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)

22

H index

39

i10 index

1581

Citations

RESEARCH PRODUCTION:

48

Articles

92

Papers

4

Chapters

RESEARCH ACTIVITY:

   55 years (1969 - 2024). See details.
   Cites by year: 28
   Journals where Michael R. Wickens has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 66 (4.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi163
   Updated: 2024-12-03    RAS profile: 2022-10-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Minford, A. Patrick (3)

Meenagh, David (2)

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 (307)

Meenagh, David (181)

Le, Vo Phuong Mai (94)

Xu, Yongdeng (71)

Ou, Zhirong (63)

Fedderke, Johannes (28)

Matthews, Kent (25)

Zhou, Peng (23)

zhu, zheyi (23)

Fan, Jingwen (20)

Sosvilla-Rivero, Simon (20)

Cites to:

Minford, A. Patrick (122)

Meenagh, David (83)

Le, Vo Phuong Mai (80)

Smets, Frank (70)

Wouters, Raf (70)

Campbell, John (66)

Gertler, Mark (50)

Galí, Jordi (48)

Clarida, Richard (36)

Shiller, Robert (32)

Canova, Fabio (29)

Main data

Where Michael R. Wickens has published?

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

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers35
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section21
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth4
CDMA Conference Paper Series / Centre for Dynamic Macroeconomic Analysis3
Discussion Papers / University of Exeter, Department of Economics3
CESifo Working Paper Series / CESifo2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2

Recent works citing Michael R. Wickens (2024 and 2023)

YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2024Estimating 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.

Full description at Econpapers || Download paper

2023Chameleon 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

2023The 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

2023Could 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

2023Indirect 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

2023On 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

2023UK 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

2023Is 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

2023Bounded 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

2023UK 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

2023Does 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

2024Discrepancy 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

2024Nexus 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

2024Testing 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

2023Bounded 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

2023UK 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

2023Testing 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

2023Gross 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

2023Eurozone 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

2023Came 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

2023Optimal 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

2024A 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

2023Forecasting 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

2023Equity 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

2023Oil 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

2023Import 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

2024Quantifying 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

2023Global 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

2024Indirect 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

2023Sustainability 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

2024An 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

2023Applicability 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

2023Traffic 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

2023Sustainability 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

2023Evaluation 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

2023Do 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

Works by Michael R. Wickens:

YearTitleTypeCited
In: .
[Full Text][Citation analysis]		article3
In: .
[Full Text][Citation analysis]		article0
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article49
1997Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article8
1995Measuring 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
2000Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article103
1997Debt 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
1996Debt 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
2008Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper12
2008Testing 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
2009Testing 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
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]		paper117
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 nother version. Agregated cites: 117		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 nother version. Agregated cites: 117		article
2009The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper9
2009The 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
2010The 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
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]		paper18
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 nother version. Agregated cites: 18		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 nother version. Agregated cites: 18		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper6
2010Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper32
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 nother version. Agregated cites: 32		paper
2012Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper22
2012Testing 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
2014Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper5
2013A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper25
2013A 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
2015Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2015Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper64
2016Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper12
2016What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2016Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper12
2018Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper30
2018The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2021The eurozone: what is to be done? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2021Estimating macro models and the potentially misleading nature of Bayesian estimation In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2024Does the Fiscal Theory of the Price Level explain US postwar behaviour? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2004Macroeconomic Sources of Risk in the Term Structure In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper21
2007Macroeconomic 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
2004Macroeconomic 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
2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2013What 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
2013What 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
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]		paper3
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 nother version. Agregated cites: 3		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]		paper52
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]		paper16
1998What 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
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 nother version. Agregated cites: 8		article
2002Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
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 nother 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]		paper9
Macroeconomic Sources of Equity Risk.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1990National Insolvency: A Test of the US Intertemporal Budget Constraint In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1991Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2005Measuring Fiscal Sustainability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2005 Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2007Is the Euro Sustainable? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2007Is the Euro Sustainable?.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		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]		paper12
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 nother version. Agregated cites: 12		article
2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
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 nother version. Agregated cites: 8		article
2011A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2012How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper22
2014How 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
2012Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2014Modelling 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
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]		paper17
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 nother version. Agregated cites: 17		article
2013Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
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]		article41
1995Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal.
[Full Text][Citation analysis]		article11
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]		article3
1989A Survey of Some Recent Econometric Methods. In: Economic Journal.
[Full Text][Citation analysis]		article35
1969The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors. In: Econometrica.
[Full Text][Citation analysis]		article2
1972A Note on the Use of Proxy Variables. In: Econometrica.
[Full Text][Citation analysis]		article49
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]		article79
1982A simple derivation of the limited information maximum likelihood estimator In: Economics Letters.
[Full Text][Citation analysis]		article5
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 nother version. Agregated cites: 16		paper
1996Interpreting cointegrating vectors and common stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article93
2012A model-based indicator of the fiscal stance In: European Economic Review.
[Full Text][Citation analysis]		article32
1996Forecasting inflation from the term structure In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article36
1995Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 36		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 nother 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 nother 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 nother version. Agregated cites: 1		paper
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]		article2
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]		article17
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]		article29
2010Is the Euro the Success that Everyone Seems to Think? In: Open Economies Review.
[Full Text][Citation analysis]		article2
2010Some Unpleasant Consequences of EMU In: Open Economies Review.
[Full Text][Citation analysis]		article3
2014Papers in Honor of Patrick Minford In: Open Economies Review.
[Full Text][Citation analysis]		article0
2000Global Asset Allocation with Time-varying Risk In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper1
2001A Risk Management Approach to Optimal Asset Allocation In: Economics Department Working Paper Series.
[Full Text][Citation analysis]		paper5
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
1998Optimal International Asset Allocation and Home Bias In: Economics 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]		article80
1983Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation? In: Journal of Post Keynesian Economics.
[Full Text][Citation analysis]		article5
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]		article6
2008Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter36
2008The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter40
2008The 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
2008Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter36
2006The Bank of Englands Monetary Policy Committee In: National Institute Economic Review.
[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]		paper6
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]		article2
1973The Econometrics of Agricultural Supply: An Application to the World Coffee Market. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article23
2012Optimal monetary policy using an unrestricted VAR In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article8
2002Asset Pricing with Observable Stochastic Discount Factors. In: Discussion Papers.
[Full Text][Citation analysis]		paper30
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]		paper9
A Cross Section of Equity Returns: The No-Arbitrage Test In: Discussion Papers.
[Full Text][Citation analysis]		paper1
Consumption, Size and Book-to-Market Ratio in Equity Returns In: Discussion Papers.
[Full Text][Citation analysis]		paper8
2013What 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
2013What 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
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team