Michael Wickens

Available identifiers

zbMath Open wickens.michael-rMaRDI QIDQ967260

List of research outcomes

Publication	Date of Publication	Type
The macroeconomic controversy over price rigidity -- how to resolve it and how Bayesian estimation has led us astray	2023-02-22	Paper
Forward interest rates as predictors of future US spot rates before and after the 2008 financial crisis	2022-10-11	Paper
Population aging, social security and fiscal limits	2020-06-25	Paper
Testing DSGE models by indirect inference: a survey of recent findings	2019-07-12	Paper
How useful are DSGE macroeconomic models for forecasting?	2019-05-23	Paper
Revisiting the Great Moderation : policy or luck?	2019-05-23	Paper
Testing macro models by indirect inference: a survey for users	2019-05-23	Paper
Comparing different data descriptors in indirect inference tests on DSGE models	2018-09-05	Paper
A Monte Carlo procedure for checking identification in DSGE models	2018-08-09	Paper
A simple derivation of the limited information maximum likelihood estimator	2013-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q2880715	2012-04-16	Paper
Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference	2010-04-28	Paper
Testing a DSGE model of the EU using indirect inference	2009-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q5444156	2008-02-22	Paper
Interpreting cointegrating vectors and common stochastic trends	1997-06-22	Paper
The persistence in volatility of the US term premium 1970--1986	1997-02-27	Paper
The sustainability of current account deficits. A test of the US intertemporal budget constraint	1993-06-29	Paper
The Efficient Estimation of Econometric Models with Rational Expectations	1982-01-01	Paper
Testing Linear and Log-Linear Regressions for Functional Form	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3870200	1978-01-01	Paper
A Note on the Use of Proxy Variables	1972-01-01	Paper
The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors	1969-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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