Author (s): Michael R. Wickens
About Author
Professor Michael R. Wickens
BSc(Econ), MSc(London)
Former Managing Editor, The Economic Journal
Specialist Advisor, House of Lords Economic Affairs Committee
Fellow of the CEPR
Fellow of CESifo
Consultant to the International Monetary Fund and the UN Food and Agriculture Organisation
Research interests
Macroeconomics and finance, the connections between the two, and the development of new analytical and empirical tools.
Areas of published research:
- Macroeconomics : intertemporal macro models, real business cycle theory, the sustainability of fiscal policy, monetary policy, exchange rate models, the consumption function.
- Finance : Bond, equity and FOREX asset pricing; strategic asset allocation, the term structure of interest rates, the behaviour of the stock market, foreign exchange markets, international CAPM, mortgage-backed securities, commodity models.
- Econometrics : cointegration, VAR analysis, economic convergence, rational expectations, learning, estimation theory and inference.