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Michael R. Wickens

Global rank #5187 94%

Institution: University of York

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1970

Most Recent: 2014

RePEc ID: pwi163 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 5.03 8.55 0.00 19.94

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 16.32

Publications (14)

Year Article Journal Tier Authors
2014 Modelling the U.S. sovereign credit rating Journal of Banking & Finance B 2
2012 A model-based indicator of the fiscal stance European Economic Review B 2
2012 Optimal monetary policy using an unrestricted VAR Journal of Applied Econometrics B 2
2011 How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference Journal of Economic Dynamics and Control B 4
2010 The 'Puzzles' methodology: En route to Indirect Inference? Economic Modeling C 3
2000 Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis Oxford Bulletin of Economics and Statistics B 2
1997 Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. Oxford Bulletin of Economics and Statistics B 2
1996 Interpreting cointegrating vectors and common stochastic trends Journal of Econometrics A 1
1995 The persistence in volatility of the US term premium 1970-1986 Economics Letters C 2
1993 The sustainability of current account deficits : A test of the US intertemporal budget constraint Journal of Economic Dynamics and Control B 2
1990 The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 Econometric Theory B 1
1982 A simple derivation of the limited information maximum likelihood estimator Economics Letters C 2
1973 The Econometrics of Agricultural Supply: An Application to the World Coffee Market. Review of Economics and Statistics A 2
1970 Estimation of the Vintage Cobb-Douglas Production Function for the United States 1900-1960. Review of Economics and Statistics A 1