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

1577

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: 55.    Total self citations: 66 (4.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi163
   Updated: 2024-11-04    RAS profile: 2022-10-29    
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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 (178)

Le, Vo Phuong Mai (94)

Xu, Yongdeng (71)

Ou, Zhirong (63)

Fedderke, Johannes (28)

zhu, zheyi (23)

Zhou, Peng (23)

Matthews, Kent (22)

Sosvilla-Rivero, Simon (20)

Fan, Jingwen (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
Journal of Economic Dynamics and Control2
Oxford Bulletin of Economics and Statistics2
Economics Letters2
Econometrica2
Journal of Money, Credit and Banking2
The Review of Economics and Statistics2

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
Discussion Papers / University of Exeter, Department of Economics3
CDMA Conference Paper Series / Centre for Dynamic Macroeconomic Analysis3
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
CESifo Working Paper Series / CESifo2

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


YearTitle of citing document
2023.

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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.

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2023Chameleon models in economics: A note. (2023). Minford, A. Patrick ; Hatcher, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/10.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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Works by Michael R. Wickens:


YearTitleTypeCited
In: .
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1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
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article49
1997Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics.
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article8
1995Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers.
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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.
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article103
1997Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis.(1997) In: CEPR Discussion Papers.
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1996Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis.(1996) In: Research Paper.
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2008Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers.
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2008Testing a DSGE Model of the EU Using Indirect Inference.(2008) In: CEPR Discussion Papers.
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2009Testing a DSGE Model of the EU Using Indirect Inference.(2009) In: Open Economies Review.
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2011How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference In: Cardiff Economics Working Papers.
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2009How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference.(2009) In: CEPR Discussion Papers.
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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.
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article
2009The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers.
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2009The Puzzles Methodology: en route to Indirect Inference?.(2009) In: CEPR Discussion Papers.
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2010The Puzzles methodology: En route to Indirect Inference?.(2010) In: Economic Modelling.
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2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?.(2009) In: CDMA Conference Paper Series.
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2009Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference In: Cardiff Economics Working Papers.
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2009Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference.(2009) In: CEPR Discussion Papers.
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2010Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference.(2010) In: Open Economies Review.
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2009Some problems in the testing of DSGE models In: Cardiff Economics Working Papers.
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2010Some Problems in the Testing of DSGE Models.(2010) In: CEPR Discussion Papers.
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2010Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers.
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2010Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers.
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2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments In: Cardiff Economics Working Papers.
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2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments.(2012) In: CEPR Discussion Papers.
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2012Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers.
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2012Testing macroeconomic models by indirect inference on unfiltered data.(2012) In: CEPR Discussion Papers.
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2014Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers.
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2013A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers.
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2013A Monte Carlo procedure for checking identification in DSGE models.(2013) In: CEPR Discussion Papers.
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2015Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers.
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2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers.
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2015Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers.
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2016Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers.
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2016What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers.
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2016Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers.
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2018Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers.
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2018The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers.
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2021The eurozone: what is to be done? In: Cardiff Economics Working Papers.
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2021Estimating macro models and the potentially misleading nature of Bayesian estimation In: Cardiff Economics Working Papers.
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2024Does the Fiscal Theory of the Price Level explain US postwar behaviour? In: Cardiff Economics Working Papers.
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2004Macroeconomic Sources of Risk in the Term Structure In: CESifo Working Paper Series.
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2007Macroeconomic Sources of Risk in the Term Structure.(2007) In: Journal of Money, Credit and Banking.
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2004Macroeconomic Sources of Risk in the Term Structure.(2004) In: CEIS Research Paper.
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2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
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2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
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2013What do the Fama-French factors add to CCAPM?.(2013) In: CAMA Working Papers.
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2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics In: CEPR Discussion Papers.
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2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics.(2014) In: Discussion Papers.
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1986The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods In: CEPR Discussion Papers.
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1987Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models In: CEPR Discussion Papers.
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1987Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 In: CEPR Discussion Papers.
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1984Rational Expectations and Exchange Rate Dynamics In: CEPR Discussion Papers.
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1998What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers.
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1998What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds.(1998) In: Staff Reports.
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2002Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers.
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2003Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics.
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2002Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers.
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1989International CAPM: Why Has it Failed? In: CEPR Discussion Papers.
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1989Exchange Rate Determination with Bank-Financed Investment In: CEPR Discussion Papers.
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1989EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT..(1989) In: Cahiers de recherche.
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1989Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency In: CEPR Discussion Papers.
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2003Microeconomic Sources of Equity Risk In: CEPR Discussion Papers.
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Macroeconomic Sources of Equity Risk.() In: Discussion Papers.
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1990National Insolvency: A Test of the US Intertemporal Budget Constraint In: CEPR Discussion Papers.
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1991Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen In: CEPR Discussion Papers.
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2005Measuring Fiscal Sustainability In: CEPR Discussion Papers.
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2005 Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series.
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2007Is the Euro Sustainable? In: CEPR Discussion Papers.
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2007Is the Euro Sustainable?.(2007) In: Discussion Papers.
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2008Optimal Monetary Policy using a VAR In: CEPR Discussion Papers.
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1984An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
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1986An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics.
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2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
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2010The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics.
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2011A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers.
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2012How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers.
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2014How Useful are DSGE Macroeconomic Models for Forecasting?.(2014) In: Open Economies Review.
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2012Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers.
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2014Modelling the U.S. sovereign credit rating.(2014) In: Journal of Banking & Finance.
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2013Is the UK triple-A? In: CEPR Discussion Papers.
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2013How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings In: CEPR Discussion Papers.
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2014How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings.(2014) In: Journal of Macroeconomics.
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2013Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers.
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1990The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 In: Econometric Theory.
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1994Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? In: Economic Journal.
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1995Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal.
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1984Stochastic Life Cycle Theory with Varying Interest Rates and Prices. In: Economic Journal.
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1987Dynamic Specification, the Long-run and the Estimation of Transformed. In: Economic Journal.
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article3
1989A Survey of Some Recent Econometric Methods. In: Economic Journal.
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2005Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework In: Money Macro and Finance (MMF) Research Group Conference 2005.
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