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Michael R. Wickens · Study
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Author
Michael R. Wickens
31 works
· latest 2019
· 6 institutions
cluster: provisional
ORCID 0000-0002-6862-0674
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31
Citations
2,627
Works here
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Most cited in this library
Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models
1988 · 310 citations
The Efficient Estimation of Econometric Models with Rational Expectations
1982 · 255 citations
Macroeconomic Theory: A Dynamic General Equilibrium Approach
2008 · 212 citations
Interpreting cointegrating vectors and common stochastic trends
1996 · 197 citations
Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis
2000 · 155 citations
Works
31 shown
Testing DSGE Models by Indirect Inference: a Survey of Recent Findings
Open Economies Review
·
2019
·
4 authors
·
Open access
44
citations
Testing Macro Models by Indirect Inference: A Survey for Users
Open Economies Review
·
2015
·
5 authors
·
Open access
59
citations
How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics
Manchester School
·
2015
·
1 author
·
Open access
19
citations
How Useful are DSGE Macroeconomic Models for Forecasting?
Open Economies Review
·
2014
·
1 author
·
Open access
32
citations
Macroeconomic Theory
Princeton University Press eBooks
·
2012
·
1 author
·
book
20
citations
How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference
Journal of Economic Dynamics and Control
·
2011
·
4 authors
·
Open access
123
citations
The ‘Puzzles’ methodology: En route to Indirect Inference?
Economic Modelling
·
2010
·
3 authors
16
citations
Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference
Open Economies Review
·
2009
·
4 authors
20
citations
Testing a DSGE Model of the EU Using Indirect Inference
Open Economies Review
·
2009
·
3 authors
27
citations
Macroeconomic Theory: A Dynamic General Equilibrium Approach
·
2008
·
1 author
212
citations
What Was the Market's View of U.K. Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds
SSRN Electronic Journal
·
2006
·
3 authors
·
preprint
·
Open access
31
citations
Asset Pricing with Observable Stochastic Discount Factors
Journal of Economic Surveys
·
2002
·
1 author
·
Open access
58
citations
Estimating shocks and impulse response functions
Journal of Applied Econometrics
·
2001
·
2 authors
80
citations
Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis
Oxford Bulletin of Economics and Statistics
·
2000
·
2 authors
155
citations
EMU and Portfolio Adjustment.
OpenGrey (Institut de l'Information Scientifique et Technique)
·
2000
·
6 authors
30
citations
Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure
Journal of money credit and banking
·
1997
·
2 authors
·
Open access
105
citations
Measuring Economic Convergence
International Journal of Finance & Economics
·
1997
·
3 authors
36
citations
Measuring Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems
Oxford Bulletin of Economics and Statistics
·
1997
·
2 authors
31
citations
Interpreting cointegrating vectors and common stochastic trends
Journal of Econometrics
·
1996
·
1 author
197
citations
Forecasting inflation from the term structure
Journal of Empirical Finance
·
1996
·
2 authors
50
citations
Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics
The Economic Journal
·
1995
·
1 author
41
citations
Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns?
The Economic Journal
·
1994
·
3 authors
87
citations
The sustainability of current account deficits
Journal of Economic Dynamics and Control
·
1993
·
2 authors
105
citations
MEASURING CONVERGENCE OF THE EC ECONOMIES
Manchester School
·
1992
·
3 authors
109
citations
A Survey of Some Recent Econometric Methods
The Economic Journal
·
1989
·
2 authors
144
citations
Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models
The Economic Journal
·
1988
·
2 authors
310
citations
An empirical investigation into the causes of failure of the monetary model of the exchange rate
Journal of Applied Econometrics
·
1986
·
2 authors
23
citations
Interdependence Revisited: A Developing Countries Perspective on Macroeconomic Management and Trade Policy in the Industrial World
Economic Policy
·
1985
·
3 authors
43
citations
Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation?
Journal of Post Keynesian Economics
·
1983
·
2 authors
30
citations
The Efficient Estimation of Econometric Models with Rational Expectations
The Review of Economic Studies
·
1982
·
1 author
255
citations
Bargaining: Monopoly Power versus Union Power.
The Economic Journal
·
1973
·
2 authors
·
other
135
citations