# Michael R. Wickens

## Personal Details

First Name: | Michael |

Middle Name: | R. |

Last Name: | Wickens |

Suffix: | |

RePEc Short-ID: | pwi163 |

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

## Affiliation

### (40%) Department of Economics and Related Studies

University of York

York, United Kingdomhttp://www.york.ac.uk/economics/

RePEc:edi:deyoruk (more details at EDIRC)

### (32%) Centre for Economic Policy Research (CEPR)

London, United Kingdomhttp://www.cepr.org/

RePEc:edi:cebruuk (more details at EDIRC)

### (24%) Economics Section

Cardiff Business School

Cardiff University

Cardiff, United Kingdomhttp://www.cardiff.ac.uk/business-school/research/themes/economics

RePEc:edi:ecscfuk (more details at EDIRC)

### (4%) CESifo

München, Germanyhttps://www.cesifo.org/

RePEc:edi:cesifde (more details at EDIRC)

## Research output

Jump to: Working papers Articles Chapters### Working papers

- Meenagh, David & Minford, Patrick & Wickens, Michael, 2021.
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**Estimating macro models and the potentially misleading nature of Bayesian estimation**," Cardiff Economics Working Papers E2021/22, Cardiff University, Cardiff Business School, Economics Section.- Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021.
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**Estimating macro models and the potentially misleading nature of Bayesian estimation**," CEPR Discussion Papers 15684, C.E.P.R. Discussion Papers.

- Minford, Patrick & Meenagh, David & Wickens, Michael R., 2021.
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- Minford, Patrick & Ou, Zhirong & Wickens, Michael & Zhu, Zheyi, 2021.
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**The eurozone: what is to be done?**," Cardiff Economics Working Papers E2021/11, Cardiff University, Cardiff Business School, Economics Section.- Minford, Patrick & Wickens, Michael R. & Ou, Zhirong & Zhu, Zheyi, 2021.
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**The eurozone: what is to be done?**," CEPR Discussion Papers 16313, C.E.P.R. Discussion Papers.

- Minford, Patrick & Wickens, Michael R. & Ou, Zhirong & Zhu, Zheyi, 2021.
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- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
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**The small sample properties of Indirect Inference in testing and estimating DSGE models**," Cardiff Economics Working Papers E2018/7, Cardiff University, Cardiff Business School, Economics Section. - Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018.
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**Testing DSGE Models by indirect inference: a survey of recent findings**," Cardiff Economics Working Papers E2018/14, Cardiff University, Cardiff Business School, Economics Section.- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
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**Testing DSGE Models by Indirect Inference: a Survey of Recent Findings**," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.

- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
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- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
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**Comparing different data descriptors in Indirect Inference tests on DSGE models**," Cardiff Economics Working Papers E2016/5, Cardiff University, Cardiff Business School, Economics Section.- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
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**Comparing different data descriptors in Indirect Inference tests on DSGE models**," Economics Letters, Elsevier, vol. 145(C), pages 157-161.

- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017.
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**Comparing different data descriptors in Indirect Inference tests on DSGE models**," CEPR Discussion Papers 11816, C.E.P.R. Discussion Papers.

- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
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- Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
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**Testing part of a DSGE model by Indirect Inference**," Cardiff Economics Working Papers E2016/12, Cardiff University, Cardiff Business School, Economics Section.- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
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**Testing Part of a DSGE Model by Indirect Inference**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.

- Minford, Patrick & Wickens, Michael R. & Xu, Yongdeng, 2017.
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**Testing part of a DSGE model by Indirect Inference**," CEPR Discussion Papers 11819, C.E.P.R. Discussion Papers.

- Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
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- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2016.
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**What is the truth about DSGE models? Testing by indirect inference**," Cardiff Economics Working Papers E2016/14, Cardiff University, Cardiff Business School, Economics Section.- Minford, Patrick & Meenagh, David & Xu, Yongdeng & Wickens, Michael R., 2017.
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**What is the truth about DSGE models? Testing by indirect inference**," CEPR Discussion Papers 11817, C.E.P.R. Discussion Papers.

- Minford, Patrick & Meenagh, David & Xu, Yongdeng & Wickens, Michael R., 2017.
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2015.
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**Small sample performance of indirect inference on DSGE models**," Cardiff Economics Working Papers E2015/2, Cardiff University, Cardiff Business School, Economics Section.- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015.
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**Small sample performance of indirect inference on DSGE models**," CEPR Discussion Papers 10382, C.E.P.R. Discussion Papers.

- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2015.
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- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015.
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**Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results**," Cardiff Economics Working Papers E2015/8, Cardiff University, Cardiff Business School, Economics Section.- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Xu, Yongdeng, 2015.
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**Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results**," CEPR Discussion Papers 10765, C.E.P.R. Discussion Papers.

- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Xu, Yongdeng, 2015.
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2015.
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**Testing macro models by indirect inference: a survey for users**," Cardiff Economics Working Papers E2015/9, Cardiff University, Cardiff Business School, Economics Section.- Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016.
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**Testing Macro Models by Indirect Inference: A Survey for Users**," Open Economies Review, Springer, vol. 27(1), pages 1-38, February.

- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai & Xu, Yongdeng, 2015.
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**Testing macro models by indirect inference: a survey for users**," CEPR Discussion Papers 10766, C.E.P.R. Discussion Papers.

- Vo Le & David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2016.
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- Michael Wickens, 2014.
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**How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics**," Discussion Papers 14/17, Department of Economics, University of York.- Wickens, Michael R., 2014.
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**How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics**," CEPR Discussion Papers 10197, C.E.P.R. Discussion Papers.

- Wickens, Michael R., 2014.
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- 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 & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017.
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**A Monte Carlo procedure for checking identification in DSGE models**," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 202-210.

- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 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 & Meenagh, David & Minford, Patrick & Wickens, Michael, 2017.
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- Wickens, Michael R. & Polito, Vito, 2013.
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**Is the UK triple-A?**," CEPR Discussion Papers 9378, C.E.P.R. Discussion Papers. - Wickens, Michael R. & Polito, Vito, 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.

- Vito Polito & Michael Wickens, 2013.
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**How the euro crisis evolved and how to avoid another: EMU, fiscal policy and credit ratings**," Special Conference Papers 22, Bank of Greece.

- Polito, Vito & Wickens, Michael, 2014.
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- Wickens, Michael R. & Polito, Vito, 2013.
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**Sovereign credit ratings in the European Union: a model-based fiscal analysis**," CEPR Discussion Papers 9665, C.E.P.R. Discussion Papers.- Polito, Vito & Wickens, Michael, 2015.
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**Sovereign credit ratings in the European Union: A model-based fiscal analysis**," European Economic Review, Elsevier, vol. 78(C), pages 220-247.

- Polito, Vito & Wickens, Michael, 2015.
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- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens & Michael R. Wickens, 2013.
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**What do the Fama-French Factors Add to C-CAPM?**," CESifo Working Paper Series 4197, CESifo.- 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 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.

- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013.
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- Wickens, Michael R. & Polito, Vito, 2012.
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**Modelling the U.S. sovereign credit rating**," CEPR Discussion Papers 9150, C.E.P.R. Discussion Papers.- Polito, Vito & Wickens, Mike, 2014.
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**Modelling the U.S. sovereign credit rating**," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 202-218.

- Polito, Vito & Wickens, Mike, 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.- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 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.

- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2012.
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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.- Patrick Minford & Zhirong Ou & Michael Wickens, 2015.
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**Revisiting the Great Moderation: Policy or Luck?**," Open Economies Review, Springer, vol. 26(2), pages 197-223, April.

- Patrick Minford & Zhirong Ou & Michael Wickens, 2015.
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- 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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- 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.- Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012.
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**Testing macroeconomic models by indirect inference on unfiltered data**," CEPR Discussion Papers 9058, C.E.P.R. Discussion Papers.

- Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2012.
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- 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. - Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 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.
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- 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.- Minford, Patrick & Wickens, Michael R. & Davidson, James & Meenagh, David, 2010.
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**Why crises happen - nonstationary macroeconomics**," CEPR Discussion Papers 8157, C.E.P.R. Discussion Papers.

- Minford, Patrick & Wickens, Michael R. & Davidson, James & Meenagh, David, 2010.
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2009.
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**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.- Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010.
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**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.

- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009.
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**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.

- Vo Le & David Meenagh & Patrick Minford & Michael Wickens, 2010.
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- Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen, 2009.
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**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.
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- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009.
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**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.
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**The 'Puzzles' methodology: En route to Indirect Inference?**," Economic Modelling, Elsevier, vol. 27(6), pages 1417-1428, November.

- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009.
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**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.
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**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.
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- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2008.
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**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.
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**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.

- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009.
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**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.
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- Meenagh, David & Minford, Patrick & Wickens, Michael, 2008.
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**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.
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**Testing a DSGE Model of the EU Using Indirect Inference**," Open Economies Review, Springer, vol. 20(4), pages 435-471, September.

- David Meenagh & Patrick Minford & Michael Wickensy, 2007.
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**Testing a DSGE model of the EU using indirect inference**," CDMA Conference Paper Series 0709, Centre for Dynamic Macroeconomic Analysis, revised Mar 2008. - Minford, Patrick & Wickens, Michael R. & Meenagh, David, 2008.
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**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 Wickens, 2008.
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**Testing a DSGE model of the EU using indirect inference**," CDMA Conference Paper Series 0801, Centre for Dynamic Macroeconomic Analysis.

- David Meenagh & Patrick Minford & Michael Wickens, 2009.
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- Wickens, Michael R. & Polito, Vito, 2008.
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**Optimal Monetary Policy using a VAR**," CEPR Discussion Papers 6957, C.E.P.R. Discussion Papers. - 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. - Vito Polito & Mike Wickens, 2005.
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**Measuring Fiscal Sustainability**," CDMA Conference Paper Series 0503, Centre for Dynamic Macroeconomic Analysis.- Wickens, Michael R. & Polito, Vito, 2005.
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**Measuring Fiscal Sustainability**," CEPR Discussion Papers 5312, C.E.P.R. Discussion Papers.

- Wickens, Michael R. & Polito, Vito, 2005.
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- 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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- 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 & Michael R. Wickens, 2004.
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**Macroeconomic Sources of Risk in the Term Structure**," CESifo Working Paper Series 1329, CESifo.- 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, February. - 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, February.

- 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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- Wickens, Michael R. & Smith, Peter N, 2002.
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**Macroeconomic Sources of FOREX Risk**," CEPR Discussion Papers 3148, C.E.P.R. Discussion Papers. - Wickens, Michael R. & Flavin, Thomas, 2002.
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**Macroeconomic Influences on Optimal Asset Allocation**," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers.- T.J. Flavin & M.R. Wickens, 2003.
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**Macroeconomic influences on optimal asset allocation**," Review of Financial Economics, John Wiley & Sons, vol. 12(2), pages 207-231. - 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.

- T.J. Flavin & M.R. Wickens, 2003.
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- Thomas J. Flavin & Michael R. Wickens, 2000.
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**Global Asset Allocation with Time-varying Risk**," Economics Department Working Paper Series n1020800, Department of Economics, National University of Ireland - Maynooth. - Thomas J. Flavin & Michael R. Wickens, 1998.
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**: A Risk Management Approach to Optimal Asset Allocation**," Economics Department Working Paper Series n851298, Department of Economics, National University of Ireland - Maynooth.- Thomas J. Flavin & Michael R. Wickens, 2001.
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**A Risk Management Approach to Optimal Asset Allocation**," Economics Department Working Paper Series n1080301, Department of Economics, National University of Ireland - Maynooth.

- Thomas J. Flavin & Michael R. Wickens, 2001.
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- Thomas J. Flavin & Michael R. Wickens, 1998.
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**Optimal International Asset Allocation and Home Bias**," Economics Department Working Paper Series n841298, Department of Economics, National University of Ireland - Maynooth. - 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.- Frank F. Gong & Eli M. Remolona & Michael Wickens, 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.

- Frank F. Gong & Eli M. Remolona & Michael Wickens, 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.- Merih Uctum & Michael Wickens, 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.

- Merih Uctum & Michael Wickens, 2000.
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- Tzavalis, E. & Wickens, M.R., 1995.
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**Forecasting Inflation from the Term Structure**," Discussion Papers 9519, University of Exeter, 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, University of Exeter, 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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**International CAPM: Why Has it Failed?**," CEPR Discussion Papers 354, C.E.P.R. Discussion Papers. - 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., 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.
"
**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.- 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 143-162, April.

- Smith, P N & Wickens, M R, 1986.
"
- Elias Tzavalis & Michael Wickens, "undated".
"
**The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence**," Discussion Papers 95/33, Department of Economics, University of York.- Tzavalis, Elias & Wickens, Michael, 1994.
"
**The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence**," Discussion Papers 9402, University of Exeter, Department of Economics.

- Tzavalis, Elias & Wickens, Michael, 1994.
"
- Andrew Clare & Raymond O'Brien & Stephen Thomas & Michael Wickens, "undated".
"
**Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market**," Discussion Papers 94/10, Department of Economics, University of York. - Peter N Smith & Michael R Wickens, "undated".
"
**Asset Pricing with Observable Stochastic Discount Factors**," Discussion Papers 02/03, Department of Economics, University of York.- Peter Smith & Michael Wickens, 2002.
"
**Asset Pricing with Observable Stochastic Discount Factors**," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 397-446, July.

- Peter Smith & Michael Wickens, 2002.
"
- Elias Tzavalis & Michael Wickens, "undated".
"
**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. - P N Smith & S Sorensen & M R Wickens, "undated".
"
**An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors**," Discussion Papers 03/14, Department of Economics, University of York. - Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, "undated".
"
**Consumption, Size and Book-to-Market Ratio in Equity Returns**," Discussion Papers 11/24, Department of Economics, University of York.- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013.
"
**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 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.

- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013.
"
- P N Smith & S Sorensen & M R Wickens, "undated".
"
**Macroeconomic Sources of Equity Risk**," Discussion Papers 03/13, Department of Economics, University of York.- Wickens, Michael R., 2003.
"
**Microeconomic Sources of Equity Risk**," CEPR Discussion Papers 4070, C.E.P.R. Discussion Papers.

- Wickens, Michael R., 2003.
"
- Donald Robertson & Michael Wickens, "undated".
"
**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.- 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.

- Robertson, Donald & Wickens, M R, 1997.
"
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, "undated".
"
**A Cross Section of Equity Returns: The No-Arbitrage Test**," Discussion Papers 11/23, Department of Economics, University of York.- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016.
"
**Can stochastic discount factor models explain the cross-section of equity returns?**," Review of Financial Economics, Elsevier, vol. 28(C), pages 56-68.

- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016.
"

### Articles

- Jürgen Hagen & Mike Wickens, 2014.
"
**Papers in Honor of Patrick Minford**," Open Economies Review, Springer, vol. 25(1), pages 1-2, February. - 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.
"
- Polito, Vito & Wickens, Michael, 2014.
"
**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.- Vito Polito & Michael Wickens, 2013.
"
**How the euro crisis evolved and how to avoid another: EMU, fiscal policy and credit ratings**," Special Conference Papers 22, Bank of Greece. - Wickens, Michael R. & Polito, Vito, 2013.
"
**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.

- Vito Polito & Michael Wickens, 2013.
"
- Polito, Vito & Wickens, Mike, 2014.
"
**Modelling the U.S. sovereign credit rating**," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 202-218.- Wickens, Michael R. & Polito, Vito, 2012.
"
**Modelling the U.S. sovereign credit rating**," CEPR Discussion Papers 9150, C.E.P.R. Discussion Papers.

- Wickens, Michael R. & Polito, Vito, 2012.
"
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013.
"
**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 R. Wickens, "undated".
"
**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 & Michael R. Wickens, 2013.
"
**What do the Fama-French Factors Add to C-CAPM?**," CESifo Working Paper Series 4197, CESifo. - 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 R. Wickens, "undated".
"
- Vito Polito & Mike Wickens, 2012.
"
**Optimal monetary policy using an unrestricted VAR**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(4), pages 525-553, June. - Polito, Vito & Wickens, Mike, 2012.
"
**A model-based indicator of the fiscal stance**," European Economic Review, Elsevier, vol. 56(3), pages 526-551. - 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.- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 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.
"
**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.

- Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009.
"
- Vito Polito & Michael Wickens, 2011.
"
**Assessing the fiscal stance in the European Union and the United States, 1970–2011 [‘A historical public debt database’]**," Economic Policy, CEPR;CES;MSH, vol. 26(68), pages 599-647. - 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, 2009.
"
**The 'Puzzles' methodology: en route to Indirect Inference?**," Cardiff Economics Working Papers E2009/22, Cardiff University, Cardiff Business School, Economics Section. - Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 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, 2009.
"
- 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.- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 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, 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.

- Minford, Patrick & Wickens, Michael R. & Meenagh, David & Le, Vo Phuong Mai, 2009.
"
- Michael Wickens, 2010.
"
**Some Unpleasant Consequences of EMU**," Open Economies Review, Springer, vol. 21(3), pages 351-364, July. - Mike Wickens, 2010.
"
**Is the Euro the Success that Everyone Seems to Think?**," Open Economies Review, Springer, vol. 21(1), pages 183-185, 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. - 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.- Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen, 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.

- Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen, 2009.
"
- 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.- 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. - Minford, Patrick & Wickens, Michael R. & Meenagh, David, 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 Wickens, 2008.
"
**Testing a DSGE model of the EU using indirect inference**," CDMA Conference Paper Series 0801, Centre for Dynamic Macroeconomic Analysis. - 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 Wickensy, 2007.
"
- 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, February.- 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, February.

- Chiona Balfoussia & Michael Wickens & Michael R. Wickens, 2004.
"
**Macroeconomic Sources of Risk in the Term Structure**," CESifo Working Paper Series 1329, CESifo. - Michael R. Wickens & Chiona Balfoussia, 2004.
"
**Macroeconomic Sources of Risk in the Term Structure**," CEIS Research Paper 61, Tor Vergata University, CEIS.

- Hiona Balfoussia & Mike Wickens, 2007.
"
- 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. - Hiona Balfoussia & Mike Wickens, 2006.
"
**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. - Flavin, T. J. & Wickens, M. R., 2003.
"
**Macroeconomic influences on optimal asset allocation**," Review of Financial Economics, Elsevier, vol. 12(2), pages 207-231.- T.J. Flavin & M.R. Wickens, 2003.
"
**Macroeconomic influences on optimal asset allocation**," Review of Financial Economics, John Wiley & Sons, vol. 12(2), pages 207-231.

- Wickens, Michael R. & Flavin, Thomas, 2002.
"
**Macroeconomic Influences on Optimal Asset Allocation**," CEPR Discussion Papers 3144, C.E.P.R. Discussion Papers.

- T.J. Flavin & M.R. Wickens, 2003.
"
- 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. - Merih Uctum & Michael Wickens, 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.- 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.
"
**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.
"
- Tzavalis, Elias & Wickens, Michael, 1998.
"
**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 229-239, 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 364-380, August. - 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.- Donald Robertson & Michael Wickens, "undated".
"
**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.

- Donald Robertson & Michael Wickens, "undated".
"
- 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 131-143, April. - 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 523-527, Sept.-Oct. - 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 608-610, Sept.-Oct. - Wickens, Michael R., 1996.
"
**Interpreting cointegrating vectors and common stochastic trends**," Journal of Econometrics, Elsevier, vol. 74(2), pages 255-271, October. - 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, University of Exeter, Department of Economics.

- Tzavalis, E. & Wickens, M.R., 1995.
"
- 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.
"
**The Persistence in Volatility of the US Term Premium 1970-1986**," Discussion Papers 9409, University of Exeter, Department of Economics.

- Tzavalis, E. & Wickens, M.R., 1994.
"
- Wickens, Michael, 1995.
"
**Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics**," Economic Journal, Royal Economic Society, vol. 105(433), pages 1637-1648, November. - 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 303-315, 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(1), 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 143-162, April.- Smith, Peter N & Wickens, Michael R., 1984.
"
**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.

- Smith, Peter N & Wickens, Michael R., 1984.
"
- 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 133-147, Supplemen. - M. Chatterji & Michael R. Wickens, 1983.
"
**Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation?**," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 5(3), pages 397-413, March. - 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. - 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 433-440, November. - Wickens, Michael R, 1972.
"
**A Note on the Use of Proxy Variables**," Econometrica, Econometric Society, vol. 40(4), pages 759-761, 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 187-193, May. - Wickens, M R, 1969.
"
**The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors**," Econometrica, Econometric Society, vol. 37(4), pages 651-659, October.

RePEc:bla:ecpoli:v:27:y:2012:i:69:p:187-193 is not listed on IDEAS

### Chapters

- Michael Wickens, 2008.
"
**Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach**," Introductory Chapters, in: Macroeconomic Theory: A Dynamic General Equilibrium Approach, Princeton University Press. - Michael Wickens, 2008.
"
**The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach**," Introductory Chapters, in: Macroeconomic Theory: A Dynamic General Equilibrium Approach, Princeton University Press.- Michael Wickens, 2008.
"
**The Decentralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach**," Introductory Chapters, in: Macroeconomic Theory: A Dynamic General Equilibrium Approach, Princeton University Press.

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

## More information

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### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 58 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC:
**Macroeconomics**(38) 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 2014-06-02 2014-10-13 2014-12-29 2015-02-16 2015-08-19 2015-08-30 2016-05-14 2016-12-18 2017-01-01 2018-03-19 2018-07-09 2021-07-26 2021-09-20. Author is listed - NEP-DGE:
**Dynamic General Equilibrium**(27) 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 2015-02-16 2015-08-19 2015-08-30 2016-05-14 2016-12-18 2017-01-01 2018-03-19 2018-07-09 2021-07-26 2021-09-20. Author is listed - NEP-CBA:
**Central Banking**(20) 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 2021-07-26. Author is listed - NEP-ECM:
**Econometrics**(17) 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 2014-10-13 2015-02-16 2015-08-19 2015-08-30 2016-05-14 2016-12-18 2017-01-01 2018-07-09. Author is listed - NEP-MON:
**Monetary Economics**(9) 1999-01-25 2006-03-05 2006-10-14 2007-06-23 2007-06-30 2009-02-28 2012-05-15 2013-09-24 2021-07-26. Author is listed - NEP-FMK:
**Financial Markets**(7) 2001-10-01 2004-02-29 2006-01-29 2006-03-05 2013-05-24 2014-06-02 2014-10-13. Author is listed - NEP-ETS:
**Econometric Time Series**(6) 2010-01-16 2012-07-23 2012-09-03 2014-10-13 2018-03-19 2021-09-20. Author is listed - 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 - NEP-CFN:
**Corporate Finance**(5) 2003-03-14 2003-03-14 2003-10-28 2004-02-29 2014-10-13. Author is listed - NEP-EEC:
**European Economics**(5) 2007-06-23 2009-11-27 2013-09-24 2014-06-02 2021-07-26. Author is listed - NEP-OPM: Open Economy Macroeconomics (3) 2009-11-27 2013-09-24 2021-07-26
- NEP-BAN: Banking (2) 2010-12-04 2011-09-16
- NEP-CMP: Computational Economics (2) 2004-09-30 2013-05-05
- NEP-FOR: Forecasting (2) 2012-07-23 2015-08-30
- NEP-HIS: Business, Economic & Financial History (2) 2014-10-13 2014-12-29
- NEP-HPE: History & Philosophy of Economics (2) 2014-10-13 2014-12-29
- NEP-ORE: Operations Research (2) 2021-07-26 2021-09-20
- NEP-BEC: Business Economics (1) 2010-12-04
- NEP-GER: German Papers (1) 2015-08-30
- NEP-IFN: International Finance (1) 2003-03-14
- NEP-ISF: Islamic Finance (1) 2021-09-20
- NEP-KNM: Knowledge Management & Knowledge Economy (1) 2018-07-09
- NEP-PBE: Public Economics (1) 2005-12-01

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