for checking identification in DSGE models. (2017). Minford, A. Patrick ; Meenagh, David ; Wickens, Michael ; Phuong, VO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:202-210. Full description at Econpapers || Download paper |
| 2017 | Does trend inflation make a difference?. (2017). Perricone, Chiara ; Loberto, Michele . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:351-375. Full description at Econpapers || Download paper |
| 2017 | Revisiting inflation in the euro area allowing for long memory. (2017). Iacone, Fabrizio ; Hualde, Javier . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:145-150. Full description at Econpapers || Download paper |
| 2018 | The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111. Full description at Econpapers || Download paper |
| 2017 | On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia . In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90. Full description at Econpapers || Download paper |
| 2017 | Rethinking cointegration and the expectation hypothesis of the term structure. (2017). Li, Jing ; Davis, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:177-189. Full description at Econpapers || Download paper |
| 2018 | The role of energy prices in the Great Recession — A two-sector model with unfiltered data. (2018). Minford, A. Patrick ; Meenagh, David ; Aminu, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:14-34. Full description at Econpapers || Download paper |
| 2017 | Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62. Full description at Econpapers || Download paper |
| 2017 | Asymmetric credit growth and current account imbalances in the euro area. (2017). Unger, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:435-451. Full description at Econpapers || Download paper |
| 2018 | Big Data versus a survey. (2018). Whitaker, Stephan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:285-296. Full description at Econpapers || Download paper |
| 2017 | Heterogeneity in the debt-growth nexus: Evidence from EMU countries. (2017). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:470-486. Full description at Econpapers || Download paper |
| 2017 | Tourism and the refugee crisis in Greece: Perceptions and decision-making of accommodation providers. (2017). Pappas, Nikolaos ; Papatheodorou, Andreas . In: Tourism Management. RePEc:eee:touman:v:63:y:2017:i:c:p:31-41. Full description at Econpapers || Download paper |
| 2018 | NKPC-Based Inflation Forecasts with a Time-Varying Trend. (2018). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Serie documentos de trabajo del Centro de Estudios Económicos. RePEc:emx:ceedoc:2018-05. Full description at Econpapers || Download paper |
| 2017 | The Effect of Interest Rates on Economic Growth. (2017). Trunin, Pavel ; Drobyshevsky, Sergey ; Bozhechkova, Alexandra ; Elena, Sinelnikova-Muryleva ; Alexandra, Bozhechkova ; Sergey, Drobyshevsky. In: Working Papers. RePEc:gai:wpaper:wpaper-2017-300. Full description at Econpapers || Download paper |
| 2017 | Financial Reforms, Financial Development, and Economic Growth in the Ivory Coast. (2017). Sanogo, Vassiki ; Moussa, Richard K. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:7-:d:91321. Full description at Econpapers || Download paper |
| 2018 | Survey item-response behavior as an imperfect proxy for unobserved ability: Theory and application. (2018). Kassenboehmer, Sonja C ; Schurer, Stefanie. In: Working Papers. RePEc:hka:wpaper:2018-035. Full description at Econpapers || Download paper |
| 2017 | Heterogeneity in the debt-growth nexus: Evidence from EMU countries. (2017). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201706. Full description at Econpapers || Download paper |
| 2018 | “Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803. Full description at Econpapers || Download paper |
| 2018 | Survey Item-Response Behavior as an Imperfect Proxy for Unobserved Ability: Theory and Application. (2018). Kassenboehmer, Sonja C ; Schurer, Stefanie. In: IZA Discussion Papers. RePEc:iza:izadps:dp11449. Full description at Econpapers || Download paper |
| 2018 | Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data. (2018). Aminu, Nasir. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9657-9. Full description at Econpapers || Download paper |
| 2017 | The Sustainability of Italian Public Debt and Deficit. (2017). Magazzino, Cosimo ; Brady, Gordon L. In: International Advances in Economic Research. RePEc:kap:iaecre:v:23:y:2017:i:1:d:10.1007_s11294-016-9623-7. Full description at Econpapers || Download paper |
| 2018 | Classical or Gravity? Which Trade Model Best Matches the UK Facts?. (2018). Xu, Yongdeng ; Minford, Patrick. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-017-9470-z. Full description at Econpapers || Download paper |
| 2018 | Crime, Human Capital, and the Impact of Different Taxation. (2018). Lim, King Yoong ; Raza, Ali ; Jia, Pengfei. In: Working Papers. RePEc:lan:wpaper:220851234. Full description at Econpapers || Download paper |
| 2017 | The Asymptotic Properties of GMM and Indirect Inference under Second Inference. (2017). Donovon, Prosper ; Hall, Alastair R. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1705. Full description at Econpapers || Download paper |
| 2017 | The Impact of Inflation Expectations on Polish Consumers’ Spending and Saving. (2017). Stanisławska, Ewa ; Stanisawska, Ewa ; Premik, Filip . In: Eastern European Economics. RePEc:mes:eaeuec:v:55:y:2017:i:1:p:3-28. Full description at Econpapers || Download paper |
| 2017 | A Basic Neomarxist Model of Economic Fluctuations. (2017). Plushchevskaya, Yulia. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017i:35:p:53-69. Full description at Econpapers || Download paper |
| 2017 | Do immigrants’ funds affect the exchange rate?. (2017). Cooray, Arusha ; Aziz, Nusrate ; Teo, Wing Leong. In: Discussion Papers. RePEc:not:notgep:17/13. Full description at Econpapers || Download paper |
| 2018 | Real-time forecasting with macro-finance models in the presence of a zero lower bound. (2018). Krippner, Leo ; Lewis, Michelle. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2018/4. Full description at Econpapers || Download paper |
| 2017 | Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034. Full description at Econpapers || Download paper |
| 2017 | Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; André, Christophe ; Andre, Christophe . In: Working Papers. RePEc:pre:wpaper:201705. Full description at Econpapers || Download paper |
| 2018 | Public debt dynamics: the effects of austerity, inflation, and growth shocks. (2018). Hasanov, Fuad ; Cherif, Reda. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:3:d:10.1007_s00181-017-1260-3. Full description at Econpapers || Download paper |
| 2017 | Blaming suicide on NASA and divorce on margarine: the hazard of using cointegration to derive inference on spurious correlation. (2017). Moosa, Imad A. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:15:p:1483-1490. Full description at Econpapers || Download paper |
| 2017 | The Passage of Time, Capital, and Investment in Traditional and in Recent Neoclassical Value Theory. (2017). Petri, Fabio. In: Department of Economics University of Siena. RePEc:usi:wpaper:750. Full description at Econpapers || Download paper |
| 2018 | Analysis of the Consequences of the Development of Payment Systems for Monetary Policy in the Context of Deepening Financial Markets. (2018). Sinelnikova-Muryleva, Elena. In: Working Papers. RePEc:rnp:wpaper:031813. Full description at Econpapers || Download paper |
Works by Michael R. Wickens:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1974 | Towards a Theory of the Labour Market. In: Economica. [Full Text][Citation analysis] | article | 0 |
| 1982 | Productivity, Factor Transfers and Economic Growth in the UK. In: Economica. [Full Text][Citation analysis] | article | 2 |
| 2011 | Assessing the fiscal stance in the European Union and the United States, 1970–2011 In: Economic Policy. [Full Text][Citation analysis] | article | 18 |
| 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 |
| 2002 | Asset Pricing with Observable Stochastic Discount Factors. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 21 |
| 2002 | Asset Pricing with Observable Stochastic Discount Factors..(2002) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 1992 | Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 37 |
| 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 |
| 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 | 73 |
| 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: 73 | 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: 73 | paper | |
| 2006 | OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME-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 | 61 |
| 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: 61 | 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: 61 | 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 | 6 |
| 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: 6 | paper | |
| 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 | 5 |
| 2010 | Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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 | 29 |
| 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: 29 | paper | |
| 2012 | Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 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: 20 | 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 | 11 |
| 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: 11 | 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 | 18 |
| 2016 | Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Macroeconomic Sources of Risk in the Term Structure In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2007 | Macroeconomic Sources of Risk in the Term Structure.(2007) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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: 17 | paper | |
| 2013 | What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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: 4 | paper | |
| Consumption, Size and Book-to-Market Ratio in Equity Returns.() In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 53 |
| 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 | 8 |
| Macroeconomic Sources of Equity Risk.() In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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 | 6 |
| 2005 | Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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 | 1 |
| 2009 | The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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 | 16 |
| 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: 16 | article | |
| 2012 | Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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 | 13 |
| 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: 13 | article | |
| 2013 | Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 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 | 29 |
| 1995 | Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal. [Full Text][Citation analysis] | article | 7 |
| 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 | 17 |
| 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 | 44 |
| 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 | 48 |
| 1982 | A simple derivation of the limited information maximum likelihood estimator In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1995 | The persistence in volatility of the US term premium 1970-1986 In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 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: 14 | paper | |
| 1996 | Interpreting cointegrating vectors and common stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 73 |
| 2012 | A model-based indicator of the fiscal stance In: European Economic Review. [Full Text][Citation analysis] | article | 19 |
| 1996 | Forecasting inflation from the term structure In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 26 |
| 1995 | Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | 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 | 17 |
| 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 | 24 |
| 1986 | An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2010 | Is the Euro the Success that Everyone Seems to Think? In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
| 2010 | Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference In: Open Economies Review. [Full Text][Citation analysis] | article | 8 |
| 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, Finance and Accounting Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | A Risk Management Approach to Optimal Asset Allocation In: Economics, Finance and Accounting Department Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1998 | : A Risk Management Approach to Optimal Asset Allocation.(1998) In: Economics, Finance and Accounting Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1998 | Optimal International Asset Allocation and Home Bias In: Economics, Finance and Accounting 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 | 59 |
| 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 | 4 |
| 2008 | Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 15 |
| 2008 | The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 20 |
| 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: 20 | chapter | |
| 2008 | Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 15 |
| 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 | 10 |
| 2012 | Optimal monetary policy using an unrestricted VAR In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 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 | 5 |
| A Cross Section of Equity Returns: The No-Arbitrage Test In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 | |
| 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 |
| 1995 | Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems In: Discussion Papers. [Citation analysis] | paper | 0 |
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