Michael Wickens

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray Open Economies Review	2023-02-22	Paper
Forward interest rates as predictors of future US spot rates before and after the 2008 financial crisis Open Economies Review	2022-10-11	Paper
Population aging, social security and fiscal limits Journal of Economic Dynamics and Control	2020-06-25	Paper
Testing DSGE models by indirect inference: a survey of recent findings Open Economies Review	2019-07-12	Paper
Testing macro models by indirect inference: a survey for users Open Economies Review	2019-05-23	Paper
How useful are DSGE macroeconomic models for forecasting? Open Economies Review	2019-05-23	Paper
Revisiting the Great Moderation : policy or luck? Open Economies Review	2019-05-23	Paper
Comparing different data descriptors in indirect inference tests on DSGE models Economics Letters	2018-09-05	Paper
A Monte Carlo procedure for checking identification in DSGE models Journal of Economic Dynamics and Control	2018-08-09	Paper
A simple derivation of the limited information maximum likelihood estimator Economics Letters	2013-07-26	Paper
Macroeconomic theory. A dynamic general equilibrium approach.	2012-04-16	Paper
Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference Open Economies Review	2010-04-28	Paper
Testing a DSGE model of the EU using indirect inference Open Economies Review	2009-11-16	Paper
Macroeconomic theory. A dynamic general equilibrium approach.	2008-02-22	Paper
Interpreting cointegrating vectors and common stochastic trends Journal of Econometrics	1997-06-22	Paper
The persistence in volatility of the US term premium 1970--1986 Economics Letters	1997-02-27	Paper
The sustainability of current account deficits. A test of the US intertemporal budget constraint Journal of Economic Dynamics and Control	1993-06-29	Paper
The Efficient Estimation of Econometric Models with Rational Expectations Review of Economic Studies	1982-01-01	Paper
Testing Linear and Log-Linear Regressions for Functional Form Review of Economic Studies	1981-01-01	Paper
scientific article; zbMATH DE number 3673420 (Why is no real title available?)	1978-01-01	Paper
A Note on the Use of Proxy Variables Econometrica	1972-01-01	Paper
The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors Econometrica	1969-01-01	Paper

Research outcomes over time

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