Minford, Patrick ORCID: https://orcid.org/0000-0003-2499-935X, Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 and Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585 2019. Testing part of a DSGE model by indirect inference. Oxford Bulletin of Economics and Statistics 81 (1) , pp. 178-194. 10.1111/obes.12253 |
Le, Vo Phuong Mai, Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2015. Small sample performance of indirect inference on DSGE models. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Polito, Vito and Wickens, Mike ORCID: https://orcid.org/0000-0002-6862-0674 2014. Modelling the U.S. sovereign credit rating. Journal of Banking and Finance 46 , pp. 202-218. 10.1016/j.jbankfin.2014.05.008 |
Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2014. How useful are DSGE macroeconomic models for forecasting? Open Economies Review 25 (1) , pp. 171-193. 10.1007/s11079-013-9304-6 |
Abhakorn, Pongrapeeporn, Smith, Peter N. and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2013. What do the Fama-French factors add to C-CAPM? Journal of Empirical Finance 22 , pp. 113-127. 10.1016/j.jempfin.2013.04.002 |
Minford, Patrick, Ou, Zhirong ORCID: https://orcid.org/0000-0002-4610-7183 and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2013. Revisiting the Great Moderation using the method of Indirect Inference. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Le, Vo Phuong Mai, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2013. A Monte Carlo procedure for checking identification in DSGE models. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2012. Testing macroeconomic models by indirect inference on unfiltered data. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Le, Vo Phuong Mai, Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2012. Testing DSGE models by Indirect Inference and other methods: some Monte Carlo experiments. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Polito, Vito and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2012. A model-based indicator of the fiscal stance. European Economic Review 56 (3) , pp. 526-551. 10.1016/j.euroecorev.2011.12.003 |
Polito, Vito and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2011. Assessing the fiscal stance in the European Union and the United States, 1970-2011. Economic Policy 26 (68) , pp. 599-647. 10.1111/j.1468-0327.2011.00270.x |
Le, Vo Phuong Mai, Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2011. How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE model using indirect inference. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Davidson, James, Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2010. Why crises happen: nonstationary macroeconomics. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Polito, Vito and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2010. Optimal monetary policy using an unrestricted VAR. Journal of Applied Econometrics 27 (4) , pp. 525-553. 10.1002/jae.1219 |
Le, Vo Phuong Mai, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2009. Some problems in the testing of DSGE models. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Le, Vo Phuong Mai, Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2009. Two orthogonal continents: testing a two-country DSGE model of the US and EU using indirect inference. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Le, Vo Phuong Mai, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2009. The ‘Puzzles’ methodology: en route to Indirect Inference? [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Smith, Peter N., Sorensen, Steffen and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2009. The equity premium and the business cycle: the role of demand and supply shocks. International Journal of Finance & Economics 15 (2) , pp. 134-152. 10.1002/ijfe.395 |
Meenagh, David ORCID: https://orcid.org/0000-0002-9930-7947, Minford, Patrick and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2008. Testing a DSGE model of the EU using indirect inference. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University. |
Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 and Polito, Vito 2007. Measuring the fiscal stance. [Discussion Paper]. Discussion Papers in Economics, vol. 14. York: University of York. Available at: http://ideas.repec.org/p/yor/yorken/07-14.html |
Polito, Vito and Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674 2005. Measuring fiscal sustainability. [Discussion Paper]. CEPR discussion paper, vol. 5312. CEPR. |