Discussion paper DP10765 Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results Patrick Minford Michael R. Wickens David Meenagh 16 Aug 2015 Monetary Economics and Fluctuations C12 C32 C52 E1
Discussion paper DP10766 Testing macro models by indirect inference: a survey for users Patrick Minford Michael R. Wickens David Meenagh Vo Phuong Mai Le 16 Aug 2015 Monetary Economics and Fluctuations C12 C32 C52 E1
Discussion paper DP10382 Small sample performance of indirect inference on DSGE models Patrick Minford Michael R. Wickens David Meenagh Vo Phuong Mai Le 1 Feb 2015 International Macroeconomics C12 C32 C52 E1
Discussion paper DP10197 How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics Michael R. Wickens 12 Oct 2014 International Macroeconomics B1 C1 E1 G1
Discussion paper DP9665 Sovereign credit ratings in the European Union: a model-based fiscal analysis Michael R. Wickens Vito Polito 29 Sep 2013 International Macroeconomics E62 H30 H60
Discussion paper DP9521 How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings Michael R. Wickens Vito Polito 23 Jun 2013 International Macroeconomics E52 E62 H63 H68
Discussion paper DP9411 A Monte Carlo procedure for checking identification in DSGE models Patrick Minford Michael R. Wickens Vo Phuong Mai Le 31 Mar 2013 International Macroeconomics C13 C51 C52 E32
Discussion paper DP9378 Is the UK triple-A? Michael R. Wickens Vito Polito 10 Mar 2013 International Macroeconomics E62 H30 H60
Discussion paper DP9150 Modelling the U.S. sovereign credit rating Michael R. Wickens Vito Polito 30 Sep 2012 International Macroeconomics E62 H30 H60
Discussion paper DP9056 Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments Patrick Minford Michael R. Wickens David Meenagh Vo Phuong Mai Le 15 Jul 2012 International Macroeconomics C12 C32 C52 E1
Discussion paper DP9058 Testing macroeconomic models by indirect inference on unfiltered data Patrick Minford Michael R. Wickens David Meenagh 15 Jul 2012 International Macroeconomics C12 C32 C52 E1
Discussion paper DP9049 How Useful are DSGE Macroeconomic Models for Forecasting? Michael R. Wickens 8 Jul 2012 International Macroeconomics C5 E1