# Michael R. Wickens

## Personal Details

First Name: Michael

Middle Name: R.

Last Name: Wickens

Suffix:

RePEc Short-ID: pwi163

Email: [This author has chosen not to make the email address public]

Homepage:

Postal Address:

Phone:

## Affiliation

- (40%)
**Department of Economics and Related Studies**

University of York - Location: York, United Kingdom

Homepage: http://www.york.ac.uk/economics/

Email:

Phone: (0)1904 323776

Fax: (0)1904 323759

Postal: York YO10 5DD

Handle: RePEc:edi:deyoruk (more details at EDIRC) - (32%)
**Centre for Economic Policy Research (CEPR)** - Location: London, United Kingdom

Homepage: http://www.cepr.org/

Email:

Phone: +44 (0)20 7183 8801

Fax: +44 (0)20 7183 8820

Postal: 3rd Floor, 77 Bastwick Street, London EC1V 3PZ

Handle: RePEc:edi:cebruuk (more details at EDIRC) - (24%)
**Economics Section**

Cardiff Business School

Cardiff University - Location: Cardiff, United Kingdom

Homepage: http://business.cardiff.ac.uk/research/academic-sections/economics

Email:

Phone: +44 (0) 29 20874417

Fax: +44 (0) 29 20874419

Postal: Aberconway Building, Colum Drive, CARDIFF, CF10 3EU

Handle: RePEc:edi:ecscfuk (more details at EDIRC) - (4%)
**CESifo** - Location: München, Germany

Homepage: http://www.cesifo-group.de/

Email:

Phone: +49 (89) 9224-0

Fax: +49 (89) 985369

Postal: Poschingerstrasse 5, 81679 Munich

Handle: RePEc:edi:cesifde (more details at EDIRC)

## Works

#### Working papers

- Polito, Vito & Wickens, Michael R., 2013.
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**Is the UK triple-A?**," CEPR Discussion Papers 9378, C.E.P.R. Discussion Papers. - Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2013.
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**A Monte Carlo procedure for checking identification in DSGE models**," Cardiff Economics Working Papers E2013/4, Cardiff University, Cardiff Business School, Economics Section.- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2013.
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**A Monte Carlo procedure for checking identification in DSGE models**," CEPR Discussion Papers 9411, C.E.P.R. Discussion Papers.

- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2013.
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- Polito, Vito & Wickens, Michael R., 2013.
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**How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings**," CEPR Discussion Papers 9521, C.E.P.R. Discussion Papers.- Polito, Vito & Wickens, Michael, 2014.
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**How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings**," Journal of Macroeconomics, Elsevier, vol. 39(PB), pages 364-374.

- Polito, Vito & Wickens, Michael, 2014.
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012.
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**Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments**," Cardiff Economics Working Papers E2012/15, Cardiff University, Cardiff Business School, Economics Section.- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2012.
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**Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments**," CEPR Discussion Papers 9056, C.E.P.R. Discussion Papers.

- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2012.
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- Meenagh, David & Minford, Patrick & Wickens, Michael, 2012.
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**Testing macroeconomic models by indirect inference on unfiltered data**," Cardiff Economics Working Papers E2012/17, Cardiff University, Cardiff Business School, Economics Section.- Meenagh, David & Minford, Patrick & Wickens, Michael R., 2012.
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**Testing macroeconomic models by indirect inference on unfiltered data**," CEPR Discussion Papers 9058, C.E.P.R. Discussion Papers.

- Meenagh, David & Minford, Patrick & Wickens, Michael R., 2012.
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- Polito, Vito & Wickens, Michael R., 2012.
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**Modelling the U.S. sovereign credit rating**," CEPR Discussion Papers 9150, C.E.P.R. Discussion Papers. - Wickens, Michael R., 2012.
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**How Useful are DSGE Macroeconomic Models for Forecasting?**," CEPR Discussion Papers 9049, C.E.P.R. Discussion Papers.- Michael Wickens, 2014.
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**How Useful are DSGE Macroeconomic Models for Forecasting?**," Open Economies Review, Springer, vol. 25(1), pages 171-193, February.

- Michael Wickens, 2014.
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- Minford, Patrick & Ou, Zhirong & Wickens, Michael, 2012.
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**Revisiting the Great Moderation: policy or luck?**," Cardiff Economics Working Papers E2012/9, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2014. - Wickens, Michael R., 2011.
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**A DSGE model of banks and financial intermediation with default risk**," CEPR Discussion Papers 8556, C.E.P.R. Discussion Papers. - Davidson, James & Meenagh, David & Minford, Patrick & Wickens, Michael, 2010.
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**Why crises happen - nonstationary macroeconomics**," Cardiff Economics Working Papers E2010/13, Cardiff University, Cardiff Business School, Economics Section.- Davidson, James & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2010.
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**Why crises happen - nonstationary macroeconomics**," CEPR Discussion Papers 8157, C.E.P.R. Discussion Papers.

- Davidson, James & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2010.
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- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2010.
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**Some Problems in the Testing of DSGE Models**," CEPR Discussion Papers 7621, C.E.P.R. Discussion Papers.- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009.
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**Some problems in the testing of DSGE models**," Cardiff Economics Working Papers E2009/31, Cardiff University, Cardiff Business School, Economics Section.

- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009.
"
- Smith, Peter N & Sorensen, Steffen & Wickens, Michael R., 2009.
"
**The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks**," CEPR Discussion Papers 7227, C.E.P.R. Discussion Papers.- Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010.
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**The equity premium and the business cycle: the role of demand and supply shocks**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 134-152.

- Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010.
"
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009.
"
**The 'Puzzles' methodology: en route to Indirect Inference?**," Cardiff Economics Working Papers E2009/22, Cardiff University, Cardiff Business School, Economics Section.- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010.
"
**The 'Puzzles' methodology: En route to Indirect Inference?**," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.

- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2009.
"
**The 'Puzzles' Methodology: en route to Indirect Inference?**," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers. - Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009.
"
**The ‘Puzzles’ Methodology: En Route to Indirect Inference?**," CDMA Conference Paper Series 0903, Centre for Dynamic Macroeconomic Analysis.

- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010.
"
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009.
"
**Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference**," Cardiff Economics Working Papers E2009/3, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2009.- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2009.
"
**Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference**," CEPR Discussion Papers 7385, C.E.P.R. Discussion Papers.

- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael R., 2009.
"
- Meenagh, David & Minford, Patrick & Wickens, Michael, 2008.
"
**Testing a DSGE model of the EU using indirect inference**," Cardiff Economics Working Papers E2008/11, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2008.- David Meenagh & Patrick Minford & Michael Wickens, 2009.
"
**Testing a DSGE Model of the EU Using Indirect Inference**," Open Economies Review, Springer, vol. 20(4), pages 435-471, September.

- Meenagh, David & Minford, Patrick & Wickens, Michael R, 2008.
"
**Testing a DSGE Model of the EU Using Indirect Inference**," CEPR Discussion Papers 6838, C.E.P.R. Discussion Papers. - David Meenagh & Patrick Minford & Michael Wickensy, 2007.
"
**Testing a DSGE model of the EU using indirect inference**," CDMA Conference Paper Series 0709, Centre for Dynamic Macroeconomic Analysis, revised Mar 2008.

- David Meenagh & Patrick Minford & Michael Wickens, 2009.
"
- Polito, Vito & Wickens, Michael R, 2008.
"
**Optimal Monetary Policy using a VAR**," CEPR Discussion Papers 6957, C.E.P.R. Discussion Papers. - Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008.
"
**How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference**," Cardiff Economics Working Papers E2008/32, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2011.- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011.
"
**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, Elsevier, vol. 35(12), pages 2078-2104.

- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2009.
"
**How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference**," CEPR Discussion Papers 7537, C.E.P.R. Discussion Papers.

- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011.
"
- Peter N Smith & Steffen Sorensen & Mike Wickens, 2007.
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**The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)**," Discussion Papers 07/11, Department of Economics, University of York. - Mike Wickens, 2007.
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**Is the Euro Sustainable?**," Discussion Papers 07/18, Department of Economics, University of York.- Wickens, Michael R, 2007.
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**Is the Euro Sustainable?**," CEPR Discussion Papers 6337, C.E.P.R. Discussion Papers.

- Wickens, Michael R, 2007.
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- Vito Polito & Mike Wickens, 2007.
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**Measuring the Fiscal Stance**," Discussion Papers 07/14, Department of Economics, University of York. - Peter N. Smith & Mike Wickens, 2006.
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**The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting?**," CDMA Conference Paper Series 0610, Centre for Dynamic Macroeconomic Analysis. - Peter N Smith & S Sorensen & M R Wickens, 2005.
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**The asymmetric effect of the business cycle on the relation between stock market returns and their volatility**," Money Macro and Finance (MMF) Research Group Conference 2005 47, Money Macro and Finance Research Group.- P.N. Smith & S. Sorensen & M.R. Wickens, 2006.
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**The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility**," CAMA Working Papers 2006-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. - P N Smith & S Sorensen & M R Wickens, 2006.
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**The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility**," Discussion Papers 06/04, Department of Economics, University of York.

- P.N. Smith & S. Sorensen & M.R. Wickens, 2006.
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- Vito Polito & Mike Wickens, 2005.
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**Measuring Fiscal Sustainability**," CDMA Conference Paper Series 0503, Centre for Dynamic Macroeconomic Analysis.- Polito, Vito & Wickens, Michael R, 2005.
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**Measuring Fiscal Sustainability**," CEPR Discussion Papers 5312, C.E.P.R. Discussion Papers.

- Polito, Vito & Wickens, Michael R, 2005.
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- Chiona Balfoussia & Mike Wickens, 2005.
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**Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework**," Money Macro and Finance (MMF) Research Group Conference 2005 16, Money Macro and Finance Research Group. - Peter Smith & Steffen Sorensen & Michael R. Wickens, 2004.
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**Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium**," Money Macro and Finance (MMF) Research Group Conference 2004 76, Money Macro and Finance Research Group. - Chiona Balfoussia & Michael Wickens, 2004.
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**Macroeconomic Sources of Risk in the Term Structure**," CESifo Working Paper Series 1329, CESifo Group Munich.- Hiona Balfoussia & Mike Wickens, 2007.
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**Macroeconomic Sources of Risk in the Term Structure**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 205-236, 02.

- Michael R. Wickens & Chiona Balfoussia, 2004.
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**Macroeconomic Sources of Risk in the Term Structure**," CEIS Research Paper 61, Tor Vergata University, CEIS.

- Hiona Balfoussia & Mike Wickens, 2007.
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- Flavin, Thomas & Wickens, Michael R, 2002.
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**Macroeconomic Influences on Optimal Asset Allocation**," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers.- Flavin, T. J. & Wickens, M. R., 2003.
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**Macroeconomic influences on optimal asset allocation**," Review of Financial Economics, Elsevier, vol. 12(2), pages 207-231.

- Flavin, T. J. & Wickens, M. R., 2003.
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- Jacobs, Mike & Remolona, Eli & Wickens, Michael R, 1998.
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**What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds**," CEPR Discussion Papers 2022, C.E.P.R. Discussion Papers.- Eli M. Remolona & Michael R. Wickens & Frank F. Gong, 1998.
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**What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds**," Staff Reports 57, Federal Reserve Bank of New York.

- Eli M. Remolona & Michael R. Wickens & Frank F. Gong, 1998.
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- Merih Uctum & Michael Wickens, 1996.
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**Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis**," Research Paper 9615, Federal Reserve Bank of New York.- Uctum, Merih & Wickens, Michael, 2000.
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**Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(2), pages 197-222, May.

- Uctum, Merih & Wickens, Michael R, 1997.
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**Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis**," CEPR Discussion Papers 1612, C.E.P.R. Discussion Papers.

- Uctum, Merih & Wickens, Michael, 2000.
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- Tzavalis, E. & Wickens, M.R., 1995.
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**Forecasting Inflation from the Term Structure**," Discussion Papers 9519, Exeter University, Department of Economics.- Tzavalis, Elias & Wickens, M. R., 1996.
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**Forecasting inflation from the term structure**," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May.

- Tzavalis, Elias & Wickens, M. R., 1996.
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- Tzavalis, E. & Wickens, M.R., 1994.
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**The Persistence in Volatility of the US Term Premium 1970-1986**," Discussion Papers 9409, Exeter University, Department of Economics.- Tzavalis, Elias & Wickens, M. R., 1995.
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**The persistence in volatility of the US term premium 1970-1986**," Economics Letters, Elsevier, vol. 49(4), pages 381-389, October.

- Tzavalis, Elias & Wickens, M. R., 1995.
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- Thomas, Stephen H & Wickens, Michael R, 1991.
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**Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen**," CEPR Discussion Papers 507, C.E.P.R. Discussion Papers. - Uctum, Merih & Wickens, Michael R, 1990.
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**National Insolvency: A Test of the US Intertemporal Budget Constraint**," CEPR Discussion Papers 437, C.E.P.R. Discussion Papers. - Uctum, Merih & Wickens, Michael R, 1989.
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**Exchange Rate Determination with Bank-Financed Investment**," CEPR Discussion Papers 355, C.E.P.R. Discussion Papers.- Uctum, M. & Wickens, M.R., 1989.
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**Exchange Rate Determination With Bank Financed Investment**," Cahiers de recherche 8918, Université Laval - Département d'économique.

- Uctum, M. & Wickens, M.R., 1989.
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- Thomas, Stephen H & Wickens, Michael R, 1989.
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**Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency**," CEPR Discussion Papers 356, C.E.P.R. Discussion Papers. - Thomas, Stephen H & Wickens, Michael R, 1989.
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**International CAPM: Why Has it Failed?**," CEPR Discussion Papers 354, C.E.P.R. Discussion Papers. - Thomas, Stephen H & Wickens, Michael R, 1987.
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**Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985**," CEPR Discussion Papers 180, C.E.P.R. Discussion Papers. - Breusch, Trevor S & Wickens, Michael R, 1987.
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**Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models**," CEPR Discussion Papers 154, C.E.P.R. Discussion Papers. - Wickens, Michael R, 1986.
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**The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods**," CEPR Discussion Papers 111, C.E.P.R. Discussion Papers. - Wickens, Michael R, 1984.
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**Rational Expectations and Exchange Rate Dynamics**," CEPR Discussion Papers 20, C.E.P.R. Discussion Papers. - Smith, Peter N & Wickens, Michael R, 1984.
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**An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate**," CEPR Discussion Papers 7, C.E.P.R. Discussion Papers. - Andrew Clare & Raymond O'Brien & Stephen Thomas & Michael Wickens, .
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**Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market**," Discussion Papers 94/10, Department of Economics, University of York. - P N Smith & S Sorensen & M R Wickens, .
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**An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors**," Discussion Papers 03/14, Department of Economics, University of York. - Elias Tzavalis & Michael Wickens, .
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**Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure**," Discussion Papers 94/11, Department of Economics, University of York. - Mike R Wickens & Peter N Smith, .
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**Macroeconmic Sources of FOREX Risk**," Discussion Papers 01/13, Department of Economics, University of York.- Smith, Peter N & Wickens, Michael R, 2002.
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**Macroeconomic Sources of FOREX Risk**," CEPR Discussion Papers 3148, C.E.P.R. Discussion Papers.

- Smith, Peter N & Wickens, Michael R, 2002.
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- Donald Robertson & Michael Wickens, .
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**Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems**," Discussion Papers 95/34, Department of Economics, University of York. - Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, .
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**Consumption, Size and Book-to-Market Ratio in Equity Returns**," Discussion Papers 11/24, Department of Economics, University of York.- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens, 2013.
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**What do the Fama-French Factors Add to C-CAPM?**," CESifo Working Paper Series 4197, CESifo Group Munich. - Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013.
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**What do the Fama-French factors add to CCAPM?**," CAMA Working Papers 2013-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens, 2013.
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- Elias Tzavalis & Michael Wickens, .
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**The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence**," Discussion Papers 95/33, Department of Economics, University of York.- Tzavalis, Elias & Wickens, Micheal, 1994.
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**The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence**," Discussion Papers 9402, Exeter University, Department of Economics.

- Tzavalis, Elias & Wickens, Micheal, 1994.
"
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, .
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**A Cross Section of Equity Returns: The No-Arbitrage Test**," Discussion Papers 11/23, Department of Economics, University of York. - P N Smith & S Sorensen & M R Wickens, .
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**Macroeconomic Sources of Equity Risk**," Discussion Papers 03/13, Department of Economics, University of York.- Wickens, Michael R, 2003.
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**Microeconomic Sources of Equity Risk**," CEPR Discussion Papers 4070, C.E.P.R. Discussion Papers.

- Wickens, Michael R, 2003.
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- Peter N Smith & Michael R Wickens, .
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**Asset Pricing with Observable Stochastic Discount Factors**," Discussion Papers 02/03, Department of Economics, University of York.- Smith, Peter & Wickens, Michael, 2002.
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**Asset Pricing with Observable Stochastic Discount Factors**," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 397-446, July.

- Smith, Peter & Wickens, Michael, 2002.
"

#### Articles

- Michael Wickens, 2014.
"
**How Useful are DSGE Macroeconomic Models for Forecasting?**," Open Economies Review, Springer, vol. 25(1), pages 171-193, February.- Wickens, Michael R., 2012.
"
**How Useful are DSGE Macroeconomic Models for Forecasting?**," CEPR Discussion Papers 9049, C.E.P.R. Discussion Papers.

- Wickens, Michael R., 2012.
"
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013.
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**What do the Fama–French factors add to C-CAPM?**," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 113-127.- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens, 2013.
"
**What do the Fama-French Factors Add to C-CAPM?**," CESifo Working Paper Series 4197, CESifo Group Munich. - Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013.
"
**What do the Fama-French factors add to CCAPM?**," CAMA Working Papers 2013-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens, 2013.
"
- Polito, Vito & Wickens, Mike, 2012.
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**A model-based indicator of the fiscal stance**," European Economic Review, Elsevier, vol. 56(3), pages 526-551. - Vito Polito & Michael Wickens, 2012.
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**Erratum to: ‘Assessing the fiscal stance in the European Union and the United States, 1970–2011’**," Economic Policy, CEPR & CES & MSH, vol. 27(69), pages 187-193, 01. - Vito Polito & Michael Wickens, 2011.
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**Assessing the fiscal stance in the European Union and the United States, 1970–2011**," Economic Policy, CEPR & CES & MSH, vol. 26(68), pages 599-647, October. - Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011.
"
**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, Elsevier, vol. 35(12), pages 2078-2104.- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008.
"
**How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference**," Cardiff Economics Working Papers E2008/32, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2011. - Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2009.
"
**How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference**," CEPR Discussion Papers 7537, C.E.P.R. Discussion Papers.

- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008.
"
- Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010.
"
**The equity premium and the business cycle: the role of demand and supply shocks**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 134-152.- Smith, Peter N & Sorensen, Steffen & Wickens, Michael R., 2009.
"
**The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks**," CEPR Discussion Papers 7227, C.E.P.R. Discussion Papers.

- Smith, Peter N & Sorensen, Steffen & Wickens, Michael R., 2009.
"
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2010.
"
**The 'Puzzles' methodology: En route to Indirect Inference?**," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.- Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009.
"
**The ‘Puzzles’ Methodology: En Route to Indirect Inference?**," CDMA Conference Paper Series 0903, Centre for Dynamic Macroeconomic Analysis. - Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009.
"
**The 'Puzzles' methodology: en route to Indirect Inference?**," Cardiff Economics Working Papers E2009/22, Cardiff University, Cardiff Business School, Economics Section. - Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R., 2009.
"
**The 'Puzzles' Methodology: en route to Indirect Inference?**," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers.

- Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009.
"
- Mike Wickens, 2010.
"
**Is the Euro the Success that Everyone Seems to Think?**," Open Economies Review, Springer, vol. 21(1), pages 183-185, February. - Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010.
"
**Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference**," Open Economies Review, Springer, vol. 21(1), pages 23-44, February. - M.R. Wickens, 2010.
"
**What's Wrong with Modern Macroeconomics? Why its Critics have Missed the Point -super-1**," CESifo Economic Studies, CESifo, vol. 56(4), pages 536-553, December. - Michael Wickens, 2010.
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**Some Unpleasant Consequences of EMU**," Open Economies Review, Springer, vol. 21(3), pages 351-364, July. - Dirk Bethmann, 2010.
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**MACROECONOMIC THEORY – A DYNAMIC GENERAL EQUILIBRIUM APPROACH, M.R. Wickens, Princeton University Press, Princeton, 2008, 496 pages (hardback), ISBN 0691116407**," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 40(1), pages 131-132, March. - David Meenagh & Patrick Minford & Michael Wickens, 2009.
"
**Testing a DSGE Model of the EU Using Indirect Inference**," Open Economies Review, Springer, vol. 20(4), pages 435-471, September.- Meenagh, David & Minford, Patrick & Wickens, Michael R, 2008.
"
**Testing a DSGE Model of the EU Using Indirect Inference**," CEPR Discussion Papers 6838, C.E.P.R. Discussion Papers. - David Meenagh & Patrick Minford & Michael Wickensy, 2007.
"
**Testing a DSGE model of the EU using indirect inference**," CDMA Conference Paper Series 0709, Centre for Dynamic Macroeconomic Analysis, revised Mar 2008. - Meenagh, David & Minford, Patrick & Wickens, Michael, 2008.
"
**Testing a DSGE model of the EU using indirect inference**," Cardiff Economics Working Papers E2008/11, Cardiff University, Cardiff Business School, Economics Section, revised Dec 2008.

- Meenagh, David & Minford, Patrick & Wickens, Michael R, 2008.
"
- Hiona Balfoussia & Mike Wickens, 2007.
"
**Macroeconomic Sources of Risk in the Term Structure**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(1), pages 205-236, 02.- Chiona Balfoussia & Michael Wickens, 2004.
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**Macroeconomic Sources of Risk in the Term Structure**," CESifo Working Paper Series 1329, CESifo Group Munich. - Michael R. Wickens & Chiona Balfoussia, 2004.
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**Macroeconomic Sources of Risk in the Term Structure**," CEIS Research Paper 61, Tor Vergata University, CEIS.

- Chiona Balfoussia & Michael Wickens, 2004.
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- Hiona Balfoussia & Mike Wickens, 2006.
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**Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 261-277. - Mike Wickens, 2006.
"
**The Bank of England's Monetary Policy Committee**," National Institute Economic Review, National Institute of Economic and Social Research, vol. 196(1), pages 77-91, April. - Thomas J. Flavin & Michael R. Wickens, 2006.
"
**Optimal International Asset Allocation With Time-Varying Risk**," Scottish Journal of Political Economy, Scottish Economic Society, vol. 53(5), pages 543-564, November. - Flavin, T. J. & Wickens, M. R., 2003.
"
**Macroeconomic influences on optimal asset allocation**," Review of Financial Economics, Elsevier, vol. 12(2), pages 207-231.- Flavin, Thomas & Wickens, Michael R, 2002.
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**Macroeconomic Influences on Optimal Asset Allocation**," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers.

- Flavin, Thomas & Wickens, Michael R, 2002.
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- Smith, Peter & Wickens, Michael, 2002.
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**Asset Pricing with Observable Stochastic Discount Factors**," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 397-446, July.- Peter N Smith & Michael R Wickens, .
"
**Asset Pricing with Observable Stochastic Discount Factors**," Discussion Papers 02/03, Department of Economics, University of York.

- Peter N Smith & Michael R Wickens, .
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- Michael R. Wickens & Roberto Motto, 2001.
"
**Estimating shocks and impulse response functions**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387. - Uctum, Merih & Wickens, Michael, 2000.
"
**Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(2), pages 197-222, May.- Merih Uctum & Michael Wickens, 1996.
"
**Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis**," Research Paper 9615, Federal Reserve Bank of New York. - Uctum, Merih & Wickens, Michael R, 1997.
"
**Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis**," CEPR Discussion Papers 1612, C.E.P.R. Discussion Papers.

- Merih Uctum & Michael Wickens, 1996.
"
- Tzavalis, Elias & Wickens, Michael, 1998.
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**A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 229-39, July. - Tzavalis, Elias & Wickens, Michael R, 1997.
"
**Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure**," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 364-80, August. - Wickens, Michael R, 1997.
"
**A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 608-10, Sept.-Oct. - Wickens, Michael R, 1997.
"
**The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 523-27, Sept.-Oct. - Hall, Stephen G & Robertson D & Wickens, M R, 1997.
"
**Measuring Economic Convergence**," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 131-43, April. - Robertson, Donald & Wickens, M R, 1997.
"
**Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 5-27, February. - Tzavalis, Elias & Wickens, M. R., 1996.
"
**Forecasting inflation from the term structure**," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 103-122, May.- Tzavalis, E. & Wickens, M.R., 1995.
"
**Forecasting Inflation from the Term Structure**," Discussion Papers 9519, Exeter University, Department of Economics.

- Tzavalis, E. & Wickens, M.R., 1995.
"
- Wickens, Michael R., 1996.
"
**Interpreting cointegrating vectors and common stochastic trends**," Journal of Econometrics, Elsevier, vol. 74(2), pages 255-271, October. - Wickens, Michael, 1995.
"
**Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics**," Economic Journal, Royal Economic Society, vol. 105(433), pages 1637-48, November. - Tzavalis, Elias & Wickens, M. R., 1995.
"
**The persistence in volatility of the US term premium 1970-1986**," Economics Letters, Elsevier, vol. 49(4), pages 381-389, October.- Tzavalis, E. & Wickens, M.R., 1994.
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**The Persistence in Volatility of the US Term Premium 1970-1986**," Discussion Papers 9409, Exeter University, Department of Economics.

- Tzavalis, E. & Wickens, M.R., 1994.
"
- Clare, A D & Thomas, S H & Wickens, M R, 1994.
"
**Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns?**," Economic Journal, Royal Economic Society, vol. 104(423), pages 303-15, March. - Wickens, M. R. & Uctum, Merih, 1993.
"
**The sustainability of current account deficits : A test of the US intertemporal budget constraint**," Journal of Economic Dynamics and Control, Elsevier, vol. 17(3), pages 423-441, May. - Hall, S G & Robertson, D & Wickens, M R, 1992.
"
**Measuring Convergence of the EC Economies**," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(0), pages 99-111, Supplemen. - Wickens, M.R., 1990.
"
**The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987**," Econometric Theory, Cambridge University Press, vol. 6(01), pages 103-106, March. - Pagan, Adrian R & Wickens, M R, 1989.
"
**A Survey of Some Recent Econometric Methods**," Economic Journal, Royal Economic Society, vol. 99(398), pages 962-1025, December. - Wickens, M R & Breusch, T S, 1987.
"
**Dynamic Specification, the Long-run and the Estimation of Transformed**," Economic Journal, Royal Economic Society, vol. 98(390), pages 189-205, Supplemen. - Smith, P N & Wickens, M R, 1986.
"
**An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 143-62, April. - Wickens, M R & Molana, H, 1984.
"
**Stochastic Life Cycle Theory with Varying Interest Rates and Prices**," Economic Journal, Royal Economic Society, vol. 94(376a), pages 133-47, Supplemen. - M. Chatterji & Michael R. Wickens, 1983.
"
**Verdoorn's Law and Kaldor's Law: A Revisionist Interpretation?**," Journal of Post Keynesian Economics, M.E. Sharpe, Inc., vol. 5(3), pages 397-413, April. - Wickens, Michael R, 1982.
"
**The Efficient Estimation of Econometric Models with Rational Expectations**," Review of Economic Studies, Wiley Blackwell, vol. 49(1), pages 55-67, January. - Chatterji, Monojit & Wickens, Michael R, 1982.
"
**Productivity, Factor Transfers and Economic Growth in the UK**," Economica, London School of Economics and Political Science, vol. 49(193), pages 21-38, February. - Godfrey, L. G. & Wickens, M. R., 1982.
"
**A simple derivation of the limited information maximum likelihood estimator**," Economics Letters, Elsevier, vol. 10(3-4), pages 277-283. - Godfrey, Lesley G & Wickens, Michael R, 1981.
"
**Testing Linear and Log-Linear Regressions for Functional Form**," Review of Economic Studies, Wiley Blackwell, vol. 48(3), pages 487-96, July. - Wickens, M R, 1978.
"
**An Econometric Model of Labour Turnover in U.K. Manufacturing Industries, 1956-73**," Review of Economic Studies, Wiley Blackwell, vol. 45(3), pages 469-77, October. - Wickens, M R, 1974.
"
**Towards a Theory of the Labour Market**," Economica, London School of Economics and Political Science, vol. 41(163), pages 278-94, August. - Wickens, M R & Greenfield, J N, 1973.
"
**The Econometrics of Agricultural Supply: An Application to the World Coffee Market**," The Review of Economics and Statistics, MIT Press, vol. 55(4), pages 433-40, November. - Wickens, Michael R, 1972.
"
**A Note on the Use of Proxy Variables**," Econometrica, Econometric Society, vol. 40(4), pages 759-61, July. - Wickens, Michael R, 1970.
"
**Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960**," The Review of Economics and Statistics, MIT Press, vol. 52(2), pages 187-93, May. - Wickens, M R, 1969.
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**The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors**," Econometrica, Econometric Society, vol. 37(4), pages 651-59, October.

#### Chapters

- Michael Wickens, 2008.
"
**Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach**," Introductory Chapters, Princeton University Press.

[Macroeconomic Theory: A Dynamic General Equilibrium Approach] - Michael Wickens, 2008.
"
**Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach**," Introductory Chapters, Princeton University Press.

[Macroeconomic Theory: A Dynamic General Equilibrium Approach] - Michael Wickens, 2008.
"
**The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach**," Introductory Chapters, Princeton University Press.

[Macroeconomic Theory: A Dynamic General Equilibrium Approach]- Michael Wickens, 2008.
"
**The Decentralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach**," Introductory Chapters, Princeton University Press.

[Macroeconomic Theory: A Dynamic General Equilibrium Approach]

- Michael Wickens, 2008.
"

## NEP Fields

46 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BAN: Banking (2) 2010-12-04 2011-09-16
- NEP-BEC: Business Economics (1) 2010-12-04
- NEP-CBA: Central Banking (20) 2001-10-22 2006-03-05 2006-10-14 2007-06-23 2007-06-30 2007-06-30 2008-05-17 2009-01-03 2009-02-28 2009-02-28 2009-03-14 2009-03-28 2009-11-07 2009-11-14 2009-11-27 2009-11-27 2009-11-27 2010-12-04 2011-09-16 2012-05-15. Author is listed
- NEP-CFN: Corporate Finance (4) 2003-03-14 2003-03-14 2003-10-28 2004-02-29
- NEP-CMP: Computational Economics (2) 2004-09-30 2013-05-05
- NEP-DGE: Dynamic General Equilibrium (17) 2008-05-17 2009-02-28 2009-11-07 2009-11-14 2009-11-27 2009-11-27 2009-11-27 2010-01-16 2010-12-04 2011-09-16 2012-05-15 2012-07-23 2012-07-23 2012-07-23 2012-09-03 2013-04-13 2013-05-05. Author is listed
- NEP-ECM: Econometrics (9) 2009-02-28 2009-11-07 2009-11-14 2009-11-27 2009-11-27 2010-01-16 2012-07-23 2012-07-23 2013-04-13. Author is listed
- NEP-EEC: European Economics (3) 2007-06-23 2009-11-27 2013-09-24
- NEP-ETS: Econometric Time Series (3) 2010-01-16 2012-07-23 2012-09-03
- NEP-FIN: Finance (7) 2003-10-28 2004-02-29 2004-09-30 2004-12-12 2004-12-15 2005-11-19 2006-01-29. Author is listed
- NEP-FMK: Financial Markets (4) 2004-02-29 2006-01-29 2006-03-05 2013-05-24
- NEP-FOR: Forecasting (1) 2012-07-23
- NEP-IFN: International Finance (2) 2001-10-22 2003-03-14
- NEP-MAC: Macroeconomics (25) 2003-03-14 2003-03-14 2003-10-28 2003-10-28 2004-12-12 2005-11-19 2005-12-01 2005-12-09 2006-01-29 2006-03-05 2006-03-05 2006-10-14 2007-06-23 2007-06-30 2007-06-30 2008-05-17 2009-01-03 2009-02-28 2009-03-28 2010-12-04 2011-09-16 2012-05-15 2012-10-13 2013-04-13 2013-09-24. Author is listed
- NEP-MON: Monetary Economics (8) 1999-01-25 2006-03-05 2006-10-14 2007-06-23 2007-06-30 2009-02-28 2012-05-15 2013-09-24. Author is listed
- NEP-OPM: Open Economy Macroeconomics (2) 2009-11-27 2013-09-24
- NEP-PBE: Public Economics (1) 2005-12-01
- NEP-RMG: Risk Management (6) 2003-03-14 2003-10-28 2004-02-29 2004-12-12 2006-01-29 2011-09-16. Author is listed

## Statistics

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#### Most cited item

- Breusch, Trevor S & Wickens, Michael R, 1987.
"
**Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models**," CEPR Discussion Papers 154, C.E.P.R. Discussion Papers.

#### Most downloaded item (past 12 months)

- Wickens, Michael R., 2011.
"
**A DSGE model of banks and financial intermediation with default risk**," CEPR Discussion Papers 8556, C.E.P.R. Discussion Papers.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

## Corrections

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