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DP17172 How might the UK's Debt-GDP ratio be reduced? Evidence from the last 120 years 智库出版物
2022
作者:  Michael R. Wickens
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Debt-gdp ratio  Primary deficit  Growth  inflation  
DP16313 The eurozone: what is to be done? 智库出版物
2021
作者:  Patrick Minford;  Michael R. Wickens;  Zhirong Ou;  Zheyi Zhu
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Eurozone  Macro stability  Fiscal policy  Monetary independence  
DP15684 Estimating macro models and the potentially misleading nature of Bayesian estimation 智库出版物
2021
作者:  David Meenagh;  Patrick Minford;  Michael R. Wickens
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Bayesian  Maximum likelihood  indirect inference  Estimation bias  
DP14800 Forward interest rates as predictors of future US and UK spot rates before and after the 2008 financial crisis 智库出版物
2020
作者:  Michael R. Wickens
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Checking if the straitjacket fits: Theory versus statistical fit in macroeconomic modelling 智库出版物
2020
作者:  Michael R. Wickens
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Dsge models  Macroeconomic modelling  Theory  empirics  
DP14140 Checking if the Straitjacket Fits 智库出版物
2019
作者:  Adrian Pagan;  Michael R. Wickens
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Model testing  Dsge models  Svars  
DP13613 Idiosyncratic shocks: a new procedure for identifying shocks in a VAR with application to the New Keynesian model 智库出版物
2019
作者:  Michael R. Wickens
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Var analysis  Macroeconomic shocks  New keynesian model  
DP11978 Population Aging, Social Security and Fiscal Limits 智库出版物
2017
作者:  Michael R. Wickens
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Pensions  Dependency ratio  Fiscal space  Laffer effects  
DP11817 What is the truth about DSGE models? Testing by indirect inference 智库出版物
2017
作者:  Patrick Minford;  David Meenagh;  Michael R. Wickens
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Pseudo-true inference  Dsge models  Wald tests  indirect inference  Likelihood ratio tests  Robustness  
DP11819 Testing part of a DSGE model by Indirect Inference 智库出版物
2017
作者:  Patrick Minford;  Michael R. Wickens
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Sub sectors of models  Limited information  indirect inference  Testing dsge models equations  Monte carlo  Power  Test size