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

34

i10 index

1184

Citations

RESEARCH PRODUCTION:

49

Articles

88

Papers

4

Chapters

RESEARCH ACTIVITY:

   49 years (1969 - 2018). See details.
   Cites by year: 24
   Journals where Michael R. Wickens has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 63 (5.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi163
   Updated: 2020-05-23    RAS profile: 2015-01-06    
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Relations with other researchers

Works with:

Minford, A. Patrick (11)

Meenagh, David (6)

Polito, Vito (5)

Xu, Yongdeng (5)

Le, Vo Phuong Mai (4)

Abhakorn, Pongrapeeporn (3)

Smith, Peter (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 (178)

Meenagh, David (99)

Le, Vo Phuong Mai (60)

Ou, Zhirong (37)

Xu, Yongdeng (35)

Gómez-Puig, Marta (26)

Sosvilla-Rivero, Simon (26)

Zhou, Peng (23)

Fan, Jingwen (20)

Fedderke, Johannes (20)

Kočenda, Evžen (16)

Cites to:

Minford, A. Patrick (81)

Le, Vo Phuong Mai (60)

Meenagh, David (60)

Gertler, Mark (50)

Smets, Frank (49)

Wouters, Raf (49)

Gali, Jordi (47)

Campbell, John (37)

Clarida, Richard (36)

Canova, Fabio (26)

Smith, Peter (23)

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
Econometrica2
Journal of Economic Dynamics and Control2
Economic Policy2
Journal of Empirical Finance2
Journal of Money, Credit and Banking2
Economics Letters2
The Review of Economics and Statistics2
Oxford Bulletin 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
Discussion Papers / University of Exeter, Department of Economics3
CDMA Conference Paper Series / Centre for Dynamic Macroeconomic Analysis3
CESifo Working Paper Series / CESifo Group Munich2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2

Recent works citing Michael R. Wickens (2018 and 2017)

YearTitle of citing document
2017Export Instability and Economic Growth in Nigeria: A Time Series Analysis. (2017). Oladipo, Olajide S. In: Research Papers. RePEc:aer:rpaper:rp_322.

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2018Indirect inference through prediction. (2018). Carrella, Ernesto ; Madsen, Jens Koed ; Bailey, Richard M. In: Papers. RePEc:arx:papers:1807.01579.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Implicit 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.

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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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2017Explaining 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.

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2019¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077.

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2018Economic impacts of El Niño southern oscillation: evidence from the Colombian coffee market. (2018). Manera, Matteo ; Bastianin, Andrea ; Lanza, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:5:p:623-633.

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2018Is Abes Fiscal Policy Ricardian? What Does the Fiscal Theory of Prices Mean for Japan?. (2018). Doi, Takero. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:13:y:2018:i:1:p:46-63.

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2018Comment on “Is Abes Fiscal Policy Ricardian? What Does the Fiscal Theory of Prices Mean for Japan?â€. (2018). Sato, Motohiro. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:13:y:2018:i:1:p:66-67.

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2017THE 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.

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2017THE 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.

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2017Bank 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.

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2017Schumpeterian 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.

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2017Again 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.

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2017Multi 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.

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2018Monetary policy under climate change. (2018). Xepapadeas, Anastasios ; Economides, George. In: Working Papers. RePEc:bog:wpaper:247.

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2018Testing 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.

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2017Classical 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.

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2017Resolving 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.

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2017What 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.

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2018Supply-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.

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2018How 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.

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2018Oil 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.

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2018A 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.

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2018Testing 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.

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2018Financial 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.

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2019Can a small New Keynesian model of the world economy with risk-pooling match the facts?. (2019). Ou, Zhirong ; Minford, A. Patrick ; Zhu, Zheyi. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/10.

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2018Monetary Policy under Climate Change. (2018). Xepapadeas, Anastasios ; Economides, George. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7021.

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2018Population Aging, Social Security and Fiscal Limits. (2018). Polito, Vito ; Heer, Burkhard ; Wickens, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7121.

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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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2018The Asymptotic Properties of GMM and Indirect Inference under Second-order Identification. (2018). Hall, Alastair ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-37.

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2017Understanding Rating Movements in Euro Area Countries. (2017). Setzer, Ralph ; Bruha, Jan ; Pierluigi, Beatrice ; Karber, Moritz . In: Working Papers. RePEc:cnb:wpaper:2017/06.

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2017Comparing 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.

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2017What 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.

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2017A note on news about the future: the impact on DSGE models and their VAR representation. (2017). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Phuong, VO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11818.

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2017Testing 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.

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2017Population Aging, Social Security and Fiscal Limits. (2017). Heer, Burkhard ; Wickens, Michael R ; Polito, Vito. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11978.

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2017Classical or Gravity? Which trade model best matches the UK facts?. (2017). Xu, Yongdeng ; Minford, A. Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12521.

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2019Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework. (2019). Omay, Tolga ; Denaux, Zulal S ; Hasdemir, Esra. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00827.

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2017Euro area fiscal stance. (2017). Palaiodimos, Georgios ; Ferdinandusse, Marien ; Checherita Westphal, Cristina ; Campos, Maria ; Bakowski, Krzysztof . In: Occasional Paper Series. RePEc:ecb:ecbops:2017182.

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2017Understanding 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.

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2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

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2017A Monte Carlo procedure for checking identification in DSGE models. (2017). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai ; Wickens, Michael ; Phuong, VO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:202-210.

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2017Does 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.

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2019Do denominations of origin provide useful quality signals? The case of Bordeaux wines. (2019). Cardebat, Jean-Marie ; Alston, Julian M ; Livat, Florine. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:518-532.

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2019Testing a model of UK growth: A role for R&D subsidies. (2019). Meenagh, David ; Minford, Lucy. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:152-167.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2017Revisiting 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.

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2018The 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.

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2017On 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.

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2017Rethinking 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.

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2018The 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.

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2019A long-commodity-cycle model of the world economy over a century and a half — Making bricks with little straw. (2019). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:503-518.

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2018Financial stability: To regulate or not? A public choice inquiry. (2018). Mai, Vo Phuong ; Minford, Patrick ; Meenagh, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:127-140.

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2018Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664.

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2017Inflation 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.

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2017Asymmetric 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.

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2019How important are the international financial market imperfections for the foreign exchange rate dynamics: A study of the sterling exchange rate. (2019). Meenagh, David ; Minford, Patrick ; Dong, Xue. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:62-80.

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2019A panel data analysis of the fiscal sustainability of G-7 countries. (2019). Magazzino, Cosimo ; Forte, Francesco ; Brady, Gordon L. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300660.

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2018Big 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.

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2017Heterogeneity 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.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2019Estimating the conditional equity risk premium in African frontier markets. (2019). Othieno, Ferdinand ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:538-551.

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2019Stock return predictability: Using the cyclical component of the price ratio. (2019). McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:228-242.

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2017Tourism and the refugee crisis in Greece: Perceptions and decision-making of accommodation providers. (2017). Papatheodorou, Andreas ; Pappas, Nikolaos. In: Tourism Management. RePEc:eee:touman:v:63:y:2017:i:c:p:31-41.

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2019The blurring lines between full-service network carriers and low-cost carriers: A financial perspective on business model convergence. (2019). Vasigh, Bijan ; Azadian, Farshid. In: Transport Policy. RePEc:eee:trapol:v:75:y:2019:i:c:p:19-26.

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2018NKPC-Based Inflation Forecasts with a Time-Varying Trend. (2018). Rumler, Fabio ; McKnight, Stephen. In: Serie documentos de trabajo del Centro de Estudios Económicos. RePEc:emx:ceedoc:2018-05.

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2018.

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2017The Effect of Interest Rates on Economic Growth. (2017). Trunin, Pavel ; Drobyshevsky, Sergey ; Bozhechkova, Alexandra ; Elena, Sinelnikova-Muryleva. In: Published Papers. RePEc:gai:ppaper:ppaper-2017-303.

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2017The 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.

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2017Financial 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.

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2018Challenges and Vulnerabilities on Public Finance Sustainability. A Romanian Case Study. (2018). Bostan, Ionel ; Gavrilu, Anca Florentina ; Toderacu, Carmen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:55-:d:170306.

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2019What Drives Green Fodder Supply in China?—A Nerlovian Analysis with LASSO Variable Selection. (2019). Chen, Qihui ; Wang, Wenxin ; Zhai, Shengying. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6692-:d:291164.

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2019Study on the Effect of Environmental Regulation on the Green Total Factor Productivity of Logistics Industry from the Perspective of Low Carbon. (2019). Yun, Yue ; Guo, Quan ; Li, Xinchun ; Chiu, Yung-Ho ; Liang, Zijing. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:175-:d:301618.

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2018Survey item-response behavior as an imperfect proxy for unobserved ability: Theory and application. (2018). Kassenboehmer, Sonja ; Schurer, Stefanie. In: Working Papers. RePEc:hka:wpaper:2018-035.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: Working Papers. RePEc:igi:igierp:627.

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2019Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639.

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2017Heterogeneity 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.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2018Survey Item-Response Behavior as an Imperfect Proxy for Unobserved Ability: Theory and Application. (2018). Kassenboehmer, Sonja ; Schurer, Stefanie. In: IZA Discussion Papers. RePEc:iza:izadps:dp11449.

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2018Fiscal Sustainability in the EU. (2018). Magazzino, Cosimo ; Brady, Gordon L. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:46:y:2018:i:3:d:10.1007_s11293-018-9588-4.

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2018Evaluation 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.

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2018Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?. (2018). Gorajski, Mariusz . In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9678-4.

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2019How Many Agents are Rational in China’s Economy? Evidence from a Heterogeneous Agent-Based New Keynesian Model. (2019). Feng, Genfu ; Lu, YI ; Zhao, Wei. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9844-3.

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2017The 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.

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2018Classical 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.

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2019Testing DSGE Models by Indirect Inference: a Survey of Recent Findings. (2019). Xu, Yongdeng ; Wickens, Michael ; Minford, Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09526-w.

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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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2018Crime, Human Capital, and the Impact of Different Taxation. (2018). Lim, King Yoong ; Raza, Ali ; Jia, Pengfei. In: Working Papers. RePEc:lan:wpaper:220851234.

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2017The 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.

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2017The 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.

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2017What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping ; ChunpingLiu, . In: NBS Discussion Papers in Economics. RePEc:nbs:wpaper:2017/04.

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2017A 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.

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2017Do immigrants’ funds affect the exchange rate?. (2017). Cooray, Arusha ; Aziz, Nusrate ; Teo, Wing Leong. In: Discussion Papers. RePEc:not:notgep:17/13.

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2018Real-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.

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2017Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034.

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2018Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. (2018). Humpe, Andreas ; McMillan, David G. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0091-x.

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2018Economic impacts of El Niño Southern Oscillation: evidence from the Colombian coffee market. (2018). Manera, Matteo ; Bastianin, Andrea ; Lanza, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:89984.

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More than 100 citations found, this list is not complete...

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]		article20
2012Erratum to: ‘Assessing the fiscal stance in the European Union and the United States, 1970–2011’ In: Economic Policy.
[Full Text][Citation analysis]		article0
2002 Asset Pricing with Observable Stochastic Discount Factors. In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article24
2002Asset Pricing with Observable Stochastic Discount Factors..(2002) In: Discussion Papers.
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This paper has another version. Agregated cites: 24		paper
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article38
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.
[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]		article54
1997Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis.(1997) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2009Testing a DSGE Model of the EU Using Indirect Inference.(2009) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2011How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper73
2009How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		paper
2011How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference.(2011) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		article
2009The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper7
2009The 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
2010The 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
2009Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper15
2009Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2010Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference.(2010) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2009Some problems in the testing of DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2010Some Problems in the Testing of DSGE Models.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2010Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper5
2010Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper30
2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2012Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper21
2012Testing macroeconomic models by indirect inference on unfiltered data.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2014Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper3
2013A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper15
2013A Monte Carlo procedure for checking identification in DSGE models.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2015Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2015Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper28
2016Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2016What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2016Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper4
2018Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
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]		paper0
2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics.(2014) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1986The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
1987Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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]		paper14
2002Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2003Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2002Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
1989International CAPM: Why Has it Failed? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1989Exchange Rate Determination with Bank-Financed Investment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1989EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT..(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1989Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Microeconomic Sources of Equity Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
Macroeconomic Sources of Equity Risk.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2007Is the Euro Sustainable? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2007Is the Euro Sustainable?.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2008Optimal Monetary Policy using a VAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
1984An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
1986An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2010The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2011A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2012How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2014How 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
2012Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2014Modelling the U.S. sovereign credit rating.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2013Is the UK triple-A? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2013How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2014How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings.(2014) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2013Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
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]		article33
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]		article23
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]		article43
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]		article51
1982A simple derivation of the limited information maximum likelihood estimator In: Economics Letters.
[Full Text][Citation analysis]		article3
1995The persistence in volatility of the US term premium 1970-1986 In: Economics Letters.
[Full Text][Citation analysis]		article16
1994The Persistence in Volatility of the US Term Premium 1970-1986..(1994) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16		paper
1996Interpreting cointegrating vectors and common stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article79
2012A model-based indicator of the fiscal stance In: European Economic Review.
[Full Text][Citation analysis]		article23
2013What do the Fama–French factors add to C-CAPM? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article6
2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		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: 6		paper
1996Forecasting inflation from the term structure In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article30
1995Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 30		paper
2006THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2005The asymmetric effect of the business cycle on the relation between stock market returns and their volatility.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2006The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility.(2006) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1994The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence In: Discussion Papers.
[Citation analysis]		paper1
1995The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence.(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
1996Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis In: Research Paper.
[Full Text][Citation analysis]		paper28
1998What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds In: Staff Reports.
[Full Text][Citation analysis]		paper8
2006Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
1997Measuring Economic Convergence. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article18
1998A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article16
1997The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
1997A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2001Estimating shocks and impulse response functions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article25
2010Is the Euro the Success that Everyone Seems to Think? In: Open Economies Review.
[Full Text][Citation analysis]		article1
2010Some Unpleasant Consequences of EMU In: Open Economies Review.
[Full Text][Citation analysis]		article1
2014Papers in Honor of Patrick Minford In: Open Economies Review.
[Full Text][Citation analysis]		article0
2000Global Asset Allocation with Time-varying Risk In: Economics, Finance and Accounting Department Working Paper Series.
[Full Text][Citation analysis]		paper0
2001A Risk Management Approach to Optimal Asset Allocation In: Economics, Finance and Accounting Department Working Paper Series.
[Full Text][Citation analysis]		paper2
1998: A Risk Management Approach to Optimal Asset Allocation.(1998) In: Economics, Finance and Accounting Department Working Paper Series.
[Full Text][Citation analysis]
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1998Optimal International Asset Allocation and Home Bias In: Economics, Finance and Accounting Department Working Paper Series.
[Full Text][Citation analysis]		paper0
1997Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure. In: Journal of Money, Credit and Banking.
[Citation analysis]		article65
2007Macroeconomic Sources of Risk in the Term Structure In: Journal of Money, Credit and Banking.
[Citation analysis]		article19
2004Macroeconomic Sources of Risk in the Term Structure.(2004) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
1983Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation? In: Journal of Post Keynesian Economics.
[Full Text][Citation analysis]		article6
2004Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]		paper0
2005Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]		paper0
2010Whats Wrong with Modern Macroeconomics? Why its Critics have Missed the Point -super-1 In: CESifo Economic Studies.
[Full Text][Citation analysis]		article5
2008Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter21
2008The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter25
2008The Decentralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach.(2008) In: Introductory Chapters.
[Full Text][Citation analysis]
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2008Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter21
In: .
[Full Text][Citation analysis]		article0
2006 The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? In: CDMA Conference Paper Series.
[Full Text][Citation analysis]		paper2
1970Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1
1973The Econometrics of Agricultural Supply: An Application to the World Coffee Market. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article13
2012Optimal monetary policy using an unrestricted VAR In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2007The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Measuring the Fiscal Stance In: Discussion Papers.
[Full Text][Citation analysis]		paper8
A Cross Section of Equity Returns: The No-Arbitrage Test In: Discussion Papers.
[Full Text][Citation analysis]		paper1
1994Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market In: Discussion Papers.
[Citation analysis]		paper8
1994Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure In: Discussion Papers.
[Citation analysis]		paper0

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