Access Statistics for Michael R. Wickens

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
: A Risk Management Approach to Optimal Asset Allocation 0 1 1 885 0 2 4 1,969
A Cross Section of Equity Returns: The No-Arbitrage Test 0 0 0 20 0 0 2 206
A DSGE model of banks and financial intermediation with default risk 0 0 0 569 0 0 5 811
A Monte Carlo procedure for checking identification in DSGE models 0 0 0 63 1 1 5 84
A Monte Carlo procedure for checking identification in DSGE models 1 2 3 106 1 2 3 183
A Risk Management Approach to Optimal Asset Allocation 0 1 1 376 1 7 21 1,096
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 0 0 4 1,027
An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate 0 0 0 121 0 0 3 745
Asset Pricing with Observable Stochastic Discount Factors 0 0 2 2,010 10 12 28 7,464
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 0 0 0 608
Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results 0 0 1 31 0 0 3 68
Comparing different data descriptors in Indirect Inference tests on DSGE models 0 1 1 101 0 1 2 96
Consumption, Size and Book-to-Market Ratio in Equity Returns 0 0 0 33 0 0 5 303
Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen 0 0 0 79 0 0 1 330
Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis 0 0 0 346 0 0 1 983
Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis 0 0 1 502 0 0 4 1,246
Does the Fiscal Theory of the Price Level explain US postwar behaviour? 0 0 16 16 0 2 28 28
Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models 0 2 5 351 0 2 11 912
EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT 0 0 0 0 0 0 0 282
Estimating macro models and the potentially misleading nature of Bayesian estimation 0 0 2 52 0 0 3 48
Exchange Rate Determination with Bank-Financed Investment 0 0 0 36 1 1 2 214
Forecasting Inflation from the Term Structure 0 0 0 0 0 0 1 447
Global Asset Allocation with Time-varying Risk 0 0 0 328 0 1 2 937
How Useful are DSGE Macroeconomic Models for Forecasting? 0 0 1 211 0 0 2 351
How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics 0 0 0 57 0 0 2 74
How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics 0 0 1 521 0 0 2 341
How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference 0 0 0 66 0 0 0 262
How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference 0 0 1 167 0 1 6 370
How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings 0 0 0 113 0 0 0 168
Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework 0 0 0 122 0 0 1 585
International CAPM: Why Has it Failed? 0 0 0 1,183 1 1 5 3,801
Is the Euro Sustainable? 0 0 0 167 0 1 6 408
Is the Euro Sustainable? 0 0 0 215 1 1 3 633
Is the UK triple-A? 0 0 0 50 0 0 1 150
Macroeconomic Influences on Optimal Asset Allocation 0 1 4 460 0 1 8 1,126
Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market 0 0 0 0 0 1 1 379
Macroeconomic Sources of Equity Risk 0 0 0 601 1 1 4 2,254
Macroeconomic Sources of FOREX Risk 0 1 3 486 0 1 6 1,481
Macroeconomic Sources of Risk in the Term Structure 0 0 0 101 0 0 1 265
Macroeconomic Sources of Risk in the Term Structure 0 0 0 135 0 0 0 384
Measuring Fiscal Sustainability 0 1 1 1,501 0 2 7 3,429
Measuring Fiscal Sustainability 0 0 0 116 0 0 0 303
Measuring the Fiscal Stance 1 1 5 666 1 2 11 2,449
Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems 0 0 0 0 0 0 1 172
Microeconomic Sources of Equity Risk 0 0 0 134 0 0 0 589
Modelling the U.S. sovereign credit rating 0 0 0 48 0 0 1 131
National Insolvency: A Test of the US Intertemporal Budget Constraint 0 0 0 113 0 0 2 552
Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency 0 0 0 50 0 0 1 171
Optimal International Asset Allocation and Home Bias 0 0 0 783 0 3 8 2,217
Optimal Monetary Policy using a VAR 0 0 3 183 0 0 7 459
Rational Expectations and Exchange Rate Dynamics 0 1 2 814 3 4 9 2,935
Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure 0 0 0 0 0 0 0 164
Revisiting the Great Moderation: policy or luck? 0 0 0 81 0 0 0 177
Small sample performance of indirect inference on DSGE models 0 0 0 74 0 0 0 124
Some Problems in the Testing of DSGE Models 0 0 0 38 0 1 1 133
Some problems in the testing of DSGE models 0 0 1 122 0 0 2 182
Sovereign credit ratings in the European Union: a model-based fiscal analysis 0 1 1 113 0 1 1 175
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 0 0 2 486
Testing DSGE Models by indirect inference: a survey of recent findings 1 1 1 92 1 1 1 155
Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments 0 0 1 45 0 0 1 119
Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments 0 0 0 140 0 0 0 318
Testing a DSGE Model of the EU Using Indirect Inference 0 0 2 24 0 0 3 98
Testing a DSGE model of the EU using indirect inference 0 0 0 87 0 0 4 194
Testing macro models by indirect inference: a survey for users 1 2 3 82 1 2 4 134
Testing macroeconomic models by indirect inference on unfiltered data 0 0 0 110 0 0 1 215
Testing macroeconomic models by indirect inference on unfiltered data 0 0 0 41 1 1 1 111
Testing part of a DSGE model by Indirect Inference 0 1 1 124 0 1 2 138
The 'Puzzles' Methodology: en route to Indirect Inference? 0 0 0 35 0 0 0 115
The 'Puzzles' methodology: en route to Indirect Inference? 0 0 0 72 0 0 3 184
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 0 1 133 0 0 3 392
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 0 0 2 551
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 0 0 2 372
The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods 0 0 0 67 0 0 5 226
The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting? 0 0 0 306 0 1 3 927
The Persistence in Volatility of the US Term Premium 1970-1986 0 0 0 0 2 2 2 274
The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence 0 0 0 0 0 0 2 83
The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence 0 0 0 0 0 0 3 332
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 0 0 0 220
The eurozone: what is to be done? 0 0 3 59 0 0 4 87
The small sample properties of Indirect Inference in testing and estimating DSGE models 0 2 2 69 0 2 3 102
The ‘Puzzles’ Methodology: En Route to Indirect Inference? 0 0 0 79 0 0 0 331
Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference 0 0 0 116 0 0 4 280
Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference 0 0 0 40 0 0 0 121
Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 0 0 1 71 0 0 3 509
What do the Fama-French Factors Add to C-CAPM? 0 0 0 58 0 0 0 266
What do the Fama-French factors add to CCAPM? 0 0 0 98 0 0 3 291
What is the truth about DSGE models? Testing by indirect inference 0 1 1 104 0 1 2 174
What was the Market's View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds 0 0 0 207 0 0 1 672
What was the market's view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds 0 0 1 241 0 0 1 905
Why crises happen - nonstationary macroeconomics 0 0 0 242 1 1 3 375
Why crises happen - nonstationary macroeconomics 0 0 1 34 0 1 8 144
Total Working Papers 4 20 74 19,208 27 65 313 57,382


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments 0 0 0 6 0 0 1 84
A Note on the Use of Proxy Variables 0 0 1 393 0 0 2 1,358
A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests 0 0 0 81 0 0 2 273
A Survey of Some Recent Econometric Methods 0 0 2 232 0 1 3 486
A model-based indicator of the fiscal stance 0 0 1 142 0 0 5 449
A simple derivation of the limited information maximum likelihood estimator 0 0 1 123 0 1 3 240
An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate 0 0 0 100 0 0 0 254
Assessing the fiscal stance in the European Union and the United States, 1970–2011 0 0 4 106 0 0 7 249
Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis 0 0 1 186 1 2 10 433
Dynamic Specification, the Long-run and the Estimation of Transformed 0 0 0 0 1 1 4 168
Erratum to: ‘Assessing the fiscal stance in the European Union and the United States, 1970–2011’ 0 0 0 13 0 0 1 66
Estimating shocks and impulse response functions 0 0 0 1,938 1 1 1 4,490
Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960 0 0 0 119 0 0 2 314
Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure 0 0 0 0 0 0 2 623
Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework 0 0 0 121 0 0 3 364
Forecasting inflation from the term structure 0 0 0 86 0 0 2 222
How Useful are DSGE Macroeconomic Models for Forecasting? 0 0 0 76 0 1 5 243
How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference 0 0 0 73 1 2 5 229
How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings 0 0 0 34 1 2 2 130
Interpreting cointegrating vectors and common stochastic trends 0 1 1 253 0 1 3 517
Is the Euro the Success that Everyone Seems to Think? 0 1 1 30 0 1 1 87
Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? 0 0 0 269 1 1 2 927
Macroeconomic Sources of Risk in the Term Structure 0 0 0 58 0 0 1 197
Macroeconomic influences on optimal asset allocation 0 0 1 135 2 2 4 314
Measuring Convergence of the EC Economies 0 0 0 0 1 1 5 944
Measuring Economic Convergence 0 0 0 338 0 0 1 671
Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems 0 0 0 1 0 0 0 148
Modelling the U.S. sovereign credit rating 0 0 0 20 0 0 3 93
OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK 0 0 0 79 0 0 0 199
Optimal monetary policy using an unrestricted VAR 0 1 2 56 0 1 3 116
Papers in Honor of Patrick Minford 0 0 0 30 0 0 1 116
Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics 0 1 1 75 0 2 2 164
Some Unpleasant Consequences of EMU 0 0 0 85 0 0 1 188
Stochastic Life Cycle Theory with Varying Interest Rates and Prices 0 0 0 41 0 0 3 142
Testing a DSGE Model of the EU Using Indirect Inference 0 1 2 45 0 1 3 130
The 'Puzzles' methodology: En route to Indirect Inference? 0 0 0 37 0 0 0 122
The Bank of England's Monetary Policy Committee 0 0 0 13 0 0 0 46
The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors 0 0 0 57 0 1 2 238
The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments 0 0 0 16 0 0 0 71
The Econometrics of Agricultural Supply: An Application to the World Coffee Market 0 0 1 167 0 0 2 409
The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 0 0 4 104 1 1 7 230
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 0 0 3 164
The persistence in volatility of the US term premium 1970-1986 0 0 0 33 0 0 0 79
The sustainability of current account deficits: A test of the US intertemporal budget constraint 0 0 1 331 0 0 6 700
Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference 0 0 1 26 0 0 2 96
Verdoorn’s Law and Kaldor’s Law: A Revisionist Interpretation? 0 0 1 16 0 0 5 52
What do the Fama–French factors add to C-CAPM? 0 0 1 44 0 0 3 187
What's Wrong with Modern Macroeconomics? Why its Critics have Missed the Point -super-1 0 0 1 106 0 2 4 260
Total Journal Articles 0 5 28 6,356 10 25 127 18,282


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing and Macroeconomics, from Macroeconomic Theory: A Dynamic General Equilibrium Approach 0 2 7 365 0 3 14 831
Imperfectly Flexible Prices, from Macroeconomic Theory: A Dynamic General Equilibrium Approach 0 0 3 228 4 6 21 1,056
The Centralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach 1 1 3 408 1 1 15 1,551
The Decentralized Economy, from Macroeconomic Theory: A Dynamic General Equilibrium Approach 0 0 1 320 0 0 7 1,309
Total Chapters 1 3 14 1,321 5 10 57 4,747


Statistics updated 2025-07-04