Mike Wickens

29 published titles

Currency substitution and vehicle currencies : tests of alternative hypotheses for the dollar, DM and yen

(Contributor)

1 edition

Debt and deficit ceilings, and sustainability of fiscal policies

(Contributor)

1 edition

A risk management approach to optimal asset allocation

(Contributor)

1 edition

Optimal international asset allocation and home bias

(Contributor)

1 edition

Global asset allocation with time-varying risk

(Contributor)

1 edition

Macroeconomics influences on optimal asset allocation

(Contributor)

1 edition

Macroeconomic influences on optimal asset allocation

(Contributor)

1 edition

Microeconomic sources of equity risk

1 edition

Measuring fiscal sustainability

(Contributor)

1 edition

Is the Euro sustainable?

1 edition

Macroeconomic theory : a dynamic general equilibrium approach

2 editions

Optimal monetary policy using a VAR

(Contributor)

1 edition

How much nominal rigidity is there in the US economy? : testing a new Keynesian DSGE model using indirect inference

(Contributor)

2 editions

Testing a DSGE model of the EU using indirect inference

(Contributor)

1 edition

Testing a DSGE model of the EU using indirect inference : [annexes]

(Contributor)

1 edition

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

(Contributor)

1 edition

The 'puzzles' methodology : en route to indirect inference?

(Contributor)

2 editions

Some problems in the testing of DSGE models

(Contributor)

2 editions

How much nominal rigidity is there in the US economy? : testing a new Keynesian DSGE model using indirect inference : [annex]

(Contributor)

1 edition

A DSGE model of banks and financial intermediation with default risk

1 edition

Testing macroeconomic models by indirect inference on unfiltered data

(Contributor)

1 edition

Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments

(Contributor)

1 edition

How useful are DSGE macroeconomic models for forecasting?

1 edition

A Monte Carlo procedure for checking identification in DSGE models

(Contributor)

1 edition

How the Euro crisis evolved and how to avoid another : EMU, fiscal policy and credit ratings

(Contributor)

1 edition

Sovereign credit ratings in the European Union : a model-based fiscal analysis

(Contributor)

1 edition

Small sample performance of indirect inference on DSGE models

(Contributor)

1 edition

Modelling the U.S. sovereign credit rating

(Contributor)

1 edition

Is the UK triple-A?

(Contributor)

1 edition