Michael R. Wickens

What Was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds

Year: 1998
Journal: No Journal Matched
Authors: Eli M. Remolona; Michael R. Wickens; Frank F. Gong

Macroeconomic Influences on Optimal Asset Allocation

Year: 2002
Journal: Review of Financial Economics
Authors: Thomas Flavin; Michael R. Wickens

Macroeconomic Sources of Forex Risk

Year: 2002
Journal: No Journal Matched
Authors: Peter N. Smith; Michael R. Wickens

Microeconomic Sources of Equity Risk

Year: 2003
Journal: No Journal Matched
Authors: Michael R. Wickens

Measuring Fiscal Sustainability

Year: 2005
Journal: No Journal Matched
Authors: Vito Polito; Michael R. Wickens

Is the Euro Sustainable?

Year: 2007
Journal: No Journal Matched
Authors: Michael R. Wickens

Testing a DSGE Model of the EU Using Indirect Inference

Year: 2008
Journal: Open Economies Review
Authors: David Meenagh; Patrick Minford; Michael R. Wickens

Optimal Monetary Policy Using a VAR

Year: 2008
Journal: No Journal Matched
Authors: Vito Polito; Michael R. Wickens

The Equity Premium and the Business Cycle: The Role of Demand and Supply Shocks

Year: 2009
Journal: Journal of Finance
Authors: Peter N. Smith; Steffen Sorensen; Michael R. Wickens

Two Orthogonal Continents: Testing a Two-Country DSGE Model of the US and EU Using Indirect Inference

Year: 2009
Journal: No Journal Matched
Authors: Vo Phuong Mai Le; David Meenagh; Patrick Minford; Michael R. Wickens

The Puzzles Methodology En Route to Indirect Inference

Year: 2009
Journal: Economic Modelling
Authors: Vo Phuong Mai Le; Patrick Minford; Michael R. Wickens

How Much Nominal Rigidity is There in the US Economy? Testing a New Keynesian DSGE Model Using Indirect Inference

Year: 2009
Journal: No Journal Matched
Authors: Vo Phuong Mai Le; Patrick Minford; Michael R. Wickens

Why Crises Happen: Nonstationary Macroeconomics

Year: 2010
Journal: No Journal Matched
Authors: James Davidson; David Meenagh; Patrick Minford; Michael R. Wickens

Some Problems in the Testing of DSGE Models

Year: 2010
Journal: No Journal Matched
Authors: Vo Phuong Mai Le; Patrick Minford; Michael R. Wickens

A DSGE Model of Banks and Financial Intermediation with Default Risk

Year: 2011
Journal: No Journal Matched
Authors: Michael R. Wickens

Modelling the US Sovereign Credit Rating

Year: 2012
Journal: No Journal Matched
Authors: Vito Polito; Michael R. Wickens

Testing Macroeconomic Models by Indirect Inference on Unfiltered Data

Year: 2012
Journal: No Journal Matched
Authors: David Meenagh; Patrick Minford; Michael R. Wickens

How Useful Are DSGE Macroeconomic Models for Forecasting?

Year: 2012
Journal: Open Economies Review
Authors: Michael R. Wickens

Testing DSGE Models by Indirect Inference and Other Methods: Some Monte Carlo Experiments

Year: 2012
Journal: No Journal Matched
Authors: Vo Phuong Mai Le; David Meenagh; Patrick Minford; Michael R. Wickens

The UK Triple A

Year: 2013
Journal: No Journal Matched
Authors: Vito Polito; Michael R. Wickens

How the Euro Crisis Evolved and How to Avoid Another EMU: Fiscal Policy and Credit Ratings

Year: 2013
Journal: No Journal Matched
Authors: Vito Polito; Michael R. Wickens

Sovereign Credit Ratings in the European Union: A Model-Based Fiscal Analysis

Year: 2013
Journal: No Journal Matched
Authors: Vito Polito; Michael R. Wickens

How Did We Get to Where We Are Now? Reflections on 50 Years of Macroeconomic and Financial Econometrics

Year: 2014
Journal: Manchester School
Authors: Michael R. Wickens

Comparing Indirect Inference and Likelihood Testing: Asymptotic and Small Sample Results

Year: 2015
Journal: No Journal Matched
Authors: David Meenagh; Patrick Minford; Michael R. Wickens; Yongdeng Xu

Testing Macro Models by Indirect Inference: A Survey for Users

Year: 2015
Journal: No Journal Matched
Authors: Vo Phuong Mai Le; David Meenagh; Patrick Minford; Michael R. Wickens; Yongdeng Xu

Idiosyncratic Shocks: A New Procedure for Identifying Shocks in a VAR with Application to the New Keynesian Model

Year: 2019
Journal: No Journal Matched
Authors: Michael R. Wickens

Checking if the Straitjacket Fits

Year: 2019
Journal: Econometrics
Authors: Adrian Pagan; Michael R. Wickens

Forward Interest Rates as Predictors of Future US and UK Spot Rates Before and After the 2008 Financial Crisis

Year: 2020
Journal: No Journal Matched
Authors: Michael R. Wickens

The Eurozone: What is to be Done?

Year: 2021
Journal: No Journal Matched
Authors: Patrick Minford; Michael R. Wickens; Zhirong Ou; Zheyi Zhu

Estimating Macro Models and the Potentially Misleading Nature of Bayesian Estimation

Year: 2021
Journal: No Journal Matched
Authors: David Meenagh; Patrick Minford; Michael R. Wickens

How Might the UK's Debt-to-GDP Ratio Be Reduced? Evidence from the Last 120 Years

Year: 2022
Journal: No Journal Matched
Authors: Michael R. Wickens

Pension Systems Unsustainability and Fiscal Constraints: A Comparative Analysis

Year: 2023
Journal: No Journal Matched
Authors: Burkhard Heer; Vito Polito; Michael R. Wickens