22
H index
39
i10 index
1577
Citations
University of York (40% share) | 22 H index 39 i10 index 1577 Citations RESEARCH PRODUCTION: 48 Articles 92 Papers 4 Chapters RESEARCH ACTIVITY: 55 years (1969 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwi163 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael R. Wickens. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2024 | Estimating perennial crop supply response: A methodology literature review. (2024). Tregeagle, Daniel ; Astill, Gregory ; Siegle, Jonathon ; Plakias, Zoe. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:159-180. Full description at Econpapers || Download paper |
2023 | Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10. Full description at Econpapers || Download paper |
2023 | The dynamics of redistribution, inequality and growth across China’s regions. (2023). Meenagh, David ; Matthews, Kent ; Barros, Lucy ; Yang, Xiaoliang. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/12. Full description at Econpapers || Download paper |
2023 | Could an economy get stuck in a rational pessimism bubble? The case of Japan. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/13. Full description at Econpapers || Download paper |
2023 | Indirect Inference and Small Sample Bias - Some Recent Results. (2023). Xu, Yongdeng ; Minford, Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/15. Full description at Econpapers || Download paper |
2023 | On the determination of the real exchange rate in free markets: do consumer risk-pooling and uncovered interest parity differ and fit?. (2023). Minford, A. Patrick ; Zhu, Zheyi ; Ou, Zhirong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/2. Full description at Econpapers || Download paper |
2023 | UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/22. Full description at Econpapers || Download paper |
2023 | Is there international risk-sharing between developed economies? New evidence from indirect inference. (2023). Minford, A. Patrick ; Zhu, Zheyi ; Ou, Zhirong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/3. Full description at Econpapers || Download paper |
2023 | Bounded Rational Expectation: How It Can Affect the Effectiveness of Monetary Rules in the Open Economy. (2023). Minford, A. Patrick ; Yang, Xiaoliang ; Meenagh, David ; Dong, Xue. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/4. Full description at Econpapers || Download paper |
2023 | UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9. Full description at Econpapers || Download paper |
2023 | Does inattentiveness matter for DSGE modeling? An empirical investigation. (2023). Minford, Patrick ; Easaw, Joshy ; Chou, Jenyu. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003133. Full description at Econpapers || Download paper |
2024 | Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121. Full description at Econpapers || Download paper |
2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. Full description at Econpapers || Download paper |
2024 | Testing underidentification in linear models, with applications to dynamic panel and asset pricing models. (2024). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s030440762100097x. Full description at Econpapers || Download paper |
2023 | Bounded rational expectation: How it can affect the effectiveness of monetary rules in the open economy. (2023). Minford, A. Patrick ; Meenagh, David ; Dong, Xue ; Yang, Xiaoliang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001130. Full description at Econpapers || Download paper |
2023 | UK monetary policy in an estimated DSGE model with financial frictions. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Lyu, Juyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s026156062200153x. Full description at Econpapers || Download paper |
2023 | Testing competing world trade models against the facts of world trade. (2023). Minford, A. Patrick ; Xu, Yongdeng ; Dong, Xue. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:138:y:2023:i:c:s0261560623001419. Full description at Econpapers || Download paper |
2023 | Gross capital inflows, the U.S. economy, and the response of the Federal Reserve. (2023). Reed, Robert R ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001444. Full description at Econpapers || Download paper |
2023 | Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663. Full description at Econpapers || Download paper |
2023 | Came and gone? A longitudinal study of the effects of COVID-19 on tourism purchasing intentions. (2023). Pappas, Nikolaos. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:72:y:2023:i:c:s0969698923000164. Full description at Econpapers || Download paper |
2023 | Optimal design of agricultural insurance subsidies under the risk of extreme weather. (2023). Jin, Minyue ; Yue, Xiaohang ; Nie, Jiajia ; Zhong, Ling. In: International Journal of Production Economics. RePEc:eee:proeco:v:263:y:2023:i:c:s0925527323001524. Full description at Econpapers || Download paper |
2024 | A group decision-making method for technology selection of petrochemical enterprises. (2024). Liao, Huchang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:198:y:2024:i:c:s1364032124001667. Full description at Econpapers || Download paper |
2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
2023 | Equity Returns and the Output Shocks in a Dynamic Stochastic General Equilibrium Framework. (2023). Damico, Juan Nicolas ; Adrangi, Bahram. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:257-:d:1132391. Full description at Econpapers || Download paper |
2023 | Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758. Full description at Econpapers || Download paper |
2023 | Import Tariff Reduction and Fiscal Sustainability: A Macro-Econometric Modelling for Ethiopia. (2023). Joseph, Robinson ; Paramaiah, CH ; Gizaw, Berhanu Asefa ; Ramakrishna, Gollagari ; Khan, Sania. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3074-:d:1061647. Full description at Econpapers || Download paper |
2024 | Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403. Full description at Econpapers || Download paper |
2023 | Global Shocks in the US Economy: Effects on Output and the Real Exchange Rate. (2023). Oyekola, Olayinka ; Minford, A. Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09680-8. Full description at Econpapers || Download paper |
2024 | Indirect Inference and Small Sample Bias — Some Recent Results. (2024). Meenagh, David ; Minford, Patrick ; Xu, Yongdeng. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09731-8. Full description at Econpapers || Download paper |
2023 | Sustainability and Threshold Value of Public Debt of Centre and All State Governments in India. (2023). Shanmugam, K.R. ; Renjith, P S. In: Working Papers. RePEc:mad:wpaper:2023-240. Full description at Econpapers || Download paper |
2024 | An analysis of the accuracy of retrospective birth location recall using sibling data. (2024). Vitt, Nicolai ; von Hinke, Stephanie. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46781-z. Full description at Econpapers || Download paper |
2023 | Applicability and Accomplishments of DSGE Modeling: A Critical Review. (2023). Jayamohan, M K ; Feto, Adem ; Vilks, Arnis. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00087-z. Full description at Econpapers || Download paper |
2023 | Traffic light theory for Covid-19 spatial mitigation policy design. (2023). Genesove, David ; Kotsenko, Nikita ; Felsenstein, Daniel ; Beenstock, Michael ; Dai, Xieer. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:4:y:2023:i:1:d:10.1007_s43071-022-00033-8. Full description at Econpapers || Download paper |
2023 | Sustainability of current account deficits in Nigeria: evidence from the asymmetric NARDL approach. (2023). Onatunji, Olufemi G. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:10:d:10.1007_s43546-023-00566-6. Full description at Econpapers || Download paper |
2023 | Evaluation and indirect inference estimation of inattentive features in a New Keynesian framework. (2023). Minford, A. Patrick ; Cao, Yifei ; Chou, Jenyu. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:530-542. Full description at Econpapers || Download paper |
2023 | Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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In: . [Full Text][Citation analysis] | article | 3 | |
In: . [Full Text][Citation analysis] | article | 0 | |
1992 | Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 49 |
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 | 8 |
1995 | Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2000 | Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 103 |
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 nother version. Agregated cites: 103 | 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 nother version. Agregated cites: 103 | paper | |
2008 | Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 12 |
2008 | Testing a DSGE Model of the EU Using Indirect Inference.(2008) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2009 | Testing a DSGE Model of the EU Using Indirect Inference.(2009) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 | 116 |
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 nother version. Agregated cites: 116 | 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 nother version. Agregated cites: 116 | article | |
2009 | The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 9 |
2009 | The Puzzles Methodology: en route to Indirect Inference?.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2010 | The Puzzles methodology: En route to Indirect Inference?.(2010) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2009 | The ‘Puzzles’ Methodology: En Route to Indirect Inference?.(2009) In: CDMA Conference Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 18 |
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 nother version. Agregated cites: 18 | paper | |
2010 | Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference.(2010) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2009 | Some problems in the testing of DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Some Problems in the Testing of DSGE Models.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2010 | Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | 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 | 32 |
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 nother version. Agregated cites: 32 | paper | |
2012 | Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 22 |
2012 | Testing macroeconomic models by indirect inference on unfiltered data.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2014 | Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 25 |
2013 | A Monte Carlo procedure for checking identification in DSGE models.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2015 | Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 63 |
2016 | Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 12 |
2016 | What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 12 |
2018 | Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 30 |
2018 | The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | The eurozone: what is to be done? In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Estimating macro models and the potentially misleading nature of Bayesian estimation In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Does the Fiscal Theory of the Price Level explain US postwar behaviour? 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 | 21 |
2007 | Macroeconomic Sources of Risk in the Term Structure.(2007) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
2004 | Macroeconomic Sources of Risk in the Term Structure.(2004) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2013 | What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2013 | What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2013 | What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 | 3 |
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 nother version. Agregated cites: 3 | paper | |
1986 | The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
1987 | Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 52 |
1987 | Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1984 | Rational Expectations and Exchange Rate Dynamics In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
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 nother version. Agregated cites: 16 | 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 nother version. Agregated cites: 8 | article | |
2002 | Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
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 nother 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 | 9 |
Macroeconomic Sources of Equity Risk.() In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | ||
1990 | National Insolvency: A Test of the US Intertemporal Budget Constraint In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
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 | 3 |
2005 | Measuring Fiscal Sustainability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2005 | Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2007 | Is the Euro Sustainable? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2007 | Is the Euro Sustainable?.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | 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 | 12 |
1986 | An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2009 | The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
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 nother version. Agregated cites: 8 | article | |
2011 | A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2014 | How Useful are DSGE Macroeconomic Models for Forecasting?.(2014) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2012 | Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2014 | Modelling the U.S. sovereign credit rating.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 17 |
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 nother version. Agregated cites: 17 | article | |
2013 | Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
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 | 41 |
1995 | Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal. [Full Text][Citation analysis] | article | 11 |
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 | 3 |
1989 | A Survey of Some Recent Econometric Methods. In: Economic Journal. [Full Text][Citation analysis] | article | 35 |
1969 | The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors. In: Econometrica. [Full Text][Citation analysis] | article | 2 |
1972 | A Note on the Use of Proxy Variables. In: Econometrica. [Full Text][Citation analysis] | article | 49 |
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 | 79 |
1982 | A simple derivation of the limited information maximum likelihood estimator In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
1995 | The persistence in volatility of the US term premium 1970-1986 In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
1994 | The Persistence in Volatility of the US Term Premium 1970-1986..(1994) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
1996 | Interpreting cointegrating vectors and common stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 93 |
2012 | A model-based indicator of the fiscal stance In: European Economic Review. [Full Text][Citation analysis] | article | 32 |
1996 | Forecasting inflation from the term structure In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 36 |
1995 | Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 36 | 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 nother 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 nother 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 nother 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 | 2 |
1997 | Measuring Economic Convergence. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 18 |
1998 | A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 17 |
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 | 29 |
2010 | Is the Euro the Success that Everyone Seems to Think? In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
2010 | Some Unpleasant Consequences of EMU In: Open Economies Review. [Full Text][Citation analysis] | article | 3 |
2014 | Papers in Honor of Patrick Minford In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2000 | Global Asset Allocation with Time-varying Risk In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2001 | A Risk Management Approach to Optimal Asset Allocation In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
1998 | : A Risk Management Approach to Optimal Asset Allocation.(1998) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1998 | Optimal International Asset Allocation and Home Bias In: Economics Department Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1997 | Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 79 |
1983 | Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation? In: Journal of Post Keynesian Economics. [Full Text][Citation analysis] | article | 5 |
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 | 6 |
2008 | Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 36 |
2008 | The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 40 |
2008 | The Decentralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach.(2008) In: Introductory Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | chapter | |
2008 | Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 36 |
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 | 6 |
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 | 2 |
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 | 23 |
2012 | Optimal monetary policy using an unrestricted VAR In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
2002 | Asset Pricing with Observable Stochastic Discount Factors. In: Discussion Papers. [Full Text][Citation analysis] | paper | 30 |
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 | 9 |
A Cross Section of Equity Returns: The No-Arbitrage Test In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 | |
Consumption, Size and Book-to-Market Ratio in Equity Returns In: Discussion Papers. [Full Text][Citation analysis] | paper | 8 | |
2013 | What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2013 | What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
1994 | Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market In: Discussion Papers. [Citation analysis] | paper | 8 |
1994 | Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure In: Discussion Papers. [Citation analysis] | paper | 0 |
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