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
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, pp. 178-194.
10.1111/obes.12253
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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.
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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
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Wickens, Michael ORCID: https://orcid.org/0000-0002-6862-0674
2014.
How useful are DSGE macroeconomic models for forecasting?
Open Economies Review
25
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, pp. 171-193.
10.1007/s11079-013-9304-6
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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
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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.
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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.
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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.
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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.
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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
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, pp. 526-551.
10.1016/j.euroecorev.2011.12.003
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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
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10.1111/j.1468-0327.2011.00270.x
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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:
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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:
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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
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10.1002/jae.1219
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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:
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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:
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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:
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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
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, pp. 134-152.
10.1002/ijfe.395
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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.
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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
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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.
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