Mike Wickens

Search results

• 2016

  Can Stochastic Discount Factor Models Explain the Cross Section of Equity Returns?

  Abhakorn, P., Smith, P. N. & Wickens, M., Jan 2016, In: Review of Financial Economics. 28, p. 56-68 13 p.

  Research output: Contribution to journal › Article › peer-review

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• 2014

  How useful are DSGE macroeconomic models for forecasting?

  Wickens, M. & Polito, V., Feb 2014, (Accepted/In press) In: Open Economies Review. 25, 1, p. 171-193 23 p.

  Research output: Contribution to journal › Article › peer-review

• 2013

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

  Wickens, M. & Polito, V., 2013, (Accepted/In press) In: Journal of Macroeconomics.

  Research output: Contribution to journal › Article › peer-review

• What do Fama-French factors add to C-CAPM?

  Abhakorn, P., Smith, P. N. & Wickens, M., Jun 2013, In: Journal of empirical finance. 22, p. 113-127 15 p.

  Research output: Contribution to journal › Article › peer-review
• 2012

  A model-based indicator of the fiscal stance

  Polito, V. & Wickens, M., Apr 2012, In: European economic review. 56, 3, p. 526-551 26 p.

  Research output: Contribution to journal › Article › peer-review

• Optimal Monetary Policy Using an Unrestricted VAR

  Polito, V. & Wickens, M., Jun 2012, In: Journal of Applied Econometrics. 27, 4, p. 525–553 29 p.

  Research output: Contribution to journal › Article › peer-review
• 2011

  Assessing the Fiscal Stance in the European Union and the United States, 1970-2011

  Polito, V. & Wickens, M., 1 Oct 2011, In: Economic Policy. 26, 68, p. 599-647 49 p.

  Research output: Contribution to journal › Article › peer-review

• How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference

  Wickens, M., Le, V. P. M., Meenagh, D. & Minford, P. A., Dec 2011, In: Journal of Economic Dynamics and Control. 35, 12, p. 2078-2104 27 p.

  Research output: Contribution to journal › Article › peer-review
• 2010

  Is the Euro the Success that Everyone Seems to Think?

  Wickens, M., Feb 2010, In: Open Economies Review. 21, 1, p. 183-185 3 p.

  Research output: Contribution to journal › Article › peer-review

• Some unpleasant consequences of EMU

  Wickens, M., Jul 2010, In: Open Economies Review. 21, 3, p. 351-364 14 p.

  Research output: Contribution to journal › Article › peer-review

• The equity premium and the business cycle: the role of demand and supply shocks

  Smith, P. N., Sorensen, S. & Wickens, M., Apr 2010, In: International Journal of Finance and Economics. 15, 2, p. 134-152 19 p.

  Research output: Contribution to journal › Article › peer-review

• The 'Puzzles' methodology: En route to Indirect Inference?

  Le, V. P. M., Minford, P. & Wickens, M., Nov 2010, In: Economic Modelling. 27, 6, p. 1417-1428 12 p.

  Research output: Contribution to journal › Article › peer-review

• Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference

  Le, V. P. M., Meenagh, D., Minford, P. A. & Wickens, M., Feb 2010, In: Open Economies Review. 21, 1, p. 23-44 22 p.

  Research output: Contribution to journal › Article › peer-review

• What's Wrong with Modern Macroeconomics? Why its Critics have Missed the Point

  Wickens, M. R., Dec 2010, In: CESifo Economic Studies. 56, 4, p. 536-553 18 p., ifq015.

  Research output: Contribution to journal › Article › peer-review
• 2009

  Testing a DSGE Model of the EU Using Indirect Inference

  Meenagh, D., Minford, P. & Wickens, M., Sept 2009, In: Open Economies Review. 20, 4, p. 435-471 37 p.

  Research output: Contribution to journal › Article › peer-review
• 2008

  General equilibrium theories of the equity risk premium: estimates & tests

  Smith, P. N., Sorensen, S. & Wickens, M., 2008, In: Quantitative and Qualitative Analysis in Social Sciences. 3, n/a, p. 35-66 32 p.

  Research output: Contribution to journal › Article › peer-review
• 2007

  Macroeconomic sources of risk in the term structure

  Balfoussia, H. & Wickens, M., Feb 2007, In: Journal of Money Credit and Banking. 39, 1, p. 205-236 32 p.

  Research output: Contribution to journal › Article › peer-review
• 2006

  Extracting Inflation Expectations from the Term Structure: the Fisher Equation in a Multivariate SDF Framework

  Balfoussia, H. & Wickens, M., Jul 2006, In: International Journal of Finance & Economics. 11, 3, p. 261-277 17 p.

  Research output: Contribution to journal › Article › peer-review

• Optimal international asset allocation with time-varying risk

  Flavin, T. J. & Wickens, M. R., Nov 2006, In: Scottish Journal of Political Economy. 53, 5, p. 543-564 22 p.

  Research output: Contribution to journal › Article › peer-review

• 2002

  Asset pricing with observable stochastic discount factors

  Smith, P. & Wickens, M., Jul 2002, In: Journal of Economic Surveys. 16, 3, p. 397-446 50 p.

  Research output: Contribution to journal › Article › peer-review

• Macroeconomic Influences on Optimal Asset Allocation

  Flavina, T. J. & Wickens, M. R., 2002, In: Review of Financial Economics. 12, 2, p. 207-231 24 p.

  Research output: Contribution to journal › Article › peer-review
• 2001

  Estimating shocks and impulse response functions

  Wickens, M. R. & Motto, R., Jun 2001, In: Journal of Applied Econometrics. 16, 3, p. 371-387 17 p.

  Research output: Contribution to journal › Article › peer-review
• 2000

  Debt and deficit ceilings, and sustainability of fiscal policies: An intertemporal analysis

  Uctum, M. & Wickens, M., May 2000, In: Oxford Bulletin of Economics and Statistics. 62, 2, p. 197-+ 27 p.

  Research output: Contribution to journal › Article › peer-review

• 1997

  Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure

  Tzavalis, E. & Wickens, M. R., Aug 1997, In: Journal of Money Credit and Banking. 29, 3, p. 364-380 17 p.

  Research output: Contribution to journal › Article › peer-review

• 1996

  Interpreting cointegrating vectors and common stochastic trends

  Wickens, M. R., Oct 1996, In: Journal of Econometrics. 74, 2, p. 255-271 17 p.

  Research output: Contribution to journal › Article › peer-review

• 1995

  REAL BUSINESS-CYCLE ANALYSIS - A NEEDED REVOLUTION IN MACROECONOMETRICS

  Wickens, M., Nov 1995, In: Economic journal. 105, 433, p. 1637-1648 12 p.

  Research output: Contribution to journal › Article › peer-review

• 1994

  IS THE GILT-EQUITY YIELD RATIO USEFUL FOR PREDICTING UK STOCK RETURNS

  Clare, A. D., Thomas, S. H. & Wickens, M. R., Mar 1994, In: Economic journal. 104, 423, p. 303-315 13 p.

  Research output: Contribution to journal › Article › peer-review

• 1989

  Assessing Monetary Shocks and Exchange Rate Variability with a Stylised Econometric Model of the UK

  Smith, P. N. & Wickens, M., 1989, In: Greek Economic Review. 11, 1, p. 76-94

  Research output: Contribution to journal › Article › peer-review

• 1986

  An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate

  Smith, P. N. & Wickens, M., 1986, In: Journal of Applied Econometrics. 1, 2, p. 143 162

  Research output: Contribution to journal › Article › peer-review

• 1982

  A SIMPLE DERIVATION OF THE LIMITED INFORMATION MAXIMUM-LIKELIHOOD ESTIMATOR

  Godfrey, L. G. & Wickens, M. R., 1982, In: Economics Letters. 10, 3-4, p. 277-283 7 p.

  Research output: Contribution to journal › Article › peer-review