Michael Wickens

Best Publications

• Econometrics and Quantitative Economics.

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  353
  Citations

• Dynamic Specification, the Long-Run and The Estimation of Transformed Regression Models

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  316
  Citations

• The Efficient Estimation of Econometric Models with Rational Expectations

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  249
  Citations

• Macroeconomic Theory: A Dynamic General Equilibrium Approach

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  213
  Citations

• Interpreting cointegrating vectors and common stochastic trends

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  201
  Citations

• MEASURING CONVERGENCE OF THE EC ECONOMIES

  S. G. Hall;D. Robertson;M. R. Wickens

  171
  Citations

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

  Vo Phuong Mai Le;David Meenagh;Patrick Minford;Michael Wickens;Michael Wickens

  165
  Citations

• A Survey of Some Recent Econometric Methods

  A. R. Pagan;M. R. Wickens

  158
  Citations

• Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis

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  154
  Citations

• Bargaining: Monopoly Power versus Union Power.

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  139
  Citations

• Testing Linear and Log-Linear Regressions for Functional Form

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  137
  Citations

• Is the gilt-equity yield ratio useful for predicting UK stock returns?

  A.D. Clare;S.H. Thomas;M.R. Wickens

  131
  Citations

• Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure

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  111
  Citations

• The sustainability of current account deficits

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  107
  Citations

• Estimating shocks and impulse response functions

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  80
  Citations

• Testing Macro Models by Indirect Inference: A Survey for Users

  Vo Phuong Mai Le;David Meenagh;Patrick Minford;Patrick Minford;Michael Wickens;Michael Wickens;Michael Wickens

  80
  Citations

• The Econometrics of Agricultural Supply: An Application to the World Coffee Market

  Unknown

  76
  Citations

• Stochastic Life Cycle Theory With Varying Interest Rates and Prices

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  72
  Citations

• Asset Pricing with Observable Stochastic Discount Factors

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  68
  Citations

• Handbook of Econometrics. Vol. 2.

  M. R. Wickens;Zvi Griliches;Michael D. Intriligator

  34
  Citations